A copula‐graphic estimator for the conditional survival function under dependent censoring

Rivest Wells (2001) showed that in situations where the dependence between a lifetime and a censoring variable can be modeled by a given Archimedean copula, the copula‐graphic estimator of Zheng Klein (1995) has an explicit form. The authors extend this work to the fixed design regression case. They show that the copula‐graphic estimator then has an asymptotic representation and a Gaussian limit. They also assess the influence of a misspecified copula function on the performance of the estimator. Their developments are illustrated with data on the survival of the Atlantic halibut.     

Earnings assimilation of immigrants in Norway – A reappraisal

The relative earnings growth for immigrants in Norway is computed. Unlike Hayfron (1998, this journal) we define immigrants by country of origin rather than citizenship and perform separate studies of immigrants from inside and outside the OECD region. Replicating Hayfron op.cit. we find that the earnings assimilation is considerably weaker. Further, we find that the earnings of OECD immigrants are comparable to those of natives, while Non-OECD immigrants earn considerably less than natives at the time of entry, but that their relative earnings improve gradually over time. Earnings of different immigrant cohorts converged from 1980 to 1990, indicating a non-linear rate of assimilation. Received: 7 April 2000/Accepted: 4 January 2001     

Technology,Gender and Time: A Contribution to the Debate

Using the data collected from research carried out at two Portuguese universities, this article highlights the way university lecturers currently deal with space and time. Their professional activity is not externally subjected to a specific time geometry that defines their working day. Teaching and researching time–spaces are basically task oriented. Furthermore, university lecturers are increasingly requested to perform tasks in very short time periods in order to secure financial support. To a certain extent, this pressure upon their work is facilitated by the use of technology. However, technology also causes a profound reconfiguration of working times and spaces, especially because it allows lecturers to work at any time from anywhere. This not only renders university physical spaces and times virtual, but it also leads to the colonization of several other time–spaces of their social lives. This article analyses the ambivalence and difficulty of managing time–spaces, as described by the lecturers themselves, with the objective of providing a more accurate awareness of the implications of technology on their lives, as well as the hazards of the progressive externalization of academic work, particularly for women.     

The Effect of a Family Policy Reform on Mother’s Pay: A Natural Experiment Approach

All parents in Norway with children aged one to three, who do not attend publicly subsidised day care, are entitled to a cash-for-care (CFC) subsidy. Studies have shown that the reform has reduced mothers labour supply. In this paper we analyse wage effects of the reform. We put forward a framework for evaluating reforms when reforms are uniformly and equally accessible nation-wide. First, running a simple Difference in differences (DD) analysis, results suggest that the CFC reform has reduced the mothers wages. However, after controlling for the age of the child effect, by running a triple difference approach, we no longer find any evidence of negative wage effects.This revised version was published online in May 2005 with corrections to the authors name and to the heading of table A2.     

Bernoulli Processes with Non-Positive Correlations

We deal with sequences of dependent Bernoulli variables with non positive correlations. Some special models for 1-dependent and 2-dependent 0–1 valued variables are analyzed, namely Bernoulli variables obtained by clipping a linear combination of iid variables. Formulas describing dependence of their correlation function on the clipping parameters are derived. The lower bound for the sum of autocorrelations of Bernoulli variables obtained by clipping a Gaussian process is provided.     

A generalization of Jeffreys' rule for non regular models

ABSTRACT

We propose a generalization of the one-dimensional Jeffreys' rule in order to obtain non informative prior distributions for non regular models, taking into account the comments made by Jeffreys in his article of 1946. These non informatives are parameterization invariant and the Bayesian intervals have good behavior in frequentist inference. In some important cases, we can generate non informative distributions for multi-parameter models with non regular parameters. In non regular models, the Bayesian method offers a satisfactory solution to the inference problem and also avoids the problem that the maximum likelihood estimator has with these models. Finally, we obtain non informative distributions in job-search and deterministic frontier production homogenous models.     

Testing for abrupt breaks in variance structures with smooth changes

Abstract

We investigate the problem of testing for variance breaks in the case where the variance structure is assumed to be smoothly time-varying under the null. Since the classical tests are aimed to detect any change in the variance, they are not able to distinguish between smooth non constant variance and abrupt breaks. In this paper a new procedure for detecting variance breaks taking into account for smooth changes in the variance under the null is proposed. The finite sample properties of the test we introduce are investigated by Monte Carlo experiments. The theoretical outputs are illustrated using U.S. macroeconomic data.     

The sample monomode and an associated test for discrete monomodality

Abstract

The notions of (sample) mean, median and mode are common tools for describing the central tendency of a given probability distribution. In this article, we propose a new measure of central tendency, the sample monomode, which is related to the notion of sample mode. We also illustrate the computation of the sample monomode and propose a statistical test for discrete monomodality based on the likelihood ratio statistic.