Template-Type: ReDIF-Paper 1.0
Author-Name: D Byers
Author-Name-First: D
Author-Name-Last: Byers
Author-Name: J Davidson
Author-Name-First: J
Author-Name-Last: Davidson
Author-Name: D Peel
Author-Name-First: D
Author-Name-Last: Peel
Title: The long memory model of political support: some further results
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.
Creation-Date: 2005
File-URL: http://www.lancaster.ac.uk/media/lancaster-university/content-assets/documents/lums/economics/working-papers/PoliticalSupport.pdf
File-Format: application/pdf
Number: 574090
Classification-JEL: 
Keywords: Fractional Integration, Long Memory, Opinion Polls, Partisanship, Political Support
Handle: RePEc:lan:wpaper:574090