Parsimonious periodic autoregressive models for time series with evolving trend and seasonality

Statistics and Computing - This paper proposes an extension of Periodic AutoRegressive (PAR) modelling for time series with evolving features. The large scale of modern datasets, in fact, implies...     

Big sister is watching you! Gender interaction and the unwritten rules of the Amsterdam red-light district

It is generally accepted that in sexual interaction men are the hunters and women the gatherers. An expressly sexual environment such as a red-light district would be expected to only reinforce this image. Strikingly enough, however, it is precisely prostitutes who seem able to break with these established gender roles. This ethnographic study uses participant observation to demonstrate how assumptions about sexual interaction may be specious: female prostitutes are frequently not the passive victims and male clients not the active sex-hunters they are taken for. Both the communicative function and protection of privacy play an important role in these processes in a red-light district. In the red-light district, gender interaction is bound by social regulation and unwritten rules that greatly exceed the influence of formal institutions. In this paper, the case of the red-light district "De Wallen" in Amsterdam, The Netherlands, is discussed in the context of several disciplines including urban anthropology, social psychology, geography, gender studies, and urban sociology.     

Interparental Relations,Maternal Employment,and Fathering in Mexican American Families

This study examined independent and interactive relations between the interparental relationship and maternal employment in predicting fathering within low‐income, Mexican American two‐parent families (N = 115). Interparental conflict was negatively related to quality fathering, and these relations were noted only for single‐earner families. The parenting alliance was positively related to quality fathering irrespective of maternal employment. Fathering was associated with lower levels of child depression and conduct problems. Results suggest that bolstering quality fathering is a useful avenue for improving child well‐being and that strengthening the interparental relationship can support quality fathering and child mental health within Mexican American families.     

Linear functional regression: The case of fixed design and functional response

The authors consider the problem of simple linear regression when the exogenous and endogenous variables are functional and the design is fixed. They propose an estimator for the underlying linear operator and prove its consistency under some conditions which ensure that the design is sufficiently informative. They consider the classical calibration (or inverse regression) problem and analyze a consistent estimator. They also give a simulation study. The proposed method is not hard to implement in practice.     

Audit committee and internal audit and the quality of earnings: empirical evidence from Spanish companies

Corporate scandals and failures such as Enron, WorldCom, etc. were highly catastrophic and had a terrible effect on stakeholders. The pressure of globalisation and the intense competition have lead to organisations encouraging good corporate governance. Organisations have to promote transparency and accountability of financial information. As Gramling et al. (J Account Lit 23:194–244, 2004) argued there are four important mechanisms of corporate governance include boards of directors, audit committees (among others) and internal and external audit functions. However, this paper will focus on the relationship between two corporate governance mechanisms (audit committee and internal audit function). Thus, our purpose is to analyse the relation between characteristics of the audit committee and internal audit function and earnings management measured as abnormal accruals to test the quality of financial statements. We hypothesise that the association between the effectiveness of the audit committee and the presence of an internal audit function and its relationship with this committee would indicate less opportunity for management to manipulate earnings. Using a sample of 108 non-financial Spanish companies that traded on the Madrid Stock Exchange between 2003 and 2006 (432 observations), we have found that the size and number of meetings of the audit committee had a significant negative association with earnings manipulations. Also, our results suggest that a negative relation between having an internal audit function and earnings management.     

Globalisation,identity and the state

The government of Botswana had to strike a fine balance between not isolating the liberation movements, not letting them use Botswana as a military base and not appearing to harbour ‘terrorists’. The government realised that overtly supporting the liberation movements was potentially suicidal, for the country could easily be punished by South Africa: trade links could be severed and communication networks paralysed. The settler regimes did try to infiltrate and weaken the liberation movements in Botswana and carried out acts such as kidnapping, intimidation and deportation, to try to prevent the liberation movements from threatening the status quo in southern Africa. Using evidence from the Botswana National Archives, oral interviews, and newspaper reports, the article examines the means the Botswana government adopted to deal with the situation and safeguard the security of its citizens.     

A comparative study of legitimation strategies in hybrid regimes

Despite the growing body of research on ‘hybrid regimes’, few studies address the issue of their domestic legitimacy. Targeting this gap in the literature, this article explores the legitimation strategies of three hybrid regimes around the globe: Russia, Venezuela, and Seychelles. Although these countries differ markedly in almost every aspect that can be thought of, the political systems of all three cases combine formally democratic institutions with authoritarian political dynamics. The qualitative, comparative analysis presented in this article uncovers a number of remarkable similarities between the regimes’ respective legitimization strategies. However, while the strategies for engendering legitimacy are similar across the cases, the content of these strategies is different: the Russian leadership mainly relies on preserving order and nationalism, the Venezuelan regime employs a more populist strategy, and the Seychellois regime uses a more personal and particularistic approach. Our findings not only provide insights into the mechanisms hybrid regimes use to consolidate their authority, but also highlight important differences and similarities between hybrid regimes around the world.     

A General Class of Estimators for the Linear Regression Model Affected by Collinearity and Outliers

In this article, a general class of estimators for the linear regression model affected by outliers and collinearity is introduced and studied in some detail. This class of estimators combines the theory of light, maximum entropy, and robust regression techniques. Our theoretical findings are illustrated through a Monte Carlo simulation study.     

Robust Bayesian inference in STAR models with neighbourhood effects

In this paper we propose a robust Bayesian procedure of estimation, testing, validation and selection of spatio-temporal autoregressive models (STAR) with neighbourhood effects applied to the appraisal of dwelling prices. The methodology does not depend on asymptotic results and, unlike previously procedures proposed in the literature, takes into account the uncertainty associated to the estimation of the neighbourhood parameters of the model, giving more realism to the analysis. Moreover, a sequential algorithm to elaborate fast on-line forecast, is provided. The methodology is illustrated by means of a practical case of the real estate market of Zaragoza.