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

Eric Zivot and Donald Andrews ()

Journal of Business & Economic Statistics, 2002, vol. 20, issue 1, 25-44

Date: 2002
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Related works:
Journal Article: Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)
Working Paper: Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1990)
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