Abstract: This paper analyzes time trends in life expectancy at birth in sub-Saharan Africa, allowing the errors to be I ( d ), where d is a fractional value, instead of making the usual, more restrictive assumptions of I (0) or I (1) errors. The results indicate that the order of integration of the series varies across countries: some are I ( d ) with d significantly below 1 (which implies mean-reverting behavior), some are I (1) and the remainder exhibit orders of integration significantly above 1. The time trend coefficients are in some cases substantially different from those estimated under the assumptions of I (0) or I (1) errors. There is evidence of a positive trend in most countries, the highest coefficients being those for Gambia, Ethiopia, Mali, Liberia and Cape Verde.
Population Review – Sociological Demography Press
Published: Jul 12, 2016
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