Support for Governments and Leaders: Fractional Cointegration Analysis of Poll Evidence from the UK, 1960-2004

DOI10.2202/1558-3708.1345MaRDI QIDQ5452728zbMATH OpenOpenAlexFDO

Authors James Davidson, J. D. Byers, David Peel

Publication date 4 April 2008

Published in Studies in Nonlinear Dynamics & Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2202/1558-3708.1345

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) History, political science (91F10) Applications of statistics to social sciences (62P25)

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Cited in

(1)

• Exact local Whittle estimation of fractionally cointegrated systems

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