Testing for Serial Independence: Beyond the Portmanteau Approach

Portmanteau tests are typically used to test serial independence even if, by construction, they are generally powerful only in presence of pairwise dependence between lagged variables. In this article, we present a simple statistic defining a new serial independence test, which is able to detect more general forms of dependence. In particular, differently from the Portmanteau tests, the resulting test is powerful also under a dependent process characterized by pairwise independence. A diagram, based on p-values from the proposed test, is introduced to investigate serial dependence. Finally, the effectiveness of the proposal is evaluated in a simulation study and with an application on financial data. Both show that the new test, used in synergy with the existing ones, helps in the identification of the true data-generating process. Supplementary materials for this article are available online.     

The globalization of local indexicalities through music: African-American English and the blues

This article reports on a sociolinguistic study into the prevalence of African-American English (AAE) features in the lyrical language use of blues artists, relying on data from different social and national backgrounds and time periods. It adopts a variationist linguistic methodological approach to examine the prevalence of five AAE forms in live-performed blues music: /aɪ/ monophthongization, post-consonantal word-final /t/ deletion, post-consonantal word-final /d/ deletion, alveolar nasal /n/ in < ing > ultimas, and post-vocalic word-final /r/ deletion. Mixed effects logistic regression analysis applied to a corpus of 80 performances finds no statistically significant association between national/ethnic background and variant use, and indicates that blues artists, from different eras and nationalities, are highly probable to realize the AAE variant of the analyzed variables, regardless of their sociocultural background. By building on early scholarly work on language and music, existing studies considering the use of AAE by non-members of the African-American community, and current theorizing on authenticity, style, and indexicality, this study hence provides tentative support for the existence of a standard blues singing style, which involves performers using AAE forms as a stylistic-linguistic strategy to index artistic authenticity.     

Approximate reference priors for Gaussian random fields

Reference priors are theoretically attractive for the analysis of geostatistical data since they enable automatic Bayesian analysis and have desirable Bayesian and frequentist properties. But their use is hindered by computational hurdles that make their application in practice challenging. In this work, we derive a new class of default priors that approximate reference priors for the parameters of some Gaussian random fields. It is based on an approximation to the integrated likelihood of the covariance parameters derived from the spectral approximation of stationary random fields. This prior depends on the structure of the mean function and the spectral density of the model evaluated at a set of spectral points associated with an auxiliary regular grid. In addition to preserving the desirable Bayesian and frequentist properties, these approximate reference priors are more stable, and their computations are much less onerous than those of exact reference priors. Unlike exact reference priors, the marginal approximate reference prior of correlation parameter is always proper, regardless of the mean function or the smoothness of the correlation function. This property has important consequences for covariance model selection. An illustration comparing default Bayesian analyses is provided with a dataset of lead pollution in Galicia, Spain.     

Supporting the agency of cities as climate migration destinations

As climate migration has garnered the interest of research and policy communities over the last two decades, the focus has been on whether, how and where climate stresses might precipitate out-migration, and how to assist and protect those affected. Less attention has gone to the places that receive climate migrants, and how their arrival might affect adaptation at destination. Against the backdrop of increasingly severe climate disruptions, this paper examines the likelihood of climate-related movements going into urban areas, and the challenges that this may entail for those who move and for urban governance. With much of climate migration projected to feed into existing urbanization trends, we see the need for data and research to help bolster the agency of communities and cities to plan and act locally, and across geographies, for inclusion and resilience, and to advocate collectively for enabling policy frameworks and increased national and international support.     

Book review

How to Conduct Self‐administered and Mail Surveys, L. B. Bourque and E. P. Fielder, London, Sage Publications, 1995, 223 pp, £17.50     

Women’s Tertiary Education Masks the Gender Wage Gap in Turkey

This paper investigates the gender wage gap for full-time formal sector employees, disaggregated by education level. The gap between the labor force participation rate of women with tertiary education and those with lower levels of education is substantial. There is no such gap for men. Hence, existing gender wage gap studies for Turkey, where we observe lopsided labor force participation rates by education levels, compare two very different populations. We disaggregate the whole sample by education level to create more homogenous sub-groups. For Turkey, without disaggregation, the gender wage gap was 13% in 2011, and women are significantly over-qualified relative to men on observed characteristics. Once we disaggregate the sample by education level, we show that the gender wage gap is 24% for less educated women and 9% for women with tertiary education in full-time formal employment. Observed characteristics only explain 1 % of this gap in absolute terms. We further disaggregate the data by public and private employment. The gender gap is higher in the private sector. However, women with tertiary education in the public sector are significantly better qualified compared to men, and consequently the adjusted gender wage gap is higher for women with tertiary education in the public sector. Our estimates also indicate a rise in the gender wage gap between 2004 and 2011.     

AGE,TIME, VINTAGE,AND PRICE INDEXES: MEASURING THE DEPRECIATION PATTERN OF HOUSES

Age, time, and vintage are key determinants of house prices, yet they cannot be included together linearly or as dichotomous variables in hedonic regressions as construction time + age of house = sale time. We introduce a method where the estimates of the age, time, and vintage effects on prices are obtained in a flexible manner, without requiring us to specify a pre‐determined functional form for any of these variables. Applying our method to Dutch data, we find that the estimated depreciation pattern over the life of houses does not follow the functional forms typically specified for the age of houses in hedonic regressions. (JEL C43, E01, E31, R31)     

The Employment Experience of Refugees in the Netherlands1

This study focuses on the economically disadvantaged position of refugees. We use survey data of refugees from Somalia, Iran, Afghanistan, Iraq, and the former Yugoslavia in the Netherlands, to analyze refugees’ odds of employment and their occupational status. In line with human capital and social capital theory, we find that host country specific education, work experience, language proficiency, and contacts with natives are positively related to the chances of employment and occupational status. The study shows that health problems, integration courses, and the time spent in refugee reception centers form important additional explanations of the economic integration of refugees.