US unemployment series used in Caner and Hansen (2001)
This data, used as example in Caner and Hansen (2001), contains the monthly US adult male unemployment from 1956 to 1999.
data(UsUnemp)
A monthly time series of class ts starting in January 1956 and ending in August 1999.
Caner and Hansen,Threshold autoregression with a unit root Econometrica, 2001, 69, 1555-1596 available at: http://www.ssc.wisc.edu/~bhansen/papers/cv.htm
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