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

19921,959 citationsJournal Article

Authors

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

Topics & Keywords

Market Dynamics and Volatility Global Energy and Sustainability Research Natural Resources and Economic Development

UN Sustainable Development Goals

Decent work and economic growth

Publication Details

Published in: Journal of Business and Economic Statistics

Volume 10, Issue 3, pp. 251-251

DOI: 10.2307/1391541

Field-Weighted Citation Impact: 30.09