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The Long Memory Model of Political Support: Some Further Results byers , DAvidson and Peel

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Peel, David

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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.
Document language English
Publication Year 2008
Page/Pages p. 2547-2552
Journal Applied Economics, 39 (2008) 20
Status Postprint; peer reviewed
Licence PEER Licence Agreement (applicable only to documents from PEER project)