Matthew Lebo
Biographic Data
| ID | 1535318 |
|---|---|
| NAME | Matthew Lebo |
| GIVEN NAMES | Matthew |
| FAMILY NAME | Lebo |
| SIGNATURE | LEBO M |
| AFFILIATIONS | Stony Brook University |
| VERIFIED | No |
| TOTAL WORKS | 4 |
| TOTAL CITATIONS | 110 |
| WORKS AS AUTHOR | 4 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2003 |
| LATEST PUBLICATION YEAR | 2019 |
| H-INDEX | 4 |
A Bounds Approach to Inference Using the Long Run Multiplier
Pesaran, Shin, and Smith (2001) (PSS) proposed a bounds procedure for testing for the existence of long run cointegrating relationships between a unit root dependent variable ($y_{t}$) and a set of weakly exogenous regressors$\boldsymbol{x}_{t}$when the analyst does not know whether the independent variables are stationary, unit root, or mutually cointegrated processes. This procedure recognizes the analyst’s uncertainty over the nature of the re…
Yes, Prime Minister
War President
The authors estimate a model of the job approval ratings of President George W. Bush that includes five sets of variables: a “honeymoon” effect, an autoregressive function that tracks a decline in approval, measures of economic performance, measures of important “rally events,” and a measure of the costs of war—in this case, the U.S. death toll in the Iraq War. Several significant effects are found, including the rally that followed the attacks o…
Fractional (Co)integration and Governing Party Support in Britain
Recent developments in the analysis of long-memoried processes provide important leverage for analysing time-series variables of interest to political scientists. This article provides an accessible exposition of these methods and illustrates their utility for addressing protracted controversies regarding the political economy of party support in Britain. Estimates of the fractionally differencing parameter, d, reveal that governing party support…
War President
The authors estimate a model of the job approval ratings of President George W. Bush that includes five sets of variables: a “honeymoon” effect, an autoregressive function that tracks a decline in approval, measures of economic performance, measures of important “rally events,” and a measure of the costs of war—in this case, the U.S. death toll in the Iraq War. Several significant effects are found, including the rally that followed the attacks o…
Fractional (Co)integration and Governing Party Support in Britain
Recent developments in the analysis of long-memoried processes provide important leverage for analysing time-series variables of interest to political scientists. This article provides an accessible exposition of these methods and illustrates their utility for addressing protracted controversies regarding the political economy of party support in Britain. Estimates of the fractionally differencing parameter, d, reveal that governing party support…
A Bounds Approach to Inference Using the Long Run Multiplier
Pesaran, Shin, and Smith (2001) (PSS) proposed a bounds procedure for testing for the existence of long run cointegrating relationships between a unit root dependent variable ($y_{t}$) and a set of weakly exogenous regressors$\boldsymbol{x}_{t}$when the analyst does not know whether the independent variables are stationary, unit root, or mutually cointegrated processes. This procedure recognizes the analyst’s uncertainty over the nature of the re…
Yes, Prime Minister
Fractional (Co)integration and Governing Party Support in Britain
Recent developments in the analysis of long-memoried processes provide important leverage for analysing time-series variables of interest to political scientists. This article provides an accessible exposition of these methods and illustrates their utility for addressing protracted controversies regarding the political economy of party support in Britain. Estimates of the fractionally differencing parameter, d, reveal that governing party support…
War President
The authors estimate a model of the job approval ratings of President George W. Bush that includes five sets of variables: a “honeymoon” effect, an autoregressive function that tracks a decline in approval, measures of economic performance, measures of important “rally events,” and a measure of the costs of war—in this case, the U.S. death toll in the Iraq War. Several significant effects are found, including the rally that followed the attacks o…
Yes, Prime Minister
A Bounds Approach to Inference Using the Long Run Multiplier
Pesaran, Shin, and Smith (2001) (PSS) proposed a bounds procedure for testing for the existence of long run cointegrating relationships between a unit root dependent variable ($y_{t}$) and a set of weakly exogenous regressors$\boldsymbol{x}_{t}$when the analyst does not know whether the independent variables are stationary, unit root, or mutually cointegrated processes. This procedure recognizes the analyst’s uncertainty over the nature of the re…
Economics (3 works) · Law (3 works) · Law (3 works) · Mathematics (3 works) · Monetary Policy and Economic Impact (3 works) · Political science (3 works) · Computer Science (2 works) · Econometrics (2 works) · Electoral Systems and Political Participation (2 works) · History (2 works)