The long memory model of political support: some further results

David Byers, James Davidson () and David Peel

No 574090, Working Papers from Lancaster University Management School, Economics Department

Abstract: This paper extends the results of Byers, Davidson and Peel (1997) on long memory in support for the Conservative and Labour Parties in the UK using longer samples and additional poll series. It finds continuing support for the ARFIMA(0,d,0) model though with somewhat smaller values of the long memory parameter. We find that the move to telephone polling in the mid-1990s has no apparent effect on the estimated value of d for either party. Finally, we find that we cannot reject the hypotheses that the parties share a common long memory parameter which we estimate at around 0.65.

Keywords: Fractional Integration; Long Memory; Opinion Polls; Partisanship; Political Support (search for similar items in EconPapers)
Date: 2005
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Journal Article: The long memory model of political support: some further results (2007)
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