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Below results based on the criteria 'Fractional integration'
Total number of records returned: 4

1
Paper
Fractional Integration Methods in Political Science
Box-Steffensmeier, Janet M.

Uploaded 05-02-1999
Keywords Fractional integration
fractional cointegration
congressional approval
Abstract Controversies in researching political time series often revolve around the best characterization of the series, i.e., whether a series is stationary or integrated. By using a fractional integration approach, one can avoid this controversy. Fractionally integrated series are mean-reverting, but decay at different rates than a stationary series. Theoretical reasons may also lead one to expect a fractionally integrated series. Estimation of the d parameter in an ARFIMA (p, d, q) model is no longer difficult and multivariate extensions are proving useful. Using fractionally integrated methods can lead to substantive and methodological insights about political processes. We estimate d for congressional approval and economic expectations data from Durr, Gilmour, and Wolbrecht (1997) and test for fractional cointegration.

2
Paper
Partisanship and Ideology: A Subgroup Analysis Over Time
Box-Steffensmeier, Janet M.
De Boef, Suzanna

Uploaded 08-22-1996
Keywords partisanship
ideology
Granger causality
Haugh-Pierce tests
fractional integration
Abstract The relationship between partisan and ideological movements in the electorate has largely gone uninvestigated (but see Box-Steffensmeier, Knight, and Sigelman 1996) We investigate the relationship between macropartisanship and macroideology over time by subgroups within the populations. We focus on particular on groups that are more or less politically sophisticated. We use CBS and New York Times survey data on partisanship and ideology. Our evidence suggests that there is a relationship between ideology and partisanship and that the more politically sophisticated the respondent, the more closely related are the series over time. Adults that answer both questions, as well as higher educated respondents, more often get ideology and partisanship "right." That is, they claim to be Democrats and liberals or Republicans and conservatives. We can reject independence more clearly as the level of education goes up as well. In addition to the increased level of political sophistication that characterizes those for whom the series are linked, these adults are more likely by wide margins, to have claimed to have voted than less sophisticated adults. Thus, any linkage has political implications. The incentives for politicans to link popular ideological sentiment with partisanship are strong. The people who put them in office (or kick them out) are the same folks who connect ideology and partisanship and who pay attention to politics.

3
Paper
Macroideology, Macropartisanship, and the Gender Gap
Box-Steffensmeier, Janet M.
De Boef, Suzanna
Lin, Tse-Min

Uploaded 08-19-1997
Keywords Gender gap
macropartisanship
macroideology
fractional integration
Granger causality
Abstract Ever since the late 1970s, women have been significantly more likely to identify with the Democratic Party than man. Explanations of the phenomenon usually link the rise of the gender gap to the political swing to conservatism and its attacks on the welfare state. We propose to study this linkage by way of examining time series data aggregated from CBS News/New York Times National Surveys. Specifically, we propose to test two alternative perspectives that predict such a linkage: that women are more compassionate than men and that women are more welfare-dependent than men. On the basis of these perspectives, we develop hypotheses concerning the causality between the gender gap in macropartisanship and conservative macroideology. We apply Granger causality tests after fitting the appropriate AutoRegressive Fractionally Integrated Moving Average (ARFIMA) models to the relevant time series. Our findings confirm that the aggregate partisan gender gap since the late 1970s has been a direct response to the dynamics of conservative macroideology. While feminine compassion may be a universal factor, the evidence for its influence behind the gender gap is most prevalent among partisans who are less welfare-dependent. Among welfare-dependent partisans, our evidence suggests that self- interested behavior is more apparent.

4
Paper
Aggregation and Dynamics of Survey Responses: The Case of Presidential Approval
Alvarez, R. Michael
Katz, Jonathan

Uploaded 10-01-2001
Keywords presidential approval
integration
time-series
fractional integration
surveys
Abstract In this paper we critique much of the empirical literature on the important political science concept of presidential approval. We first argue that dynamics attributed to the aggregate presidential approval series are often logically inconsistent and always substantively implausible. In particular, we show that is no way for a bounded series, such as the approval series, to be integrated. However, even in non-integrated models often lead to implausible substantive findings due to aggregation both across Presidential administrations and from models of individual level behavior to aggregate survey marginals. We argue that using individual-level survey responses is superior for methodological and theoretical reasons, and we provide an example of such an analysis using Gallup Organization survey data.


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