No-cointegration test based on fractional differencing: Some Monte Carlo results

This paper examines the use of the t-statistic in the Geweke–Porter-Hudak regression for the estimation of the fractional differencing parameter as a test for cointegration. The critical values of the test statistic are estimated using Monte Carlo methods. The results confirm that the test will over-reject the null hypothesis of no cointegration if the standard-normal critical values are used. The estimated critical values are generally robust to the nuisance parameters in the autoregressive or moving average specification of the error process of the component time series. Exceptions occur when the dependent variable in the cointegration regression follows an autoregressive process with a large positive parameter or a moving average process with a large negative parameter.     

Demographic Comparisons of Aging in Five Selected Countries

The worldwide aging of the population is having a major impact upon society. The United Nations General Assembly has declared 1999 to be the International Year of Older Persons to increase the awareness of aging worldwide. They identified five principles for older persons: independence, participation, care, self-fulfillment, and dignity. The numbers of elderly are growing around the world with many elderly living considerably longer than in past times. Developed countries are struggling with the high cost of maintaining support programs, and developing countries face dissolution of traditional care systems without institutional replacements. Women around the globe typically live longer than men, often without the economic resources to maintain independence. As nations adapt to their aging populations, a partnership among policy makers, family members, and older persons themselves is needed to offer alternatives to meet the needs of elders.     

Pointwise and functional approximations in Monte Carlo maximum likelihood estimation

We consider the use of Monte Carlo methods to obtain maximum likelihood estimates for random effects models and distinguish between the pointwise and functional approaches. We explore the relationship between the two approaches and compare them with the EM algorithm. The functional approach is more ambitious but the approximation is local in nature which we demonstrate graphically using two simple examples. A remedy is to obtain successively better approximations of the relative likelihood function near the true maximum likelihood estimate. To save computing time, we use only one Newton iteration to approximate the maximiser of each Monte Carlo likelihood and show that this is equivalent to the pointwise approach. The procedure is applied to fit a latent process model to a set of polio incidence data. The paper ends by a comparison between the marginal likelihood and the recently proposed hierarchical likelihood which avoids integration altogether.     

苏浙两省经济增长—环境污染效应实证分析——“苏南模式”与“温州模式”的比较研究

本文构建了一个经济增长—环境污染效应的研究框架,基于苏浙两省经济发展模式的差异,检验了两省经济增长—环境污染效应。结果表明,浙江省的经济增长—环境污染效应大于江苏省,浙江省城市化作用于环境污染的效应高于江苏省,对外贸易和外商直接投资环境传导效应只存在于江苏省,两省劳动力转移暂不会对环境产生影响。     

“Like Two Musketeers”: Socialization beliefs about toddler's friendships among Dominican,Mexican, and African American mothers

Parental ethnotheories shape socialization beliefs around childrearing more broadly, and children's friendships more specifically. While prior work has examined aspects of parental socialization of friendships among school-aged children and adolescents, no studies have examined beliefs held around the function of friendships among ethnically diverse mothers of toddlers from low-socioeconomic contexts. Toddlerhood marks a point in development when the concept of “friendship” gains impact and relevance due to leaps in children's social, cognitive, and motor skills, as well as children's increasing access to contexts where they organically encounter peers. Toddlerhood is also a time when caregivers may initially consider the influence of peers on their children, beliefs that could eventually guide and shift how they navigate socialization practices around friendship. In the present study, we document U.S. Dominican American, African American, and Mexican American mothers’ socialization beliefs around functions of friendship for their 2-year-old children. We found that mothers emphasized a variety of friendship functions, including learning of social skills and morality, and communicating and experiencing emotions. A majority of mothers viewed their children's friendships as unidirectional, and framed their children as undiscerning in their engagement with social information from peers. Findings are discussed in relation to mothers’ orientation to children and “childhood” via cultural and developmental beliefs.     

