Cristina Amado  Timo Teräsvirta 《Econometric Reviews》2017,36(4):421-446

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.  相似文献   

    

Shih-Kang Chao  Katharina Proksch  Holger Dette  Wolfgang Karl Härdle 《商业与经济统计学杂志》2017,35(1):70-85

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest, which follow after a series of approximation steps including a Bahadur representation, a new strong approximation theorem, and exponential tail inequalities for Gaussian random fields. As a byproduct we also obtain multivariate confidence corridors for the regression function in the classical mean regression. To deal with the problem of slowly decreasing error in coverage probability of the asymptotic confidence corridors, which results in meager coverage for small sample sizes, a simple bootstrap procedure is designed based on the leading term of the Bahadur representation. The finite-sample properties of both procedures are investigated by means of a simulation study and it is demonstrated that the bootstrap procedure considerably outperforms the asymptotic bands in terms of coverage accuracy. Finally, the bootstrap confidence corridors are used to study the efficacy of the National Supported Work Demonstration, which is a randomized employment enhancement program launched in the 1970s. This article has supplementary materials online.  相似文献   

    

Pasi Ahonen  Annika Blomberg  Katherine Doerr  Katja Einola  Anna Elkina  Grace Gao  Jennifer Hambleton  Jenny Helin  Astrid Huopalainen  Bjrn Friis Johannsen  Janet Johansson  Pauliina Jskelinen  Anna‐Liisa Kaasila‐Pakanen  Nina Kivinen  Emmanouela Mandalaki  Susan Merilinen  Alison Pullen  Tarja Salmela  Suvi Satama  Janne Tienari  Alice Wickstrm  Ling Eleanor Zhang 《Gender, Work and Organization》2020,27(4):447-470

This piece of writing is a joint initiative by the participants in the Gender, Work and Organization writing workshop organized in Helsinki, Finland, in June 2019. This is a particular form of writing differently. We engage in collective writing and embody what it means to write resistance to established academic practices and conventions together. This is a form of emancipatory initiative where we care for each other as writers and as human beings. There are many author voices and we aim to keep the text open and dialogical. As such, this piece of writing is about suppressed thoughts and feelings that our collective picket line allows us to express. In order to maintain the open‐ended nature of the text, and perhaps also to retain some ‘dirtiness’ that is essential to writing, the article has not been language checked throughout by a native speaker of English.  相似文献   

    

Annika Käck 《Intercultural Education》2020,31(2):260-264

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Benjamin Säfken  Thomas Kneib 《Scandinavian Journal of Statistics》2020,47(3):990-1010

The prediction error for mixed models can have a conditional or a marginal perspective depending on the research focus. We introduce a novel conditional version of the optimism theorem for mixed models linking the conditional prediction error to covariance penalties for mixed models. Different possibilities for estimating these conditional covariance penalties are introduced. These are bootstrap methods, cross-validation, and a direct approach called Steinian. The behavior of the different estimation techniques is assessed in a simulation study for the binomial-, the t-, and the gamma distribution and for different kinds of prediction error. Furthermore, the impact of the estimation techniques on the prediction error is discussed based on an application to undernutrition in Zambia.  相似文献   

    

Sanna Hardell  Ingemar Johansson Sevä  Ida Öun 《Social Policy & Administration》2020,54(1):45-59

In this article, we join the discussion about the potential consequences of welfare service privatization by examining the relationship between the privatization of welfare service delivery and public opinion about service quality in Sweden. Due to the politically polarized debate about welfare service privatization in Sweden, we also examine the extent to which individualsapos; ideological orientations influence this relationship in both local politicians and ordinary citizens. For local politicians, the results show that a higher municipal degree of privatization is generally associated with slightly lower levels of satisfaction overall with welfare services, although no such relationship exists for the public. Most importantly, however, the results indicate that political ideology constitutes an important moderator in the relationship between privatization and opinions about service quality. Local politicians and, to some extent, ordinary citizens who place themselves to the left on the ideological left–right scale tend to be less satisfied with services as the municipal degree of welfare service privatization increases. For local politicians who position themselves far to the right on the scale, the relationship between welfare service privatization and satisfaction is positive. These findings suggest that there is no clear-cut relationship between privatization and individualsapos; opinions about services; rather, this relationship depends on the ideological predispositions of local politicians and ordinary citizens.  相似文献   

    

Philip Bubeck  Lisa Berghäuser  Paul Hudson  Annegret H. Thieken 《Risk analysis》2020,40(11):2340-2359

Insights into the dynamics of human behavior in response to flooding are urgently needed for the development of effective integrated flood risk management strategies, and for integrating human behavior in flood risk modeling. However, our understanding of the dynamics of risk perceptions, attitudes, individual recovery processes, as well as adaptive (i.e., risk reducing) intention and behavior are currently limited because of the predominant use of cross-sectional surveys in the flood risk domain. Here, we present the results from one of the first panel surveys in the flood risk domain covering a relatively long period of time (i.e., four years after a damaging event), three survey waves, and a wide range of topics relevant to the role of citizens in integrated flood risk management. The panel data, consisting of 227 individuals affected by the 2013 flood in Germany, were analyzed using repeated-measures ANOVA and latent class growth analysis (LCGA) to utilize the unique temporal dimension of the data set. Results show that attitudes, such as the respondents’ perceived responsibility within flood risk management, remain fairly stable over time. Changes are observed partly for risk perceptions and mainly for individual recovery and intentions to undertake risk-reducing measures. LCGA reveal heterogeneous recovery and adaptation trajectories that need to be taken into account in policies supporting individual recovery and stimulating societal preparedness. More panel studies in the flood risk domain are needed to gain better insights into the dynamics of individual recovery, risk-reducing behavior, and associated risk and protective factors.  相似文献   

    

Ari Väänänen  Minna Toivanen 《Work and stress》2018,32(1):1-5

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Karl Wärneryd 《Economic inquiry》2018,56(3):1486-1491

Under a myopic best‐reply dynamic, efforts in repeated contests may exhibit chaotic behavior. This may help explain, for example, why experimental data often show nonconvergence to one‐shot equilibrium efforts. (JEL C61, C72, D72, D74, D83)  相似文献   

    

Lars Hultkrantz  Emelie Värja  Susanna Larsson-Tholén 《European Journal of Social Work》2018,21(2):207-221

This study investigates whether the Swedish national entitlement legislation, which is known to be one of the most developed in Europe for persons with intellectual disabilities or autism, accomplishes its aim to provide equal quality of day services independent of location. We estimated a reduced-form model of demand and supply-side determinants of a latent quality variable for day-service programmes using panel data on expenditure per attendee for the 290 Swedish municipalities 2004–2012. We found that expenditure per attendee is among others affected by changes of the local tax base and outcome in elections to the local assemblies. These results imply that rights of persons with intellectual disabilities with regard to equal quality of day services independent of where they live are not fully honoured in budget allocation decisions made by local governments.  相似文献