The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (Q4733272)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 4119461
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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
0.8475567698478699
0 references
0.8407931327819824
0 references
0.8407926559448242
0 references
0.8274610042572021
0 references
