The long memory model of political support: some further results
AbstractThis article extends the results of Byers et al. (1997) on long memory in support for the Conservative and Labour Parties in the UK using longer samples and additional poll series. It finds continuing support for the ARFIMA(0, d, 0) model, though with somewhat smaller values of the long memory parameter. We find that the move to telephone polling in the mid-1990s had no apparent effect on the estimated value of d for either party. Finally, we find that we cannot reject the hypotheses that the parties share a common long memory parameter which we estimate at around 0.65.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics.
Volume (Year): 39 (2007)
Issue (Month): 20 ()
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Web page: http://www.tandfonline.com/RAEC20
Other versions of this item:
- D Byers & J Davidson & D Peel, 2005. "The long memory model of political support: some further results," Working Papers 574090, Lancaster University Management School, Economics Department.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- David Byers & James Davidson & David Peel, 2002. "Modelling political popularity: a correction," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 165(1), pages 187-189.
- David Byers & James Davidson & David Peel, 1997. "Modelling Political Popularity: an Analysis of Long-range Dependence in Opinion Poll Series," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 160(3), pages 471-490.
- Maggie E.C. Jones & Morten Ã˜rregaard Nielsen & Michal Ksawery Popiel, 2014. "A fractionally cointegrated VAR analysis of economic voting and political support," Working Papers 1326, Queen's University, Department of Economics.
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