On a mixture vector autoregressive model

The authors show how to extend univariate mixture autoregressive models to a multivariate time series context. Similar to the univariate case, the multivariate model consists of a mixture of stationary or nonstationary autoregressive components. The authors give the first and second order stationarity conditions for a multivariate case up to order 2. They also derive the second order stationarity condition for the univariate mixture model up to arbitrary order. They describe an EM algorithm for estimation, as well as a diagnostic checking procedure. They study the performance of their method via simulations and include a real application.     

Working around the Barriers to Creating and Sharing Knowledge in Capital Goods Projects: the Client's Perspective*

The article considers knowledge management issues from the client's perspective. In the example presented, a sludge treatment centre procured by Northumbrian Water Ltd (NWL), the task faced by the client was to manage knowledge in a context where the core technology being procured was new and resulted in the need for new knowledge to be created and shared both pre‐ and post‐delivery. In exploring these issues, the article reveals the problems of (and some solutions to) managing knowledge across the project life‐cycle and between different groups, where the motivation for generating and sharing knowledge was not the same for all participants.     

20世纪文学理论:中国与西方

20世纪西方的文学理论,名目繁多,都先后输入中国,从世纪初即如此。中叶以后,文论的西潮更汹涌流入两岸三地,众多中华的文学研究者崇洋趋新,以西方的马首是瞻。20世纪西方文论内容丰富,有助于文学析评,却也有艰深或欠通达的不足。中华学者从这些文论中有所得益,却也有不分青红皂白照单全收而贻笑大方的。至于西方汉学家研究中国文论虽见成果,但难免有偏差;一般学术界、文化界对中国文论则只作极有限的"接受",甚至完全忽视。20世纪的文学理论,中国多入而几乎没有出,出现严重的文化赤字。本文作者建议中华学者从比较文学的角度,对中国古代文论重新诠释,并斟酌应用于实际批评,然后考虑向西方输出。作者认为可以《文心雕龙》为基础,建构一个中西合璧的文论体系,让雕龙成为飞龙。     

Does The Legalization of Undocumented Immigrants in the US Encourage Unauthorized Immigration from Mexico? An Empirical Analysis of the Moral Hazard of Legalization

Does the prospect of a legalization programme in the US increase unauthorized immigration from Mexico? The logic of the moral hazard of legalization suggests that providing lawful status to undocumented immigrants has the unintended effect of incentivizing further unauthorized immigration. However, we argue and show that concerns about the moral hazard of legalization may be overstated. We conceptualize our argument using two distinct temporal dimensions: a concurrent dimension and a prospective one. Our analysis of the 2007 Mexican Migration Field Research Program (MMFRP) survey provides evidence supporting our arguments. The data show that knowledge regarding a prospective legalization programme in the US does not increase the intent to migrate among prospective migrants. Our results hold when accounting for a range of potential confounding factors, across several multivariate model specifications, and also when analysing comparable respondents who are matched using propensity score matching (PSM) techniques.     

“I Wish to be Self-Reliant”: Aspiration for Self-Reliance,Need and Life Satisfaction,and Exit Dilemma of Welfare Recipients in Hong Kong

This qualitative study explores the welfare recipients’ experiences of and attitudes toward the welfare benefit system in Hong Kong. A sample of 19 welfare recipients from six main recipient groups was interviewed, some twice. This study finds that the recipients have strong aspirations to exit the welfare benefit system. The welfare application process is painful; they are strongly stigmatized; they do not have sufficient resources to meet many of their expected needs; and, after all, they have strong ethos for self-reliance. However, they remain in the benefit system. This study looks into this paradox and the challenges facing the welfare benefit system in Hong Kong in terms of providing ontological security on the one hand and promoting self-reliance on the other.     

Estimation of the failure rate-a survey of nonparametric methods Part I: Non-Bayesian Methods

In this paper several nonparametric, non-Bayesian methods for estimating the failure rate function on which no monotonicity conditions have been imposed are surveyed. The survey attempts to consolidate and synthesize literature from several diverse areas of application, and endeavors to be as up-to-date as is feasible.     

Repression and other Forms of Cognitive Evasiveness: Implications for Stress Symptoms in College Students

Abstract

Lazarus has proposed that palliative defenses against threat that interfere with direct efforts to alleviate the threat may prove maladaptive. Three evasive cognitive attributes that circumvent awareness of threat were studied to determine whether they related to the prevalence of stress symptoms in college students. Repression (selective forgetting of threatening material), awareness of the repressive defense, and internal scanning (breadth of association to cues) were considered. College students of both sexes who engaged in evasive cognitive activity reported more stress symptoms than those who did not, with a progressive increase in stress as increasingly homogeneous groups were considered. Students who defended themselves by repression experienced more stress than those who did not. Repressors who were the least aware of their use of this defense reported even more stress. Unconscious repressors who were the least reflective (narrow scanners) showed the highest frequency of stress symptoms.     

Use of Quality-Adjusted Life Year Weights with Dose-Response Models for Public Health Decisions: A Case Study of the Risks and Benefits of Fish Consumption

Risks associated with toxicants in food are often controlled by exposure reduction. When exposure recommendations are developed for foods with both harmful and beneficial qualities, however, they must balance the associated risks and benefits to maximize public health. Although quantitative methods are commonly used to evaluate health risks, such methods have not been generally applied to evaluating the health benefits associated with environmental exposures. A quantitative method for risk-benefit analysis is presented that allows for consideration of diverse health endpoints that differ in their impact (i.e., duration and severity) using dose-response modeling weighted by quality-adjusted life years saved. To demonstrate the usefulness of this method, the risks and benefits of fish consumption are evaluated using a single health risk and health benefit endpoint. Benefits are defined as the decrease in myocardial infarction mortality resulting from fish consumption, and risks are defined as the increase in neurodevelopmental delay (i.e., talking) resulting from prenatal methylmercury exposure. Fish consumption rates are based on information from Washington State. Using the proposed framework, the net health impact of eating fish is estimated in either a whole population or a population consisting of women of childbearing age and their children. It is demonstrated that across a range of fish methylmercury concentrations (0-1 ppm) and intake levels (0-25 g/day), individuals would have to weight the neurodevelopmental effects 6 times more (in the whole population) or 250 times less (among women of child-bearing age and their children) than the myocardial infarction benefits in order to be ambivalent about whether or not to consume fish. These methods can be generalized to evaluate the merits of other public health and risk management programs that involve trade-offs between risks and benefits.     

Another Tale of Two Tails: On Characterizations of Comparative Risk

We characterize the classes of utility functions that are consistent with different notions of mean preserving spreads introduced in the literature. This gives rise to a unified approach and extension of some definitions of increasing risk, including the concepts of Rothschild and Stiglitz (1970) and Landsberger and Meilijson (1990a,b). The main idea is to restrict the centers of the mean preserving spreads to an arbitrary subset.     

Linear Models in a general parametric form

The linear model Y - N(Xb, σ²∑) with a restriction R'b = M'u + c is considered, where X, R, M, ∑ and c are known. Explicit formulae are obtained for the best linear unbiased estimator of K'b, for the F-test of the hypothesis K'b = W'v + a, and for the simultaneous confidence intervals of the parameters K′_i b' s, where K = [K₁,K₂,…K_s], w, and a are known, none of the matrices X, ∑, R, M, K, and W is required to have full ranks, and the design X can be one - or multi-way,complete or incomplete, balanced or not balanced, connected or disconnected.