On the Evidence of Non-Linear Structure in Canadian Unemployment

O. Mikhail (), Curtis J. Eberwein and Jagdish Handa ()

Macroeconomics from EconWPA

Abstract: In this paper, we focus on and examine the empirical evidence of non- linearity in aggregate Canadian unemployment. Contrary to the conclusion reached in Murray et al. (1993), and using a corrected for bias simple non-parametric test (SNT), we reject the null hypothesis of a linear structure for Canadian unemployment.

Keywords: Canada; Unemployment; Brock Dechert and Scheinkman (BDS) test; Simple Non-Paramteric Test (SNT); U-Statistics; Correlation Integral; Non-Linear Specification. (search for similar items in EconPapers)
JEL-codes: C12 C22 E24 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-lab and nep-mac
Date: 2003-11-11
Note: Type of Document - pdf
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Related works:
Journal Article: On the evidence of non-linear structure in Canadian unemployment (2005)
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpma:0311003

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