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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Abstract

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: /dk/atira/pure/subjectarea/aacsb/disciplinebasedresearch
Subjects:
Departments: Lancaster University Management School > Economics
ID Code: 48813
Deposited By: ep_importer_pure
Deposited On: 11 Jul 2011 21:14
Refereed?: No
Published?: Published
Last Modified: 20 Feb 2020 00:24
URI: https://eprints.lancs.ac.uk/id/eprint/48813

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