A time-series analysis of US entrepreneurship: evidence from fractional integration

被引：2
|
作者：
Gil-Alana, Luis A. [1 ]
Payne, James E. [2 ]
机构：
[1] Univ Navarra, Dept Econ, E-31080 Pamplona, Spain
[2] Georgia Coll & State Univ, J Whitney Bunting Coll Business, Milledgeville, GA 31061 USA
来源：
APPLIED ECONOMICS LETTERS | 2015年 / 22卷 / 07期
关键词：
C22; J23; entrepreneurship; fractional integration; self-employment; time series; OECD COUNTRIES; UNEMPLOYMENT; HYSTERESIS;
D O I：
10.1080/13504851.2014.955165
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
This empirical note employs fractional integration techniques with allowance for seasonality to infer the degree of persistence in US self-employment rate using monthly data from 2000:01 to 2014:05. The results indicate orders of integration in the range of [0.5,1] implying nonstationary, but mean-reverting behaviour.
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页码：521 / 524
页数：4
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