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DataUsUnemp

US unemployment series used in Caner and Hansen (2001)


Description

This data, used as example in Caner and Hansen (2001), contains the monthly US adult male unemployment from 1956 to 1999.

Usage

data(UsUnemp)

Format

A monthly time series of class ts starting in January 1956 and ending in August 1999.

Source

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


tsDyn

Nonlinear Time Series Models with Regime Switching

v10-1.2
GPL (>= 2)
Authors
Antonio Fabio Di Narzo [aut], Jose Luis Aznarte [ctb], Matthieu Stigler [aut], Ho Tsung-wu [cre]
Initial release
2020-02-04

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