Unit roots and structural breaks in OECD unemployment

DOI10.1016/S0165-1765(99)00131-7zbMath1037.91596OpenAlexW1964768961MaRDI QIDQ1606355

Iris Biefang-Frisancho Mariscal, Philip Arestis

Publication date: 30 July 2002

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(99)00131-7

zbMATH Keywords

unit root testsstructural breaksunemployment rates

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82)

Related Items (1)

Bayesian model selection for unit root testing with multiple structural breaks

Cites Work

• Further evidence on breaking trend functions in macroeconomic variables
• Testing for a unit root in variables with a double change in the mean
• Testing for a unit root in time series regression
• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
• Unit Root Tests in ARMA Models with Data-Dependent Methods for the Selection of the Truncation Lag
• Unnamed Item

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