An illustration of the causality relation between government spending and revenue using wavelet analysis on Finnish data

Quarterly data for the period 1960:1 to 1997:2, conventional tests, a bootstrap simulation approach and a multivariate Rao's F-test have been used to investigate if the causality between government spending and revenue in Finland was changed at the beginning of 1990 due to future plans to create the European Monetary Union (EMU). The results indicate that during the period before 1990, the government revenue Granger-caused spending, while the opposite happened after 1990, which agrees better with Barro's tax smoothing hypothesis. However, when using monthly data instead of quarterly data for almost the same sample period, totally different results have been noted. The general conclusion is that the relationship between spending and revenue in Finland is still not completely understood. The ambiguity of these results may well be due to the fact that there are several time scales involved in the relationship, and that the conventional analyses may be inadequate to separate out the time scale structured relationships between these variables. Therefore, to investigate empirically the relation between these variables we attempt to use the wavelets analysis that enables us to separate out different time scales of variation in the data. We find that time scale decomposition is important for analysing these economic variables.     

Towards optimal regression estimation in sample surveys

The Montanari (1987) regression estimator is optimal when the population regression coefficients are known. When the coefficients are estimated, the Montanari estimator is not optimal and can be extremely volatile. Using design‐based arguments, this paper proposes a simpler and better alternative to the Montanari estimator that is also optimal when the population regression coefficients are known. Moreover, it can be easily implemented as it involves standard weighted least squares. The estimator is applicable under single stage stratified sampling with unequal probabilities within each stratum.     

Asymptotic behaviour of frequency polygons under φ-mixing samples

Under mild conditions, we study the asymptotic behaviour of the uniformly strong consistency of the frequency polygon investigated by Scott under φ ?mixing samples. The results obtained weaken the relevant conditions used by Carbon et al. [6].     

Multiple comparisons with a control in repeated measures incomplete block designs using R-estimators

New multiple comparison with a control (MCC) procedures are developed in repeated measures incomplete block design settings based on R-estimates. It is assumed that the errors within each subject are exchangeable random variables. The R-estimators of the treatment effects are obtained by minimizing a sum of Jaeckel (1972)-type dispersion functions. Based on the R-estimators, Dunnett-type multiple comparison procedures are developed for comparing test-treatments with a control-treatment. Under exchangeable errors, it is demonstrated that for Cox-type designs, the new procedures are more efficient than the existing nonparametric procedures. The new MCC procedures are applied to a data set in a clinical trial which consists of patients with reversible obstructive pulmonary disease.     

Testing for climate warming in Sweden during 1850-1999, using wavelets analysis

This paper describes an alternative approach for testing for the existence of trend among time series. The test method has been constructed using wavelet analysis which has the ability of decomposing a time series into low frequencies (trend) and high-frequency (noise) components. Under the normality assumption, the test is distributed as F. However, using generated empirical critical values, the properties of the test statistic have been investigated under different conditions and different types of wavelet. The Harr wavelet has shown to exhibit the highest power among the other wavelet types.

The methodology here has been applied to real temperature data in Sweden for the period 1850-1999. The results indicate a significant increasing trend which agrees with the 'global warming' hypothesis during the last 100 years.     

Test for the equality of interclass correlation cofefficients under unequal family sizes for several populations

Large sample ANOVA test and likelihood ratio test have been Proposed to test for the equaiity of sevcrai iniraciass correlation coefiicients unier unequai family sizes based on several independent multinormal samples, it has been found on the basis of simulation study that the likelihood ratio test consistenily and reliably produced results superior to those of the large sample ANOVA test in terms of power for various combinations of intraclass correlatxon coefficient values.     

Asymptotic normality of a robust estimator of the regression function for functional time series data

We propose a family of robust nonparametric estimators for a regression function based on the kernel method. We establish the asymptotic normality of the estimator under the concentration property on small balls probability measure of the functional explanatory variable when the observations exhibit some kind of dependence. This approach can be applied in time series analysis to make prediction and build confidence bands. We illustrate our methodology on the US electricity consumption data.     

Optimal trajectory to the general equilibrium state of the unstable stochastic lattice gas of prey–predator model with pair-approximation

This paper focuses on the study of the optimal control problem of the unstable stochastic lattice gas of prey–predator model with pair-approximation. The Pontryagin minimum procedure is used to derive the optimal behaviour of the proposed system that makes it trajectory closer to its general equilibrium states with respect to a selected performance measure during a specified period of time T. Wide numerical simulations and illustrations are presented in graphs and tables.     

Learning from tradition: the planning of residential neighborhoods in a changing world

This paper analyses the community values of residential neighborhoods in the southwestern region of Saudi Arabia as an approach to a new theory in urbanism. The indigenous masterbuilders and tribemen incorporated planning decisions pertinent to climatic, cultural, social, economic and religious factors when designing physical elements in their built environment. This is what makes every traditional settlement in the southwest region of Saudi Arabia unique in terms of urban form and social structure. As a step to examining and evaluating the process of residential neighborhood development, three stages of practiced urbanism are discussed. These stages are labelled “vernacular”, “transitional” and “new vernacularism”. These are planning concepts used worldwide in the development of residential neighborhoods throughout history until the present. “New Vernacularism” is envisioned in this investigation as a design/planning objective implemented in most recently planned neighborhoods in Al-Horaidhah, Southwest Saudi Arabia. The achievement of successful urbanism underlies the political goals of urban planning practice. The Al-Horaidhah planning concept is conceived in the light of preservation of community values in neighborhood design/planning as a critical issue.The paper aims to investigate and reconcile the conflicts in the planning of residential neighborhoods in a changing world. The conflicts are restricted between retaining traditions of architecture, urban design and planning with the necessary social, economic, and technological changes in urban formation, mainly, the vernacular and modern. The paper illustrates the concept “New Vernacularism” by presenting Al-Horaidhah scheme as a model for community development in three administrative regions along the Red Sea coastline. “New Vernacularism” as a planning concept looks at the community development in Al-Horaidhah in the light of Sharicah, the Islamic Law and Customary norms by emphasizing the importance of the involvement of local residents in the planning process and gives suggestions of how this might best be achieved and later implemented into new communities.