Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression

This paper provides a means of accurately simulating explosive autoregressive processes and uses this method to analyze the distribution of the likelihood ratio test statistic for an explosive second-order autoregressive process of a unit root. While the standard Dickey-Fuller distribution is known to apply in this case, simulations of statistics in the explosive region are beset by the magnitude of the numbers involved, which cause numerical inaccuracies. This has previously constituted a bar on supporting asymptotic results by means of simulation, and analyzing the finite sample properties of tests in the explosive region.     

Using scenarios to develop strategies

Scenarios were not used for strategic decision-making until some time after their introduction. Structured approaches which fully use scenarios for strategy development have only emerged in the last few years. This paper describes such an approach as practised in Shell Nederland and focuses on the business environment with reference to the norms and values. A second paper dealing with the values in more details will appear in the next issue.     

THE BASE 32 METHOD: AN IMPROVED METHOD FOR CODING SIBLING CONSTELLATIONS*

Coding the sibling constellation of genograms has traditionally required that at least one data space be allotted for each child in the sibling group. Space requirements, given a large number of families, can become prohibitive for the researcher and practitioner using a microcomputer to store family data. A new coding method that utilizes binary and base 32 numbers is offered. That method, called the Base 32 Method, yields a space savings of about 33% over the traditional coding method for families with three children, with savings increasing to 70% for families with ten or more children. Consequent space savings will allow computer-using researchers and practitioners to store and analyze much larger amounts of family data and to test statistical hypotheses about such data with increased efficiency and speed of execution.     

Politics,Plurality and Problemsheds: A Strategic Approach for Reform of Agricultural Water Resources Management

Starting from the assessment that past efforts at reform in agricultural water management in developing countries have achieved very little, this article argues that a fundamental change is required in the approach to policy and institutional transformation if the present deadlock in the internalisation of ecological sustainability, human development/poverty alleviation and democratic governance into the ‘core business’ of water bureaucracies is to be overcome. ‘Social engineering’ approaches need to be replaced by ‘strategic action’ approaches that acknowledge the inherently political character and the plurality of actors, institutions and objectives of water management — a perspective operationalised here around the notions of ‘problemshed’ and ‘issue network’.     

Child Mortality and Socioeconomic Status: An Examination of Differentials by Migration Status in South Africa1

This study examines child mortality and socioeconomic status among migrants and nonmigrants. It also examines child mortality by migration status in all quintiles of socioeconomic status, comparing immigrants to the native‐born and internal migrants to nonmigrants. The results show that among migrants, child mortality decreased faster as socioeconomic status increased than among nonmigrants. The results also show a cross‐over in the likelihood of child mortality by immigration status as socioeconomic status increased. In the poorest socioeconomic quintiles immigrants had a greater likelihood of child mortality than the native‐born while in the wealthiest quintiles child mortality was greater among the native‐born.     

Estimating Contaminant Dose for Intermittent Dermal Contact: Model Development, Testing, and Application

Assessments of aggregate exposure to pesticides and other surface contamination in residential environments are often driven by assumptions about dermal contacts. Accurately predicting cumulative doses from realistic skin contact scenarios requires characterization of exposure scenarios, skin surface loading and unloading rates, and contaminant movement through the epidermis. In this article we (1) develop and test a finite-difference model of contaminant transport through the epidermis; (2) develop archetypal exposure scenarios based on behavioral data to estimate characteristic loading and unloading rates; and (3) quantify 24-hour accumulation below the epidermis by applying a Monte Carlo simulation of these archetypal exposure scenarios. The numerical model, called Transient Transport through the epiDERMis (TTDERM), allows us to account for variable exposure times and time between exposures, temporal and spatial variations in skin and compound properties, and uncertainty in model parameters. Using TTDERM we investigate the use of a macro-activity parameter (cumulative contact time) for predicting daily (24-hour) integrated uptake of pesticides during complex exposure scenarios. For characteristic child behaviors and hand loading and unloading rates, we find that a power law represents the relationship between cumulative contact time and cumulative mass transport through the skin. With almost no loss of reliability, this simple relationship can be used in place of the more complex micro-activity simulations that require activity data on one- to five-minute intervals. The methods developed in this study can be used to guide dermal exposure model refinements and exposure measurement study design.