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The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

Pierre Perron

Econometrica, 1989. DOI 10.2307/1913712

Has this study been replicated?

The atlas records 1 reproduction of this study. Recorded outcomes: 1 with no outcome recorded.

Reproductions

• Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis, Zivot & Andrews (2002). No outcome recorded. View paper

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