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Infant mortality rates: time trends and fractional integration

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  • Guglielmo Maria Caporale
  • Luis A. Gil-Alana

Abstract

This paper examines the existence of time trends in the infant mortality rates in a number of countries in the twentieth century. We test for the presence of deterministic trends by adopting a linear model for the log-transformed data. Instead of assuming that the error term is a stationary I (0), or alternatively, a non-stationary I (1) process, we allow for the possibility of fractional integration and hence for a much greater degree of flexibility in the dynamic specification of the series. Indeed, once the linear trend is removed, all series appear to be I ( d ) with 0> d >1, implying long-range dependence. As expected, the time trend coefficients are significantly negative, although of a different magnitude from those obtained assuming integer orders of differentiation.

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  • Guglielmo Maria Caporale & Luis A. Gil-Alana, 2015. "Infant mortality rates: time trends and fractional integration," Journal of Applied Statistics, Taylor & Francis Journals, vol. 42(3), pages 589-602, March.
    • Handle: RePEc:taf:japsta:v:42:y:2015:i:3:p:589-602
    DOI: 10.1080/02664763.2014.980785
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    Cited by:

    1. Luis A. Gil-Alana & Juncal Cunado & Rangan Gupta, 2017. "Persistence, Mean-Reversion and Non-linearities in Infant Mortality Rates," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 131(1), pages 393-405, March.
    2. Makhlouf, Yousef & Kellard, Neil M. & Vinogradov, Dmitri, 2017. "Child mortality, commodity price volatility and the resource curse," Social Science & Medicine, Elsevier, vol. 178(C), pages 144-156.
    3. Yaya, OlaOluwa S & Adekoya, Oluwasegun B. & Babatunde, Oluwagbenga T., 2021. "Testing Fractional Persistence and Nonlinearity in Infant Mortality Rates of Asia Countries," MPRA Paper 109370, University Library of Munich, Germany.

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