Fractional Integration and Political Modeling

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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 Chapter IV to compare competing theories regarding which subjective measure of economic evaluations best predicts support levels for the governing party; egocentric measures outperform sociotropic measures. The concept of fractional cointegration is discussed and the value ... continued below

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Lebo, Matthew Jonathan August 1999.

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This dissertation is part of the collection entitled: UNT Theses and Dissertations and was provided by UNT Libraries to Digital Library, a digital repository hosted by the UNT Libraries. It has been viewed 215 times . More information about this dissertation can be viewed below.

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  • Lebo, Matthew Jonathan

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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 Chapter IV to compare competing theories regarding which subjective measure of economic evaluations best predicts support levels for the governing party; egocentric measures outperform sociotropic measures. The concept of fractional cointegration is discussed and the value of fractionally integrated error correction mechanisms are both discussed and demonstrated in models of Conservative party support. In Chapter V models of presidential approval in the United States are reconfigured in light of the possibilities of fractionally integrated variables. In both the British and American case accounting for the fractional character of all variables allows the development of more accurate multivariate models.

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  • August 1999

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  • Sept. 20, 2007, 8:49 p.m.

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  • April 12, 2016, 5:35 p.m.

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Lebo, Matthew Jonathan. Fractional Integration and Political Modeling, dissertation, August 1999; Denton, Texas. (digital.library.unt.edu/ark:/67531/metadc2229/: accessed February 25, 2017), University of North Texas Libraries, Digital Library, digital.library.unt.edu; .