运用团体心理辅导消除大学生焦虑情绪的实践与研究

运用团体心理辅导的形式,对40名有焦虑情绪的大学一年级新生进行了为期6周的辅导培训。研究结果显示：团体心理辅导有利于降低大一新生的焦虑水平,能帮助其形成合理的认知以及建立起更积极的心态。     

Are Mothers and Fathers Interchangeable Caregivers?

Abstract

Recent debates about same-sex marriage have raised questions concerning the interchangeability of mothers and fathers. This paper provides three pieces of empirical evidence that highlight the distinct role that fathers and mothers play in the home. First, we use time-use data to show that fathers and mothers provide different amounts of time to their children regardless of who is the breadwinner in the household. Second, we show that men and women choose different occupations, with men more likely to choose occupations that have a protective role and mothers more likely to choose an occupation with a nurturing role. Third, we find that children are much less likely to experience domestic violence and neighborhood violence when there is a father in the home.     

Physical Distance Between Romantic Partners as a Marker for Attachment in Couples: A Proof of Concept Study

Proximity seeking is at the core of attachment theory. Previously proximity has been studied almost exclusively in psychological terms. In clinical practice, however, couple therapists may interpret physical distance between romantic partners as a marker for the quality of the attachment bond. Unfortunately, this concept of physical distance between partners as an expression of attachment has never been tested. This study examines whether physical distance between romantic partners is associated with attachment. In 53 students and 43 clinical couples physical distance was repeatedly measured from video using novel software with excellent reliability. Attachment was measured with the Experiences in Close Relationships questionnaire. It was found that male attachment anxiety about rejection repeatedly showed statistically significant associations with physical interpersonal distance in student and clinical couples. We conclude that attachment may manifest itself not only in terms of psychological intimacy but also in terms of physical distance. Clinical utility and research implications are discussed.     

Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models

In this work, the asymptotic distribution for the discrete Fourier transform of periodically correlated (PC) processes is applied to test the equality of two PC time series. Then the performance of the proposed method is investigated through the Monte Carlo simulations.     

Business-Cycle Analysis With a Markov-Switching Model

This article explores the Hamilton Markov-switching model through an analysis of the business cycles of eight developed market economies. Forecasting and specification tests suggest only marginal improvements over linear autoregressive models. Yet filtered and smoothed conditional probabilities indicate turning points in business cycles that closely correlate with turning points from traditional methods. Tests regarding the asymmetry of business cycles reject the null of symmetry for most countries.     

Decomposition of a state-space model with inputs

This article shows how to compute the in-sample effect of exogenous inputs on the endogenous variables in any linear model written in a state–space form. Estimating this component may be either interesting by itself, or a previous step before decomposing a time series into trend, cycle, seasonal and error components. The practical application and usefulness of this method is illustrated by estimating the effect of advertising on the monthly sales of Lydia Pinkham's vegetable compound.     

On testing for independence between the innovations of several time series

Test statistics for checking the independence between the innovations of several time series are developed. The time series models considered allow for general specifications for the conditional mean and variance functions that could depend on common explanatory variables. In testing for independence between more than two time series, checking pairwise independence does not lead to consistent procedures. Thus a finite family of empirical processes relying on multivariate lagged residuals are constructed, and we derive their asymptotic distributions. In order to obtain simple asymptotic covariance structures, Möbius transformations of the empirical processes are studied, and simplifications occur. Under the null hypothesis of independence, we show that these transformed processes are asymptotically Gaussian, independent, and with tractable covariance functions not depending on the estimated parameters. Various procedures are discussed, including Cramér–von Mises test statistics and tests based on non‐parametric measures. The ranks of the residuals are considered in the new methods, giving test statistics which are asymptotically margin‐free. Generalized cross‐correlations are introduced, extending the concept of cross‐correlation to an arbitrary number of time series; portmanteau procedures based on them are discussed. In order to detect the dependence visually, graphical devices are proposed. Simulations are conducted to explore the finite sample properties of the methodology, which is found to be powerful against various types of alternatives when the independence is tested between two and three time series. An application is considered, using the daily log‐returns of Apple, Intel and Hewlett‐Packard traded on the Nasdaq financial market. The Canadian Journal of Statistics 40: 447–479; 2012 © 2012 Statistical Society of Canada     

合作和竞争对中学生学习焦虑、成就动机的影响

运用自然实验和问卷相结合的方法，通过比较合作学习教学方法和竞争学习教学方法对中学生学习焦虑、成就动机的影响，探讨课堂教学中有利于减轻学生负担、提高动机水平的较佳模式。结果表明，合作学习教学具一定的优越性它在很大程度上比竞争学习教学减轻了学生的学习焦虑，在一定程度上提高了学生的成就动机。     

《九歌》三题

传说中的启《九歌》是祭祀之乐。在流传过程中，古《九歌》发生了一些分化。《九歌》是屈原创作的祭歌集合体，是后人编辑的结果．其本身并没有形成完整的体系从诸神的地位、作品中的祭神背景以及作品的风格等可以推断屈原《九歌》非一时一地之作，有的作于朝廷任职时，有的作于流放民间时。     

Bootstrapping frequency domain tests in multivariate time series with an application to comparing spectral densities

Summary.  We propose a general bootstrap procedure to approximate the null distribution of non-parametric frequency domain tests about the spectral density matrix of a multivariate time series. Under a set of easy-to-verify conditions, we establish asymptotic validity of the bootstrap procedure proposed. We apply a version of this procedure together with a new statistic to test the hypothesis that the spectral densities of not necessarily independent time series are equal. The test statistic proposed is based on an L ₂-distance between the non-parametrically estimated individual spectral densities and an overall, 'pooled' spectral density, the latter being obtained by using the whole set of m time series considered. The effects of the dependence between the time series on the power behaviour of the test are investigated. Some simulations are presented and a real life data example is discussed.