Bootstrap Unit Root Tests

We consider the bootstrap unit root tests based on finite order autoregressive integrated models driven by iid innovations, with or without deterministic time trends. A general methodology is developed to approximate asymptotic distributions for the models driven by integrated time series, and used to obtain asymptotic expansions for the Dickey–Fuller unit root tests. The second‐order terms in their expansions are of stochastic orders O_p(n^−1/4) and O_p(n^−1/2), and involve functionals of Brownian motions and normal random variates. The asymptotic expansions for the bootstrap tests are also derived and compared with those of the Dickey–Fuller tests. We show in particular that the bootstrap offers asymptotic refinements for the Dickey–Fuller tests, i.e., it corrects their second‐order errors. More precisely, it is shown that the critical values obtained by the bootstrap resampling are correct up to the second‐order terms, and the errors in rejection probabilities are of order o(n^−1/2) if the tests are based upon the bootstrap critical values. Through simulations, we investigate how effective is the bootstrap correction in small samples.     

Perceived media bias and third person effect: Comparisons of Americans,Korean Americans,and Koreans in the United States

The current study examined the third person effect (TPE) in relation to media coverage of the shooting incident at Virginia Polytechnic Institute and State University (i.e., Virginia Tech.) in April of 2007. TPE refers to tendency to perceive that media coverage influences others (i.e., the third persons) to a greater extent than self (i.e., the first person). Three groups (non-Korean Americans, Korean Americans, and Koreans living in the United States) were compared with one another for their perceptions of media coverage. Specifically, this study investigated how much individuals perceived media to influence themselves versus the American public and the Korean American public. Additionally, the current study examined the extent to which individuals’ focus on the shooter and their perceptions of media bias were related to TPE. The results showed support for TPE in terms of media coverage resulting in negative feelings toward Korean Americans and Koreans. As individuals focused more on the shooter and also perceived greater media bias against Korean Americans, they thought that the media coverage of the incident would be more likely to influence the American public to have negative feelings about Koreans and Korean Americans.     

Block thresholding wavelet regression using SCAD penalty

This paper concerns wavelet regression using a block thresholding procedure. Block thresholding methods utilize neighboring wavelet coefficients information to increase estimation accuracy. We propose to construct a data-driven block thresholding procedure using the smoothly clipped absolute deviation (SCAD) penalty. A simulation study demonstrates competitive finite sample performance of the proposed estimator compared to existing methods. We also show that the proposed estimator achieves optimal convergence rates in Besov spaces.     

The interaction effects of scheduling control and work–life balance programs on job satisfaction and mental health

Jang SJ, Park R, Zippay A. The interaction effects of scheduling control and work–life balance programs on job satisfaction and mental health Int J Soc Welfare 2011: 20: 135–143 © 2010 The Author(s), International Journal of Social Welfare © 2010 Blackwell Publishing Ltd and International Journal of Social Welfare. The demands of balancing employment and family responsibilities strain the health and welfare of many employees worldwide, and social welfare policy analysts are increasingly attending to the factors that can alleviate such stress. The present study examined associations between the availability of work–life balance programs, employees' authority to arrange their own work hours, job satisfaction, and mental health among 1,293 employees in 50 companies in South Korea. The study is unique in its use of multilevel analysis in examining individual‐ and company‐level variables. The results add to the evidence regarding the positive relationship between the availability of scheduling control and work–life balance policies on the one hand, and job satisfaction and mental wellbeing, on the other.     

Social enterprise policy design: Constructing social enterprise in the UK and Korea

Taking the elusive definition of social enterprise as its starting point, this study seeks to understand the impact of government policies on the development of social enterprises in the national contexts of the UK and South Korea. The social construction of target populations is utilised as a theoretical framework in order to identify which factors influence government policy. A comparison of the two countries over a 14‐year period from 1997 to 2010 reveals that, despite very different contexts, governments in both countries have taken an instrumental approach to social enterprise. This tendency is more pronounced in Korea however, where government has limited the input of stakeholders and used an approval system to control access to the social enterprise name. The study concludes by recommending a more value‐oriented approach to social enterprise.     

Why do children transfer to their parents? Evidence from South Korea

I examine motives behind interhousehold upstream transfers using a sample of child-parent pairs in South Korea. The estimation results indicate that upstream transfers in Korea cannot be explained by just one motive. I find evidence that altruism is the dominant motive at the margin if parental income is low, but not so if parental income is high. I also find that upstream transfers are given, at least in part, in exchange for child care service and in lieu of personal visits. There is little evidence that upstream transfers are used by children to win parental favor for future gains such as an inheritance or to repay implicit parental loans used for education. Additional evidence is provided from the analysis of the frequency of personal visits and semiparametric regressions. Determinants of downstream transfer amounts are also examined.     

Family Therapy for a Korean Son with Schizophrenia

In recent decades the treatment of schizophrenia has focused primarily on pharmacotherapy with an emphasis on respite for family caregivers, support groups, and compliance regimens to sustain and maintain the affected client and family members. The use of family therapy models to intervene effectively with families affected by a diagnosis of schizophrenia is less common in the professional literature. This case study draws on the Mental Research Institute's communication theory and Bowen Family Systems Theory in therapeutic work with a Korean family.     

Cumulative ratio information based on general cumulative entropy

In this paper, we suggest an extension of the cumulative residual entropy (CRE) and call it generalized cumulative entropy. The proposed entropy not only retains attributes of the existing uncertainty measures but also possesses the absolute homogeneous property with unbounded support, which the CRE does not have. We demonstrate its mathematical properties including the entropy of order statistics and the principle of maximum general cumulative entropy. We also introduce the cumulative ratio information as a measure of discrepancy between two distributions and examine its application to a goodness-of-fit test of the logistic distribution. Simulation study shows that the test statistics based on the cumulative ratio information have comparable statistical power with competing test statistics.     

Penalized regression models with autoregressive error terms

Penalized regression methods have recently gained enormous attention in statistics and the field of machine learning due to their ability of reducing the prediction error and identifying important variables at the same time. Numerous studies have been conducted for penalized regression, but most of them are limited to the case when the data are independently observed. In this paper, we study a variable selection problem in penalized regression models with autoregressive (AR) error terms. We consider three estimators, adaptive least absolute shrinkage and selection operator, bridge, and smoothly clipped absolute deviation, and propose a computational algorithm that enables us to select a relevant set of variables and also the order of AR error terms simultaneously. In addition, we provide their asymptotic properties such as consistency, selection consistency, and asymptotic normality. The performances of the three estimators are compared with one another using simulated and real examples.