THE GREAT CRASH, THE OIL PRICE SHOCK, AND THE UNIT-ROOT HYPOTHESIS

[31] PROOF THAT PROPERLY DISCOUNTED PRESENT VALUES OF ASSETS VIBRATE RANDOMLY [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (02): : 369 - 374

[32] TESTING THE RANDOM-WALK HYPOTHESIS - POWER VERSUS FREQUENCY OF OBSERVATION [J]. ECONOMICS LETTERS, 1985, 18 (04) : 381 - 386

[33] TESTING FOR COMMON TRENDS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1988, 83 (404) : 1097 - 1107

[34] STULZ RM, 1985, CARNEGIE-ROCHESTER C, V22, P9

[35] TIME-SERIES MODEL-SPECIFICATION IN THE PRESENCE OF OUTLIERS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1986, 81 (393) : 132 - 141

[36] NON-STATIONARITIES IN MACROECONOMIC TIME-SERIES - FURTHER EVIDENCE AND IMPLICATIONS [J]. CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1986, 19 (03): : 498 - 510

[31] PROOF THAT PROPERLY DISCOUNTED PRESENT VALUES OF ASSETS VIBRATE RANDOMLY [J]. BELL JOURNAL OF ECONOMICS, 1973, 4 (02): : 369 - 374

[32] TESTING THE RANDOM-WALK HYPOTHESIS - POWER VERSUS FREQUENCY OF OBSERVATION [J]. ECONOMICS LETTERS, 1985, 18 (04) : 381 - 386

[33] TESTING FOR COMMON TRENDS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1988, 83 (404) : 1097 - 1107

[34] STULZ RM, 1985, CARNEGIE-ROCHESTER C, V22, P9

[35] TIME-SERIES MODEL-SPECIFICATION IN THE PRESENCE OF OUTLIERS [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1986, 81 (393) : 132 - 141

[36] NON-STATIONARITIES IN MACROECONOMIC TIME-SERIES - FURTHER EVIDENCE AND IMPLICATIONS [J]. CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1986, 19 (03): : 498 - 510