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

• المؤلفون الرئيسيون: Yaya, OlaOluwa S., Ogbonna, Ahamuefula E., Furuoka, Fumitaka, Gil-Alana, Luis A.
• التنسيق: مقال
• منشور في: Wiley 2021
• الموضوعات: QA Mathematics; TK Electrical engineering. Electronics Nuclear engineering
• الوصول للمادة أونلاين: http://eprints.um.edu.my/26780/

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...