Testing the Null Hypothesis of Nonstationary Long Memory Against the Alternative Hypothesis of a Nonlinear Ergodic Model

Interest in the interface of nonstationarity and nonlinearity has been increasing in the econometric literature. This paper provides a formal method of testing for nonstationary long memory against the alternative of a particular form of nonlinear ergodic processes; namely, exponential smooth transition autoregressive processes. In this regard, the current paper provides a significant generalization to existing unit root tests by allowing the null hypothesis to encompass a much larger class of nonstationary processes. The asymptotic theory associated with the proposed Wald statistic is derived, and Monte Carlo simulation results confirm that the Wald statistics have reasonably correct size and good power in small samples. In an application to real interest rates and the Yen real exchange rates, we find that the tests are able to distinguish between these competing processes in most cases, supporting the long-run Purchasing Power Parity (PPP) and Fisher hypotheses. But, there are a few cases in which long memory and nonlinear ergodic processes display similar characteristics and are thus confused with each other in small samples.     

Matrix mean squared error comparisons of some biased estimators with two biasing parameters

To deal with multicollinearity problem, the biased estimators with two biasing parameters have recently attracted much research interest. The aim of this article is to compare one of the last proposals given by Yang and Chang (2010 Yang, H., and X. Chang. 2010. A new two-parameter estimator in linear regression. Communications in Statistics: Theory and Methods 39 (6):923–34.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]) with Liu-type estimator (Liu 2003 Liu, K. 2003. Using Liu-type estimator to combat collinearity. Communications in Statistics: Theory and Methods 32 (5):1009–20.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]) and k ? d class estimator (Sakallioglu and Kaciranlar 2008 Sakallioglu, S., and S. Kaciranlar. 2008. A new biased estimator based on ridge estimation. Statistical Papers 49:669–89.[Crossref], [Web of Science ®] , [Google Scholar]) under the matrix mean squared error criterion. As well as giving these comparisons theoretically, we support the results with the extended simulation studies and real data example, which show the advantages of the proposal given by Yang and Chang (2010 Yang, H., and X. Chang. 2010. A new two-parameter estimator in linear regression. Communications in Statistics: Theory and Methods 39 (6):923–34.[Taylor &; Francis Online], [Web of Science ®] , [Google Scholar]) over the other proposals with increasing multicollinearity level.     

EXAMPLES OF MINIMUM VARIANCE ESTIMATION1

In this sequel to a previous discussion of minimum variance estimation (Bartlett, 1982), the gain with conditional estimation procedures is illustrated for the location parameter for (i) the rectangular distribution; (ii) a triangular distribution (typifying an asymmetric case). This note concludes with further remarks on the multi-sample and multi-parameter cases.     

论江泽民忧患意识的鲜明特征

江泽民的忧患意识是对我国社会主义现代化建设事业所面临世纪之交新的复杂国际形势进行深入思考和理性分析后所形成的,具有鲜明的个性特征。那就是忧党、忧国、忧民的统一,增强全党忧患意识与搞好党的自身建设的统一,强烈的忧患意识与解放思想、实事求是、与时俱进,努力寻找根本解决措施的统一。尤其“三个代表”重要思想的提出,是解决中国现实忧患的根本措施,发展了马克思主义。     

我国变革时期道德“沙化”现象之思考

20世纪八九十年代我国社会变革时期出现的道德严重"沙化"现象,是对五六十年代社会道德的辩证否定.它并不意味着我国社会道德的整体颓废与堕落,相反,这一客观现实背后却孕育着中国社会和中国人对道德建设的强烈愿望和要求,也充分反映了我国社会道德曲折前行的必然规律.     

Asymptotic distribution of hotelling's trace for two unequal covariance matrices and robustness study of test of equality of mean vectors

Asymptotic expansions for the percentiles and c.d.f., up to terms of order $\text{1}\text{n}{}^2$ of the statistic $\text{T =m}\text{T}\text{r}\text{S}{}_1\text{S}{}^{-1}{}_2$, where mS₁ and nS₂ independently distributed W(m, p, Σ₁) and W(n, p, Σ₂) respectively, are obtained using methods similar to those of Ito [4], Chattopadhyay and Pillai [2]. These expansions hold when $\text{Σ}{}_1\text{Σ}{}^{-1}{}_2\text{=}\text{I}\text{+}\text{F}$ and$\text{|}\text{Ch}{}_{\mathrm{i}}\text{(}\text{F}\text{)| < 1}$. Tables of powers of T for p = 3 and p = 4 for m = 4 and various values of n are given and comparison made with the exact powers for p = 3. These powers are useful for the study of (i) the test of equality of covariance matrices in two p-variate normal populations and (ii) robustness of test of equality of mean vectors of l normal populations against the violation of the assumption of equality of covariance matrices.     

身体语言的革命性实践——法国女性主义批评的语言维度探寻

法国女性主义批评提出了女性写作、女人腔、符号学等理论,强调语言与女性身体、本能、非理性之间的联系,突出语言在性别主体建构中的重要作用,意图通过身体写作的革命性语言实践,颠覆父权制历史文化传统,赋予女性身体以性别政治的功能,对语言的认识开始由工具论逐渐转向本体论,完成了女性主义批评的语言学转向,在语言理论的深化及批评的学理性方面取得了巨大的成绩。     

Estimating the Lyapunov exponent from chaotic time series with dynamic noise

In this paper, we propose an estimator of the Lyapunov exponent of the skeleton for chaotic time series with dynamic noise and prove the consistency of the estimator under some assumptions.     

Considering Alternate Sources of Role Identity: Childless Parents and Their Animal “Kids”

Identity theory posits that role identity is negotiated between human social actors and is based in broader cultural expectations about how particular statuses should be performed. I argue that the formation of role identity in actors can also occur in relationship to nonhuman actors, if they are perceived as minded. Depending on context and human perception, identity can be formed as a result of interaction and developing “theory of mind” with nonhuman animals, directly implicating the animal. Using in‐depth interviews of childless and childfree companion animal owners, I demonstrate the existence of a parent identity in childless participants that would not otherwise be present were it not for interaction with the animal “child.” This identity is confirmed in participant narratives describing substantial behavioral output aligned with the U.S. cultural ideal of “parent.” Likewise, I find that significant others provide external support for the enactment of this role identity, allowing participants to verify self‐in‐situation. Overall, my analysis emphasizes the importance of considering nonhuman sources as occupying counterstatus positions in the formation of role identity while highlighting how these relationships affect interaction in the childfree and childless home, thus expanding scholarly understanding about both identity formation and emerging family types.     

Complete and complete moment convergence for i.i.d. random variables under exponential moment conditions

In this paper, we establish a complete convergence result and a complete moment convergence result for i.i.d. random variables under moment condition which is slightly weaker than the existence of the moment generating function. The main results extend and improve the related known results of Lanzinger (1998 Lanzinger, H. (1998). A Baum-Katz theorem for random variables under exponential moment conditions. Stat. Probab. Lett. 39(2):89–95.[Crossref], [Web of Science ®] , [Google Scholar]) and Gut and Stadtmüller (2011 Gut, A., Stadtmüller, U. (2011). An intermediate Baum-Katz theorem. Stat. Probab. Lett. 81(10):1486–1492.[Crossref], [Web of Science ®] , [Google Scholar]).