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

Abstract

Eric Zivot, Donald W. K. Andrews, Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis, Journal of Business & Economic Statistics, Vol. 10, No. 3 (Jul., 1992), pp. 251-270

Identifiers

DOI

10.2307/1391541

Citations and references