Estimating systems of trending variables

A survey is given of some results on inference in cointegrated systems. We discuss some regression methods, and contrast them with the analysis of the vector autoregressive model. We discuss determination of cointegrating rank and estimation of parameters, as well as asymptotic inference. The problems are treated for 1(1) and for 1(2) variables.     

Applying State Space to SPC: Monitoring Multivariate Time Series

Monitoring cross-sectional and serially interdependent processes has become a new issue in statistical process control (SPC). In up-to-date SPC literature, Kalman filtering was reported to monitor univariate autocorrelated processes. This paper applies a Kalman filter or state-space method for SPC to monitoring multivariate time series. We use Aoki's approach to estimate the parameter matrices of a state-space model. Multivariate Hotelling T ² control charts are employed to monitor the residuals of the state-space. Examples of this approach are illustrated.     

忧郁的行板--论陈丹燕的上海系列散文

陈丹燕的上海系列散文 ,以地域文化与历史意识合而为一为特色 ,在充满了历史意味的人物身上 ,挖掘出人格的独特魅力 ,深沉的忧郁风格中流露真诚性情。     

Reliability Properties of Systems with Two Exchangeable Log-Logistic Components

In this article, we study the reliability properties of systems under bivariate log-logistic model which comes out from a particular stress-strength analysis. For this model, we obtain basic reliability characteristics of series and parallel systems and investigate their properties. We also derive distribution and moments of cold standby system under the abovementioned exchangeable model.     

Bhattacharyya distance based linear discriminant function for stationary time series

The problem of classifying a covariance stationary normal time series is considered. Under certain regularity conditions, a compact form of the linear discriminant function in the sense of maximizing the Bhattacharyya distance is obtained.     

Two-Step Estimation of Incomplete Information Social Interaction Models With Sample Selection

ABSTRACT

This article considers linear social interaction models under incomplete information that allow for missing outcome data due to sample selection. For model estimation, assuming that each individual forms his/her belief about the other members’ outcomes based on rational expectations, we propose a two-step series nonlinear least squares estimator. Both the consistency and asymptotic normality of the estimator are established. As an empirical illustration, we apply the proposed model and method to National Longitudinal Study of Adolescent Health (Add Health) data to examine the impacts of friendship interactions on adolescents’ academic achievements. We provide empirical evidence that the interaction effects are important determinants of grade point average and that controlling for sample selection bias has certain impacts on the estimation results. Supplementary materials for this article are available online.     

Flexible Bivariate Count Data Regression Models

The article develops a semiparametric estimation method for the bivariate count data regression model. We develop a series expansion approach in which dependence between count variables is introduced by means of stochastically related unobserved heterogeneity components, and in which, unlike existing commonly used models, positive as well as negative correlations are allowed. Extensions that accommodate excess zeros, censored data, and multivariate generalizations are also given. Monte Carlo experiments and an empirical application to tobacco use confirms that the model performs well relative to existing bivariate models, in terms of various statistical criteria and in capturing the range of correlation among dependent variables. This article has supplementary materials online.     

Semiparametric Analysis With Grouped Dependent Variables and Application to Physicians' Provision of Charity Care

We present estimators for semiparametric regression models where the dependent variable is grouped, that is, known to fall in a specified group with observable thresholds while its true value remains latent. Income, weeks unemployed, and treatment length are examples of such variables. Because the model is not amenable to direct estimation, estimators are derived from a transform in which the index emerges as the partially linear component in a vector of identities. $\sqrt{n}$ asymptotic normality of the proposed estimator is derived. The analytical results are applied to study physicians' provision of charity care, using data in which charity care is grouped.     

《正谊堂丛书》与《正谊堂全书》考论

世人对于康熙末《正谊堂丛书》和同光间《正谊堂全书》(尤其是前者)的子目多所不知,甚至还存在张冠李戴的情况。因据《张清恪公年谱》、《正谊堂文集》和《续集》、《正谊堂全书》第一册以及《中国古籍总目》等的相关记载,对康熙末《正谊堂丛书》的编纂和刊刻,以及同光间的重刻情况予以考证,并对二者的部类和子目变化加以比较分析,从而否定《中国古籍总目》等贻误他人的著录。二者的刊刻,对于清代正统理学的传播起到了十分重要的作用。