A new nonlinear asymmetric cointegration approach using error correction models

In this article, two new powerful tests for cointegration are proposed. The general idea is based on an intuitively appealing extension of the traditional, rather restrictive cointegration concept. In this article, we allow for a nonlinear, but most importantly a different, asymmetric convergence process to account for negative and positive changes in our cointegration approach. Using Monte Carlo simulations we verify, that the estimated size of the first test depends on the unknown value of a signal-to-noise ratio q. However, our second test—which is based on the original ideas of Kanioura and Turner—is more successful and robust in the sense that it works in all of the different evaluated situations. Furthermore it is shown to be more powerful than the traditional residual based Enders and Siklos method. The new optimal test is also applied in an empirical example in order to test for potential nonlinear asymmetric price transmission effects on the Swedish power market. We find that there is a higher propensity for power retailers to rapidly and systematically increase their retail electricity prices subsequent to increases in Nordpool's wholesale prices, than there is for them to reduce their prices subsequent to a drop in wholesale spot prices.     

Design two-level factorial experiments in blocks of size four

Recently, many researchers have devoted themselves to the investigation on the number of replicates needed for experiments in blocks of size two. In practice, experiments in blocks of size four might be more useful than those in blocks of size two. To estimate the main effects and two-factor interactions from a two-level factorial experiment in blocks, we might need many replicates. This article investigates designs with the least number of replicates for factorial experiments in blocks of size four. The methods to obtain such designs are presented.     

A stratified unrelated question randomized response model using Neyman allocation

This paper applies stratified random sampling using Neyman allocation to Mangat et al. (1992 Mangat, N.S., Singh, R., Singh, S. (1992). An improved unrelated question randomized response strategy. Cal. Stat. Assoc. Bull. 42:277–281.[Crossref] , [Google Scholar]) unrelated question randomized response (RR) strategy for both completely truthful reporting and less than completely truthful reporting. It is shown that, for the prior information given, our new model is more efficient in terms of variance (in the case of completely truthful reporting) and mean square error (in terms of less than completely truthful reporting) than Kim and Elam's (2007 Kim, J.M., Elam, M.E. (2007). A stratified unrelated question randomized response model. Stat. Papers 48:215–233.[Crossref], [Web of Science ®] , [Google Scholar]) model. Numerical illustrations and graphs are also given in support of the present study.     

An optional randomized response model for estimating a rare sensitive attribute using Poisson distribution

The crux of this article is to estimate the mean of the number of persons possessing a rare sensitive attribute based on the Mangat (1991 Mangat, N.S. (1991). An optional randomized response sampling technique using non–stigmatized attribute. Statistica. 51(4):595–602. [Google Scholar]) randomization device by utilizing the Poisson distribution in simple random sampling and stratified sampling. Properties of the proposed randomized response (RR) model have been studied along with recommendations. It is also shown that the proposed model is more efficient than that of Land et al. (2011 Land, M., Singh, S., Sedory, S.A. (2011). Estimation of a rare attribute using Poisson distribution. Statistics. 46(3):351–360.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]) in simple random sampling and that of Lee et al. (2013 Lee, G.S., Uhm, D., Kim, J.M. (2013). Estimation of a rare sensitive attribute in stratified sampling using Poisson distribution. Statistics. 47(3):575–589.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]) in stratified random sampling when the proportion of persons possessing a rare unrelated attribute is known. Numerical illustrations are also given in support of the present study.     

A class of exponential-type ratio estimators of a general parameter

This paper addresses the problem of estimating a general parameter using information on an auxiliary variable X. We have suggested a class of exponential-type ratio estimators for the parameter and its properties are studied. It is identified that the estimators due to Upadhyaya et al. [Journal of Statistical Theory and Practice (2011), 5(2), 285–302] and Yadav and Kadilar [Revista Columbiana de Estadistica, (2013), 36(1), 145–152] are members of the proposed estimator. We have also shown that the suggested estimator is more efficient than the estimators of Upadhyaya et al. (2011 Upadhyaya, L.N., Singh, H.P., Chatterjee, S., Yadav, R. (2011). Improved ratio and product exponential type estimators. J. Stat. Theo. Pract. 5 (2): 285–302.[Taylor &; Francis Online] , [Google Scholar]) and Yadav and Kadilar (2013 Yadav, S.K., Kadilar, C. (2013). Improved exponential type ratio estimator of population variance. Revis. Colum. de Estadist. 36(1): 145–152. [Google Scholar]). Numerical illustration is provided in support of the present study.     

