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

Andrews, Donald W. K.; Zivot, Eric

doi:10.2307/1391541

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

Author(s): Eric Zivot , Donald W. K. Andrews

Publication date Created: July 1992

Publication date (Print): July 1992

Journal: Journal of Business & Economic Statistics

Publisher: JSTOR

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Title: Journal of Business & Economic Statistics

Abbreviated Title: Journal of Business & Economic Statistics

Publisher: JSTOR

ISSN (Print): 07350015

Publication date Created: July 1992

Publication date (Print): July 1992

Volume: 10

Issue: 3

Page: 251

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DOI: 10.2307/1391541

SO-VID: fc8ebacf-3c49-48d3-9b8c-8921bb2e4804

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

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