Grether, David M. and Maddala, G. S. (1980) A Time Series Model with Qualitative Variables. Social Science Working Paper, 332. California Institute of Technology , Pasadena, CA. (Unpublished) https://resolver.caltech.edu/CaltechAUTHORS:20171010-133409078
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Abstract
This paper considers a distributed lag model in which the dependent variable is observed qualitatively. The relation of our "lagged index" model to other models that have appeared in the literature is discussed and a computationally tractable method of obtaining consistent estimates is presented. The model is applied to data on party identification in the United States. The results obtained indicate that party identification is responsive to changes in individual opinions, especially regarding the performance of an incumbent president.
| Item Type: | Report or Paper (Working Paper) | ||||||||
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| Additional Information: | Financial support from the National Science Foundation is gratefully acknowledged. We would like to thank R. P. H. Fishe for the computations done in Section V; and D. Roderick Kiewiet and Morris P. Fiorina for their many helpful comments. Also, we gratefully acknowledge the Sherman Fairchild Distinguished Scholars Program and the Program for the Study of Enterprise and Public Policy. Published as Grether, David M., and G. S. Maddala. "A time series model with qualitative variables." Games, Economic Dynamics, and Time Series Analysis. Physica, Heidelberg, 1982. | ||||||||
| Group: | Social Science Working Papers | ||||||||
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| Series Name: | Social Science Working Paper | ||||||||
| Issue or Number: | 332 | ||||||||
| Record Number: | CaltechAUTHORS:20171010-133409078 | ||||||||
| Persistent URL: | https://resolver.caltech.edu/CaltechAUTHORS:20171010-133409078 | ||||||||
| Usage Policy: | No commercial reproduction, distribution, display or performance rights in this work are provided. | ||||||||
| ID Code: | 82259 | ||||||||
| Collection: | CaltechAUTHORS | ||||||||
| Deposited By: | Jacquelyn Bussone | ||||||||
| Deposited On: | 10 Oct 2017 20:57 | ||||||||
| Last Modified: | 03 Oct 2019 18:52 |
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