Further Evidence on the Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Year of publication: |
1990-05
|
---|---|
Authors: | Zivot, Eric ; Andrews, Donald W.K. |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotic distribution | break point | Gaussian process | macroeconomic time series | structural change | test statistic | time trend | trend stationary | unit root hypothesis | weak convergence |
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