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The long memory model of political support: some further results

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Author Info
David Byers
James Davidson
David Peel

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Abstract

This 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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File URL: http://www.informaworld.com/openurl?genre=article&doi=10.1080/00036840600707340&magic=repec&7C&7C8674ECAB8BB840C6AD35DC6213A474B5
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Article provided by Taylor and Francis Journals in its journal Applied Economics.

Volume (Year): 39 (2007)
Issue (Month): 20 ()
Pages: 2547-2552
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Handle: RePEc:taf:applec:v:39:y:2007:i:20:p:2547-2552

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  1. 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. [Downloadable!] (restricted)
  2. Granger, C. W. J., 1980. "Long memory relationships and the aggregation of dynamic models," Journal of Econometrics, Elsevier, vol. 14(2), pages 227-238, October. [Downloadable!] (restricted)
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This page was last updated on 2009-12-5.


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