Fuzzy prior information and minimax estimation in the linear regression model

We consider the linear regression modely=Xβ+u with prior information on the unknown parameter vector β. The additional information on β is given by a fuzzy set. Using the mean squared error criterion we derive linear estimators that optimally combine the data with the fuzzy prior information. Our approach generalizes the classical minimax procedure firstly proposed by Kuks and Olman.     

Rereading The Intellectuals on the Road to Class Power

These essays were originally presented at a symposium of the same title that took place at the annual meeting of the American Association of the Advancement of Slavic Studies in Toronto on November 20, 2003. The charge to the participants was to to reread the book and make short presentations on it, its significance, the validity of its analysis in hindsight, its historical contribution to our understanding of late communism, its influence on others. The symposium was timed to commemorate the thirtieth anniversary of writing of the book in 1973–1974 as well as the twenty-fifth anniversary of its publication in English in 1979.     

A characterization of the price indices satisfying the Eichhorn-Voeller axioms

In [EiV1] and [EiV2] a set of axioms based on sound economic reasoning was introduced, which a function should satisfy in order to be called a price index. There the problem was already posed how to characterize these sets of functions in mathematical terms. After introducing, for mathematical reasons only, a slight generalization of the axioms this paper presents one possible solution of this problem.     

Future life expectancy in Australia,Europe, Japan and North America

Human life expectancy has risen in most developed countries over the last century, causing the observed demographic shifts. Babel, Bomsdorf and Schmidt (forthcoming) introduce a stochastic mortality model using panel data procedures which distinguishes between a common time effect and a common age effect of mortality evolvement. Using this mortality model, the present paper provides forecasts of future life expectancy for 17 countries divided into 12 regions: Australia, Alps, Bene, Canada, England and Wales, France, Germany, Italy, Japan, Spain, Scandinavia and the United States of America. We consider (traditional) period life expectancies as well as cohort life expectancies, the latter being a more realistic approach but less common. It turns out that a continuing increase of life expectancy is expected in all considered countries. Further, we show that the probabilistic uncertainty of forecast life expectancies is different if either period life expectancies or cohort life expectancies are considered and, moreover, the uncertainty increases substantially if the error of parameter estimation is included.     

DO HIRING SUBSIDIES REDUCE UNEMPLOYMENT AMONG OLDER WORKERS? EVIDENCE FROM NATURAL EXPERIMENTS

Abstract We estimate the effects of hiring subsidies for older workers on transitions from unemployment to employment in Germany. Using a natural experiment, our first set of estimates is based on a legal change extending the group of eligible unemployed persons. A subsequent legal change in the opposite direction is used to validate these results. Our data cover the population of unemployed jobseekers in Germany and was specifically made available for our purposes from administrative data. Consistent support for an employment effect of hiring subsidies can only be found for women in East Germany. Concerning other population groups, firms’ hiring behavior is hardly influenced by the program and hiring subsidies mainly lead to deadweight effects. (JEL: J64, H24, C31)     

高校发展体育产业的可行性研究

高校办体育产业没有太多成功的前例可以借鉴,在思想认识上还存在误区,缺乏精干的管理人才和政策上的支持。但是高校在教育、科研、场地等方面有诸多优势。通过高校与高校联合、高校与企业联合办体育产业,将会产生良好的社会效益和经济效益。高校体育产业的良性发展,必将有力地推动高校体育事业的可持续发展。     

A catalogue of designs for partial profiles in paired comparison experiments with three groups of factors

A common strategy for avoiding information overload in multi-factor paired comparison experiments is to employ pairs of options which have different levels for only some of the factors in a study. For the practically important case where the factors fall into three groups such that all factors within a group have the same number of levels and where one is only interested in estimating the main effects, a comprehensive catalogue of D-optimal approximate designs is presented. These optimal designs use at most three different types of pairs and have a block diagonal information matrix.     

Standard Distance in Univariate and Multivariate Analysis

We propose to use the term standard distance for the quantity in univariate analysis and show that it can be easily generalized to the multivariate situation, where it coincides with the square root of the Mahalanobis distance between two samples.     

Binomial AR(1) processes: moments,cumulants, and estimation

The modelling and analysis of count-data time series are areas of emerging interest with various applications in practice. We consider the particular case of the binomial AR(1) model, which is well suited for describing binomial counts with a first-order autoregressive serial dependence structure. We derive explicit expressions for the joint (central) moments and cumulants up to order 4. Then, we apply these results for expressing moments and asymptotic distribution of the squared difference estimator as an alternative to the sample autocovariance. We also analyse the asymptotic distribution of the conditional least-squares estimators of the parameters of the binomial AR(1) model. The finite-sample performance of these estimators is investigated in a simulation study, and we apply them to real data about computerized workstations.