Market Liberalisation,Vertical Integration and Price Behaviour in Tanzania's Coffee Auction

Whether market liberalisation can promote agricultural development in Africa depends on how well existing institutions can facilitate trade by private agents. This article assesses the performance of the Tanzania coffee marketing system after liberalisation and the emergence of private, vertically integrated exporters (VIEs). Increasing producer prices, declining marketing margins, and the continued provision of a useful auction for coffee that is delivered by traders who are not VIEs all suggest a degree of success for liberalisation. The presence of VIEs seems to have provided investment to reduce marketing costs, whilst a sufficient number of competing firms has limited non‐competitive behaviour in the market for coffee that is traded at the auction by non‐VIEs.     

产品优化设计的用户满意模型

研究品质功能展开的产品优化设计问题. 考虑产品设计过程中的设计预算和非精确性, 引进计划可达水平、实际计划水平等概念,提出产品优化设计的用户满意模型及参数规划求解 方法. 此方法给出满足设计预算的不同可能性条件下的设计方案,供产品设计负责人做出不同 的方案选择,更能反映设计过程的实际情况.     

THE CONCEPT AND MEASUREMENT OF CENTRALITY–AN INFORMATION APPROACH

The complexity of interdependent structural systems greatly complicates the analysis of any single structure. This is particularly the case when a structure represents some behavioral process. For this reason it is necessary to devise measures which can differentiate qualitatively and quantitatively between structures as well as between subsets (or points) of a particular structure. For example, consider the authority structures of two different organizations. They exhibit similarities and differences which a behavioral analyst tries to identify and explain. Typically, both similarities and differences are compared by structural indices which, on the basis of past data and prior information, tend to reflect certain organizational traits. The purpose of this paper is to investigate one particularly important index—centrality. Centrality conveys the notion that points in a structure are not all ‘equal’. This ‘inequality’ vis-a-vis the structure creates a situation in which certain points will be more ‘central’ than others. In this paper we first identify the characteristics of centrality and observe how they may relate to behavioral research. We then develop a procedure for measuring centrality which is based on information theory.     

Adult Mortality Five Years after a Natural Disaster

Exposure to extreme events has been hypothesized to affect subsequent mortality because of mortality selection and scarring effects of the event itself. We examine survival at and in the five years after the 2004 Indian Ocean earthquake and tsunami for a population‐representative sample of residents of Aceh, Indonesia who were differentially exposed to the disaster. For this population, the dynamics of selection and scarring are a complex function of the degree of tsunami impact in the community, the nature of individual exposures, age at exposure, and gender. Among individuals from tsunami‐affected communities we find evidence for positive mortality selection among older individuals, with stronger effects for males than for females, and that this selection dominates any scarring impact of stressful exposures that elevate mortality. Among individuals from other communities, where mortality selection does not play a role, there is evidence of scarring with property loss associated with elevated mortality risks in the five years after the disaster among adults age 50 or older at the time of the disaster.     

Development and Validation of the Older Patient Assessment of Chronic Illness Care (O-PACIC) Scale After Hospitalization

Objectives of this study were to develop and validate an instrument to assess older patients’ experiences with integrated care delivery after hospitalization. Our study was conducted among older individuals (≥65) who had recently been discharged from a hospital. At T1, 3 months after hospital admission, 296/457 patients (65 % response) were interviewed in their homes. At T2 12 months after hospital admission, 242/436 patients (56 % response) were interviewed. Point of departure for the development of the scale was the 20-item Patient Assessment of Chronic Illness Care (PACIC), which is proven to be a valid measure to assess chronically-ill patients’ assessment of integrated primary care delivery. We tested both the PACIC and new instrument by means of structural equation modeling, and examined its validity and reliability. After eliminating 10 items of the PACIC, the confirmatory factor analyses revealed good indices of fit with the 10-item Older Patient Assessment of Chronic Illness Care (O-PACIC) Scale. To estimate construct validity of the instrument, we looked at correlations between PACIC and O-PACIC scores and the satisfaction with stroke care home subscale (SASC-Home) questionnaire. Both the PACIC and O-PACIC significantly correlated with SASC-Home subscale (at p ≤ 0.001), which indicated validity. This study demonstrated that O-PACIC is a feasible, reliable and valid tool, with strong psychometric properties. We conclude that the O-PACIC is a promising instrument to evaluate integrated care delivery after hospitalization among older patients.