Hall, S.G. and Henry, S.G.B. and Pemberton, M. (1992) Testing a discrete switching disequilibrium model of the UK labour market. Journal of Applied Econometrics , 7 (1) pp. 83-91. 10.1002/jae.3950070108.
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This paper develops a test procedure for serial correlation for discrete switching disequilibrium models which include both an endogenous price adjustment equation and lagged dependent variables. The tests are applied to a model of the U.K. labor market and the model is respecified in the light of the test results.
|Title:||Testing a discrete switching disequilibrium model of the UK labour market|
|UCL classification:||UCL > School of Arts and Social Sciences > Faculty of Social and Historical Sciences > Economics|
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