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Introduction to Symposium on Time Series Error Correction Methods in Political Science

  • Janet Box-Steffensmeier (a1) and Agnar Freyr Helgason (a2)
Extract

In recent years, political science has seen a boom in the use of sophisticated methodological tools for time series analysis. One such tool is the general error correction model (GECM), originally introduced to political scientists in the pages of this journal over 20 years ago (Durr 1992; Ostrom and Smith 1992) and re-introduced by De Boef and Keele (2008), who advocate its use for a wider set of time series data than previously considered appropriate. Their article has proven quite influential, with numerous papers justifying their methodological choices with reference to De Boef and Keele's contribution.

Grant and Lebo (2016) take issue with the increasing use of the GECM in political science and argue that the methodology is widely misused and abused by practitioners. Given the recent surge of research conducted using error correction methods, there is every reason to take their suggestions seriously and provide a fuller discussion of the points they raise in their paper. The present symposium serves such a role. It consists of Grant and Lebo's critique, a detailed response by Keele, Linn, and Webb (2016b), and shorter comments by Esarey (2016), Freeman (2016), and Helgason (2016). Finally, Lebo and Grant (2016) and Keele, Linn, and Webb (2016a) reflect on the contributions made in the symposium, as well as discuss outstanding issues.

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Corresponding author
e-mail: box-steffensmeier.2@osu.edu (corresponding author)
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Political Analysis
  • ISSN: 1047-1987
  • EISSN: 1476-4989
  • URL: /core/journals/political-analysis
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