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Unit Root Tests of Canadian Poverty Measures

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Author Info
Baotai Wang () (University of Northern British Columbia)
Ajit Dayanandan () (University of Northern British Columbia)
Abstract

This note examines the non-stationarity property of a most widely used Canadian poverty measure, low income cut-off, for Canada and for each of its ten provinces using various unit root tests which started gaining popularity since the early 1980s. Most test results indicate that the Canadian poverty rates for the period of 1980 to 2003 are non-stationary. Therefore it is quite reasonable and appropriate to model the Canadian poverty rates as an I(1) process in the empirical studies on poverty issues in Canada.

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File URL: http://economicsbulletin.vanderbilt.edu/2006/volume9/EB-06I30003A.pdf
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Article provided by Economics Bulletin in its journal Economics Bulletin.

Volume (Year): 9 (2006)
Issue (Month): 2 ()
Pages: 1-7
Download reference. The following formats are available: HTML, plain text, BibTeX, RIS (EndNote), ReDIF
Handle: RePEc:ebl:ecbull:v:9:y:2006:i:2:p:1-7

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Related research
Keywords: Panel Data Poverty Rate Stationarity Unit Root Tests

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Find related papers by JEL classification:
I3 - Health, Education, and Welfare - - Welfare and Poverty
C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables

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  1. Phillips, P.C.B., 1986. "Testing for a Unit Root in Time Series Regression," Cahiers de recherche 8633, Universite de Montreal, Departement de sciences economiques.
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  2. Hou, Feng & Picot, Garnett, 2003. "The Rise in Low-income Rates Among Immigrants in Canada," Analytical Studies Branch Research Paper Series 2003198e, Statistics Canada, Analytical Studies Branch. [Downloadable!]
  3. Perron, P, 1988. "The Great Crash, The Oil Price Shock And The Unit Root Hypothesis," Papers 338, Princeton, Department of Economics - Econometric Research Program.
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  4. Hanratty, Maria J & Blank, Rebecca M, 1992. "Down and Out in North America: Recent Trends in Poverty Rates in the United States and Canada," The Quarterly Journal of Economics, MIT Press, vol. 107(1), pages 233-54, February. [Downloadable!] (restricted)
  5. Zivot, Eric & Andrews, Donald W K, 1992. "Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Journal of Business & Economic Statistics, American Statistical Association, vol. 10(3), pages 251-70, July.
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  6. Elliott, Graham & Rothenberg, Thomas J & Stock, James H, 1996. "Efficient Tests for an Autoregressive Unit Root," Econometrica, Econometric Society, vol. 64(4), pages 813-36, July. [Downloadable!] (restricted)
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  7. Sarno, Lucio & Taylor, Mark P., 1998. "Real exchange rates under the recent float: unequivocal evidence of mean reversion," Economics Letters, Elsevier, vol. 60(2), pages 131-137, August. [Downloadable!] (restricted)
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  8. Eugene Beaulieu, 2000. "The Canada-U.S. Free Trade Agreement and labour market adjustment in Canada," Canadian Journal of Economics, Canadian Economics Association, vol. 33(2), pages 540-563, May. [Downloadable!] (restricted)
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  9. Lars Osberg, 2000. "Poverty in Canada and the United States: measurement, trends, and implications," Canadian Journal of Economics, Canadian Economics Association, vol. 33(4), pages 847-877, November. [Downloadable!] (restricted)
  10. Pasaran, M.H. & Im, K.S. & Shin, Y., 1995. "Testing for Unit Roots in Heterogeneous Panels," Cambridge Working Papers in Economics 9526, Faculty of Economics, University of Cambridge.
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