GMM inference in spatial autoregressive models

In this study, we investigate the finite sample properties of the optimal generalized method of moments estimator (OGMME) for a spatial econometric model with a first-order spatial autoregressive process in the dependent variable and the disturbance term (for short SARAR(1, 1)). We show that the estimated asymptotic standard errors for spatial autoregressive parameters can be substantially smaller than their empirical counterparts. Hence, we extend the finite sample variance correction methodology of Windmeijer (2005 Windmeijer, F. (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators. Journal of Econometrics 126(1):25–51.[Crossref], [Web of Science ®] , [Google Scholar]) to the OGMME for the SARAR(1, 1) model. Results from simulation studies indicate that the correction method improves the variance estimates in small samples and leads to more accurate inference for the spatial autoregressive parameters. For the same model, we compare the finite sample properties of various test statistics for linear restrictions on autoregressive parameters. These tests include the standard asymptotic Wald test based on various GMMEs, a bootstrapped version of the Wald test, two versions of the C(α) test, the standard Lagrange multiplier (LM) test, the minimum chi-square test (MC), and two versions of the generalized method of moments (GMM) criterion test. Finally, we study the finite sample properties of effects estimators that show how changes in explanatory variables impact the dependent variable.     

„Leadership is like catching a cold“ Zur (sozialen) Konstruktion von Führung

?Leadership is like catching a cold“. The social construction of leadershipThe present paper discusses constructivist leadership research. It distinguishes two approaches within the constructivist paradigm: the attribution theory of leadership on the one hand and social-constructivist leadership theory on the other. First, the two approaches are depicted separately and compared with each other. Subsequently, three questions regarding the essence of constructivist leadership research are discussed.     

Zerbrochene Liebe: Unterschiede und Gemeinsamkeiten in den Ursachenzuschreibungen der beiden Partner — Eine Interviewstudie —

This essay analyses the subjective attribution processes of six couples after the separation. The theoretical basis for this exploration of attributions is a classification scheme (Debler, W. 1984) with dimensions location, stability, globalisation and control. The result is the predominating manifestation of external attribution in the sense of making the partner responsible. The hypothesis that all cases of women desiring the separation show a stronger internal attribution cannot be confirmed. In a second evaluation, concrete attributions in connection with communication, personal characteristics of the partner, birth of the first child and sexuality are pointed out in the context of the overall stories. In connection with personal characteristics of the partners the phenomenon of “changing attribution” can be observed — a trait of the partner that initially rated positive is seen as a cause of separation at the end of the relationship.     

A non-linear congruential pseudo random number generator

A non-linear congruential pseudo random number generator is introduced. This generator does not have the lattice structure in the distribution of tuples of consecutive pseudo random numbers which appears in the case of linear congruential generators. A theorem on the period length of sequences produced by this type of generators is proved. This theorem justifies an algorithm to determine the period length. Finally a simulation problem is described where a linear congruential generator produces completely useless results whereas good results are obtained if a non-linear congruential generator of about the same period length is applied.