On hysteretic vector autoregressive model with applications

This paper proposes a new hysteretic vector autoregressive (HVAR) model in which the regime switching may be delayed when the hysteresis variable lies in a hysteresis zone. We integrate an adapted multivariate Student-t distribution from amending the scale mixtures of normal distributions. This HVAR model allows for a higher degree of flexibility in the degrees of freedom for each time series. We use the proposed model to test for a causal relationship between any two target time series. Using posterior odds ratios, we overcome the limitations of the classical approach to multiple testing. Both simulated and real examples herein help illustrate the suggested methods. We apply the proposed HVAR model to investigate the causal relationship between the quarterly growth rates of gross domestic product of United Kingdom and United States. Moreover, we check the pairwise lagged dependence of daily PM2.5 levels in three districts of Taipei.     

New two-stage sampling designs based on neoteric ranked set sampling

Neoteric ranked set sampling (NRSS) is a recently developed sampling plan, derived from the well-known ranked set sampling (RSS) scheme. It has already been proved that NRSS provides more efficient estimators for population mean and variance compared to RSS and other sampling designs based on ranked sets. In this work, we propose and evaluate the performance of some two-stage sampling designs based on NRSS. Five different sampling schemes are proposed. Through an extensive Monte Carlo simulation study, we verified that all proposed sampling designs outperform RSS, NRSS, and the original double RSS design, producing estimators for the population mean with a lower mean square error. Furthermore, as with NRSS, two-stage NRSS estimators present some bias for asymmetric distributions. We complement the study with a discussion on the relative performance of the proposed estimators. Moreover, an additional simulation based on data of the diameter and height of pine trees is presented.     

Interprofessional collaboration between residential child care and mental care practitioners: a cross-country study in six European countries

ABSTRACT

The severe mental health problems of many of the young people living in residential settings pose a great challenge and demand on child protection and mental care (MC) services. Drawing on comparative research and debates from six European countries, this study examines demands for integrated care and interprofessional collaboration practices between residential child care (RCC) and MC. In this article, research data will be brought together from Denmark, Finland, Germany, Lithuania, the UK (Scotland) and Spain. In total, 61 practitioners from RCC and MC were interviewed. Given the complexity of the residential care service context and service system differences across national contexts, the original hypothesis was that this would differentiate the collaboration practices. However, the similarity between the countries is greater than anticipated. The concluding findings are organised by matrix technique into a content-analytic summary table. The main finding was that in spite of encouragement for integrated RCC, obstacles for collaboration and lack of coordination between systems remain, often related to understanding the professional role and tasks, lack of shared knowledge, attitudes and ways of communication. One significant finding in the cross-country comparison was the evident and unrealistic expectations for the ‘other’ provider to help and care.     

面向新时代的国民经济核算研究议题及相关问题

本文结合国际国内研究动态分层次归纳、阐释当前国民经济核算的研究议题。具体包括:以国民账户体系2008版(SNA-2008)为起点的前沿研究,SNA中心框架的灵活运用研究,接驳中国国民经济核算体系(CSNA)及其实务的优化和创新研究,国民经济核算数据的综合应用研究。最后针对中国当前国民经济核算研究方法中存在的一些倾向性问题做讨论,比如是否过分关注与GDP的关联, 如何充分发挥卫星账户的作用等。     

On the estimation of non linear functions in stochastic volatility models

Abstract

This paper focuses on the inference of suitable generally non linear functions in stochastic volatility models. In this context, in order to estimate the variance of the proposed estimators, a moving block bootstrap (MBB) approach is suggested and discussed. Under mild assumptions, we show that the MBB procedure is weakly consistent. Moreover, a methodology to choose the optimal length block in the MBB is proposed. Some examples and simulations on the model are also made to show the performance of the proposed procedure.     

On a control chart for the Gini index with simulations

In this work we suggest the use of the Gini index on control charts. The asymptotic properties of Gini index are presented and the control charts based on appropriate confidence intervals are constructed. The suitability of the proposed charts are investigated by means of extensive simulations.     

Women migrants in the global economy: a global overview (and regional perspectives)

ABSTRACT

Huge advances have been made in deepening and expanding our knowledge of gendered migration over the last decades in both theoretical and methodological terms. Empirically it is, however, still the case that North–South migration is at the basis of most theorisations, leaving the characteristics of South–South migration at the margins. In this paper we, therefore, shift the focus to intra- and trans-regional migration in a South–South context in exploring what this means for women migrants. While feminist scholars have highlighted care and the ways in which migration challenges social reproduction as an important issue, mainstream approaches continue to focus predominantly on the ‘productive’ lives of migrant workers. With migration theories still largely drawing on the experience of South–North migration, there continues to be relatively little understanding of South–South migration’s gender dynamics, despite the fact that many of the highly feminised, yet hyper-precarious, migration flows occur intra-regionally.     

近代巴蜀诗人李士棻生卒年及别号考略

近代巴蜀诗人李士棻曾被曾国藩誉为“太白醉魂”，为曾府门下“四川三李”之一，其诗作有浓郁的巴蜀文化特色。然李氏仕宦不显，长期以来学界对其关注不足，学界近年不多的相关研究，多围绕国内所存的文献，对其诗歌创作进行艺术分析，对诗人的生平介绍多简单略过，没有严谨的考证，目前仍然很有争议。通过搜罗国内外现存典籍，综合目前所见李士棻本人著述，辅以晚清近代重要报刊《申报》和与李氏有交往的朝鲜文人文献，考证其生卒年及别号，冀为今后的相关研究解决基础问题。     

从《了凡四训》到《训儿俗说》——关于袁了凡及其家风家训的思想史考察

袁了凡（袁黄）以其《了凡四训》闻名于世，该书亦被当作训子家书。其实，了凡所作家训并非《了凡四训》，而是《训儿俗说》。作为王龙溪（王畿）的及门弟子，了凡在思想上是阳明后学的一分子，其人生轨迹属于典型的儒家士大夫，其日常修持及著述呈现三教汇通的思想特色。了凡家风淳朴，家学深厚，以儒为宗，兼收并蓄，强调道德主义，注重积德行善，具有出世情怀，对其人格产生深刻影响。