The relationship between conflict events and commodity prices in Sudan

Though recent literature uncovers linkages between commodity prices and conflict, the causal direction of the relationship remains ambiguous. We attempt to contribute to this strand of research by studying the dynamic relationship of commodity prices and the onsets of conflict events in Sudan. Using monthly data ranging from January 2001 through December 2012, we identify a structural breakpoint in the multivariate time series model of prices of the three staple foods (sorghum, millet, and wheat) and conflict measure (number of conflict events) in September of 2011. Applying structural vector autoregression (SVAR) and linear non-Gaussian acyclic model (LiNGAM), we find that wheat price fluctuation is a root cause of conflict events in Sudan. We recommend several policy and programmatic suggestions structured toward production, subsidy, price regulation and support for rural farmers and consumers to stabilize commodity prices.     

Using In Vitro High‐Throughput Screening Data for Predicting Benzo[k]Fluoranthene Human Health Hazards

Today there are more than 80,000 chemicals in commerce and the environment. The potential human health risks are unknown for the vast majority of these chemicals as they lack human health risk assessments, toxicity reference values, and risk screening values. We aim to use computational toxicology and quantitative high‐throughput screening (qHTS) technologies to fill these data gaps, and begin to prioritize these chemicals for additional assessment. In this pilot, we demonstrate how we were able to identify that benzo[k]fluoranthene may induce DNA damage and steatosis using qHTS data and two separate adverse outcome pathways (AOPs). We also demonstrate how bootstrap natural spline‐based meta‐regression can be used to integrate data across multiple assay replicates to generate a concentration–response curve. We used this analysis to calculate an in vitro point of departure of 0.751 μM and risk‐specific in vitro concentrations of 0.29 μM and 0.28 μM for 1:1,000 and 1:10,000 risk, respectively, for DNA damage. Based on the available evidence, and considering that only a single HSD17B4 assay is available, we have low overall confidence in the steatosis hazard identification. This case study suggests that coupling qHTS assays with AOPs and ontologies will facilitate hazard identification. Combining this with quantitative evidence integration methods, such as bootstrap meta‐regression, may allow risk assessors to identify points of departure and risk‐specific internal/in vitro concentrations. These results are sufficient to prioritize the chemicals; however, in the longer term we will need to estimate external doses for risk screening purposes, such as through margin of exposure methods.     

我国内地公司ADR与原股的外溢效应研究

本文以14家同时发行H股与ADR,6家同时发行B股与ADR的上市公司为样本,利用GARCH(1,1)-MA(1)模型,探讨ADR与原股报酬波动的外溢效应,以了解我国证券市场与美国证券市场的整合程度。结果发现,我国H股与ADR之间存在报酬波动性的双向相关性,B股与ADR之间存在报酬波动性的单向相关性。本文认为,投资主体差异、市场发展程度不同以及汇率制度是三个影响我国市场和美国市场整合程度的主要因素。     

PREFERENCES FOR REDISTRIBUTION AND PERCEPTION OF FAIRNESS: AN EXPERIMENTAL STUDY

We conduct a laboratory experiment to study how demand for redistribution of income depends on self‐interest, insurance motives, and social concerns relating to inequality and efficiency. Our choice environments feature large groups of subjects and real‐world framing, and differ with respect to the source of inequality (earned or arbitrary), the cost of taxation to the decision maker, the dead‐weight loss of taxation, uncertainty about own pretax income, and whether the decision maker is affected by redistribution. We estimate utility weights for the different sources of demand for redistribution, with the potential to inform modeling in macroeconomics and political economy     

Does Formal Education for Older Workers Increase Earnings? — Evidence Based on Rich Data and Long‐term Follow‐up

Governments in Europe, Canada and the USA have expressed an ambition to stimulate education of older. In this paper, we analyse if there are effects on annual earnings of formal education for participants aged 42–55 at the time of enrolment in 1994–95. The analysis explores longitudinal population register data stretching from 1982 to 2007. The method used is difference‐in‐differences propensity score matching based on a rich set of covariates, including indicators of health and labor market marginalization. Our findings underline the importance of long follow up periods and imply positive effects for women, especially so for women with children, and no significant average earnings effects for men. These results differ from earlier studies but are stable to several alternative assumptions regarding unobservable characteristics. Data further indicate that the gender gap in our estimates may stem from differences in underlying reasons for enrolment.     

