Eric W. Zivot
Yale University
1 paper in the Anchorcite directory, published in 2002, cited 5,780 times in total.
ORCID profileResearch topics
- Monetary Policy and Economic Impact · 1 paper
- Market Dynamics and Volatility · 1 paper
- Global Energy and Sustainability Research · 1 paper
Frequent co-authors
- Donald W. K. Andrews · 1 paper
Papers
- Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root HypothesisJournal of Business and Economic Statistics · 2002 · 5,780 citations
Recently, Perron has carried out tests of the unit-root hypothesis against the alternative hypothesis of trend stationarity with a break in the trend occurring at the Great Crash of 1929 or at the 1973 oil-price shock. His analysis covers the…
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