Economics Letters · 1997 · 140 citations · 9 references
EconomicsEngineeringBacktestingFinanceBusinessEconometricsConvergence HypothesisForecastingTrend AnalysisStatisticsTime Series EconometricsHigh-frequency Financial EconometricsNonlinear Time Series
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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
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