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Testing the assumption of Linearity

Panagiotidis, Theodore (2002) Testing the assumption of Linearity. Economics Bulletin, 3 (29). pp. 1-9.

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Abstract

The assumption of linearity is tested using five statistical tests for the US and the Canadian unemployment rates. An AR(p) model was used to remove any linear structure from the series. Strong evidence in favour of non-linearity was found in the case of Canada. The result for the US is not so clear cut.

Item Type: Article
Uncontrolled Keywords: non-linearity
Depositing User: Admin Admin
Date Deposited: 13 Oct 2015 17:54
Last Modified: 13 Oct 2015 17:54
URI: http://eprints.lib.uom.gr/id/eprint/490

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