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21.
The importance of interval forecasts is reviewed. Several general approaches to calculating such forecasts are described and compared. They include the use of theoretical formulas based on a fitted probability model (with or without a correction for parameter uncertainty), various “approximate” formulas (which should be avoided), and empirically based, simulation, and resampling procedures. The latter are useful when theoretical formulas are not available or there are doubts about some model assumptions. The distinction between a forecasting method and a forecasting model is expounded. For large groups of series, a forecasting method may be chosen in a fairly ad hoc way. With appropriate checks, it may be possible to base interval forecasts on the model for which the method is optimal. It is certainly unsound to use a model for which the method is not optimal, but, strangely, this is sometimes done. Some general comments are made as to why prediction intervals tend to be too narrow in practice to encompass the required proportion of future observations. An example demonstrates the overriding importance of careful model specification. In particular, when data are “nearly nonstationary,” the difference between fitting a stationary and a nonstationary model is critical. 相似文献
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In this article three unit root tests that allow for a break in both the seasonal mean and linear trend of the data are proposed. The tests, which can be seen as small-sample corrected versions of already known asymptotic tests, are shown to perform very well in simulations, and much better than their asymptotic counterparts. 相似文献
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Objectives. This study seeks to identify the independent effect of Wal‐Mart stores on changes in U.S. family‐poverty rates at the county level. We draw on the contributions of a number of disciplines to enhance our understanding of the broader forces that influence poverty. Methods. A key innovation is that we estimate a two‐stage regression model, in which an instrument is created for new Wal‐Mart stores from a location equation; this reduces any potential endogeneity bias in the poverty‐change equation. In addition, we use spatial econometric methods to correct for spatial dependence bias. Results. After controlling for other factors determining changes in the poverty rate over time, we find that counties with more initial (1987) Wal‐Mart stores and counties with more additions of stores between 1987 and 1998 experienced greater increases (or smaller decreases) in family‐poverty rates during the 1990s economic boom period. Conclusions. Wal‐Mart creates both benefits and costs to communities in which the chain locates. These benefits and costs need to be weighed carefully by community decisionmakers in deciding whether to provide public subsidies to the chain. 相似文献
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Walter G. Stephan 《The Journal of social issues》2006,62(3):597-605
Editors' introduction: Walter Stephan's interest in intergroup relations grew from his early involvement in intercultural relations. He spent substantial time in Latin America as well as Vietnam during his college years. These experiences influenced his choice to study social psychology at the University of Minnesota. His first foray into intergroup relations came with his move to Austin, Texas, in 1971. A Court mandate ordered schools to be desegregated, and Stephan examined the effects of school desegregation there on students' self-esteem and intergroup attitudes. His field research on the effects of desegregation as well as classroom interventions to improve intergroup relations was complemented by his laboratory research on intergroup biases, intergroup threat, intergroup anxiety, and empathy. Stephan brings this lifetime of involvement in both basic and applied research, and deep concern for effective practice and humanistic philosophy, to his commentary. He opens the commentaries with an elucidation of the difficulties in, and benefits of, the central thrust of this volume: the researcher-practitioner collaboration. He paints portraits of practitioners, researchers, and practitioner-researchers, and classifies articles in this issue accordingly. He notes the difficulties among the various parties interested in improving intergroup relations, spanning from simple lack of knowledge to lack of contact to lack of meaningful ways to interact. However, potential benefits of collaboration are abundant for all parties, and Stephan proposes a number of ways in which such partnerships could be actualized. 相似文献
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Prof. Dr. Stephan Duschek Dr. Frank Lerch Prof. Dr. Jörg Sydow 《Gruppendynamik und Organisationsberatung》2010,41(2):125-143
Inter-organizational networks increasingly become clients in consulting processes. At the same time inter-organizational relations and networks are essential components of regional clusters. On the basis of the differences between consulting organizations and consulting networks, it will be argued that network consulting in clusters requires at least a two level process approach that focuses on the level of inter-organizational networks in a cluster context and the level of the regional cluster itself. Based on a long-term and intensive involvement in researching and consulting an emergent regional cluster in the field of optics, we gained insights into the particularities of consulting networks in clusters. The paper contributes to the emergent research on network consulting in general and on consulting such networks in regional clusters in particular. 相似文献
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This paper explains the approach to parameter estimation based on the idea of simultaneous models. Instead of using a single shape—as for example the normal distribution—a simultaneous model uses a finite number of distinct shapes F, G, etc. Such simultaneous systems are tools in gauging the finite sample behavior of estimators. And they can be applied in the design of an estimator with prescribed desirable properties. The problem considered in this paper is interval estimation for a scale parameter. We discuss among other things the computation of optimal estimators in simultaneous models and study more closely the case of protecting against heavy-tailed error distributions. 相似文献
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