The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
GPTKB entity
Statements (16)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
gptkb:academic_journal
|
| gptkbp:author |
James D. Hamilton
|
| gptkbp:citation |
many subsequent studies in econometrics
|
| gptkbp:field |
Economics
Econometrics |
| https://www.w3.org/2000/01/rdf-schema#label |
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
|
| gptkbp:language |
English
|
| gptkbp:publicationYear |
1989
|
| gptkbp:publishedIn |
gptkb:Econometrica
|
| gptkbp:topic |
gptkb:Great_Depression
oil price shock macroeconomic time series structural breaks unit root hypothesis |
| gptkbp:bfsParent |
gptkb:Jean-Philippe_Perron
|
| gptkbp:bfsLayer |
7
|