A New unit root test for unemployment hysteresis based on the autoregressive neural network*

• Main Authors: Yaya, OlaOluwa S., Ogbonna, Ahamuefula E., Furuoka, Fumitaka, Gil-Alana, Luis A.
• Format: Article
• Published: Wiley 2021
• Subjects: QA Mathematics; TK Electrical engineering. Electronics Nuclear engineering
• Online Access: http://eprints.um.edu.my/26780/
• Institution: Universiti Malaya

This paper proposes a nonlinear unit root test based on the autoregressive neural network process for testing unemployment hysteresis. In this new unit root testing framework, the linear, quadratic and cubic components of the neural network process are used to capture the nonlinearity in a given tim...