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Open AccessEconomicsMathematics

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

E. Zivot, D. Andrews

1992.7.1JOURNAL OF BUSINESS & ECONOMIC STATISTICS

DOI: 10.1198/073500102753410372

Abstract

Abstract is not available.

Citation format

ZIVOT, E.; ANDREWS, D. Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 1992, 20: 25–44.