Unit root in unemployment - new evidence from nonparametric tests
Jurgen Holl and
Robert Kunst ()
Applied Economics Letters, 2011, vol. 18, issue 6, 509-512
We apply Range Unit Root (RUR) tests to Organization for Economic Co-operation and Development (OECD) unemployment rates and compare the results to conventional tests. By simulations, we find that unemployment is represented adequately by a new nonlinear transformation of a serially correlated I(1) process.
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Working Paper: Unit Root in Unemployment - New Evidence from Nonparametric Tests (2009)
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