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

Eric W. Zivot, Donald W. K. Andrews·1992·Journal of Business and Economic Statistics
DOI 10.2307/1391541
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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

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Research works printed but not linked: 29

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Metadata

Authors
Zivot, E. W., & Andrews, D. W. K.
Venue
Journal of Business and Economic Statistics
Publisher
Informa UK Limited
Published
1992-07
Volume
10
Issue
3
Pages
251-270
ISSN
  • 0735-0015 (ISSN-L)
  • 1537-2707
DOI
10.2307/1391541
OpenAlex
W4293098276
Cited by
1,953
References
0
FWCI
20.89
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. https://app.cochat.ai/papers/10.2307/1391541
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Zivot, E. W., & Andrews, D. W. K. (1992). Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. Journal of Business and Economic Statistics. https://doi.org/10.2307/1391541

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.