Testing a Discrete Switching Disequilibrium Model of the UK Labour Market

Stephen Hall, S G B Henry and M Pemberton

Journal of Applied Econometrics, 1992, vol. 7, issue 1, 83-91

Abstract: This paper develops a test procedure for serial correlation for discrete switching disequilibrium models which include both an endogenous price adjustment equation and lagged dependent variables. The tests are applied to a model of the U.K. labor market and the model is respecified in the light of the test results. Copyright 1992 by John Wiley & Sons, Ltd.

Date: 1992
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