Support vector regression based residual control charts

Control charts for residuals, based on the regression model, require a robust fitting technique for minimizing the error resulting from the fitted model. However, in the multivariate case, when the number of variables is high and data become complex, traditional fitting techniques, such as ordinary least squares (OLS), lose efficiency. In this paper, support vector regression (SVR) is used to construct robust control charts for residuals, called SVR-chart. This choice is based on the fact that the SVR is designed to minimize the structural error whereas other techniques minimize the empirical error. An application shows that SVR methods gives competitive results in comparison with the OLS and the partial least squares method, in terms of standard deviation of the error prediction and the standard error of performance. A sensitivity study is conducted to evaluate the SVR-chart performance based on the average run length (ARL) and showed that the SVR-chart has the best ARL behaviour in comparison with the other residuals control charts.     

Behaviour of skewness, kurtosis and normality tests in long memory data

We establish the limiting distributions for empirical estimators of the coefficient of skewness, kurtosis, and the Jarque–Bera normality test statistic for long memory linear processes. We show that these estimators, contrary to the case of short memory, are neither ${\sqrt{n}}We establish the limiting distributions for empirical estimators of the coefficient of skewness, kurtosis, and the Jarque–Bera normality test statistic for long memory linear processes. We show that these estimators, contrary to the case of short memory, are neither ?n{\sqrt{n}}-consistent nor asymptotically normal. The normalizations needed to obtain the limiting distributions depend on the long memory parameter d. A direct consequence is that if data are long memory then testing normality with the Jarque–Bera test by using the chi-squared critical values is not valid. Therefore, statistical inference based on skewness, kurtosis, and the Jarque–Bera normality test, needs a rescaling of the corresponding statistics and computing new critical values of their nonstandard limiting distributions.     

Test of symmetry based on copula function

We introduce some new nonparametric statistical tests of symmetry. The limiting behaviors of the proposed statistics are established under the null hypothesis. Emphasis is placed on explanation of the strong approximation methodology. The asymptotic validity of a re-sampling method to compute p-values is also established. A simulation study for some considered statistics is performed.     

Citizens of the margin: citizenship and youth participation on the Moroccan social web

This paper examines how marginalized youth in Morocco use YouTube to contest hegemonic discourses of state power and institutional practices of social exclusion. The paper analyses a user-generated, YouTube web-series, Tales of Bouzebal, as a performance of marginality and a social critique of state bureaucracies and institutions in the context of post-Arab Spring Morocco. Using a combined method of textual and discourse analyses, the paper argues that the new media practices of producing and consuming user-generated video are best understood as practices of cultural citizenship that contribute to social change through the production of counter-discursive political subjectivities among youth in MENA. The paper posits that the concept of citizenship needs to be expanded to account for citizen participatory media practices that contest the conditions of marginality and inequality sustained by normative definitions of citizenship.     

Long‐term employment intensity of sectoral output growth in Tunisia

This article examines the long‐term ability of Tunisian industries to generate employment opportunities. Using a panel data set of 15 industries over 1983–2010, the authors estimate their long‐run output–employment elasticities, using the “mean group” estimator. They argue that economic policy should target the most labour‐intensive industries, particularly service industries and export manufacturing industries. After demonstrating the inability of the mining industry to absorb labour, the authors highlight the long‐run jobless growth in the hotel, bar and restaurant industry and suggest that future investment in this industry will yield no results and that future tourism policy should focus rather on para‐tourism activities.     

Post-Political Transitions in Arab Spring Countries: The Challenges

This paper aims at examining the impact of political transitions on democracy, corruption and growth in countries which knew democratic changes. The results of our study indicate that these changes positively affect implementation of democratic principles, the struggle against corruption and economic growth. We examined also the case of the Arab spring countries focusing on the main political and socio-economic challenges and most importantly the religious challenge which is a characteristic of these countries. Indeed, religion may be considered as a relevant variable in these transitions and consequently it is very difficult to claim short-term or long-term triumph of these transitions as Arabs are now in a political boiling phase where religion may gather unexpected results.     

Does social capital determine health? Empirical evidence from MENA countries

Using data from the World Value Survey (2010–2012) for 18 MENA countries, this paper investigates the causal relationship between social capital and health by applying simultaneous-equations based on structural modeling and IVs regression. Our main findings corroborate the hypothesis of reverse causality between social capital and health i.e. bidirectional causality running from social capital to health and from health to social capital is identified. Furthermore, our empirical findings show that individual-level social capital appears more salient in determining health, while community-level social capital seems less relevant in explaining health differences between individuals. Overall, the present study makes evident that high levels of social capital (i.e. high levels of social participation and high levels of trust) and high individual-level socioeconomic factors (i.e. high levels of income and high levels of education) may generate better health outcomes that policymakers must take into account to improve individual and community health.     

Periodic integer-valued GARCH(1, 1) model

This article deals with some probabilistic and statistical properties of a periodic integer-valued GARCH(1,1) model. Necessary and sufficient conditions for the periodical stationary, both in mean and second order, are established. The closed-forms of the mean and the second moment are, under these conditions, obtained. The condition of the existence of higher moment orders and their explicit formula in terms of the parameters are established. The autocovariance structure is studied, while providing the closed-form of the periodic autocorrelation function. The Yule–Walker and the likelihood estimations of the underlying parameters are obtained. A simulation study and an application on real dataset are provided.     

An On-Line Estimation Algorithm for Periodic Autoregressive Models

This paper develops an on-line estimation algorithm for periodic autoregressive models (PAR). Indeed, we provide an adaptation of the well known recursive least squares algorithm (RLS), which has been successfully applied to classical autoregressive models (AR), to deal with PAR models. The obtained estimators are shown to be asymptotically efficient under mild conditions. Moreover, the performance of the periodic least squares algorithm (PRLS) is assessed via an intensive simulation study.