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

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Publication:5452728
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DOI10.2202/1558-3708.1345zbMATH Open1225.62121OpenAlexW2074313895MaRDI QIDQ5452728FDOQ5452728


Authors: James Davidson, J. D. Byers, David Peel Edit this on Wikidata


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




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  • Error Correction Models for Fractionally Cointegrated Time Series
  • Semiparametric fractional cointegration analysis
  • Cointegration in fractional systems with deterministic trends
  • Fractional Cointegration
  • Fractional cointegration in the presence of linear trends


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)



Cited In (1)

  • Exact local Whittle estimation of fractionally cointegrated systems





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