Table 7 Enders Granger threshold unit...

Table 7

Enders Granger threshold unit root test

Variable	Threshold model	Test statistics	Lags
Aggregate unemployment insurance spending and labor force participation rate	TAR adjustment	5.56	13
	M-TAR adjustment	7.60**	13
Aggregate unemployment insurance spending and labor force participation rate male	TAR adjustment	3.74	13
	M-TAR adjustment	4.86	13
Aggregate unemployment insurance spending and labor force participation rate female	TAR adjustment	6.89**	13
	M-TAR adjustment	13.04**	13

Variable	Threshold model	Test statistics	Lags
Aggregate unemployment insurance spending and labor force participation rate	TAR adjustment	5.56	13
	M-TAR adjustment	7.60**	13
Aggregate unemployment insurance spending and labor force participation rate male	TAR adjustment	3.74	13
	M-TAR adjustment	4.86	13
Aggregate unemployment insurance spending and labor force participation rate female	TAR adjustment	6.89**	13
	M-TAR adjustment	13.04**	13

Note(s): (1) Critical values are 6.03 for 5% with no lagged change for the TAR adjustment and 5.64 for 5% with no lagged change for the M-TAR adjustment, (2) for TAR adjustment * for 1% and ** for 5% and (3) for M-TAR adjustment * for 1% and ** for 5%

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