Estimation of slowly time-varying trend function in long memory regression models

ABSTRACT

We study the asymptotic properties of the least-squares estimator for the trend function of a particular class of locally stationary models, which are defined by considering a smooth variation of the trend function. Additionally, errors are assumed to be realizations from a long-range dependent stationary Gaussian process. Our findings are then illustrated through Monte Carlo simulations.     

Ensemble preconditioning for Markov chain Monte Carlo simulation

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighbouring replicas. The use of collective dynamics eliminates multiplicative noise and stabilizes the dynamics, thus providing a practical approach to difficult anisotropic sampling problems in high dimensions. Numerical experiments with model problems demonstrate that dramatic potential speedups, compared to various alternative schemes, are attainable.     

Infant mortality by cause: A comparison of underlying and multiple cause designations

Through the use of unique data for the 1980–1982 birth cohorts in the State of Florida, USA, the present analysis examines the extent of variability in the social, economic, and demographic characteristics of decedents when grouped by detailed cause of infant death, across four models for identifying cause of death. The analysis first compares cause-of-death-specific infant, neonatal, and postneonatal mortality between each of the four cause-of-death models. Next, interest shifts to an examination of the variability among decedents, specific to cause of death, in a range of background, proximate, and immediate determinants of infant health and survival. Variability is evident in cause-specific mortality rates as well as in decedent characteristics across the cause-of-death models. These findings suggest that more attention be given to the mode of identifying cause of death in studies of infant mortality.     

Collective bargaining,teachers, and student achievement

Approximately two-thirds of the nation’s elementary and secondary schoolteachers are represented by the American Federation of Teachers or the National Education Association. Surprisingly, however, relatively little is known of the impact of teachers’ unions on student achievement. The authors offer evidence on this point by estimating “college entrance exam production functions” for a national sample of 2,360 students. Of particular importance, the estimation includes a correction for the selectivity bias inherent if the analysis considers only the performance of test-takers. Results indicate that students in a unionized environment score about 4.7 percent higher on their college entrance exams (SAT and ACT) than their counterparts from a nonunion environment. This study was partially supported by the Joint Council on Economic Education through funding provided by the J. Howard Pew Freedom Trust. Additional support was provided by the Dean’s Office and the Division of Business Research, College of Business and Industry, Mississippi State University. The authors thank Margaret Ray for her assistance.     

Citizens Advice Bureaux: Problems of an Emerging Service in Rural Areas

Nineteen eighty nine marked the Golden Jubilee of the CABx in the UK. Over the past 50 years it has established itself nationally as the prime provider of generalist advice, but there are special problems associated with delivering the service in rural areas. These include: the logistical difficulties of serving remote communities with small and scattered populations; maintaining the independence of bureau, especially from the local authorities that mainly fund them; and matching the professional standards now demanded by NACAB. These issues are examined with reference to a questionnaire survey of bureaux managers in Cornwall and Devon carried out as part of the AJRBP project at the University of Exeter.     

Does Telephone Audio Computer-Assisted Self-Interviewing Improve the Accuracy of Prevalence Estimates of Youth Smoking? Evidence from the UMass Tobacco Study

Despite their advantage for obtaining representative samplesof adolescents, telephone surveys have been regarded as an inferiormethod for collecting data on youth tobacco use because theyyield lower estimates than school-based, self-administered surveys.Although no gold standard for smoking estimates exists, thelower estimates in telephone surveys have been attributed tounderreporting due to youths’ concern that parents orothers may overhear their responses. Telephone audio computer-assistedself-interviewing (T-ACASI) is a cost-effective method for obtaininga representative sample of youths and provides increased privacyfor the respondent. We hypothesize that using T-ACASI wouldencourage youths to report more fully smoking behavior comparedto traditional interviewer-administered telephone methods. Ouranalysis further assesses whether respondent age, gender, race/ethnicity,and parental attitude toward smoking moderated the relationshipbetween survey mode and smoking reports. Using data from a statewidetobacco use survey that randomly assigned youth respondentsto either T-ACASI or interviewer-administered modes, we findthat youths were more likely to report smoking behaviors inT-ACASI mode and that this was especially true for girls, particularlythose who believed their parents would disapprove strongly oftheir smoking. The findings suggest that traditional telephonesurveys may underestimate smoking prevalence in most girls bya factor of two, and that a technique for ensuring privacy forthese respondents is an important component of effective telephonesurvey methodology.