Improved model selection criteria for SETAR time series models

The purpose of this paper is threefold. First, we obtain the asymptotic properties of the modified model selection criteria proposed by Hurvich et al. (1990. Improved estimators of Kullback-Leibler information for autoregressive model selection in small samples. Biometrika 77, 709–719) for autoregressive models. Second, we provide some highlights on the better performance of this modified criteria. Third, we extend the modification introduced by these authors to model selection criteria commonly used in the class of self-exciting threshold autoregressive (SETAR) time series models. We show the improvements of the modified criteria in their finite sample performance. In particular, for small and medium sample size the frequency of selecting the true model improves for the consistent criteria and the root mean square error (RMSE) of prediction improves for the efficient criteria. These results are illustrated via simulation with SETAR models in which we assume that the threshold and the parameters are unknown.     

集聚效应、集聚效率与城市规模分布变化

摘　　要:本文从城市集聚效应的视角,分析我国城市规模分布的结构性变化的机制,在此基础上构建了包含集聚效应的城市总量生产函数的计量经济学模型,然后应用OLS方法估算我国不同规模等级城市的平均集聚效应指数和平均集聚效率指数．并对比分析其对城市规模分布变化的影响。本文的实证结果表明,平均集聚效率指数的高低与城市规模分布比重的增减相一致。     

我国生产用能源消费变动的分解分析

摘　　要:能源消费分解是探讨能源消费变动影响因素的一种常用方法。在本文中介绍了目前研究中较为合理的一种分解方法——对数平均D氏指数法,并借助这一方法来对我国“六五”时期以来的生产用能源消费情况进行分解分析,探讨产业结构变动和产业内效率提高对能源消费和总体单位能耗的影响。根据测算结果,笔者认为产业内能源效率的提高是我国能源节约的主要因素;进一步建议政府构建“能源分解指数体系”作为制定能源政策的依据。     

股份制改革是增强国营企业活力创造“深圳效益”的重要途径

本文分析了深圳特区前10年经济高速发展和经济效益滞后的矛盾,认为特区国营企业经济效益不高是影响特区经济效益严重滞后的主要原因之一。在此基础上,提出深圳特区要在90年代创造出“深圳效益”,必须在已取得的改革成果的基础上,加快国营企业股份制改革的进程。文章还从股份制改革的理论和实践两个方面阐述了特区国营企业股份制改革的可行性和必要性。     

Aalen's Linear Model for Sampled Risk Set Data: A Large Sample Study

Borgan and Langholz (1997) describe a method for estimating the parameter functions in Aalen's linear hazard regression model from sampled risk set data. Using a counting process formulation and the martingale central limit theorem, we provide a study of the asymptotic distributional properties of the estimator. The results are applied to study the efficiencies of the nested case-control and counter-matched designs relative to a full cohort analysis.     

A Nonparametric Test for the Parallelism of Two First-Order Autoregressive Processes

A nonparametric testing procedure for the parallelism of two first-order autoregressive processes is presented. This paper discuss the Mann–Whitney statistic, its natural competitor two-sample t -test, and the bootstrap method. It studies the asymptotic efficacies of the studentized Mann–Whitney statistic and the t -test statistic with their relative efficiency. Simulation results for comparing the powers of these test statistics are also presented.     

Book Reviews

Books reviewed:
David Griffiths, W. Douglas Stirling, and K. Laurence Weldon, Understanding Data: Principles and Practice of Statistics
Ingwer Borg and Patrick Groenen, Modern Multidimensional Scaling: Theory and Applications
Jeffrey H. Dorfman, Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-making with Prior Information
Marek Musiela and Marek Rutkowski, Martingale Methods in Financial Modelling: Theory and Applications
Aad W. van der Vaart and Jon A. Wellner, Weak Convergence and Empirical Processes     

Rank tests in the two-sample scale problem with unequal and unknown locations

The two-sample scale problem is studied in the case of unequal and unknown location parameters. The method proposed is based on the idea of Moses (1963) and it is distribution-free. The two samples are separated into random subgroups of the same sizek. It is proposed to choosek=4 and to apply the Wilconxon test or the Savage test to the ranges or sample variances of the subgroups. The asymptotic power functions of the tests are compared. For small and moderate sample sizes simulations are carried out. Relations to some other procedures, especially to the method of Compagnone and Denker (1996) are briefly discussed.     

“A stitch in time”: group work during the covid-19 scare in the Nicobar Islands,India

ABSTRACT

When India suddenly went into its first coronavirus-induced nationwide lockdown in March 2020, several members of a historically isolated indigenous community in the eastern Indian ocean- the Nicobarese, began to panic. Their leaders came together and formed a group to boost community solidarity and helped the vulnerable indigenes to safely navigate through the crisis. In these uncertain times of Covid-19, when the “modern” world appears more fissured than ever, leaving its “others” to fend for themselves; the Nicobarese’s group has set an example for everyone to follow.     

Social Networks Derived from Affiliations and Friendships, Multi-informant and Self-reports: Stability, Concordance, Placement of Aggressive and Unpopular Children, and Centrality

This study compares three variations in how researchers construct middle childhood social networks: (1) with friendships or affiliations as a relational tie; (2) with children providing self reports of relationships, or in addition, multi-informant reports of relationships in which they are not involved; and (3) whether network computation is correlational or distance-based . The sample was 357 fourth- and fifth-grade students in 17 classrooms. The strongest differences were between self-reported friendship and affiliative networks. Results showed that compared with affiliations, friendship networks had smaller groups, more isolates, and lower fall-to-spring stability. Agreement in social placement between friendship and affiliative networks was generally average, but poor for unpopular and aggressive children. Multi-informant affiliative networks were most robust in their positioning of aggressive children. Multi-informant centrality was uniquely uncorrelated with aggression. Network computation differences were not substantial. Discussion focuses on recommendations for research and the educational promise of network technology.