A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network
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Publisher
Oxford: Blackwell Publishing Ltd
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Language
English
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Publisher
Oxford: Blackwell Publishing Ltd
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This paper proposes a nonlinear unit root test based on the autoregressive neural network process for testing unemployment hysteresis. In this new unit root testing framework, the linear, quadratic and cubic components of the neural network process are used to capture the nonlinearity in a given time series data. The theoretical properties of the t...
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Full title
A New Unit Root Test for Unemployment Hysteresis Based on the Autoregressive Neural Network
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TN_cdi_proquest_journals_2552582780
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2552582780
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ISSN
0305-9049
E-ISSN
1468-0084
DOI
10.1111/obes.12422
