THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS

Pierre Perron

Working Papers from Princeton, Department of Economics - Econometric Research Program

Keywords: time series; macroeconomics; stochastic processes (search for similar items in EconPapers)
Pages: 48 pages
Date: 1988
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Citations: View citations in EconPapers (165)

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Journal Article: The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)
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