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Original Articles

Measuring unemployment persistence in terms of I(d) statistical models

Pages 761-763 | Published online: 06 Oct 2010

References

  • Baillie , R. T. 1996 . Long memoty and fractional integration in econometrics . Journal of Econometrics , 73 : 5 – 59 .
  • Gil-Alana , L. A. 2000a . Mean reversion in the real exchange rates . Economics Letters , 69 : 285 – 288 .
  • Gil-Alana , L. A. 2000b . Evaluation of Robinson's (1994) tests in finite samples . Journal of Statistical Computation and Simulation , 68 : 39 – 64 .
  • Gil-Alana , L. A. and Robinson , P. M. 1997 . Testing of unit roots and other nonstationary hypotheses in macroeconomic time series . Journal of Econometrics , 80 : 241 – 268 .
  • Robinson , P. M. 1994 . Efficient tests of nonstationary hypotheses . Journal of the American Statistical Association , 89 : 1420 – 1437 .

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