TY - UNPB

T1 - The long memory model of political support: some further results

AU - Byers, D

AU - Davidson, J

AU - Peel, D

PY - 2005

Y1 - 2005

N2 - 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.

AB - 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.

KW - Fractional Integration

KW - Long Memory

KW - Opinion Polls

KW - Partisanship

KW - Political Support

M3 - Working paper

T3 - Economics Working Paper Series

BT - The long memory model of political support: some further results

PB - The Department of Economics

CY - Lancaster University

ER -