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Forecasting long memory left-right political orientations

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  • Eisinga, Rob
  • Franses, Philip Hans
  • Ooms, Marius

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  • Eisinga, Rob & Franses, Philip Hans & Ooms, Marius, 1999. "Forecasting long memory left-right political orientations," International Journal of Forecasting, Elsevier, vol. 15(2), pages 185-199, April.
    • Handle: RePEc:eee:intfor:v:15:y:1999:i:2:p:185-199
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    References listed on IDEAS

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    1. Sowell, Fallaw, 1992. "Maximum likelihood estimation of stationary univariate fractionally integrated time series models," Journal of Econometrics, Elsevier, vol. 53(1-3), pages 165-188.
    2. Box-Steffensmeier, Janet M. & Smith, Renée M., 1996. "The Dynamics of Aggregate Partisanship," American Political Science Review, Cambridge University Press, vol. 90(3), pages 567-580, September.
    3. David Byers & James Davidson & David Peel, 2002. "Modelling political popularity: a correction," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 165(1), pages 187-189, February.
    4. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    5. Diebold, Francis X. & Lindner, Peter, 1996. "Fractional integration and interval prediction," Economics Letters, Elsevier, vol. 50(3), pages 305-313, March.
    6. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
    7. Baillie, Richard T & Chung, Ching-Fan & Tieslau, Margie A, 1996. "Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 11(1), pages 23-40, Jan.-Feb..
    8. Hassler, Uwe & Wolters, Jurgen, 1994. "On the power of unit root tests against fractional alternatives," Economics Letters, Elsevier, vol. 45(1), pages 1-5, May.
    9. Sowell, Fallaw, 1990. "The Fractional Unit Root Distribution," Econometrica, Econometric Society, vol. 58(2), pages 495-505, March.
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    Cited by:

    1. Ana Pérez & Esther Ruiz, 2002. "Modelos de memoria larga para series económicas y financieras," Investigaciones Economicas, Fundación SEPI, vol. 26(3), pages 395-445, September.
    2. Laura Mayoral & Juan J. Dolado & Jesús Gonzalo, 2003. "Long-range dependence in Spanish political opinion poll series," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 137-155.
    3. Elliot Tonkes & Dharma Lesmono, 2010. "Consistency in the US Congressional Popular Opinion Polls and Prediction Markets," Journal of Prediction Markets, University of Buckingham Press, vol. 4(2), pages 45-64, September.
    4. Goodell, John W. & McGroarty, Frank & Urquhart, Andrew, 2015. "Political uncertainty and the 2012 US presidential election: A cointegration study of prediction markets, polls and a stand-out expert," International Review of Financial Analysis, Elsevier, vol. 42(C), pages 162-171.
    5. Lesmono, Dharma & Tonkes, Elliot & Burrage, Kevin, 2009. "Opportunistic timing and manipulation in Australian Federal Elections," European Journal of Operational Research, Elsevier, vol. 192(2), pages 677-691, January.

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