Identification-robust moment-based tests for Markov switching in autoregressive models

ABSTRACT

This paper develops tests of the null hypothesis of linearity in the context of autoregressive models with Markov-switching means and variances. These tests are robust to the identification failures that plague conventional likelihood-based inference methods. The approach exploits the moments of normal mixtures implied by the regime-switching process and uses Monte Carlo test techniques to deal with the presence of an autoregressive component in the model specification. The proposed tests have very respectable power in comparison with the optimal tests for Markov-switching parameters of Carrasco et al. (2014 Carrasco, M., Hu, L., Ploberger, W. (2014). Optimal test for Markov switching parameters. Econometrica 82(2):765–784.[Crossref], [Web of Science ®] , [Google Scholar]), and they are also quite attractive owing to their computational simplicity. The new tests are illustrated with an empirical application to an autoregressive model of USA output growth.     

Alcohol use and strenuous physical activity in college students: A longitudinal test of 2 explanatory models of health behavior

Objective: To help clarify the effect of gender on the bidirectional relationship between alcohol use and strenuous physical activity in college students. Participants: Five hundred twenty-four (52% female) college students recruited in August 2008 and 2009 and followed up in April 2009 and April 2011, respectively. Methods: Participants reported their alcohol use and strenuous physical activity on 2 occasions (baseline and follow-up) spaced approximately 1 or 2 years apart. Results: For females, alcohol use quantity at baseline was associated with increased strenuous physical activity at 1- and 2-year follow-ups, and alcohol use frequency at baseline was associated with decreased strenuous physical activity at 2-year follow-up. For males, alcohol use frequency at baseline predicted decreased strenuous physical activity at 1-year follow-up. Conclusions: Gender differences may be explained from an eating disorders perspective such that women use physical activity as a compensatory strategy to combat potential weight gain from calories consumed during alcohol use.     

Exploring how the social model of disability can be re-invigorated for autism: in response to Jonathan Levitt

Levitt argues that the social model of disability needs to be re-invigorated, potentially by adapting the tool for separate countries. The social model has been successfully applied for some disabled groups in the United Kingdom. However, the social model is not implemented for neurodivergent labels such as autism, through the negative language of autism, causing severe problems for autistic individuals’ daily lives. The social model can be re-invigorated for autism, removing social barriers by changing non-autistic people’s attitudes towards autism through ensuring positive language of autism, preventing the categorisation of autism and fully enacting The Autism Act 2009 and The Equality Act 2010.     

MULTICRITERIA OPTIMIZATION: A GENERAL CHARACTERIZATION OF EFFICIENT SOLUTIONS*

In the context of deterministic multicriteria maximization, a Pareto optimal, nondominated, or efficient solution is a feasible solution for which an increase in value of any one criterion can only be achieved at the expense of a decrease in value of at least one other criterion. Without restrictions of convexity or continuity, it is shown that a solution is efficient if and only if it solves an optimization problem that bounds the various criteria values from below and maximizes a strictly increasing function of these several criteria values. Also included are discussions of previous work concerned with generating or characterizing the set of efficient solutions, and of the interactive approach for resolving multicriteria optimization problems. The final section argues that the paper's main result should not actually be used to generate the set of efficient solutions, relates this result to Simon's theory of satisficing, and then indicates why and how it can be used as the basis for interactive procedures with desirable characteristics.     

THE USE OF ARCS AND NODES FOR THE DETERMINATION OF CRITICAL PATHS IN PERT/CPM NETWORKS

The critical path in a PERT/CPM network is determined in various textbooks by finding the path with associated minimal slack for the network arcs or by finding the path with associated minimal slack for the network nodes. This paper points out that the use of nodes can result in a network path being incorrectly identified as a path of maximum length.     

The Extent of Economic Vulnerability in the Canadian Labour Market and Federal Jurisdiction: Is There a Role for Labour Standards?

This paper characterizes vulnerable workers in Canada and the federal jurisdiction, based upon characteristics such as employment status, demographic characteristics, and job characteristics, and identifies areas in which labour standards may have a role. Based on this analysis, the paper evaluates the potential for labour standards to address economic vulnerability, focusing on labour standards policies aimed at wages and benefits, hours, and employment arrangements. In addition, the analysis considers the extent to which labour standards are likely to reach vulnerable workers. The results suggest several potential roles for labour standards and highlights policy implications.

Negotiating the Intersection of Racial Oppression and Heteronormativity

This qualitative study examines the narratives of seven heterosexual, cisgender individuals who identify both as persons of color and as positively disposed toward LGB and transgender-identified persons. Using psycho-discursive qualitative methodology, the authors will present the narrative strategies taken up by these positively disposed cisgender heterosexuals of color as they attempt to position themselves as supportive of LGB and transgender persons while negotiating the discourse of heteronormativity. The three narrative strategies have been titled differentiation, empathy, and coherence. In addition to mapping the three narrative strategies, the authors also explore why informants may choose certain strategies over others and argue that the intersection of social identities must be considered when attempting to understand social oppression. Implications for the human services fields will be discussed.     

Ungleiche Chancen im Wissenschaftssystem: Artefakt oder Realität?

The article “Emergence of an academic elite? The impact of universities’ size and reputation on research funding” by Katrin Auspurg, Thomas Hinz and Jürgen Güdler (volume 4/2008 of this Journal) discusses critically Richard Münch’s thesis of monopolistic tendencies in the German science system. Unfortunately the authors focus in their analysis on an improper object, the “Individual grants programme” (Normalverfahren) of the German Research Foundation (DFG). However, problematic developments for the German science system will rather result from the “Coordinated grants programmes” (koordinierte Programme), in particular the excellence initiative. Furthermore the authors fail to connect their analysis to the broader context of the functions and implications of the increasing role of third party funding in the German science system.     

Cleaning Up Water? Or Building Rural Community? Community Watershed Organizations in Pennsylvania*

Abstract Recent initiatives from state and federal government agencies have helped foster the formation of community‐based watershed organizations. Although there is a great deal of enthusiasm about the potential of these organizations to enhance water quality, relatively little attention has been paid to the impacts these organizations may have on the well‐being of rural communities more generally. Assessments of effectiveness have typically focused on specific activities and accomplishments, rather than a broader range of community‐based effects. In short, we ask whether community‐based environmental management improves community as well as environment. Our research utilized a mixed‐methods design, including a statewide mail survey of all Pennsylvania watershed organizations, followed by in‐depth interviews with 28 rural watershed organizations. This sequential approach progressively explored in more detail definitions of effectiveness, including the building of rural capacity. We find watershed organizations are potentially effective mechanisms for building local leadership, enhancing the skills of rural residents, and making valuable connections with other communities, facing similar water‐resource and rural‐development issues. However, the range of issues with which local watershed organizations engage and the methods they currently utilize may eventually limit their usefulness.