The informational value of unemployment statistics: a note on the time series properties of participation rates

DOI10.1016/J.ECONLET.2006.03.032zbMath1254.91590OpenAlexW2066593898MaRDI QIDQ1929437

Pär Österholm, Magnus Gustavsson

Publication date: 8 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2006.03.032

zbMATH Keywords

hysteresisunit root test

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; economic indices and measures (91B82)

Cites Work

• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Statistical analysis of cointegration vectors
• Testing for unit roots in heterogeneous panels.
• Testing for a unit root in the nonlinear STAR framework
• Testing for unit roots in autoregressive-moving average models of unknown order
• Efficient Tests for an Autoregressive Unit Root
• Some empirical evidence on the `discouraged worker' effect

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