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Dynamic and Structural Features of Intifada Violence: A Markov Process Approach

Ivan Jeliazkov () and Dale Poirier ()
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Dale Poirier: Department of Economics, University of California-Irvine

No 70801, Working Papers from University of California-Irvine, Department of Economics

Abstract: This paper analyzes the daily incidence of violence during the Second Intifada. We compare several alternative statistical models with different dynamic and structural stability characteristics while keeping modelling complexity to a minimum by only maintaining the assumption that the process under consideration is at most a second order discrete Markov process. For the pooled data, the best model is one with asymmetric dynamics, where one Israeli and two Palestinian lags determine the conditional probability of violence. However, when we allow for structural change, the evidence strongly favors the hypothesis of structural instability across political regime sub-periods, within which dynamics are generally weak.

Keywords: Bayesian; Conjugate prior; Israeli-Palestinian conflict; Marginal likelihood (search for similar items in EconPapers)
JEL-codes: C1 C2 (search for similar items in EconPapers)
Pages: 20 pages
Date: 2007-09
New Economics Papers: this item is included in nep-ecm
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