Optimal Inference in Regression Models with Nearly Integrated Regressors

This paper considers the problem of conducting inference on the regression coefficient in a bivariate regression model with a highly persistent regressor. Gaussian asymptotic power envelopes are obtained for a class of testing procedures that satisfy a conditionality restriction. In addition, the paper proposes testing procedures that attain these power envelopes whether or not the innovations of the regression model are normally distributed.     

Bayesian estimation of a flexible bifactor generalized partial credit model to survey data

Item response theory (IRT) models provide an important contribution in the analysis of polytomous items, such as Likert scale items in survey data. We propose a bifactor generalized partial credit model (bifac-GPC model) with flexible link functions - probit, logit and complementary log-log - for use in analysis of ordered polytomous item scale data. In order to estimate the parameters of the proposed model, we use a Bayesian approach through the NUTS algorithm and show the advantages of implementing IRT models through the Stan language. We present an application to marketing scale data. Specifically, we apply the model to a dataset of non-users of a mobile banking service in order to highlight the advantages of this model. The results show important managerial implications resulting from consumer perceptions. We provide a discussion of the methodology for this type of data and extensions. Codes are available for practitioners and researchers to replicate the application.     

Transformed symmetric generalized autoregressive moving average models

Cordeiro and Andrade [Transformed generalized linear models. J Stat Plan Inference. 2009;139:2970–2987] incorporated the idea of transforming the response variable to the generalized autoregressive moving average (GARMA) model, introduced by Benjamin et al. [Generalized autoregressive moving average models. J Am Stat Assoc. 2003;98:214–223], thus developing the transformed generalized autoregressive moving average (TGARMA) model. The goal of this article is to develop the TGARMA model for symmetric continuous conditional distributions with a possible nonlinear structure for the mean that enables the fitting of a wide range of models to several time series data types. We derive an iterative process for estimating the parameters of the new model by maximum likelihood and obtain a simple formula to estimate the parameter that defines the transformation of the response variable. Furthermore, we determine the moments of the original dependent variable which generalize previous published results. We illustrate the theory by means of real data sets and evaluate the results developed through simulation studies.     

Adaptive LASSO estimation for ARDL models with GARCH innovations

ABSTRACT

In this paper, we show the validity of the adaptive least absolute shrinkage and selection operator (LASSO) procedure in estimating stationary autoregressive distributed lag(p,q) models with innovations in a broad class of conditionally heteroskedastic models. We show that the adaptive LASSO selects the relevant variables with probability converging to one and that the estimator is oracle efficient, meaning that its distribution converges to the same distribution of the oracle-assisted least squares, i.e., the least square estimator calculated as if we knew the set of relevant variables beforehand. Finally, we show that the LASSO estimator can be used to construct the initial weights. The performance of the method in finite samples is illustrated using Monte Carlo simulation.     

The methodological involvement of the emotional design and cognitive ergonomics as a tool in the development of children products

To demonstrate the relationship between design and emotional development for kids, this article offers an initial approach about the definition and historical aspects of emotion in product development, citing the main authors of this issue. Based the field research conducted with children from 2 to 6 years of age, was also describes the basic ideas of Piaget in the child psychology and pre-operational stage (age group studied) and the significance of children's toys from the perspective of Vigostsky. Using this theoretical framework and results of field research, we can infer some emotional design as advocated by the producers of positive affect on humans and its relationship with the child's development and choices of their toys.     

Use of augmented reality in the usability evaluation of products

Many characteristics of a product are evaluated during the development phase, such as function, aesthetics and manufacturing. The conception phase is supported by drawings and computer graphics, followed by physical prototypes that help evaluating the product features. The augmented reality technology has a great potential to assist the designers in this phase, reducing the development process time and costs and improving the quality of the evaluation. This paper presents a study that intends to investigate the suitability of using augmented reality to evaluate the usability of electronic products.     

The unit extended Weibull families of distributions and its applications

In this paper, two new general families of distributions supported on the unit interval are introduced. The proposed families include several known models as special cases and define at least twenty (each one) new special models. Since the list of well-being indicators may include several double bounded random variables, the applicability for modeling those is the major practical motivation for introducing the distributions on those families. We propose a parametrization of the new families in terms of the median and develop a shiny application to provide interactive density shape illustrations for some special cases. Various properties of the introduced families are studied. Some special models in the new families are discussed. In particular, the complementary unit Weibull distribution is studied in some detail. The method of maximum likelihood for estimating the model parameters is discussed. An extensive Monte Carlo experiment is conducted to evaluate the performances of these estimators in finite samples. Applications to the literacy rate in Brazilian and Colombian municipalities illustrate the usefulness of the two new families for modeling well-being indicators.     

Social Policy Supports for Adolescence in the Twenty‐First Century: Framing Questions

Worldwide changes are altering the conditions under which adolescents prepare for adulthood and are increasing the need for thoughtful, tailored, youth policies and programs. This article offers a set of “framing questions” aimed at helping countries and communities create policies that are adapted to the particulars of a given context. These questions are presented as a means for policy makers, advocates, practitioners, researchers, community members, parents, and adolescents to formulate services, supports, and opportunities that will help adolescents become adults who are problem free, fully prepared, and fully engaged in their communities.     

A cointegration analysis of crime,economic activity,and police performance in São Paulo city

The main objective of this paper is to investigate possible causes for the significant reduction observed in crime rates in São Paulo city. By applying a cointegration analysis, we observed long-run relationships between crime, economic activity, and police performance. The results indicate that the lethal crime rate is positively related to unemployment and negatively related to real wages and to the results of law-enforcement activities, specifically arrests and seizure of firearms. Moreover, the hypothesis that the Disarmament Statute led to a reduction in the lethal crime rate is not rejected.     

Informality and Contributory and Non‐Contributory Programmes. Recent Reforms of the Social‐Protection System in Uruguay

Several countries in Latin America are expanding their social‐protection systems. There is an on‐going debate about the trade‐offs implied by these expansions, and by the resulting interactions between contributory and non‐contributory programmes with informality in the labour market. This article analyses the potential incentive effects for formal and informal employment from a set of social‐protection reforms implemented in Uruguay in the 1990s and 2000s. It presents empirical evidence of the expansion of health insurance to formal workers' dependants, and finds that this reform significantly increased formal employment. Finally, it discusses possible alternatives to extend social‐protection systems while maintaining incentives for formal work in Latin America's labour markets.