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

Autores: Gil Alaña, Luis Alberiko; Payne, J. E.
Título de la revista: APPLIED ECONOMICS LETTERS
ISSN: 1350-4851
Volumen: 22
Número: 7
Páginas: 521 - 524
Fecha de publicación: 2014
Resumen:
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.
DOI: https://doi.org/10.1080/13504851.2014.955165
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