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.

引用

页码：521 / 524

页数：4

共 50 条

[41] Fractional integration in total factor productivity: evidence from US data
Gil-Alana, LA
Mendi, P
APPLIED ECONOMICS, 2005, 37 (12) : 1369 - 1383
[42] FEDERAL-TAXES AND HOMEOWNERSHIP - EVIDENCE FROM TIME-SERIES
ROSEN, HS
ROSEN, KT
JOURNAL OF POLITICAL ECONOMY, 1980, 88 (01) : 59 - 75
[43] Fractional integration and nonlinear deterministic trends in the analysis of time series data
Gil-Alana, Luis A.
Carcel, Hector
APPLIED ECONOMICS LETTERS, 2017, 24 (14) : 991 - 994
[44] TIME-SERIES ANALYSIS IN ENDOCRINOLOGY
MATTHEWS, DR
ACTA PAEDIATRICA SCANDINAVICA, 1988, : 55 - 62
[45] TIME-SERIES ANALYSIS.
Miller, Robert E.
Chemical Engineering (New York), 1985, 92 (12): : 85 - 90
[46] TIME-SERIES ANALYSIS OF JITTER
SCHOENTGEN, J
DEGUCHTENEERE, R
JOURNAL OF PHONETICS, 1995, 23 (1-2) : 189 - 201
[47] CONSISTENCY IN TIME-SERIES ANALYSIS
ROBINSON, PM
ANNALS OF STATISTICS, 1978, 6 (01): : 215 - 223
[48] Wavelets in time-series analysis
Nason, GP
von Sachs, R
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 1999, 357 (1760): : 2511 - 2526
[49] TIME-SERIES ANALYSIS IN BIOLOGY
GRIMM, H
BIOMETRICS, 1980, 36 (01) : 182 - 182
[50] THE ANALYSIS OF HYDROLOGICAL TIME-SERIES
BEAUMONT, CD
PROGRESS IN PHYSICAL GEOGRAPHY, 1982, 6 (01) : 60 - 99

← 1 2 3 4 5 →