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.
Full text not available from this repository.
Abstract
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.
| Type: | Article |
|---|---|
| Title: | Testing a discrete switching disequilibrium model of the UK labour market |
| DOI: | 10.1002/jae.3950070108 |
| Publisher version: | http://dx.doi.org/10.1002/jae.3950070108 |
| Language: | English |
| Keywords: | Endogenous |
| UCL classification: | UCL > School of Arts and Social Sciences > Faculty of Social and Historical Sciences > Economics |
Archive Staff Only: edit this record