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

Eric W. Zivot · Donald W. K. Andrews

1,956 citations0/0 files storedJournal of Business and Economic Statistics

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

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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

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