Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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- Zivot, Eric & Andrews, Donald W K, 1992. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-270, July.
- Zivot, Eric & Andrews, Donald W K, 2002. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(1), pages 25-44, January.
References listed on IDEAS
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Keywords
Asymptotic distribution; break point; Gaussian process; macroeconomic time series; structural change; test statistic; time trend; trend stationary; unit root hypothesis; weak convergence;All these keywords.
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