The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (Q4733272)
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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 |
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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (English)
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1989
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hypothesis testing
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intervention analysis
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structural change
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stochastic trends
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functional weak convergence
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Wiener process
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time series
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nonzero drift
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one-time change
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trend stationary alternatives
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unit root hypothesis
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limiting distribution
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percentage points
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oil price shock
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deterministic trend
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