Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/81655
Authors: 
Ozdemir, Zeynel Abidin
Balcilar, Mehmet
Tansel, Aysit
Year of Publication: 
2011
Series/Report no.: 
Discussion Paper, Turkish Economic Association 2011/8
Abstract: 
This paper examines the possibility of unit roots in the presence of endogenously determined multiple structural breaks in the total, female and male labour force participation rates (LFPR) for Australia, Canada and the USA. We extend the procedure of Gil-Alana (2008) for single structural break to the case of multiple structural breaks at endogenously determined dates using the principles suggested by Bai and Perron (1998). We use the Robinson (1994) LM test to determine the fractional order of integration. We find that endogenously determined structural breaks render the total, female and male LFPR series stationary or at best mean-reverting.
Subjects: 
Labour Force Participation Rates
Gender
Fractional Integration
Structural Breaks
JEL: 
C22
E24
J16
J21
Document Type: 
Working Paper

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