LR cointegration tests when some cointegrating relations are known

This paper considers the asymptotic analysis of the likelihood ratio (LR), cointegration (CI) rank test in vector autoregressive models (VAR) when some CI vectors are known and fixed. It is shown that the limit law is free of nuisance parameters. In the case of LR tests against the alternative of completely unrestricted CI space, the limit law can be expressed as the convolution of known distributions. This deconvolution is employed to approximate the quantiles of the distribution, without resorting to new simulations.     

Evaluation of statistical protocols for quality control of ecosystem carbon dioxide fluxes

Summary.  The process of quality control of micrometeorological and carbon dioxide (CO₂) flux data can be subjective and may lack repeatability, which would undermine the results of many studies. Multivariate statistical methods and time series analysis were used together and independently to detect and replace outliers in CO₂ flux data derived from a Bowen ratio energy balance system. The results were compared with those produced by five experts who applied the current and potentially subjective protocol. All protocols were tested on the same set of three 5-day periods, when measurements were conducted in an abandoned agricultural field. The concordance of the protocols was evaluated by using the experts' opinion (mean ± 1.96 standard deviations) as a reference interval (the Bland–Altman method). Analysing the 15 days together, the statistical protocol that combined multivariate distance, multiple linear regression and time series analysis showed a concordance of 93% on a 20-min flux basis and 87% on a daily basis (only 2 days fell outside the reference interval), and the overall flux differed only by 1.7% (3.2 g CO₂ m⁻²). An automated version of this or a similar statistical protocol could be used as a standard way of filling gaps and processing data from Bowen ratio energy balance and other techniques (e.g. eddy covariance). This would enforce objectivity in comparisons of CO₂ flux data that are generated by different research groups and streamline the protocols for quality control.     

Use of quantitative ultrasound as bone mineral density evaluation in an Italian female population living with HIV: A real-life experience

This is a multicenter cross-sectional study where we aimed to detect the rate of osteopenia/osteoporosis in an HIV female population (WLWHIV) by means of “heel quantitative ultrasound” (QUS) measurement. We enrolled 273 patients, mean age 48.1 years, 36% menopausal, 96% on combination antiretroviral therapy (cART). Calcaneal measure of bone mass index by QUS revealed osteopenia and osteoporosis in 76 (27.8%) and 16 (5.9%) WLWHIV. Our data underline the correlation between low QUS parameters and traditional risk factors for osteoporosis rather than with cART exposure, thus suggesting the crucial importance of detection and correction of traditional risk factors for osteoporosis in WLWHIV.     

Monopolistic competition,as you like it

We explore monopolistic competition with asymmetric preferences over a variety of goods provided by heterogeneous firms, and compute equilibria (approximating Cournot and Bertrand equilibria when market shares are negligible) through average Morishima elasticities of substitution. Further results concerning pricing and entry emerge under homotheticity and when demands depend on a common aggregator, as with Generalized Additively Separable preferences. Under additivity we can determine which goods are going to be provided under free entry, as well as the selection effects associated with changes in market size, consumers' income, aggregate productivity, and preference parameters.     

A Scale of Risk

This article proposes a conceptual framework for ranking the relative gravity of diverse risks. This framework identifies the moral considerations that should inform the evaluation and comparison of diverse risks. A common definition of risk includes two dimensions: the probability of occurrence and the associated consequences of a set of hazardous scenarios. This article first expands this definition to include a third dimension: the source of a risk. The source of a risk refers to the agents involved in the creation or maintenance of a risk and captures a central moral concern about risks. Then, a scale of risk is proposed to categorize risks along a multidimensional ranking, based on a comparative evaluation of the consequences, probability, and source of a given risk. A risk is ranked higher on the scale the larger the consequences, the greater the probability, and the more morally culpable the source. The information from the proposed comparative evaluation of risks can inform the selection of priorities for risk mitigation.     

Valori e norme di fronte alla complessità

Riassunto

Scopo del presente contributo è quello di evidenziare alcune connessioni concettuali fra il mondo normativo ed il moderno approccio della complessità.

A partire dal 1972, psicologi, etologi, antropologi culturali hanno sottolineato l'importanza dei codici sociali—oggettivati in diritti e doveri—in quanto parte integrante della interazione sociale. In particolare Calegari e Massimini (1979) hanno sostenuto che Le Costituzioni possono essere analizzate quali organizzazioni gerarchiche di sistemi complessi. Gli autori hanno indicato—nell'ambito di sistemi normativi—delle gerarchie di comprensione e di connessione riferite a centri di controllo di comportamenti registrati nelle Leggi fondamentali. Essi hanno sviluppato un metodo di analisi basato sulla identificazione di unità molari e di loro relazioni ed hanno messo a punto una serie di indici utili a misurare le dimensoni di complessità di tali sistemi.

Sulla base di un sucessivo approfondimento, l'autore ha centrato la sua attenzione sulle decisioni adattive incluse nelle Costituzioni. La conseguente analisi cognitiva mostra che le strategie normative si configurano in livelli (metapiani, piani globali, sottopiani, istruzioni comportamentali) in accordo con la ipotesi sistémica generale formulata da Bruner, Goodnow ed Austin (1966). La organizzazione gerarchica di questo tipo di strategia è caratterizzata dalla valenza e dalla covalenza di piani globali e di sottopiani, dal grado di similarità dei metapiani e dei piani globali, dal grado di ridondanza emergente ai differenti livelli gerarchici.

Le decisioni adattive sono presenti in numero limitato e ciò conferma le stipulazioni formulate dagli antropologi culturali. L'autore sottolinea che la presenza di ridondanza negli elementi di un sistema complesso rende possibile la sua descrizione in modo più coerente e completo.     

The origins of the Gini index: extracts from Variabilità e Mutabilità (1912) by Corrado Gini

The scope of this paper is to celebrate the 100th anniversary of the Gini index by providing the original formulae. Corrado Gini introduced his index for the first time in a 1912 book published in Italian under the name of ??Variabilità e Mutabilità?? (Variability and Mutability). This article provides selected extracts of Part I of the book dedicated to measures of variability. We find that Gini proposed no less than 13 formulations of his index, none of which is known today to the large public. We also find that Gini anticipated some of the developments that derived from the study of his index.     

Social Networks and Employment: Outcomes (Part 2)

In this second article, we continue to survey research that addresses work and employment from a social network perspective. Building on a companion article in this volume, which explores in‐depth the main network mechanisms presented in the literature, this article reviews studies addressing how social networks may shape key employment outcomes for both individuals and organizations. Network access and activation may shape individuals' selection into employment opportunities in addition to a variety of post‐hire outcomes including employee performance, promotion, rewards, job satisfaction, and termination. Organizations too may be influenced by their network position and by the activation of certain ties, ultimately affecting key outcomes such as firm performance, innovation, and learning measures. We conclude by discussing promising areas for future research on how social networks interact with employment.