Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models

In this paper, efficient importance sampling (EIS) is used to perform a classical and Bayesian analysis of univariate and multivariate stochastic volatility (SV) models for financial return series. EIS provides a highly generic and very accurate procedure for the Monte Carlo (MC) evaluation of high-dimensional interdependent integrals. It can be used to carry out ML-estimation of SV models as well as simulation smoothing where the latent volatilities are sampled at once. Based on this EIS simulation smoother, a Bayesian Markov chain Monte Carlo (MCMC) posterior analysis of the parameters of SV models can be performed.     

The use of antidepressant medications in substance abuse treatment: the public-private distinction, organizational compatibility, and the environment

Many studies of innovation adoption in health care organizations focus either on organizational characteristics or the institutional environment, but not both. Furthermore, these perspectives are rarely employed simultaneously in both public and private health care organizations. This research considers the public-private distinction, organizational compatibility, and interorganizational referral relationships in the use of selective serotonin reuptake inhibitors (SSRIs) by substance abuse treatment organizations. Using data from nationally representative samples of 363 publicly funded and 403 privately funded substance abuse treatment centers, a four-category typology of public and private organizations initially predicted variation in SSRI use. However some differences were no longer significant once organizational and environmental characteristics were added to the statistical model. These data support hypotheses about the associations between organizational characteristics and SSRI use as well as hypotheses regarding the external environment. Future research should continue to integrate both internal and external factors in theoretical explanations of innovation adoption.     

Actualizing the "Democratic Family"? Swedish Policy Rhetoric versus Family Practices

In this article, we examine empirically a key element of individualizationtheory—the democratic family. We do so using the "acidtest" of family policy, and family practice, in Sweden. First,we review the progress of family policy in Sweden since the1960s, which has expressly promoted an agenda of gender equalityand democracy in families, with individual autonomy for bothadults and children as one key element. We then turn to familypractice, looking particularly at negotiation and adult equality,lifelong parenting after separation, and children's autonomy.While Swedish policy makers and shapers seem to have developedthe idea of the democratic family long before the sociologistAnthony Giddens, the results in practice have been more ambivalent.While there has been change, there is more adaptation to pre-existinggender and generational norms.     

The raise estimator estimation,inference, and properties

Several methods using different approaches have been developed to remedy the consequences of collinearity. To the best of our knowledge, only the raise estimator proposed by García et al. (2010 García, C.B., García, J., Soto, J. (2010). The raise method: An alternative procedure to estimate the parameters in presence of collinearity. Qual. Quantity 45(2):403–423.[Crossref], [Web of Science ®] , [Google Scholar]) deals with this problem from a geometric perspective. This article fully develops the raise estimator for a model with two standardized explanatory variables. Inference in the raise estimator is examined, showing that it can be obtained from ordinary least squares methodology. In addition, contrary to what happens in ridge regression, the raise estimator maintains the coefficient of determination value constant. The expression of the variance inflation factor for the raise estimator is also presented. Finally, a comparative study of the raise and ridge estimators is carried out using an example.     

Note on incidence chromatic number of subquartic graphs

An incidence in a graph G is a pair (v, e) where v is a vertex of G and e is an edge of G incident to v. Two incidences (v, e) and (u, f) are adjacent if at least one of the following holds: \((a) v = u, (b) e = f\), or \((c) vu \in \{e,f\}\). An incidence coloring of G is a coloring of its incidences assigning distinct colors to adjacent incidences. In this note we prove that every subquartic graph admits an incidence coloring with at most seven colors.     

Impact of T-ACASI on Survey Measurements of Subjective Phenomena

Numerous studies have shown that audio-computer-assisted self-interviewing (audio-CASI) and telephone audio-CASI (T-ACASI) technologies yield increased reporting of sensitive and stigmatized objective phenomena such as sexual and drug use behaviors. Little attention has been given, however, to the impact of these technologies on the measurement of subjective phenomena (attitudes, opinions, feelings, etc.). This article reports results for the seven subjective measurements included in the National STD and Behavior Measurement Experiment (NSBME). NSBME drew probability samples of USA and Baltimore adults (Ns = 1,543 and 744, respectively) and randomized these respondents to be interviewed by T-ACASI or telephone interviewer-administered questioning (T-IAQ). Response distributions for all subjective measurements obtained by T-ACASI diverge from those obtained by human telephone interviewers. For six of our seven ordinal-scaled measurements, this divergence involved shifting responses directionally along the ordinal scale, as opposed to a nondirectional redistribution among response categories. When interviewed by T-ACASI, respondents were more supportive of traditional gender roles and corporal punishment, less supportive of integrated neighborhoods and same-gender sex, and more likely to agree that occasional marijuana use is harmless and to describe themselves as attractive. The majority of these results suggest that telephone survey respondents may provide more "tolerant" and "socially liberal" responses to human interviewers than to a T-ACASI computer. Similarly, although the evidence is not entirely consistent, the impact of T-ACASI appears to increase with the social vulnerability of the population surveyed.     

Using Quality of Life Criteria to Define Urban Areas in Catalonia

The purpose of this paper is to develop the concept and definition of multidimensional urban areas, thereby providing insights into our understanding of the sub-regional structures of household spatial systems. Hence, we propose a framework for strategic planning that considers several areas of household needs. In order to achieve this goal, we develop a multicriteria methodology to define the territorialisation of the region of Catalonia (Spain). We first analyse the different methodologies used to define territorial areas based on economic criteria, for example, those used to construct travel-to-work areas (TTWA), among other methods. Thus, in practice several criteria and techniques are used to organize a territory, including administrative areas, commuting-based algorithms, and gravitational techniques. Finally, these points help us build a system of multicriteria urban areas that is consistent with the overall use of time by individuals.

Resilienz durch Training personaler Ressourcen stärken: Evaluation einer web-basierten AchtsamkeitsinterventionEnhancing resilience through training of personal resources: Evaluation of a web-based mindfulness intervention

Resilience refers to personal resources and behavioral strategies that protect psychological well-being even under high demands. The present study examines whether mindfulness fosters resilience and reduces emotional exhaustion. Furthermore, we evaluate the effectiveness of a web-based mindfulness intervention that saves costs and time compared to existing face-to-face trainings. The assumptions were tested with a sample of N = 72 employees within a pre- and posttest design with a treatment and control group. The results provide empirical evidence that mindfulness reduces emotional exhaustion, which is mediated by resilient behavior. Furthermore, the intervention is effective with regard to mindfulness.