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A time-series analysis of US entrepreneurship: evidence from fractional integration

Luis Gil-Alana () and James Payne ()

Applied Economics Letters, 2015, vol. 22, issue 7, 521-524

Abstract: This empirical note employs fractional integration techniques with allowance for seasonality to infer the degree of persistence in US self-employment rate using monthly data from 2000:01 to 2014:05. The results indicate orders of integration in the range of [0.5,1] implying nonstationary, but mean-reverting behaviour.

Date: 2015
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Handle: RePEc:taf:apeclt:v:22:y:2015:i:7:p:521-524