Pseudo maximum likelihood estimation of the univariate GARCH (2,2) and asymptotic normality under dependent innovations

In this paper, we first consider the pseudo maximum likelihood estimation of the univariate GARCH (2,2) model and derive the underlying estimator. Then, we make use of the technique of martingales to establish the asymptotic normality of the pseudo-maximum likelihood estimator (PMLE) of the univariate GARCH (2,2) model. Contrary to previous approaches encountered in the statistical literature, the pseudo-likelihood function uses the general form of the density laws of the quadratic exponential family.     

Large-scale simultaneous inference under dependence

Simultaneous inference allows for the exploration of data while deciding on criteria for proclaiming discoveries. It was recently proved that all admissible post hoc inference methods for the true discoveries must employ closed testing. In this paper, we investigate efficient closed testing with local tests of a special form: thresholding a function of sums of test scores for the individual hypotheses. Under this special design, we propose a new statistic that quantifies the cost of multiplicity adjustments, and we develop fast (mostly linear-time) algorithms for post hoc inference. Paired with recent advances in global null tests based on generalized means, our work instantiates a series of simultaneous inference methods that can handle many dependence structures and signal compositions. We provide guidance on the method choices via theoretical investigation of the conservativeness and sensitivity for different local tests, as well as simulations that find analogous behavior for local tests and full closed testing.     

Therapist Differentiation and Couple Clients' Perceptions of Therapeutic Alliance

Therapeutic alliance has been acknowledged as one of the catalysts for change within a therapeutic relationship. The contributions of therapists' characteristics to alliance are not often studied. From a Bowen System's Theory perspective, the therapist's level of differentiation would be highly relevant to the development of a therapeutic alliance. The hypothesis for this study was that therapists who are able to take a more differentiated stance in therapy will build a stronger therapeutic alliance. To test this hypothesis, multilevel modeling procedures were performed, using data from nine therapists and 93 couple cases collected at a large, Midwestern university. Therapist differentiation of self was found to be weakly associated with the clients' perception of therapeutic alliance across the early sessions of therapy, but not in the expected direction. Although the results were unexpected, this study provides an example of the potential of examining therapist characteristics from within one model of therapy, that can be applied across various clients and various models of therapy.     

Employment regulation,game theory and weak employee voice in liberal economies

This article analyses the impact of information and consultation regulations – specifically the European Information and Consultation Directive – on worker participation or “employee voice” in liberal market economies (LMEs), providing both empirical and theoretical insights to complement existing research on the Directive. Using game theory and the prisoner's dilemma framework, and empirical data from 16 case studies, the authors explain why national legislation implementing the Directive is largely ineffective in diffusing mutual‐gains cooperation in the United Kingdom and Ireland. Three theoretical explanatory propositions advance understanding of the policy impact of information and consultation regulations in LMEs.     

Social Self‐Control,Externalizing Behavior,and Peer Liking Among Children with ADHD‐CT: A Mediation Model

This study investigated the role of externalizing behavior as a mediator of the relation between social self‐control and peer liking among children with attention‐deficit/hyperactivity disorder‐combined type (ADHD‐CT). A model was proposed whereby externalizing behavior would fully statistically account for the direct relation of social self‐control to peer liking. One hundred seventy‐two children ages 7.0–9.9 years with ADHD‐CT were rated by their teachers regarding their social self‐control and by their parents and teachers regarding their rates of externalizing behavior. Same‐sex classmates provided ratings of overall liking. Structural equation modeling was used to assess the proposed model. Results supported the proposed model of externalizing behavior as fully statistically accounting for the relation of social self‐control to peer liking. This study demonstrated the crucial role that externalizing behaviors play in the social impairment commonly seen among children with ADHD‐CT.     

Children of Divorce

This mixed methods study identified six elementary teachers, who, despite the widespread marginalization of elementary social studies, spent considerable time on the subject. These six outliers from a sample of forty-six Michigan elementary teachers were interviewed, and their teaching was observed to better understand how and why they deviate from the norm. An autonomy-versus-control continuum is used to frame how teachers decide what, when, and how to teach. Challenging existing literature that suggests that additional attention to elementary social studies comes from testing pressure or by providing teachers with autonomy, findings of this study reveal that five of the six teachers taught social studies frequently and extensively because their schedules were externally controlled to designate specific time for social studies instruction.     

Children's Planning of Classroom Plays with Adult or Child Direction

This study examined the planning that occurred when children participated in classroom playcrafting with either adult or child leadership. In a first‐/second‐grade classroom in an innovative public school, we videotaped 11 sessions in which children volunteered to develop a play with small groups of classmates and seven sessions in which adult volunteers (parents and a grandparent) developed plays with small groups of children. The plays were crafted in one session of about an hour, and then usually performed for the class. More planning took place during child‐ than adult‐directed sessions (averaging 92 vs. 35 percent of the session's duration). The groups led by children were more frequently involved in planning of themes, planning of details of the themes, and especially in improvisationally mindstorming ideas than were the groups led by adults. In adult‐directed sessions, the adults often planned the play before the children joined the activity, and the children spent most of the session in non‐playplanning activities such as gluing and coloring puppets or rehearsal of lines designed by the adult in advance. We argue that opportunities to observe and participate in planning—which occurred more frequently in child‐directed than adult‐directed sessions—are important to the development of planning skills and of co‐ordination of plans with others.