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DC Field | Value | Language |
---|---|---|
dc.contributor.author | Caporale, GM | - |
dc.contributor.author | Gil-Alana, LA | - |
dc.date.accessioned | 2011-04-18T07:58:32Z | - |
dc.date.issued | 2011 | - |
dc.identifier.citation | Economics and Finance Working Paper, Brunel University, 11-06 | en_US |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/5031 | - |
dc.description.abstract | This paper examines the time trends in infant mortality rates in a number of countries in the 20th century. Rather than imposing that the error term is a stationary I(0) process, we allow for the possibility of fractional integration and hence for a much greater degree of flexibility in the dynamic specification of the series. Indeed, once the linear trend is removed, all series appear to be I(d) with d > 0 rather than I(0), implying longrange dependence. As expected, the time trend coefficients are significantly negative, although of a different magnitude from to those obtained assuming I(0) disturbances. | en_US |
dc.language.iso | en | en_US |
dc.publisher | Brunel University | en_US |
dc.subject | Infant mortality rates | en_US |
dc.subject | Time trends | en_US |
dc.subject | Fractional integration | en_US |
dc.title | Infant mortality rates: Time trends and fractional integration | en_US |
dc.type | Research Paper | en_US |
Appears in Collections: | Economics and Finance Dept of Economics and Finance Research Papers |
Files in This Item:
File | Description | Size | Format | |
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1106[1].pdf | 168.72 kB | Adobe PDF | View/Open |
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