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We present empirical evidence regarding unemployment dynamics for women and men in eight OECD countries. Unit-root tests are used to examine the unemployment dynamics of women and men. Failure to reject the unit-root hypothesis is consistent with unemployment hysteresis. Rejection of the...
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We examine the time series properties of medical net discount rates based on five different medical consumer price indices, namely, medical care, medical services, medical care commodities, physician's services, and prescription drugs & medical supplies that were first analyzed by Ewing, Piette,...
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This article tests for the presence of a unit-root in all time series included in the extended Nelson-Plosser data set using the statistics devised by Zivot and Andrews, Perron and Murray and Zivot. It specifies the mixed model characterization of the trend-break stationary alternative that...
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We present empirical evidence regarding the structure of unemployment in the US disaggregated by race, ethnicity, and gender. Popp’s (2008) unit-root test reveals that the dynamics of unemployment for all groups is characterized by the hysteresis hypothesis except for Hispanic Males.
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We show that Dickey and Fuller's [1979. Distribution of the estimator for autoregressive time series with a unit root. J. Amer. Statist. Assoc. 74, 427-431; 1981. Likelihood ratio statistics for autoregressive time series with a unit root. Econometrica 49, 1057-1072.] normalized estimator, and...
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We examine the asymptotic behaviour of Dickey and Fuller's (Econometrica 49 (1981) 1057) F-statistics under two different characterizations of the trend-break stationary alternative. While both F-statistics reject the unit root null when the break occurs according to the changing growth model,...
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