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04 May 2007

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A quick look at the national level time series (graph) at issue suggests, at least at first blush, that there may likely exist non-stationarity in both time series. O

Jeff Yates

(cross post)

I have taken a brief look at the national level data paper "From the Asylum to the Prison" and it is very interesting. However, I didn't see anything suggesting a test for stationarity (or possible co-integration) of the time series. Certainly Professor Harcourt deals with first order autocorrelation by employing a prais winsten regression model, however this doesn't necessarily fully correct for higher ordered autocorrelation concerns, if they exist. A quick look at the national level time series (graph) at issue suggests, at least at first blush, that there may likely exist non-stationarity in both time series. Of course this could have problematic implications for the findings. An interesting discussion of stationarity issues in a law topic setting can be found in the debate between Mishler &Sheehan and Segal &Norpoth in the American Political Science Review (1993) in which they discuss the implications of stationarity for the premise that aggregate Supreme Court decision liberalism is influenced by aggregate national public opinion.

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