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Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

Eric Zivot, Donald W. K Andrews

Journal of Business & Economic Statistics, 2002. DOI 10.1198/073500102753410372

Has this study been replicated?

This paper is itself a replication attempt. The study it set out to replicate is listed below.

Study replicated

• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis, Perron (1989). Econometrica. View paper

Cite this record

Zivot, E., & Andrews, D. W. K. (2002). Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis. Journal of Business & Economic Statistics, 20(1), 25–44. https://doi.org/10.1198/073500102753410372

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