Ivan Jeliazkov () (Department of Economics, University of California-Irvine) Dale J. Poirier () (Department of Economics, University of California-Irvine)
Abstract
This paper analyzes the daily incidence of violence during the Second Intifada. We compare several alternative statistical models with different dynamic and structural stability characteristics while keeping modelling complexity to a minimum by only maintaining the assumption that the process under consideration is at most a second order discrete Markov process. For the pooled data, the best model is one with asymmetric dynamics, where one Israeli and two Palestinian lags determine the conditional probability of violence. However, when we allow for structural change, the evidence strongly favors the hypothesis of structural instability across political regime sub-periods, within which dynamics are generally weak.
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Publisher Info
Paper provided by University of California-Irvine, Department of Economics in its series Working Papers with number
070801.
Find related papers by JEL classification: C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
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