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Theodore Panagiotidis
 
''Testing the assumption of Linearity''
( 2002, Vol. 3 No.29 )
 
 
The assumption of linearity is tested using five statistical tests for the US and the Canadian unemployment rates. An AR(p) model was used to remove any linear structure from the series. Strong evidence in favour of non-linearity was found in the case of Canada. The result for the US is not so clear cut.
 
 
Keywords: non-linearity
JEL: C2 - Single Equation Models; Single Variables: General
C5 - Econometric Modeling: General
 
Manuscript Received : Dec 03 2002 Manuscript Accepted : Dec 05 2002

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