The robustness of the systemwise breusch-godfrey autocorrelation test for non-normal distributed error terms

Using Monte Carlo methods, the properties of systemwise generalisations of the Breusch-Godfrey test for autocorrelated errors are studied in situations when the error terms follow either normal or non-normal distributions, and when these errors follow either AR(1) or MA(1) processes. Edgerton and Shukur (1999) studied the properties of the test using normally distributed error terms and when these errors follow an AR(1) process. When the errors follow a non-normal distribution, the performances of the tests deteriorate especially when the tails are very heavy. The performances of the tests become better (as in the case when the errors are generated by the normal distribution) when the errors are less heavy tailed.     

Leadership Dimensions,the Critical Link for the Evolution of Collaboration

Abstract

This article traces the history of one community's efforts to coordinate services to address family violence. The current mazeof organizations in communities is overwhelming to the professionals who work in them, the political leaders who authorize them, the foundations and United Ways who fund them, and, most assuredly, to the persons for whom the various organizations were established. A review of the literature on coordination and collaboration is included as well as a discussion of leadership challenges during the various stages in the evolutionary process to provide confidential, culturally sensitive, comprehensive, accountable, and user-friendly community social service systems.     

Incorporating knowledge management as HRD strategy: the case of a Korean electronics company

Abstract

There is no doubt that knowledge management is now a very dominant theme in modern enterprises. To survive and compete in a knowledge-based economy, companies must learn to manage and sustain their intellectual assets. As a number of practitioners have noted, human resources play an important role in the transition process to the knowledge-based economy. This transition process is characterized by participant-driven integrative teamwork for dealing with various tasks and issues in organizations. This article presents a case study of the development of human resources in the context of knowledge management, which is based on systems thinking, exploring the process of problematization. It is based on a Foucauldian approach to expose the social relationship of power, knowledge and subjectivization in the problem-solving practice.     

Implementation of a Federated Search System: Resource Accessibility Issues

Abstract

During 2009, the Hilton M. Briggs Library, South Dakota State University, went live with MetaLib, a federated search engine from Ex Libris. This paper presents the implementation process, addresses resource accessibility issues, and suggests a number of resources that can be consulted about these issues. Readers can apply similar strategies to projects involving federated search systems, as many implementation projects involve the same basic considerations presented here. The author did not find any studies specifically focused on configurations of MetaLib resources, so this content should be singularly useful.     

RELIABILITY PROPERTIES OF SERIES AND PARALLEL SYSTEMS FROM BIVARIATE EXPONENTIAL MODELS

ABSTRACT

In this paper we study the classification of the generalized mixtures of two or three exponential distributions, in the ILR and DLR classes, and consequently in the IFR and DFR classes. We apply these results to classify the aging of the series and parallel systems, in accord with some common bivariate exponential models of their components.     

Local Administrative Practice and AFDC Error in Maryland

Data from two Maryland AFDC quality control samples (n=2376) are joined with data from two surveys of local administrative practices to examine administrative correlates of error. Less error exists among cases processed by agencies that: 1) use checklists to simplify agency procedures, 2) use follow-up controls in conjunction with tickler files, 3) have in-house training to deal with earned income procedures, 4) provide training on reducing earned income errors, and 5) have less staff turnover. Surprisingly, the findings show client error to be more influenced by administrative practices than agency error, suggesting the distinction between the two may be misleading.     

Optimal timing of investments in advanced manufacturing systems under competition

Large initial investment in advanced manufacturing systems (AMS) makes it imperative to develop economic justification methods. Once the new system has been properly justified, a critical issue facing the firm is the optimal timing of the installation in an industry. In this paper we use a game-theoretic model by which the optimal timing of the investments in AMSs is analysed. The existence of timing equilibria is demonstrated and simple decision rules of optimal strategy are provided. Economic interpretations of the decision rules are subsequently made clear. Finally, illustrative examples are used to demonstrate the correctness and usefulness of the analysis.     

反馈交易规则与股票收益自相关实证分析

研究了反馈交易规则与上证综合指数日收益自相关之间的联系，样本取自上证指数１９９２年９月２９日至１９９７年９月３０日的日收益率数据。此外，文中采用ＧＡＲＣＨ（１，１）处理收益波动的异方差性，模型参数采用极大似然估计。实证模型还考虑了非同步交易引起的工序列相关以及反馈交易的非对称性。结果表明，除以往文献涉及的正序列相关外，正反馈交易将导致收益负的序列自相关，且相关系数绝对值随波动增大而增大，从而整个收益表现出随波动变化的序列相关。     

支持MLS的多层次嵌入式高可信软件架构

为增强安全关键系统的高可信能力,在分析高可信保障机制现状的基础上,提出了一种多层次的高可信软件架构。该架构采用时空分离思想、虚拟机技术,为基于MLS的嵌入式安全关键系统提供了一种整体解决方案。基于该架构,研究了多层次的安全和防危策略管理方法、信息流控制机制、可信软件的评估和认证方法,为安全关键嵌入式系统提供可认证的安全服务。