On the Evidence of Non-Linear Structure in Canadian Unemployment.

In this paper, we focus on and examine the empirical evidence of non- linearity in aggregate Canadian unemployment. Contrary to the conclusion reached in Murray et al. (1993), and using a corrected for bias simple non-parametric test (SNT), we reject the null hypothesis of a linear structure for Canadian unemployment.

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Year of publication:	2003-11-11
Authors:	Mikhail, Ossama ; Eberwein, Curtis J. ; Handa, Jagdish
Institutions:	EconWPA
Subject:	Canada \| Unemployment \| Brock Dechert and Scheinkman (BDS) test \| Simple Non-Paramteric Test (SNT) \| U-Statistics \| Correlation Integral \| Non-Linear Specification

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Extent:	application/pdf
Series:	Macroeconomics.
Type of publication:	Book / Working Paper
Notes:	Type of Document - pdf
Classification:	C12 - Hypothesis Testing ; C22 - Time-Series Models ; E24 - Employment; Unemployment; Wages
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005412624