Infant mortality time series are random walks with drift: are they cointegrated with socioeconomic variables?
Infant mortality time series are random walks with drift: are they cointegrated with socioeconomic variables?
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婴儿死亡率时间序列是带有漂移的随机游走：它们是否与社会经济变量协整？
DOI：
10.1002/hec.4730040302
复制
发表时间：
1995
期刊：
影响因子：
2.1
通讯作者：
Bishai,DM
中科院分区：
文献类型：
--
作者：
Bishai,DM
以前对婴儿死亡率的时间序列分析未能提供证据来支持其隐含的假设，即使用的婴儿死亡率数据表现为平稳的时间序列。本研究对瑞典（1800 - 1989年）、英国（1839 - 1989年）和美国（1915 - 1989年）的婴儿死亡率时间序列应用了增强的Dickey Fuller检验。这些序列中的每一个都是非平稳的零假设在标准显著性水平上被接受。本文提出了一个婴儿死亡率的概念框架，该框架将物质和社会间接资本结合起来作为生产函数中的因素，以解释从健康促进资本存量的非平稳性衍生出来的非平稳性发现。使用差异数据与ARIMA估计对婴儿死亡率的社会经济决定因素的计量经济模型的估计是不确定的。双变量协整模型的估计支持这样的假设，即19世纪瑞典的婴儿存活率和国民生产总值/人均是协整的，而19世纪英国不是。20世纪瑞典、英国和美国数据的双变量分析显示无协整。这可能是由于随着技术进步和人口变化开始发挥更大的作用，当前时代婴儿死亡率的经济决定开始出现不平衡。用20世纪的失业率和粗出生率来补充双变量分析，可以发现美国和英国的协整现象。多变量结果可能表明，相对于美国的人均国民生产总值，20世纪英国人均国民生产总值的提高对婴儿存活率的影响更大。
Previous time series analyses of infant mortality have failed to provide evidence to support their implicit assumption that infant mortality data used behaved as a stationary time series. The present study applies the augmented Dickey Fuller Test to infant mortality time series for Sweden (1800‐1989), United Kingdom (1839‐1989) and United States (1915‐1989). The null hypothesis that each of these series is non‐stationary is accepted at standard levels of significance. A conceptual framework of infant mortality which uses a combination of physical and social overhead capital as factors in a production function is developed to explain the finding of non‐stationarity as derivative from the non‐stationarity of a stock of health‐enhancing capital. Estimation of econometric models of the socioeconomic determinants of infant mortality using differenced data with ARIMA estimation is inconclusive. Estimation of a bivariate cointegration model supports the hypothesis that infant survival and GNP/Capita are cointegrated for 19th century Sweden but not for 19th century UK. Bivariate analysis of 20th century Sweden, UK, and US data demonstrated no cointegration. This may be due to the onset of disequilibrium in the economic determination of infant mortality in the present era as technological advances and demographic shifts began to play a larger role. Supplementing the bivariate analysis with measures of unemployment, and crude birth rate in the 20th century permitted the detection of cointegration in US and UK. The multivariate results may suggest that improvements in 20th century UK GNP/capita have had greater impact on infant survival relative to US GNP/capita.
影响因子：
3.4
作者：
CATALANO, R;SERXNER, S
通讯作者：
SERXNER, S
影响因子：
3.4
作者：
BRENNER, MH
通讯作者：
BRENNER, MH
十九世纪瑞典婴儿死亡的危险因素。
DOI：
--
发表时间：
1994
期刊：
Population studies
影响因子：
--
作者：
K. Lynch;J. Greenhouse
通讯作者：
J. Greenhouse