TESTING A DISCRETE SWITCHING DISEQUILIBRIUM MODEL OF THE UK LABOR-MARKET

被引：3

作者：

HALL, SG ^{[1
]}

HENRY, SGB ^{[1
]}

PEMBERTON, M ^{[1
]}

机构：

[1] UNIV LONDON UNIV COLL,LONDON WC1E 6BT,ENGLAND

来源：

JOURNAL OF APPLIED ECONOMETRICS | 1992年 / 7卷 / 01期

关键词：

D O I：

10.1002/jae.3950070108

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

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 UK labour market and the model is respecified in the light of the test results.

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页码：83 / 91

页数：9

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