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The long memory model of political support: some further results

Byers, D and Davidson, J and Peel, D (2005) The long memory model of political support: some further results. Working Paper. The Department of Economics, Lancaster University.

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    This paper extends the results of Byers, Davidson and Peel (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 has 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.

    Item Type: Monograph (Working Paper)
    Uncontrolled Keywords: Fractional Integration ; Long Memory ; Opinion Polls ; Partisanship ; Political Support
    Departments: Lancaster University Management School > Economics
    ID Code: 48813
    Deposited By: ep_importer_pure
    Deposited On: 11 Jul 2011 22:14
    Refereed?: No
    Published?: Published
    Last Modified: 22 Jun 2018 02:03
    Identification Number:

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