Identification of arma models with non-gaussian innovations

The problem of modelling time series driven by non-Gaussian innovation has been considered recently by Li and McLeod (1988). In this paper we have discussed the problem of identification of ARMA models with non-Gaussian innovations. Simulation experiments are used to study the applicability of theoretical results.     

Book Reviews

This article examines some difficulties associated with the Haynes–Stone model and attempts to clarify how the model can be justified as representing the hypothesis that “quantity is demand determined and price is supply determined.” It also argues that the applications of such a model as was done by Haynes and Stone might not have resolved the controversies related to the Phillips curve and the supply function of exports (or imports).     

A personal validation of the social nature of disability: different environments,different experiences

There is neither a unified definition of disability nor a unique experience of disability across the world. The present paper aims to explore the lived experiences of disability in three different countries – Turkey, England and the USA – to evaluate the continued value of the social model of disability in those contexts. A comparison between these countries is provided through the lens of my personal experiences in each country as a disabled student and an academician. As can be seen in each example, whilst impairment does not change, the role of disabling barriers did change depending on the physical, social and psychological nature of the respective environments. We can therefore reasonably refer to the extent to which environments are disabling or non-disabling aspects of each setting. The paper provides a personal validation of the social nature of disability.     

Pmc-optimal nonparametric quantile estimator

According to Pitman's Measure of Closeness, if T₁and T₂are two estimators of a real parameter $[d], then T₁is better than T₂if Po[d]{\T₁-o[d] < \T₂-0[d]\} > 1/2 for all 0[d]. It may however happen that while T₁is better than T₂and T₂is better than T₃, T₃is better than T₁. Given q ? (0,1) and a sample X₁, X₂, ..., X_nfrom an unknown F ? F, an estimator T* = T*(X₁,X₂...X_n)of the q-th quantile of the distribution F is constructed such that P_F{\F(T*)-q\ <[d] \F(T)-q\} >[d] 1/2 for all F?F and for all T€T, where F is a nonparametric family of distributions and T is a class of estimators. It is shown that T* =X_j:n'for a suitably chosen jth order statistic.     

The source of Black-White inequality in early language acquisition: Evidence from Early Head Start

I compare language learning trajectories for Black and White children over the first 3 years of life using data from the Early Head Start Research and Evaluation study (EHSRE) in order to determine the timing and source of divergence in early language skill. Results indicate that that while controlling for racial differences in family background and a measure of the home language environment cannot entirely account for disparities in language acquisition, interactions between age, race and maternal education, and between race and a time-varying measure of the home language environment play a significant role. I show that returns to parental education and the home language environment, in terms of language learning, are higher for White children than their Black peers. Specification checks confirm that these results are robust to alternate definitions of child language and the home language environment, and that no interactions between race, age and any of the other covariates are significant. I discuss possible explanations for these race specific education gradients, including measurement error and test bias. In addition, I address relevant empirical issues in estimating language growth with respect to linguistic inputs and the home language environment.     

基于KAS模式的《外贸英语函电》教学探索

《外贸英语函电》的教学目标与KAS培训模式的目标相吻合,因此在教学过程中要重视培养学生多方面的能力。为了实现教学目标,必须注意选用或编写与KAS相匹配的教材;打造高素质的复合型教师队伍;强化实践教学,提升学生的职业能力,促使学生能够很快适应岗位所赋予他们的职责和任务。     

Model diagnostics for marginal regression analysis of correlated binary data

We propose several diagnostic methods for checking the adequacy of marginal regression models for analyzing correlated binary data. We use a parametric marginal model based on latent variables and derive the projection (hat) matrix, Cook's distance, various residuals and Mahalanobis distance between the observed binary responses and the estimated probabilities for a cluster. Emphasized are several graphical methods including the simulated Q-Q plot, the half-normal probability plot with a simulated envelope, and the partial residual plot. The methods are illustrated with a real life example.     

Exponential Growth Model: From Horizontal to Linear Asymptote

We present a smooth function that can be used as regression curve for modeling growth phenomena requiring an increasing curvilinear concave asymptote. This model is obtained as the product of a concave asymptotic curve and the exponential model. In addition to its increasing character with a curvilinear asymptote, including horizontal or linear increasing asymptote, the resulting model provides curves with a single inflection point. Numerical examples are presented.     

Influence analysis in multivariate linear general models

In this paper we obtain several influence measures for the multivariate linear general model through the approach proposed by Muñoz-Pichardo et al. (1995), which is based on the concept of conditional bias. An interesting charasteristic of this approach is that it does not require any distributional hypothesis. Appling the obtained results to the multivariate regression model, we obtain some measures proposed by other authors. Nevertheless, on the results obtained in this paper, we emphasize two aspects. First, they provide a theoretical foundation for measures proposed by other authors for the mul¬tivariate regression model. Second, they can be applied to any linear model that can be formulated as a particular case of the multivariate linear general model. In particular, we carry out an application to the multivariate analysis of covariance.