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11 articles for “unit roots”

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Research ArticleOpen accessIn the abstractStrong Dependence at the Long Run and the Cyclical Frequencies in the Specification of the US Unemployment RateL. A. Gil-AlanaThis study deals with the presence of long range dependence at the long run and the cyclical frequencies in the specification of the US unemployment rate. We use a parametric procedure that permits us to test unit and fractional roots in raw time series. The results show that both the long run and the cyclical structures present a component of … …American Journal of Applied Sciences, Vol. 2, Issue 2 · 28 Feb 2005 · 6,501 accessesView PDFCite