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Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends

Author

Listed:
  • OlaOluwa S. Yaya

    (North West University (Mafikeng Campus)
    University of Ibadan)

  • Luis A. Gil-Alana

    (University of Navarra)

  • Acheampong Y. Amoateng

    (North West University (Mafikeng Campus))

Abstract

This paper deals with the analysis of the under-5 mortality rate series in the G7 countries by using fractional integration techniques, including structural breaks and potential nonlinearities in the data. Several features were detected in the results: Firstly, we observed that for the neonatal data, the order of integration is equal to or higher than one in all cases, contrary to what happens for the remaining cases (

Suggested Citation

  • OlaOluwa S. Yaya & Luis A. Gil-Alana & Acheampong Y. Amoateng, 2019. "Under-5 Mortality Rates in G7 Countries: Analysis of Fractional Persistence, Structural Breaks and Nonlinear Time Trends," European Journal of Population, Springer;European Association for Population Studies, vol. 35(4), pages 675-694, October.
    • Handle: RePEc:spr:eurpop:v:35:y:2019:i:4:d:10.1007_s10680-018-9499-8
    DOI: 10.1007/s10680-018-9499-8
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    Cited by:

    1. Mei Choi Chiu & Ling Wang & Hoi Ying Wong, 2025. "Long-range dependent mortality modeling with cointegration," Papers 2503.09377, arXiv.org.
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    3. Wang, Ling & Chiu, Mei Choi & Wong, Hoi Ying, 2021. "Volterra mortality model: Actuarial valuation and risk management with long-range dependence," Insurance: Mathematics and Economics, Elsevier, vol. 96(C), pages 1-14.
    4. Zhou, Hongjuan & Zhou, Kenneth Q. & Li, Xianping, 2022. "Stochastic mortality dynamics driven by mixed fractional Brownian motion," Insurance: Mathematics and Economics, Elsevier, vol. 106(C), pages 218-238.
    5. Ling Wang & Mei Choi Chiu & Hoi Ying Wong, 2020. "Volterra mortality model: Actuarial valuation and risk management with long-range dependence," Papers 2009.09572, arXiv.org.

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