Fractional Integration and Political Modeling
Description:
This dissertation investigates the consequences of fractional dynamics for political modeling. Using Monte Carlo analyses, Chapters II and III investigate the threats to statistical inference posed by including fractionally integrated variables in bivariate and multivariate regressions. Fractional differencing is the most appropriate tool to guard against spurious regressions and other threats to inference. Using fractional differencing, multivariate models of British politics are developed in …
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Date:
August 1999
Creator:
Lebo, Matthew Jonathan
Partner:
UNT Libraries