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Original Articles

Unit root in unemployment – new evidence from nonparametric tests

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Pages 509-512 | Published online: 06 Dec 2010

References

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  • Granger , C. W. J. and Hallman , J. 1991 . Nonlinear transformations of integrated time series . Journal of Time Series Analysis , 12 : 207 – 24 .
  • Gustavsson , M. and Österholm , P. 2006 . Hysteresis and non-linearities in unemployment rates . Applied Economics Letters , 13 : 445 – 8 .
  • Said , S. E. and Dickey , D. A. 1984 . Testing for unit roots in autoregressive moving average models of unknown order . Biometrika , 71 : 599 – 607 .
  • Schwert , G. W. 1989 . Tests for unit roots: a Monte Carlo investigation . Journal of Business & Economic Statistics , 7 : 147 – 59 .

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