Detecting changes from short to long memory

This paper studies well-known tests by Kim et?al. (J Econom 109:389?C392, 2002) and Busetti and Taylor (J Econom 123:33?C66, 2004) for the null hypothesis of short memory against a change to nonstationarity, I (1). The potential break point is not assumed to be known but estimated from the data. First, we show that the tests are also applicable for a change from I (0) to a fractional order of integration I (d) with d?>?0 (long memory) in that the tests are consistent. The rates of divergence of the test statistics are derived as functions of the sample size T and d. Second, we compare their finite sample power experimentally. Third, we consider break point estimation for a change from I (0) to I (d) for finite samples in computer simulations. It turns out that the estimators proposed for the integer case (d?=?1) are practically reliable only if d is close enough to 1.     

A Cox-type regression model with change-points in the covariates

We consider a Cox-type regression model with change-points in the covariates. A change-point specifies the unknown threshold at which the influence of a covariate shifts smoothly, i.e., the regression parameter may change over the range of a covariate and the underlying regression function is continuous but not differentiable. The model can be used to describe change-points in different covariates but also to model more than one change-point in a single covariate. Estimates of the change-points and of the regression parameters are derived and their properties are investigated. It is shown that not only the estimates of the regression parameters are [Formula: see text] -consistent but also the estimates of the change-points in contrast to the conjecture of other authors. Asymptotic normality is shown by using results developed for M-estimators. At the end of this paper we apply our model to an actuarial dataset, the PBC dataset of Fleming and Harrington (Counting processes and survival analysis, 1991) and to a dataset of electric motors.     

Cross-Cultural Psychology in Japan

This article portrays the situation of cross-cultural psychology in Japan, including historical background, institutional aspects, and research findings by Japanese investigators. Reflecting the internationalization of Japanese society, cultural influences on human behavior have recently drawn the attention of Japanese psychologists, and the number of researchers engaged in cross-cultural investigations is steadily increasing. A review of articles in current Japanese journals suggests that most cross-cultural studies belong to the areas of social, educational, and developmental psychology where they increasingly focus on specific themes and hypotheses. Although cross-cultural psychologists interact in each research area, cross-cultural findings have only rarely been discussed or integrated on the common plane of cross-cultural psychology. In part, this is true because no association of cross-cultural psychology exists in Japan. The authors emphasize the importance of a systematic approach to response styles which influence research findings and the fruitfulness of comparing Japanese findings to those obtained in other non-Western societies.     

Family concepts—a social pedagogic approach to understanding family development and working with families

Drawing upon insights from family research, this article argues that in modern Western societies the reflection of individual notions of family as well as the development of concepts of a fulfilling everyday family life has turned into a recurrent challenge throughout the life course, a challenge particularly relevant during family transitions. Professionals in the field of social work with families are increasingly faced with the task of supporting such processes of reflection and development. At the same time, there is little knowledge about how these processes look like. Building upon results of a pilot study and merging recent theoretical developments in family research with the (German) tradition of social pedagogy, a conceptual framework to study family concepts theoretically and empirically is developed. The potential as well as the limitations of this research approach are discussed drawing upon a case example taken from an ongoing longitudinal study. This study aims at revealing family concept-related processes of informal learning and thus provides an understanding of family development from a social pedagogic point of view. Finally, an outline will be given of how this research could contribute to develop an intervention method standing in the tradition of social pedagogy.     

Life Expectancy,Schooling, and Lifetime Labor Supply: Theory and Evidence Revisited

This paper presents a theoretical and empirical analysis of the role of life expectancy for optimal schooling and lifetime labor supply. The results of a simple prototype Ben‐Porath model with age‐specific survival rates show that an increase in lifetime labor supply is not a necessary, or a sufficient, condition for greater life expectancy to increase optimal schooling. The observed increase in survival rates during working ages that follows from the “rectangularization” of the survival function is crucial for schooling and labor supply. The empirical results suggest that the relative benefits of schooling have been increasing across cohorts of U.S. men born between 1840 and 1930. A simple quantitative analysis shows that a realistic shift in the survival function can lead to an increase in schooling and a reduction in lifetime labor hours.     

Work-Related Demands Emanating from Social Change and Their Relation to Trait-Like and Occasion-Specific Aspects of Subjective Well-Being

Following current macro-level social change people are increasingly confronted with new demands encompassing perceived uncertainties concerning their job and career prospects. Studies utilizing concurrent assessments showed that perceiving a high accumulation (“load”) of such demands is negatively related to individuals’ subjective well-being. Without further evidence the interpretation of the direction of these effects, however, is equivocal. Based on the concept that individuals have a rather stable trait-like level of subjective well-being from which they may vary when confronted with changes of the external ecology, the current study examined the relationship between the reported load of demands and subjective well-being assessed as general life satisfaction and average satisfaction in domains of life (i.e., family, work, finances, and leisure). We expected that a higher load of demands corresponds to a temporary decline in well-being, while at the same time differences in the stable trait-like level of well-being account for differences in the reported demand load. For the purpose of our study, we analyzed three annual waves of assessment of German adults aged between 18 and 43 years (N = 488). Utilizing a trait-state-occasion model, we separated trait-like aspects of well-being from occasion-specific deviations. Overall, our results confirmed our expectation that effects indeed run in both directions. The higher the reported load of work-related demands, the more respondents’ well-being negatively deviated from the stable trait-like level. Beyond that a higher trait-like level of well-being corresponded to a lower demand load. Both effects revealed almost equal strength and remained stable after controlling for participants’ employment status, family status, and educational attainment.     

On the role of data,statistics and decisions in a pandemic

AStA Advances in Statistical Analysis - A pandemic poses particular challenges to decision-making because of the need to continuously adapt decisions to rapidly changing evidence and available...     

Adult sibling relationship questionnaire

This paper presents testing results, as well as the German translation of the “Adult Sibling Relationship Questionnaire” (“ASRQ”), a self-report measure that can be used to raise information on adult sibling relationships. The “ASRQ” consists of 81 items spread over 14 scales. The questionnaire assesses qualitative features of sibling relationships in young adulthood and beyond. The items on the 14 scales are combined to form 3 higher-order factors: “Warmth”, “Conflict” and “Rivalry”. Results of a sample of adults (N=388) confirms that the German version of the “ASRQ” can be very well used as an objective and reliable self-report measure. The analysis of psychometric data confirms early research results on the one hand and point to the necessity of additional research on sibling relations in adulthood on the other hand.