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
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.
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