Parameter estimation of state space models for univariate observations

This paper contributes to the problem of estimation of state space model parameters by proposing estimators for the mean, the autoregressive parameters and the noise variances which, contrarily to maximum likelihood, may be calculated without assuming any specific distribution for the errors. The estimators suggested widen the scope of the application of the generalized method of moments to some heteroscedastic models, as in the case of state-space models with varying coefficients, and give sufficient conditions for their consistency. The paper includes a simulation study comparing the proposed estimators with maximum likelihood estimators. Finally, these methods are applied to the calibration of the meteorological radar and estimation of area rainfall.     

The Sichel model and the mixing and truncation order

The analysis of word frequency count data can be very useful in authorship attribution problems. Zero-truncated generalized inverse Gaussian–Poisson mixture models are very helpful in the analysis of these kinds of data because their model-mixing density estimates can be used as estimates of the density of the word frequencies of the vocabulary. It is found that this model provides excellent fits for the word frequency counts of very long texts, where the truncated inverse Gaussian–Poisson special case fails because it does not allow for the large degree of over-dispersion in the data. The role played by the three parameters of this truncated GIG-Poisson model is also explored. Our second goal is to compare the fit of the truncated GIG-Poisson mixture model with the fit of the model that results from switching the order of the mixing and truncation stages. A heuristic interpretation of the mixing distribution estimates obtained under this alternative GIG-truncated Poisson mixture model is also provided.     

Psychophysical conditions and hormonal secretion in nurses on a rapidly rotating shift schedule and exposed to bright light during night work

The psychophysical conditions of 15 young female nurses, working in a rapidly-rotating shift system (2-2-2-2), modified according to some psychophysiological criteria, and exposed to short period (4 × 20 min) of bright light (2350 Lux) during their night duty, were studied in order to evaluate their adaptation to night work and to test a possible positive effect on it of bright light. Subjective evaluations of work load and psychophysical conditions, performance measures, hormonal excretion (cortisol, 6-sulphatoxymelatonin and catecholamines), oral temperature and activity-sleep logs were taken during the shiftwork cycle, comprising one morning, one afternoon and two consecutive nights under normal and bright light. The results showed that this rapidly-rotating shift system had little effect upon the normal circadian rhythms of the body. Moreover, the lengthening of the night shift to 10 h can be considered to be acceptable, provided that work load is reduced and there are sufficient rest pauses available. On the other hand, the reduction to 7 h of the length of the day shifts and delayed start of the morning shift to 07:00 h appeared to be convenient both in relation to the work load and sleep duration. Some positive effects of bright light upon psychophysical conditions and performance efficiency were noted, while hormonal excretion and body temperature did not show any effect of bright light; in particular, melatonin excretion was not suppressed appreciably by the bright light used.     

Psychophysical conditions of air traffic controllers evaluated by the standard shiftwork index

Abstract

In the ambit of a large epidemiological survey on the Italian population of air traffic controllers, an evaluation of their health conditions was carried out using the Standard Shiftwork Index (SSI). The study took into consideration 572 male air traffic controllers, aged between 23 and 59 years, of whom 301 were engaged in three large Regional Centres, 189 in thirteen Airport Towers and 82. formerly active controllers, were working in administrative offices. The former controllers showed worse health levels, in particular minor psychological disorders and chronic fatigue. Sixteen of them had been transferred to administrative jobs because of health impairment, owing to severe diseases of the nervous, gastrointestinal and cardiovascular systems. Such disorders, and musculoskeletal ones, were mostly reported by the active controllers. The controllers engaged in Regional Centres showed more sleep disturbances than those engaged in towers. Beside age, some personal characteristics appeared to influence health and well-being. Neuroticism was correlated with chronic fatigue, digestive and cardiovascular complaints, minor psychological disorders, cognitive and somatic anxiety. On the other hand, morningness was correlated negatively with sleep disturbances on morning shift, and positively with sleep duration both on morning shift and rest days.     

Waste identification diagrams

Value Stream Mapping (VSM) is a very popular tool in lean environments to represent production flows, mapping value stream of a product or family of products, and helps to identify some types of waste. Although very popular, this tool has some limitations as already described in many publications, especially in terms of restrictions in showing most types of waste as well as in its inability to represent various production routes. The purpose of this study is to introduce the waste identification diagram (WID), a new tool to represent production units with its different forms of waste, which overcomes some VSM limitations. The originality of WID comes from the use of its symbols’ dimensions to convey, in a visual and immediate way, relevant information about a production unit. In this paper, WID is applied on a production unit of a lift manufacturer, for testing its performance and comparing it to VSM. The main findings are that WID is in general more effective than VSM in terms of representation of complex production units and in terms of identification of more forms of waste. WID must however overcome some of its limitations such as the lack of information-flow representation and the links to suppliers and clients.     

Strategic Supply Function Competition With Private Information

A finite number of sellers (n) compete in schedules to supply an elastic demand. The cost of each seller is random, with common and private value components, and the seller receives a private signal about it. A Bayesian supply function equilibrium is characterized: The equilibrium is privately revealing and the incentives to rely on private signals are preserved. Supply functions are steeper with higher correlation among the cost parameters. For high (positive) correlation, supply functions are downward sloping, price is above the Cournot level, and as we approach the common value case, price tends to the collusive level. As correlation becomes maximally negative, we approach the competitive outcome. With positive correlation, private information coupled with strategic behavior induces additional distortionary market power above full information levels. Efficiency can be restored with appropriate subsidy schemes or with a precise enough public signal about the common value component. As the market grows large with the number of sellers, the equilibrium becomes price‐taking, bid shading is on the order of 1/n, and the order of magnitude of welfare losses is 1/n². The results extend to inelastic demand, demand uncertainty, and demand schedule competition. A range of applications in product and financial markets is presented.     

The Granular Origins of Aggregate Fluctuations

This paper proposes that idiosyncratic firm‐level shocks can explain an important part of aggregate movements and provide a microfoundation for aggregate shocks. Existing research has focused on using aggregate shocks to explain business cycles, arguing that individual firm shocks average out in the aggregate. I show that this argument breaks down if the distribution of firm sizes is fat‐tailed, as documented empirically. The idiosyncratic movements of the largest 100 firms in the United States appear to explain about one‐third of variations in output growth. This “granular” hypothesis suggests new directions for macroeconomic research, in particular that macroeconomic questions can be clarified by looking at the behavior of large firms. This paper's ideas and analytical results may also be useful for thinking about the fluctuations of other economic aggregates, such as exports or the trade balance.     

The Effects of Praising Qualifying Autoclitics on the Frequency of Reading

In the current study, tacts with positive qualifying autoclitics for reading were reinforced in order to determine if this procedure would increase the time spent reading by participants. Participants included 5 children, between 9–10 years old. Participants were individually exposed to 4 free operant sessions during which they were instructed to independently choose play activities. During pre- and post-treatment conditions, no consequences were provided for choosing reading. In addition, 4 treatment sessions were conducted on days separate from the free operant session days, during which the experimenter praised each positive reading-related statement emitted by the participant. Following treatment sessions, 4 out of 5 participants increased the time allocated to reading, suggesting that reading could be increased when praise is delivered contingent upon positive reading-related verbalizations.