多分销中心供应链模型及其牛鞭效应的H∞控制

本文在文^[1]具有一个分销中心供应链模型的基础上,建立了具有多个分销中心的供应链结构模型,采用供应链上游库存与订货偏差波动之和与下游顾客需求偏差波动之比描述牛鞭效应。提出顾客末端需求波动最差条件下H_∞控制方法,以抑制牛鞭效应。这一方法本质就是供应链末端需求波动最差情况下,制定供应链管理的最优决策。并且以一个石油分销系统为对象进行了供应链牛鞭效应的H_∞控制仿真实验。     

Nonparametric regression with cross‐classified responses

In this article, we develop regression models with cross‐classified responses. Conditional independence structures can be explored/exploited through the selective inclusion/exclusion of terms in a certain functional ANOVA decomposition, and the estimation is done nonparametrically via the penalized likelihood method. A cohort of computational and data analytical tools are presented, which include cross‐validation for smoothing parameter selection, Kullback–Leibler projection for model selection, and Bayesian confidence intervals for odds ratios. Random effects are introduced to model possible correlations such as those found in longitudinal and clustered data. Empirical performances of the methods are explored in simulation studies of limited scales, and a real data example is presented using some eyetracking data from linguistic studies. The techniques are implemented in a suite of R functions, whose usage is briefly described in the appendix. The Canadian Journal of Statistics 39: 591–609; 2011. © 2011 Statistical Society of Canada     

Variability explained by covariates in linear mixed‐effect models for longitudinal data

Variability explained by covariates or explained variance is a well‐known concept in assessing the importance of covariates for dependent outcomes. In this paper we study R² statistics of explained variance pertinent to longitudinal data under linear mixed‐effect models, where the R² statistics are computed at two different levels to measure, respectively, within‐ and between‐subject variabilities explained by the covariates. By deriving the limits of R² statistics, we find that the interpretation of explained variance for the existing R² statistics is clear only in the case where the covariance matrix of the outcome vector is compound symmetric. Two new R² statistics are proposed to address the effect of time‐dependent covariate means. In the general case where the outcome covariance matrix is not compound symmetric, we introduce the concept of compound symmetry projection and use it to define level‐one and level‐two R² statistics. Numerical results are provided to support the theoretical findings and demonstrate the performance of the R² statistics. The Canadian Journal of Statistics 38: 352–368; 2010 © 2010 Statistical Society of Canada     

Statistik für bivariate gemischte Poisson–Prozesse am Beispiel der Kraftfahrthaftpflichtversicherung

Zusammenfassung: In diesem Artikel wird der Weg von einem univariaten gemischten Poisson–Prozess, der in vielen Bereichen zum Z?hlen von Ereignissen benutzt wird, zu einem bivariaten gemischten Poisson–Prozess aufgezeigt. Dazu werden einige Eigenschaften des bivariaten Prozesses angegeben. Im zweiten Teil der Arbeit wird gezeigt, wie mit Hilfe dieses Prozesses der übergang von einem herk?mmlichen Bonus–Malus–System in der Kraftfahrthaftpflichtversicherung zu einem Bonus–Malus–System mit Berücksichtigung der Schadenart beschritten werden kann. Dazu wird zuerst eine Modellprüfung der gegebenen Daten vorgenommen und sodann werden für verschiedene mischende Verteilungen die Verteilungsparameter gesch?tzt und Nettopr?mien angegeben sowie die Prognosegenauigkeit getestet.

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Summary: In this paper we show that the model of the bivariate mixed Poisson process arises in a natural way from the univariate mixed Poisson process, which is used in several areas for counting certain events. Furthermore we state some properties of the bivariate process. In the second part of the paper we illustrate how by means of the bivariate mixed Poisson process a bonus–malus system handling different types of accidents can be derived from the classical bonus–malus system in third–party liability insurance. To this end we first check the model on the given data and then estimate distribution parameters and compute net premiums for different mixing distributions as well as test the prediction probabilities.

* Vortrag am Dresdner Forum zur Versicherungsmathematik: Tarifierung in Erst- und Rückversicherung am 25. Juni 2004. Für die Unterstützung zu dieser Arbeit m?chte der Autor Lothar Partzsch, Klaus D. Schmidt (beide Dresden) und Friedemann Spies (München) recht herzlich danken.     

一个半离散的Hilbert型不等式及其等价形式

应用权系数方法给出的一个新的带有最佳常数的一个半离散的Hilbert不等式,同时出给相应的等价形式.