Please use this identifier to cite or link to this item: http://buratest.brunel.ac.uk/handle/2438/5031
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dc.contributor.authorCaporale, GM-
dc.contributor.authorGil-Alana, LA-
dc.date.accessioned2011-04-18T07:58:32Z-
dc.date.available2011-04-18T07:58:32Z-
dc.date.issued2011-
dc.identifier.citationEconomics and Finance Working Paper, Brunel University, 11-06en_US
dc.identifier.urihttp://bura.brunel.ac.uk/handle/2438/5031-
dc.description.abstractThis 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.isoenen_US
dc.publisherBrunel Universityen_US
dc.subjectInfant mortality ratesen_US
dc.subjectTime trendsen_US
dc.subjectFractional integrationen_US
dc.titleInfant mortality rates: Time trends and fractional integrationen_US
dc.typeResearch Paperen_US
Appears in Collections:Economics and Finance
Dept of Economics and Finance Research Papers

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