Multiple Time Series Modeling and Extended Sample Cross-Correlations

This article provides an expository account of the multivariate autoregressive moving average models and proposes an extended sample cross-correlation approach for practical model identification. An iterative model building procedure for applying these models to real data is discussed and demonstrated by analyzing the 5-series U.S. Hog Data.     

Field practice supervision of social work students: a psychodynamic view on the emotional context of the process and the setting during the client assessment phase

This empirical study is a psychodynamic view of the supervision setting and key emotional parameters during the client assessment process. The supervisor, through reflectivity, studied his own supervision practice with undergraduate social work students during their first field practice placement. By using supervision critical incidents, he formulated the basic characteristics of the supervision setting, and followed it up with discussion on the key emotional parameters of the supervision process. Particular emphasis was laid on psychodynamic understanding of the supervision process and the consequences of supervisor's interventions for both supervisees and clients. The emotional context of the supervision process during the client assessment phase was predominantly shaped by four emotional parameters: (i) the supervisor identifying with both client and supervisee needs; (ii) the supervisor concentrating on exclusively the educational character of supervision by avoiding dealing with student's personality issues; (iii) the supervisor dealing with client and supervisee ‘transferences to the setting’; and (iv) the supervisor setting and safeguarding the supervision limits and boundaries.     

Deconstructing maternal sensitivity: Predictive relations to mother‐child attachment in home and laboratory settings

Despite the well‐documented importance of parental sensitivity for child development, there is a lack of consensus regarding how best to assess it. We investigated the factor structure of maternal caregiving behavior as assessed at 12 months by the Maternal Behavior Q‐Sort (Pederson & Moran) with 274 mother‐infant dyads. Subsequently, we examined associations between these empirically‐derived dimensions and child attachment, assessed in the home and laboratory (final N = 157). Three dimensions of maternal behavior were identified, corresponding fairly closely to Ainsworth's original scales. They were labeled Cooperation/Attunement, Positivity, and Accessibility/Availability. Only Cooperation/Attunement consistently predicted home‐based attachment at 15 months and 2 years, and at comparable strength to the overall sensitivity score, suggesting that this construct may be central to sensitivity. At 18 months, compared to their primarily secure counterparts, different types of laboratory‐assessed insecure attachment were associated with different patterns of maternal behavior. Mothers in avoidant relationships (n = 18) were low on Cooperation/Attunement and Accessibility/Availability, but fairly high on Positivity. Mothers of disorganized infants (n = 11) were Cooperative/Attuned but somewhat less Positive toward, and less Accessible/Available to, their infants. A multidimensional approach to parental behavior may facilitate the identification of parenting precursors of insecure parent‐child relationships.     

Central Limit Theorem approximations for the number of runs in Markov-dependent binary sequences

We consider Markov-dependent binary sequences and study various types of success runs (overlapping, non-overlapping, exact, etc.) by examining additive functionals based on state visits and transitions in an appropriate Markov chain. We establish a multivariate Central Limit Theorem for the number of these types of runs and obtain its covariance matrix by means of the recurrent potential matrix of the Markov chain. Explicit expressions for the covariance matrix are given in the Bernoulli and a simple Markov-dependent case by expressing the recurrent potential matrix in terms of the stationary distribution and the mean transition times in the chain. We also obtain a multivariate Central Limit Theorem for the joint number of non-overlapping runs of various sizes and give its covariance matrix in explicit form for Markov dependent trials.     

Efficiency determinants in retail stores: a Bayesian framework

This paper analyzes the impact of vertical integration, age, geographic expansion, and low price strategy on the cost efficiency of retail stores. We test our hypotheses using the innovative Bayesian frontier methodology. The data involve a sample of Spanish retail stores that operate in a highly competitive and dynamic environment. From the results, it is clear that cost efficiency is higher for stores that have: longer years in business, stronger geographical presence, and lower price offerings. Vertical integration, on the other hand, is negatively related to efficiency. Further discussions of these findings and related managerial implications are provided in the paper.     

Dose-Response Assessment of Airborne Methyl Isothiocyanate (MITC) Following a Metam Sodium Spill

A tank car derailment in northern California in 1991 spilled metam sodium into the Sacramento River, and released its breakdown product, methyl isothiocyanate (MITC), into the air. This paper describes the risk evaluation process used. Over 240 individuals reported symptoms such as eye and throat irritation, dizziness, and shortness of breath. Reference exposure levels (RELs) for 1 hr were developed for MITC and compared to exposure concentrations. Ocular irritation in cats was the most sensitive endpoint reported. The no observed adverse effect level (NOAEL), divided by an uncertainty factor (UF) of 100, produced an REL of 0.5 ppb of MITC in air to prevent discomfort. An REL to prevent disability was estimated to be 40 ppb. An REL to prevent life-threatening injury was estimated to be 150 ppb. Measured MITC levels ranged from 0.2-37 ppb and estimated peak levels ranged from 140-1600 ppb. The usefulness of RELs for emergency planning is discussed.     

Programmed Strategic Decision Making: The View From Mintzberg's Window1

A class of decisions, asset mix decisions made by pension fund managers, which exhibit characteristics of both programmed and strategic choices is examined in this paper. The decisions are classified using the scheme developed by Mintzberg et al., (1976) to highlight the circumstances under which strategic decisions may be programmed. The types of strategic decisions which lend themselves to programming are considered. The advantages and disadvantages of programming strategic decisions are also discussed.