From: The impact of the coronavirus on African American unemployment: lessons from history
 | Full Sample Period |  | Pre-2008 Sample Period | ||||
---|---|---|---|---|---|---|---|
 | ΔUER_AAt | ΔUER_Wt | ΔUER_Lt |  | ΔUER_AAt | ΔUER_Wt | ΔUER_Lt |
ΔUER_AAt-1 | .− 453*** (.053) | .056*** (.016) | .079 (.042) |  | .− 439*** (.067) | .055*** (.019) | .126** (.057) |
ΔUER_AAt-2 | − .253*** (.059) | .037** (.018) | − .007 (.047) |  | − .239*** (.074) | .044** (.021) | .000 (.064) |
ΔUER_AAt-3 | − .123** (.060) | .024 (.019) | .025 (.048) |  | − .161** (.076) | .030 (.019) | .001 (.065) |
ΔUER_AAt-4 | − .116 (.060) | .003 (.019) | − .063 (.048) |  | − .170** (.076) | .000 (.021) | − .062 (.065) |
ΔUER_AAt-5 | − .105 (.060) | .025 (.019) | .009 (.048) |  | − .113 (.076) | .011 (.021) | − .028 (.065) |
ΔUER_AAt-6 | − .100 | .022 | − .008 |  | − .141* | .011 | − .039 |
 | (.058) | (.018) | (.046) |  | (.073) | (.021) | (.063) |
ΔUER_AAt-7 | − .032 (.052) | .037 (.016) | .063 (.042) |  | − .035 (.066) | .031 (.019) | .097* (.057) |
ΔUER_Wt-1 | .670*** (.188) | − .116** (.058) | .503*** (.151) |  | .620** (.262) | − .175** (.073) | .381* (.225) |
ΔUER_Wt-2 | .583*** | .133** | .697*** |  | .312 | .121 | .517** |
 | (.196) | (.061) | (.158) |  | (.270) | (.076) | (.232) |
ΔUER_Wt-3 | .021 (.200) | .072 (.062) | .787*** (.161) |  | .307 (.272) | .073 (.076) | .889*** (.234) |
ΔUER_Wt-4 | .417** (.205) | .059 (.063) | .614*** (.165) |  | .544* (.280) | − .019 (.078) | .664*** (.240) |
ΔUER_Wt-5 | .594*** (.206) | .097 (.064) | .232 (.166) |  | .279 (.281) | .035 (.079) | .115 (.241) |
ΔUER_Wt-6 | .197 (.185) | .149** (.063) | .424*** (.163) |  | .101 (.274) | .217*** (.077) | .820*** (.235) |
ΔUER_Wt-7 | − .367 (.194) | .036 (.060) | .251 (.156) |  | − .346 (.272) | .077 (.076) | .290 (.234) |
ΔUER_Lt-1 | − .031 (.071) | − .016 (.022) | − 564*** (.057) |  | − .036 (.084) | − .022 (.024) | − .602*** (.072) |
ΔUER_Lt-2 | .068 (.080) | − .001 (.025) | − .442*** (.065) |  | .131 (.094) | − .023 (.026) | − .461*** (.081) |
ΔUER_Lt-3 | .134 (.085) | .026 (.026) | − .287*** (.069) |  | .187 (.099) | .018 (.029) | − .318*** (.085) |
ΔUER_Lt-4 | .132 (.086) | .002 (.027) | − .176** (.070) |  | .209** (.101) | .008 (.028) | − .150** (.086) |
ΔUER_Lt-5 | .090 | − .010 | − .101 |  | .206** | .001 | − .087 |
 | (.083) | (.026) | (.067) |  | (.096) | (.027) | (.083) |
ΔUER_Lt-6 | .007 (.078) | − .035 (.024) | − .132 (.063) |  | .006 (.091) | − .029 (.025) | − .168** (.078) |
ΔUER_Lt-7 | .131 (.069) | − .003 (.021) | − .166*** (.055) |  | .135 (.080) | − .008 (.022) | − .176*** (.069) |
Constant | − .021 (.023) | .000 (.007) | − .019 (.018) |  | − .018 (.029) | .002 (.008) | − .027 (.025) |
N = 36; Standard error in parentheses; **5% sig level; ***1% sig level | |||||||
JBera Test | .778 | .010 | .032 | Â | 0.576 | .327 | .381 |
Lagrange Multiplier Test (\({H}_{0}: No autocorrelation at lag order\)) | |||||||
Lag 1 \({\chi }^{2}\) | 4.64 (.864) | Â | Â | Â | Lag 1 \({\chi }^{2}\) | 1.74 (.995) | Â |
Lag 2 \({\chi }^{2}\) | 9.77 (.369) | Â | Â | Â | Lag 2 \({\chi }^{2}\) | 10.11 (.341) | Â |
Lag 3 \({\chi }^{2}\) | 2.68 (.978) | Â | Â | Â | Lag 3 \({\chi }^{2}\) | 1.97 (.991) | Â |
Lag 4 \({\chi }^{2}\) | 3.69 (.931) | Â | Â | Â | Lag 4 \({\chi }^{2}\) | 2.20 (.988) | Â |