Infant mortality rates: time trends and fractional integration

This paper examines the existence of time trends in the infant mortality rates in a number of countries in the twentieth century. We test for the presence of deterministic trends by adopting a linear model for the log-transformed data. Instead of assuming that the error term is a stationary <italic>I</italic>(0), or alternatively, a non-stationary <italic>I</italic>(1) process, we allow for the possibility of fractional integration and hence for a much greater degree of flexibility in the dynamic specification of the series. Indeed, once the linear trend is removed, all series appear to be <italic>I</italic>(<italic>d</italic>) with 0><italic>d</italic>>1, implying long-range dependence. As expected, the time trend coefficients are significantly negative, although of a different magnitude from those obtained assuming integer orders of differentiation.