Here are some further links:
Eurostat homepage: http://ec.europa.eu
R Package eurostat
: https://cran.r-project.org/web/packages/eurostat/index.html
NUTS local administrative units definition: http://ec.europa.eu/eurostat/web/nuts/local-administrative-units
A paper on applying ARFIMA models to unemployment data: https://www.jstor.org/stable/20076284
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