M-estimators of some GARCH-type models; computation and application

In this paper, we consider robust M-estimation of time series models with both symmetric and asymmetric forms of heteroscedasticity related to the GARCH and GJR models. The class of estimators includes least absolute deviation (LAD), Huber’s, Cauchy and B-estimator as well as the well-known quasi maximum likelihood estimator (QMLE). Extensive simulations are used to check the relative performance of these estimators in both models and the weighted resampling methods are used to approximate the sampling distribution of M-estimators. Our study indicates that there are estimators that can perform better than QMLE and even outperform robust estimator such as LAD when the error distribution is heavy-tailed. These estimators are also applied to real data sets.     

The Impact of in-Service Training and Motivation on Job Performance of Technical & Vocational Education Teachers: Role of Person-Job Fit

In-service education and training (INSET), motivation and person-job fit of workers are considered vital for the performance of employees. The focused purpose of the study is to examine the associations between in-service training and motivation impact on job performance of Technical Vocational Education and Training (TVET) teachers, while examining the moderating role of person-job fit. Using convenience sampling technique, data is collected from TVET teachers in South Asia. The finding of this study revealed a significant impact for in-service training and motivation on job performance. This research study is useful for the HR managers and practitioners to utilize their employee’s true potential to get the desired results.

     

Description and Propagation of Uncertainty in Input Parameters in Environmental Fate Models

Today, chemical risk and safety assessments rely heavily on the estimation of environmental fate by models. The key compound‐related properties in such models describe partitioning and reactivity. Uncertainty in determining these properties can be separated into random and systematic (incompleteness) components, requiring different types of representation. Here, we evaluate two approaches that are suitable to treat also systematic errors, fuzzy arithmetic, and probability bounds analysis. When a best estimate (mode) and a range can be computed for an input parameter, then it is possible to characterize the uncertainty with a triangular fuzzy number (possibility distribution) or a corresponding probability box bound by two uniform distributions. We use a five‐compartment Level I fugacity model and reported empirical data from the literature for three well‐known environmental pollutants (benzene, pyrene, and DDT) as illustrative cases for this evaluation. Propagation of uncertainty by discrete probability calculus or interval arithmetic can be done at a low computational cost and gives maximum flexibility in applying different approaches. Our evaluation suggests that the difference between fuzzy arithmetic and probability bounds analysis is small, at least for this specific case. The fuzzy arithmetic approach can, however, be regarded as less conservative than probability bounds analysis if the assumption of independence is removed. Both approaches are sensitive to repeated parameters that may inflate the uncertainty estimate. Uncertainty described by probability boxes was therefore also propagated through the model by Monte Carlo simulation to show how this problem can be avoided.     

New Estimates and Projections of Population Growth in Pakistan

Pakistan's population growth rate rose steadily from about 2.6 percent per annum in the early 1960s to a high of about 3.5 percent during the late 1980s. Since then it has declined to an estimated 2.1 percent for 2003. Growth rates calculated from the population censuses, which show a very different picture, are distorted by differential accuracy of enumeration. During the period of rising growth rates, fertility was constant at just under 7 children per woman while life expectancy at birth rose by nearly 20 years. Fertility decline began in the late 1980s, bringing the population growth rate down with it. Remarkably, there appears to have been little change in life expectancy over the past 15 years.     

Female sterilizing operations in New South Wales: A demographic perspective

This paper examines trends in female sterilizing operations from a demographic perspective. These operations have declined in New South Wales since 1981, with a substantial drop in tubal ligation and hysterectomy, particularly among younger women. The decline in sterilization of women of childbearing age has been due to postponement of births. Younger women have avoided terminal methods of birth control and continued to use methods, such as oral contraceptives and back-up abortion, which allow for a pregnancy at a later age. Sterilizing operations still remain the most commonly reported means of birth control by women over age 35.     

Adapting Fertility Exposure Analysis to the Study of Fertility Change

Fertility exposure analysis was developed recently by Hobcraft and Little in order to evaluate the relative importance of the various proximate determinants upon levels of current fertility. In the present paper we extend the analysis to the study of changes in fertility between two cross-sectional surveys. We show how to express fertility change as a product of terms which represent changes in the proximate determinants. The model of change is adapted to a log-linear framework, in which the proximate determinants on the one hand, and socio-economic variables such as education, on the other, are considered together. A few simplifications of the method are also suggested so that fewer demands are made on data. The model and its possible interpretations are illustrated with pairs of surveys from Pakistan and Mexico. In each pair, one survey was part of the WFS programme and the other was very similar but conducted five years later.     

Circular Strongly Balanced Repeated Measurements Designs

Magda (1980 Magda , C. G. ( 1980 ). Circular balanced repeated measurements designs . Commun. Statist. Theor. Meth. 9 : 1901 – 1918 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) and Hedayat (1981 Hedayat , A. S. ( 1981 ). Repeated measurements designs-IV: recent advances (with discussion) . Bull. Int. Statist. Inst. 1 : 591 – 610 . [Google Scholar]) first considered the construction of circular strongly balanced repeated measurements designs. Sen and Mukerjee (1987 Sen , M. , Mukerjee , R. ( 1987 ). Optimal repeated measurements designs under interaction . J. Statist. Plann. Infer. 17 : 81 – 91 .[Crossref], [Web of Science ®] , [Google Scholar]) and Roy (1988 Roy , B. K. ( 1988 ). Construction of strongly balanced uniform repeated measurements designs . J. Statist. Plann. Infer. 19 : 341 – 348 .[Crossref], [Web of Science ®] , [Google Scholar]) considered the optimality and existence of circular strongly balanced repeated measurements designs based on the method of differences and Hamiltonian decomposition of lexicographic product of two graphs. In this article, we consider the construction of circular strongly balanced repeated measurements designs using the newly proposed method called cyclic shifts, and propose some new designs for p < v.     

发展中加贸易的障碍--倾销与反倾销问题

倾销与反倾销摩擦已成为中国、加拿大贸易中的一个障碍。本文分析了摩擦产生的多方面原因 ,提出了解决问题的若干思路。     

Study on lumbar kinematics and the risk of low back disorder in female university students by using shoes of different heel heights

The study was taken up to investigate the effects of heel heights on lumbar kinematics and the risk of Low Back Disorder (LBD) in females. Nineteen female university students (24.5 ± 3.36 yrs) volunteered in the study. Lumbar kinematics was measured by using Industrial Lumbar Motion Monitor (iLMM). The volunteers were asked to walk for a distance of 50 meters in 3 different given conditions i.e bare foot (Heel 0), with flat heels (Heel 1) and with high heels (Heel 2). Heights of Heel 1 and Heel 2 were 1.5 ± 0.84 cm and 5.5 ± 1.70 cm respectively. The Lumbar kinematic parameters studied were- Average Twisting Velocity (ATV), Maximum Sagital Flexion (MSF) and Maximum Lateral Velocity (MLV). It was observed that all the above mentioned Lumbar kinematics - ATV, MSF and MLV increases with increase of heel heights, which in turn increases the risk of LBD. As a result of increase in Lumbar kinematic values with increase in heel heights, LBD risk has also increased. Mean and SD of the LBD risk with Heel 0, Heel 1 and Heel 2 were 16.79 ± 6.04%, 19.00 ± 7.38% and 22.11 ± 6.98% respectively. Lower stature with high heels showed higher risk of LBD than the higher stature with high heels.