Time Series Models for Count or Qualitative Observations

Time series sometimes consist of count data in which the number of events occurring in a given time interval is recorded. Such data are necessarily nonnegative integers, and an assumption of a Poisson or negative binomial distribution is often appropriate. This article sets ups a model in which the level of the process generating the observations changes over time. A recursion analogous to the Kalman filter is used to construct the likelihood function and to make predictions of future observations. Qualitative variables, based on a binomial or multinomial distribution, may be handled in a similar way. The model for count data may be extended to include explanatory variables. This enables nonstochastic slope and seasonal components to be included in the model, as well as permitting intervention analysis. The techniques are illustrated with a number of applications, and an attempt is made to develop a model-selection strategy along the lines of that used for Gaussian structural time series models. The applications include an analysis of the results of international football matches played between England and Scotland and an assessment of the effect of the British seat-belt law on the drivers of light-goods vehicles.     

“Us” versus “Them”: communication barriers in post‐socialist Russia

The paper addresses the general socio‐cultural consequences of economic and political globalisation. With regard to the dispute between “universalists” and “culturalists” it holds the view that—contrary to expectations of cultural convergence and the emergence of universal values and institutions‐‐the “universal grip” of globalisation has produced a mirror effect of “localisation”; it has strengthened old boundaries and created new ones between religions, ethnic groups, regions or nations. This is the background against which the present communication between East and West Europeans is explored in the paper.

For Europe, globalisation has some additional effects, such as the collapse of the Soviet system in Eastern Europe. There, (a) globalisation coincides with the painful process of political and economic transformation and (b) revitalises the pre‐socialist context of the West‐East dichotomy. It shows that the East European variety of the opposition global‐local acquires additional drama due to being superceded by the opposition West‐East: the defensive reactions against globalisation are sharper and more powerful—and they are largely perceived and experienced as an East‐West controversy.

The paper explores the new mental barriers between West and East, the “wall in the heads”, and presents them as a major obstacle to the effective interpersonal communication in post‐socialist Europe. It is based on field research in Russia and Germany and uses the concept of “otherness” (Fremdheit) and the related ingroup‐outgroup category as key instruments for the interpretation and understanding of intercultural situations. The strengthening of the “us vs. them” boundary largely determines the communication process: it creates potential for conflict and has a negative effect on the motivation for cross‐cultural learning. Some implications for cross‐cultural educators and trainers are pointed out.     

A comparison of Japanese failure models: Hybrid neural networks,logit models,and discriminant analysis

This article looks at the ability of a relatively new technique, hybrid artificial neural networks (ANNs), to predict Japanese banking and firm failures. These models are compared with traditional statistical techniques and conventional ANN models. The results suggest that hybrid neural networks outperform all other models in predicting failure for one year prior to the event. This suggests that for researchers, policymakers, and others interested in early warning systems, the hybrid network may be a useful tool for predicting banking and firm failures.     

The Importance of the Coparental Relationship for Nonresident Fathers’ Ties to Children

We examine the importance of the coparental relationship for nonresident fathers’ ties to their children. Using data from Wave 2 of the National Survey of Families and Households, we focus on the link between two dimensions of coparenting, cooperative coparenting and conflict over childrearing, and three dimensions of nonresident father involvement, contact, relationship quality, and responsive fathering. Cooperative coparenting predicts more frequent father‐child contact, which in turn predicts higher relationship quality and more responsive fathering. Conflict over childrearing, however, is not significantly related to nonresident father involvement. Findings are consistent across different groups of children. Results suggest that cooperative coparenting between parents who live apart is associated with stronger ties between nonresident fathers and their children.     

Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes

This article develops nonparametric tests of independence between two stochastic processes satisfying β-mixing conditions. The testing strategy boils down to gauging the closeness between the joint and the product of the marginal stationary densities. For that purpose, we take advantage of a generalized entropic measure so as to build a whole family of nonparametric tests of independence. We derive asymptotic normality and local power using the functional delta method for kernels. As a corollary, we also develop a class of entropy-based tests for serial independence. The latter are nuisance parameter free, and hence also qualify for dynamic misspecification analyses. We then investigate the finite-sample properties of our serial independence tests through Monte Carlo simulations. They perform quite well, entailing more power against some nonlinear AR alternatives than two popular nonparametric serial-independence tests.     

Confidence Intervals for the Hyperparameters in Structural Models

This article deals with the bootstrap as an alternative method to construct confidence intervals for the hyperparameters of structural models. The bootstrap procedure considered is the classical nonparametric bootstrap in the residuals of the fitted model using a well-known approach. The performance of this procedure is empirically obtained through Monte Carlo simulations implemented in Ox. Asymptotic and percentile bootstrap confidence intervals for the hyperparameters are built and compared by means of the coverage percentages. The results are similar but the bootstrap procedure is better for small sample sizes. The methods are applied to a real time series and confidence intervals are built for the hyperparameters.     

On the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit

In this paper, we study, by means of randomized sampling, the long-run stability of some open Markov population fed with time-dependent Poisson inputs. We show that state probabilities within transient states converge—even when the overall expected population dimension increases without bound—under general conditions on the transition matrix and input intensities.

Following the convergence results, we obtain ML estimators for a particular sequence of input intensities, where the sequence of new arrivals is modeled by a sigmoidal function. These estimators allow for the forecast, by confidence intervals, of the evolution of the relative population structure in the transient states.

Applying these results to the study of a consumption credit portfolio, we estimate the implicit default rate.     

The Role of Distributional Coalitions in Welfare Regimes: Chile, Costa Rica and El Salvador

Do social policies in Latin America promote or discourage distribution? And if they do promote distribution, are coalitions a prerequisite? Drawing from a typology of welfare regimes elaborated for 18 Latin American countries, this article explores responses to these questions by addressing three emblematic cases: Chile, Costa Rica and El Salvador – that is, countries where the management of social risks primarily revolves around markets, states and families, respectively. Although the article is exploratory, findings suggest that societal coalitions have been, and are likely to continue to be, weak in market welfare regimes, strong in state welfare regimes and contingent to policy sectors in familialistic welfare regimes.     

Urban or rural fragments: which soil use in forest surroundings induces greater litter deposition?

Urban Ecosystems - The soil use in surroundings of forest remnants, as well as, variations in seasonality and rainfall totals from each year might influence the composition, structure, and...