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201.
Bruce E. Hansen 《商业与经济统计学杂志》2013,31(3):321-335
This article derives the large-sample distributions of Lagrange multiplier (LM) tests for parameter instability against several alternatives of interest in the context of cointegrated regression models. The fully modified estimator of Phillips and Hansen is extended to cover general models with stochastic and deterministic trends. The test statistics considered include the SupF test of Quandt, as well as the LM tests of Nyblom and of Nabeya and Tanaka. It is found that the asymptotic distributions depend on the nature of the regressor processes—that is, if the regressors are stochastic or deterministic trends. The distributions are noticeably different from the distributions when the data are weakly dependent. It is also found that the lack of cointegration is a special case of the alternative hypothesis considered (an unstable intercept), so the tests proposed here may also be viewed as a test of the null of cointegration against the alternative of no cointegration. The tests are applied to three data sets—an aggregate consumption function, a present value model of stock prices and dividends, and the term structure of interest rates. 相似文献
202.
This paper contributes to the understanding of the factors that are significant for returning to work, and identifies factors that might be used early on in a period of sick leave to discern whether people are likely to work again. In the design, the multivariate Partial Least Squares (PLS) of Latent Structures method was used to analyse information from a questionnaire containing socio-demographic items, and information on symptoms, consequences on daily life, expectations and psychosocial factors. Data about the incidence of sickness over a four-year period was included. 121 adults aged 18-64 years on sick leave participated, irrespective of their diagnoses. A reliable prediction of a return to work required the combination of many factors: individual psychosocial instruments are not useful when considered in isolation. The strongest predictive factors for a return to work concern the individuals' expectations, the number of days of sick leave taken in the past, somatic disorders, and a high level of life satisfaction and sense of coherence. Many factors influence the outcome for people on sick leave: PLS analysis demonstrated that a multivariate approach using this method could predict the long-term outcome early on in a period of sick leave. 相似文献
203.
204.
Samuel D. Lee Anna Aquino Nathan R. Kuncel Jo-Ida C. Hansen 《The Career development quarterly》2023,71(1):41-55
In this meta-analysis, correlations of personality traits and career decision-making self-efficacy with self and environmental career exploration were estimated across 71 samples and a pairwise sample of 19,846. Traits included the Big Five personality traits, shyness, locus of control, vocational decision styles, and stress. Many measures of career exploration were based on scores of self and environmental exploration on the Career Exploration Survey. Results varied by characteristics with the largest effects for locus of control, vocational decision style: thinking-feeling and self-efficacy. Environmental exploration and self-exploration were moderately correlated and demonstrated different relations with traits that were consistent with theory. Self-exploration was related to openness to experience and unrelated to extraversion, while environmental exploration was correlated with extraversion. Both were similarly correlated with conscientiousness such that conscientious individuals were more likely to engage in career exploration. 相似文献