Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries

Yaya, OlaOluwa A and Gil-Alana, Luis A. (2018): Modelling Long Range Dependence and Non-linearity in the Infant Mortality Rates of Africa Countries.

Abstract

The Infant Mortality Rates in 34 sub-Saharan countries are examined in this paper by means of focusing on the degree of persistence and non-linearities. The results indicate that half of the countries examined display non-linearities and the orders of integration are extremely large in all cases, being around 2 in the majority of them. Looking at the growth rate series, we observe significant negative trends in three countries: Chad, Equatorial Guinea and Mozambique, and evidence of mean reversion, and thus, transitory shocks, in the cases of Lesotho, Rwanda, Botswana and Mozambique. As expected, time dynamics of IMR and its growth rates are expected to be persistent in order to ascertain the decline in mortality rates. Serious government interventions are therefore required in health management of infants in those listed countries.

• Item Type: MPRA Paper
• Language: English
• Keywords: Infant Mortality Rates; fractional integration; long range dependence; non-linearity; Africa
• Subjects: C - Mathematical and Quantitative Methods > C2 - Single Equation Models ; Single Variables > C22 - Time-Series Models ; Dynamic Quantile Regressions ; Dynamic Treatment Effect Models ; Diffusion Processes; C - Mathematical and Quantitative Methods > C8 - Data Collection and Data Estimation Methodology ; Computer Programs > C87 - Econometric Software

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