The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (Q4733272): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2116388354 / rank | |||
Normal rank | |||
Latest revision as of 22:01, 19 March 2024
scientific article; zbMATH DE number 4119461
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis |
scientific article; zbMATH DE number 4119461 |
Statements
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (English)
0 references
1989
0 references
hypothesis testing
0 references
intervention analysis
0 references
structural change
0 references
stochastic trends
0 references
functional weak convergence
0 references
Wiener process
0 references
time series
0 references
nonzero drift
0 references
one-time change
0 references
trend stationary alternatives
0 references
unit root hypothesis
0 references
limiting distribution
0 references
percentage points
0 references
oil price shock
0 references
deterministic trend
0 references
