Journal of Business and Economic Statistics · 1992 · 2K citations · 0 references
Social SciencesEconomicsEconometricsMacroeconomicsTime Series AnalysisCointegration AnalysisFinancial CrisesStationarity AnalysisTime Series EconometricsTime Series ForecastingTrend AnalysisAsymptotic AnalysisAsymptotic TheoryExogenous ShocksNull HypothesisOil Price ShocksTest StatisticTrend StationarityUnit Root Testing
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