Non-ergodic martingale estimating functions and related asymptotics

Well-known estimation methods such as conditional least squares, quasilikelihood and maximum likelihood (ML) can be unified via a single framework of martingale estimating functions (MEFs). Asymptotic distributions of estimates for ergodic processes use constant norm (e.g. square root of the sample size) for asymptotic normality. For certain non-ergodic-type applications, however, such as explosive autoregression and super-critical branching processes, one needs a random norm in order to get normal limit distributions. In this paper, we are concerned with non-ergodic processes and investigate limit distributions for a broad class of MEFs. Asymptotic optimality (within a certain class of non-ergodic MEFs) of the ML estimate is deduced via establishing a convolution theorem using a random norm. Applications to non-ergodic autoregressive processes, generalized autoregressive conditional heteroscedastic-type processes, and super-critical branching processes are discussed. Asymptotic optimality in terms of the maximum random limiting power regarding large sample tests is briefly discussed.     

Bayes sequential estimation for a Poisson process under a LINEX loss function

In this paper, within the framework of a Bayesian model, we consider the problem of sequentially estimating the intensity parameter of a homogeneous Poisson process with a linear exponential (LINEX) loss function and a fixed cost per unit time. An asymptotically pointwise optimal (APO) rule is proposed. It is shown to be asymptotically optimal for the arbitrary priors and asymptotically non-deficient for the conjugate priors in a similar sense of Bickel and Yahav [Asymptotically pointwise optimal procedures in sequential analysis, in Proceedings of the Fifth Berkeley Symposium on Mathematical Statistics and Probability, Vol. 1, University of California Press, Berkeley, CA, 1967, pp. 401–413; Asymptotically optimal Bayes and minimax procedures in sequential estimation, Ann. Math. Statist. 39 (1968), pp. 442–456] and Woodroofe [A.P.O. rules are asymptotically non-deficient for estimation with squared error loss, Z. Wahrsch. verw. Gebiete 58 (1981), pp. 331–341], respectively. The proposed APO rule is illustrated using a real data set.     

Higher-order and non-stationary properties of lampard's stochastic reversible counter system

Summary. In this paper we discuss higher-order and non-stationary properties of LAM-PAED'S (1968) stochastic reversible counter model whose output is a stochastic point process with MABKOV dependent time intervals. Statistical properties of the primed counter system, are also considered. A characterization of the probability density function of the interval lengths and the probability distribution of the counts by means of a mixed POXSSOH process is then derived. The distribution of counts of the primed counter system is shown to be mathematically equivalent to the birth-and-death process with immigration. A generalization of the problem when initial counts and incremental counts have independent distributions is also discussed     

Mobile use,personal values,and connectedness with civic life

This study aims to examine whether and how mobile communication enables citizens to translate their value orientations into their connectedness to the civic life. Specifically, we probe the indirect process in which different types of personal values predict key dimensions of engagement with civic affairs through patterns of mobile phone use. We show that individualism is indirectly associated with engagement with civic affairs through informational mobile use, whereas the link between collectivism and community involvement is positively intervened by relational mobile use. Additionally, socio-tropic empathy yields indirect relationships with civic engagement through informational mobile use. Implications of these findings are discussed.     

Childhood exposure to polluted neighborhood environments and intergenerational income mobility,teenage birth,and incarceration in the USA

Population and Environment - This paper joins a growing body of research linking measures of the physical environment to population well-being, with a focus on neighborhood toxins. Extending a...     

Diasporic kinship hegemonies and transnational continuities in the Hmong diaspora

ABSTRACT

Although hegemony has been understood as the property of nation-states and the ruling classes, this paper explores cultural hegemonies among diasporic peoples by examining the pervasive compliance of Hmong living in Laos and the United States with the principles of their kinship system. Since these kinship rules are inculcated through parental education from an early age and are seen as essential for maintaining the cohesion of their dispersed diasporic community in the absence of a territorial ancestral homeland, they have become culturally engrained and taken-for-granted by Hmong through their voluntary consent and no longer have to be enforced by overt power and coercive means. However, like all hegemonies, the Hmong kinship system may also confront increasing challenges and contestation as it is enacted in the different nation-states where Hmong reside, and may eventually become an ideology that needs to be actively enforced and imposed by the direct use of power.     

DESPERATE TIMES CALL FOR DESPERATE MEASURES: GOVERNMENT SPENDING MULTIPLIERS IN HARD TIMES

We investigate state-dependent effects of fiscal multipliers and allow for endogenous sample splitting to determine whether the U.S. economy is in a slack state. When the endogenized slack state is estimated as the period of the unemployment rate higher than about 12%, the estimated cumulative multipliers are significantly larger during slack periods than nonslack periods and are above unity. We also examine the possibility of time-varying regimes of slackness and find that our empirical results are robust under a more flexible framework. Our estimation results point out the importance of the heterogenous effects of fiscal policy and shed light on the prospect of fiscal policy in response to economic shocks from the current COVID-19 pandemic. (JEL C32, E62, H20, H62)     

Pressure to Attend Therapy,Dyadic Adjustment,and Adverse Childhood Experiences: Direct and Indirect Effects on the Therapeutic Alliance in Couples Therapy

In this study we examine the role that pressure to attend therapy, dyadic adjustment, and adverse childhood experiences (ACEs) play in developing the therapeutic alliance. A total of 351 couples received treatment as usual at three family therapy training clinics. Participants rated predictor variables at intake and alliance at the fourth session. Results of a path analysis indicate that each partner's dyadic adjustment is directly associated with the quality of her or his own alliance. In addition, when male partners report more ACEs and pressure to attend treatment, their own alliance scores decrease. Additionally, when one partner reports feeling pressure to attend therapy, the other partner's alliance decreases. Finally, for males, there is an indirect effect of dyadic adjustment on alliance through pressure to attend therapy. These results suggest that clinicians should routinely assess relationship adjustment, how pressured each partner is feeling to attend treatment, and ACEs; as these may impact alliance quality.     

An Introduction and Illustration of Bayesian Modeling in Couple and Family Therapy Research

Bayesian modeling is becoming increasing popular as a method for data analyses in the social sciences and can move couple, marriage, and family therapy (C/MFT) research forward. Bayesian modeling helps researchers better understand the uncertainty of findings and incorporate previous research into analyses. Other benefits of Bayesian modeling are the straightforward interpretation of findings, high-quality inferences even with small samples (in combination with an informative prior), and the ability to work with complex data structures (observations nested in relationships and time points) which are common in C/MFT research. This article introduces the benefits of Bayesian modeling and provides an example of an Actor–Partner Interdependence Model using R. Information on how to conduct the same analyses using Stata and MPlus is provided in the Supplemental Information.     

Testing the feasibility of a value‐added model of school quality in a low‐income country

Value‐added models (VAMS) are commonly used in high‐income countries for measuring the quality of teachers and schools, on the grounds that they are a fairer reflection of true quality than simple average test scores, as they account for differences in student intake. Not accounting for student's prior test scores can give a misleading impression of school quality. In this article, we adapt the current VAM of secondary school quality to the Ugandan context, and test its robustness. Using official test score data from Uganda, we test the robustness of the model to a range of different empirical specifications, including sensitivity to the inclusion of controls for student socioeconomic status. We find that the model is robust to a variety of different specifications and control variables. The VAM is low cost and has the potential to provide a clearer signal to parents, teachers, schools, and policy‐makers about how much learning is actually happening in different schools. This approach could be carried out at low cost in a wide range of low‐income countries that have similar testing regimes.