Using the Residual White Noise Autoregressive Order Determination Criterion to Identify Unit Roots in Arima Models

We present a simplified form of a univariate identification approach for time series models based on the residual white noise autoregressive order determination criterion and linear estimation methods. We also show how the procedure can be used to identify the degree of differencing necessary to induce stationarity in data. The performance of this approach is also contrasted with Portmanteau tests for detection of white noise residuals and with Dickey-Fuller and Bayesian procedures for detection of unit roots. Simulated and economic data are used to demonstrate the capabilities of the modified approach.     

The Touchard distribution

We present a novel model, which is a two-parameter extension of the Poisson distribution. Its normalizing constant is related to the Touchard polynomials, hence the name of this model. It is a flexible distribution that can account for both under- or overdispersion and concentration of zeros that are frequently found in non-Poisson count data. In contrast to some other generalizations, the Hessian matrix for maximum likelihood estimation of the Touchard parameters has a simple form. We exemplify with three data sets, showing that our suggested model is a competitive candidate for fitting non-Poisson counts.     

The Experience of Learning EFT in Spanish-speaking Countries: A Multi-National Replication Study

This study is a multi-national follow-up to the original (Sandberg and Knestel (2011) Journal of Marital and Family Therapy, 37, 393–410) article on the process of learning Emotionally Focused Couples Therapy (EFT). A total of 102 clinicians from nine Spanish-speaking countries (Mexico, Costa Rica, Guatemala, Spain, Colombia, Argentina, Chile, Ecuador, and El Salvador) participated in the study. A comparison of results across the two studies revealed more similarities than differences. However, a few notable differences emerged from responses to qualitative questions, namely a heightened sense of appreciation for and resonance with the focus on core emotion in EFT and less frequent reports of difficulty learning and adapting to the model among Spanish-speaking therapists. These differences were consistent with common cultural values and forms of expression in Latin America and Spain. Results are discussed in terms of training, supervision, and future research as well.     

Does the sectoral composition of growth affect child stunting reductions?

This article uses a natural experiment based on random and exogenous variations in temperature to examine whether the sectoral composition of growth has an effect on child stunting reductions. Agricultural growth is central to food security strategies in developing countries, as it is often considered the most effective way to fight (child) undernutrition. The evidence base to support the putative superior role of agricultural growth is, however, relatively weak, possibly because studies have ignored growth faltering. Accounting for the latter, we find that while both agricultural and non‐agricultural growth decrease stunting, agricultural growth is significantly superior to non‐agricultural growth in this regard. The estimated impacts are large, in that a 10% increase in agricultural GDP per capita reduces child stunting by 9.6% (as opposed to 8.4% for non‐agricultural).     

Productivity Competitiveness among Non Cooperating Integrated Economies: A Negative-Sum Game

ABSTRACT: The strategies adopted by European countries during the 1970‘s and 1980‘s have been unsuccessful in their attempt to produce more employment. These strategies have been centred on attempts to improve the international position of a country at the expense of the others through increasing productivity and competitiveness. The negative effects on employment due to higher productivity should have been offset, in the longer run, by an increasing share of exports. But the eventual result has been that relative positions of countries have remained fundamentally unchanged. This is due to the fact that all countries adopted the same strategy. Aggressive strategies do not pay in terms of employment. More effective policies, in a situation characterized by accelerated technical progress, can be more easily implemented in a more co-operative international context. Even if there is no moral solidarity between the nearly related races of Europe, there is an economic solidarity which we cannot disregard. Even now the world markets are one. This is to put the issue on its lowest grounds. There are other arguments, which the most obtuse cannot ignore, against a policy of spreading and encouraging further the economic ruin of great countries (J.M. Keynes) ¹⁸     

Some asymptotic results for the integrated empirical process with applications to statistical tests

The main purpose of this paper is to investigate the strong approximation of the integrated empirical process. More precisely, we obtain the exact rate of the approximations by a sequence of weighted Brownian bridges and a weighted Kiefer process. Our arguments are based in part on the Komlós et al. (1975 Komlós, J., Major, P., Tusnády, G. (1975). An approximation of partial sums of independent RV's and the sample DF. I. Z. Wahrscheinlichkeitstheorie und Verw. Gebiete 32:111–131.[Crossref], [Web of Science ®] , [Google Scholar])'s results. Applications include the two-sample testing procedures together with the change-point problems. We also consider the strong approximation of the integrated empirical process when the parameters are estimated. Finally, we study the behavior of the self-intersection local time of the partial-sum process representation of the integrated empirical process.     

The computational complexity of QoS measures for orchestrations

We consider Web services defined by orchestrations in the Orc language and two natural quality of services measures, the number of outputs and a discrete version of the first response time. We analyse first those subfamilies of finite orchestrations in which the measures are well defined and consider their evaluation in both reliable and probabilistic unreliable environments. On those subfamilies in which the QoS measures are well defined, we consider a set of natural related problems and analyse its computational complexity. In general our results show a clear picture of the difficulty of computing the proposed QoS measures with respect to the expressiveness of the subfamilies of Orc. Only in few cases the problems are solvable in polynomial time pointing out the computational difficulty of evaluating QoS measures even in simplified models.     

Jerusalem's Population, 1995–2020: Demography, Multiculturalism and Urban Policies

This paper reports on a new projection of Jerusalem's population to the year 2020. Cultural, social and demographic trends within the city were analysed for eight main subpopulations featuring different ethnic, religious, and socioeconomic characteristics. Separate assumptions on mortality, fertility, and geographical mobility were developed and projected based on 1995 estimates of size and age-sex composition for each subpopulation. The selected results presented here focus on the balance of the Jewish versus the Arab and other population, and within the Jewish population, of the more religiously observant subpopulation versus the rest. The findings shed light on the critical importance of the mutual relationship between demography and socio-political developments. Implications of expected demographic trends for urban planning in a multicultural context are discussed within a broader evaluation of local and national policy options.