摘要：This paper analyzes the daily incidence of violence during the Second
Intifada. We compare several alternative statistical models with di
erent dynamic
and structural stability characteristics while keeping modelling complexity to a
minimum by only maintaining the assumption that the process under consideration
is at most a second order discrete Markov process. For the pooled data, the best
model is one with asymmetric dynamics, where one Israeli and two Palestinian
lags determine the conditional probability of violence. However, when we allow
for structural change, the evidence strongly favors the hypothesis of structural
instability across political regime sub-periods, within which dynamics are generally
weak.
