Inference Based on Conditional Moment Inequalities

In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models defined by conditional moment inequalities/equalities. We show that by properly choosing instrument functions, one can transform conditional moment inequalities/equalities into unconditional ones without losing identification power. Based on the unconditional moment inequalities/equalities, we construct CS's by inverting Cramér–von Mises‐type or Kolmogorov–Smirnov‐type tests. Critical values are obtained using generalized moment selection (GMS) procedures. We show that the proposed CS's have correct uniform asymptotic coverage probabilities. New methods are required to establish these results because an infinite‐dimensional nuisance parameter affects the asymptotic distributions. We show that the tests considered are consistent against all fixed alternatives and typically have power against n^−1/2‐local alternatives to some, but not all, sequences of distributions in the null hypothesis. Monte Carlo simulations for five different models show that the methods perform well in finite samples.     

Graphical Display of Means

A graphical procedure for the display of treatment means that enables one to determine the statistical significance of the observed differences is presented. It is shown that the widely used least significant difference and honestly significant difference statistics can be used to construct plots in which any two means whose uncertainty intervals do not overlap are significantly different at the assigned probability level. It is argued that these plots, because of their straightforward decision rules, are more effective than those that show the observed means with standard errors or confidence limits. Several examples of the proposed displays are included to illustrate the procedure.     

‘When and where does being Welsh matter to me?’ The influence of cross-border mobilities on constructions of sub-national belonging in the lives of Welsh Muslims*

This article will discuss how Welsh Muslims construct what a sense of place means to them through their cross-border mobility between England and Wales, and how this contributes to the ongoing re-construction of a plural understanding of nationhood in an era of diversity. To understand when and where being Welsh matters to Welsh Muslims, it will explore how mobility rather than being the antithesis of belonging, can be used as an essential tool in highlighting how perceptions of the nation, sub-state nation, home and place are influenced and understood.     

A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter

In this paper, we propose a simple bias–reduced log–periodogram regression estimator, ^d_r, of the long–memory parameter, d, that eliminates the first– and higher–order biases of the Geweke and Porter–Hudak (1983) (GPH) estimator. The bias–reduced estimator is the same as the GPH estimator except that one includes frequencies to the power 2k for k=1,…,r, for some positive integer r, as additional regressors in the pseudo–regression model that yields the GPH estimator. The reduction in bias is obtained using assumptions on the spectrum only in a neighborhood of the zero frequency. Following the work of Robinson (1995b) and Hurvich, Deo, and Brodsky (1998), we establish the asymptotic bias, variance, and mean–squared error (MSE) of ^d_r, determine the asymptotic MSE optimal choice of the number of frequencies, m, to include in the regression, and establish the asymptotic normality of ^d_r. These results show that the bias of ^d_r goes to zero at a faster rate than that of the GPH estimator when the normalized spectrum at zero is sufficiently smooth, but that its variance only is increased by a multiplicative constant. We show that the bias–reduced estimator ^d_r attains the optimal rate of convergence for a class of spectral densities that includes those that are smooth of order s≥1 at zero when r≥(s−2)/2 and m is chosen appropriately. For s>2, the GPH estimator does not attain this rate. The proof uses results of Giraitis, Robinson, and Samarov (1997). We specify a data–dependent plug–in method for selecting the number of frequencies m to minimize asymptotic MSE for a given value of r. Some Monte Carlo simulation results for stationary Gaussian ARFIMA (1, d, 1) and (2, d, 0) models show that the bias–reduced estimators perform well relative to the standard log–periodogram regression estimator.     

End‐of‐Sample Instability Tests

This paper considers tests for structural instability of short duration, such as at the end of the sample. The key feature of the testing problem is that the number, m, of observations in the period of potential change is relatively small—possibly as small as one. The well‐known F test of Chow (1960) for this problem only applies in a linear regression model with normally distributed iid errors and strictly exogenous regressors, even when the total number of observations, n+m, is large. We generalize the F test to cover regression models with much more general error processes, regressors that are not strictly exogenous, and estimation by instrumental variables as well as least squares. In addition, we extend the F test to nonlinear models estimated by generalized method of moments and maximum likelihood. Asymptotic critical values that are valid as n→∞ with m fixed are provided using a subsampling‐like method. The results apply quite generally to processes that are strictly stationary and ergodic under the null hypothesis of no structural instability.     

Parental Depression in the Context of Divorce and the Impact on Children

The impact of divorce on children has been well documented over the past 30 years. Divorcing parents who are also experiencing clinical depression often have a compromised ability to parent well and to give the children needed support. Children are then impacted both by the divorce itself and the effects of parental depression. They are at higher risk of numerous problems including poorer physical health, deficits in academic performance not attributable to intellectual limitations, poor social functioning, conduct disorder and other disruptive behavior problems, phobias, and other anxiety disorders. Because children of depressed parents are at higher risk for depression themselves, they should be monitored for depressive symptoms. If there are concerns, the child should be assessed by a mental health professional.     

An Exploratory Study of Substance Abuse Among Latino Older Adults

ABSTRACT

Substance abuse among older adults is on the rise. Of particular concern is the increase in alcohol and drug use predicted among Latino elders, expected to result from an upsurge in the Latino population and concurrent growth in the number of older adults. Providing effective treatment for this group will require age-specific, culturally competent interventions. However, few studies have focused on geriatric substance abuse among Latinos. This study aims to lay the groundwork for further research by examining perceptions of the problem among treatment providers and researchers in aging and substance abuse. Implications for social work research and practice are addressed.     

Wives who outearn their husbands: A transitory or persistent phenomenon for couples?

In what percentage of married couples do wives outearn their husbands, and, moreover, how persistent are these patterns? This study systematically examined variation in point-in-time estimates across alternative measures of earnings, definitions of types of couples, and data sources and gauged the persistence of these patterns for a period of three calendar years using data from the 2000 Current Population Survey and the 1996–2000 Survey of Income and Program Participation. Among the findings are that in 19% to 30% of all married couples, wives have higher earnings than their husbands. In 60% of such couples, this arrangement persists over the three-year period; for the rest, this arrangement is transitory.