Further evidence on the Great Crash, the oil-price shock, and the unit-root hypothesis
Eric Zivot and Donald W. K. Andrews
| Year of publication: |
2002
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|---|---|
| Authors: | Zivot, Eric ; Andrews, Donald W. K. |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 20.2002, 1, p. 25-44
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| Subject: | Einheitswurzeltest | Unit root test | Zeitreihenanalyse | Time series analysis | Strukturbruch | Structural break | Theorie | Theory | Schätzung | Estimation | Wirtschaftskrise | Economic crisis | Ölpreis | Oil price | USA | United States |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal ; Reprint |
| Language: | English |
| Notes: | In: Journal of business & economic statistics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001639874