International Migrant Remittances and Labour Supply in Nigeria

The study analyses how remittances to Nigeria affect the labour supply of recipients using Propensity Score Matching (PSM) and a Log‐Linear regression model, with data from the 2013 Nigerian General Household Survey. The PSM results show that for the entire sample, the difference between the average amount of labour supplied per week by those that receive remittances and the amount they would have supplied without remittances is insignificant. The marginal impact analysis also shows that, ceteris paribus, the average labour supply for all recipients is inelastic to remittances. The results from the sub‐group analysis, however, show that receiving remittances negatively affects the labour supply of the self‐employed in agriculture, teenagers and the elderly. These results led us to the recommendation that policies to increase the inflow of remittances should be encouraged but in tandem with programmes to educate farmers on the benefit of investing remittances received in their farming business.     

Grandparents' Education and Infant Health: Pathways Across Generations

Using data from the Fragile Families and Child Wellbeing survey linked to respondents' medical records (N = 2,870), this study examines the association between grandparents' education and birth outcomes and explores potential pathways underlying this relationship. Results show that having a grandfather with less than a high school education was associated with a 93 gram reduction in birth weight, a 59% increase in the odds of low birth weight, and a 136% increase in the odds of a neonatal health condition when compared with having a grandfather with a high school education or more. These associations were partially accounted for by mother's educational attainment and marital status as well as by prenatal history of depression, hypertension, and prenatal health behaviors, depending on the specific outcome. The findings from this study call for heightened attention to the multigenerational influences of educational attainment for infant health.     

Psychological Distress,Couple Interactions,and Parenting: A Dyadic Analysis of African American Couples

Parental depression is a well‐established risk factor for couple conflict and ineffective or hostile parenting (M. C. Lovejoy, P. A. Graczyk, E. O'Hare, & G. Neuman, 2000; L. M. Papp, M. C. Goeke‐Morey, & E. M. Cummings, 2007). Although research suggests that caregiver depression may impact parenting indirectly via increased conflict between couples (e.g., R. D. Conger et al., 2002), few studies take into account the behaviors of both caregivers in exploring these relations. The goal of the current study is to employ an actor–partner mediator model to examine the complex relations among psychological distress, negative couple interactions, and parenting. Using a sample of 162 African American couples with children, we find evidence that the psychological distress of each caregiver has an effect on couple interactions for both men and women. The effects from each caregivers' distress to parenting are mainly indirect through the interactional behaviors of the mother toward the father, consistent with the father vulnerability hypothesis (e.g., E. M. Cummings, M. Goeke‐Morey, & J. Raymond, 2004).     

Do Some Students Need Special Protection From Research on Sex and Trauma? New Evidence for Young Adult Resilience in “Sensitive Topics” Research

Institutional review boards (IRBs) have expressed concerns that certain individuals or groups, such as participants who are younger, ethnic minorities, or who have certain psychological or personality traits, may be particularly distressed when participating in “sensitive topics” research. This study examined the effects of several demographic and individual difference factors (i.e., age, sex, ethnicity, religiosity, Big Five personality traits, and baseline psychological distress levels) on reactions to participation in sensitive topics research. Participants were 504 undergraduates who completed an extensive battery of either trauma/sex questionnaires or cognitive tests and rated their positive and negative emotional reactions and the perceived benefits and mental costs of participating. They also compared research participation to normal life stressors. Our findings indicated that individual difference and demographic risk factors do not increase participant distress after participating in sex/trauma research over and above that experienced after participating in traditionally minimal-risk cognitive tasks. Participants generally found research participation less distressing than normal life stressors and even enjoyable.