On trends and constants in periodic autoregressions

Periodic autoregressions are characterised by autoregressive structures that vary with the season. If a time series is periodically integrated, one needs a seasonally varying differencing filter to remove the stochastic trend. When the periodic regression model contains constants and trends with unrestricted parameters, the data can show diverging seasonal deterministic trends. In this paper we derive explicit expressions for parameter restrictions that result in common deterministic trends under periodic trend stationarity and periodic integration.     

On dynamic stochastic approximation

The behaviour of the dynamic stochastic approximation algorithm suggested by DUPA[Cbreve] [4, 5] is examined under various conditions. Essentially, convergence in q.m. is proved and the rate of convergence is obtained for three classes of regression functions. Necessary and sufficient conditions are established for the convergence in q.m. of the algorithm in terms of the algorithm parameters for the stationary (nondynamic) case.     

A vector of quarters representation for bivariate time series

In this paper it is shown that several models for a bivariate nonstationary quarterly time series are nested in a vector autoregression with cointegration restrictions for the eight annual series of quarterly observations. Or, the Granger Representation Theorem is extended to incorporate, e.g., seasonal and periodic cointegration.     

On trends and constants in periodic autoregressions

Periodic autoregressions are characterised by autoregressive structures that vary with the season. If a time series is periodically integrated, one needs a seasonally varying differencing filter to remove the stochastic trend. When the periodic regression model contains constants and trends with unrestricted parameters, the data can show diverging seasonal deterministic trends. In this paper we derive explicit expressions for parameter restrictions that result in common deterministic trends under periodic trend stationarity and periodic integration.     

Information Needs Concerning a Planned Waste Incineration Facility

Waste management has become a major environmental issue in Germany. The siting of waste incineration especially arouses strong local opposition. The study presented here is related to such a case (i.e., a planned waste incineration facility in a small West German village). The study is based on a telephone survey aimed at the information needs of the residents. Two topics are stressed: (1) the thematic relevance of the siting project as seen by the public; and (2) the residents'information needs. The results show that a majority of residents are concerned about the planned facility, and the most important topics of their information needs refer to the risks and the safety systems of the planned facility, as well as information about waste management alternatives. Furthermore, the information needs depend on the personal relevance of the issue and the perceived knowledge deficit about it. Conclusions are drawn with regard to the design of a risk communication program. Here, four groups of residents are distinguished in terms of knowledge and motivation and, thus, need to be approached in different ways.     

Comparing three alternative types of employment with permanent full-time work: How do employment contract and perceived job conditions relate to health complaints?

Previous research has found that alternative employment arrangements are associated with both impaired and improved well-being. Since such inconsistencies are likely to derive from the type of employment contract as well as the characteristics of the job, this paper compares permanent full-time work with forms of alternative employment (permanent part-time, fixed-term and on-call work) in order to investigate how different employment contracts and perceptions of job conditions relate to individual well-being. This study contributes to the literature by addressing several questions. Different forms of alternative employment are distinguished and individual background characteristics that might be intertwined with the employment contract are controlled for. Moreover, the scope of this study extends to the effects of perceived job conditions, and possible interactive effects with type of employment are tested. Analyses of questionnaire data from 954 Swedish healthcare workers show that perceptions of the job (job insecurity, job control and demands), but not the type of employment contract, predicted health complaints. However, type of employment interacted with perceptions of job insecurity, in that insecurity was associated with impaired well-being among permanent full-time workers, while no relationship was found for on-call or core part-time employees. Despite the absence of interactions between employment contract and job demands or job control, it can be concluded that knowledge about the relationship between alternative employment arrangements and the well-being of workers can be enhanced when the combined effects of employment contract and job conditions are studied.     

Further theoretical results and a comparison between two methods for approximating eigenvalues of perturbed covariance matrices

Covariance matrices, or in general matrices of sums of squares and cross-products, are used as input in many multivariate analyses techniques. The eigenvalues of these matrices play an important role in the statistical analysis of data including estimation and hypotheses testing. It has been recognized that one or few observations can exert an undue influence on the eigenvalues of a covariance matrix. The relationship between the eigenvalues of the covariance matrix computed from all data and the eigenvalues of the perturbed covariance matrix (a covariance matrix computed after a small subset of the observations has been deleted) cannot in general be written in closed-form. Two methods for approximating the eigenvalues of a perturbed covariance matrix have been suggested by Hadi (1988) and Wang and Nyquist (1991) for the case of a perturbation by a single observation. In this paper we improve on these two methods and give some additional theoretical results that may give further insight into the problem. We also compare the two improved approximations in terms of their accuracies.     

A differencing test

This paper proposes and applies a test procedure for misspecification in a dynamic regression model with moving average errors. The test statistics are based on testing for unit roots in the moving average process when the model is deliberately overdifferenced.