Yaya, OlaOluwa S; Ogbonna, Ephraim A; Furuoka, Fumitaka; … - 2019
This paper proposes a nonlinear unit root test based on the artificial neural network-augmented Dickey-Fuller (ANN-ADF) test for testing hysteresis in unemployment. In this new unit root test, the linear, quadratic and cubic components of the neural network process are used to capture the...