Testing Fractional Order of Long Memory Processes: A Monte Carlo Study

Testing the fractionally integrated order of seasonal and nonseasonal unit roots is quite important for the economic and financial time series modeling. In this article, the widely used Robinson's (1994 Robinson , P. M. ( 1994 ). Efficient tests of nonstationary hypotheses . J. Am. Stat. Assoc. 89 ( 428 ): 1420 – 1437 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) test is applied to various well-known long memory models. Via Monte Carlo experiments, we study and compare the performances of this test using several sample sizes.     

ESTIMATION OF PARAMETERS IN ARFIMA PROCESSES: A SIMULATION STUDY

It is known that, in the presence of short memory components, the estimation of the fractional parameter d in an Autoregressive Fractionally Integrated Moving Average, ARFIMA(p, d, q), process has some difficulties (see [1] Smith, J., Taylor, N. and Yadav, S. 1997. Comparing the bias and misspecification in ARFIMA models. Journal of Time Series Analysis, 18(5): 507–527. [Crossref] , [Google Scholar]). In this paper, we continue the efforts made by Smith et al. [1] Smith, J., Taylor, N. and Yadav, S. 1997. Comparing the bias and misspecification in ARFIMA models. Journal of Time Series Analysis, 18(5): 507–527. [Crossref] , [Google Scholar] and Beveridge and Oickle [2] Beveridge, S. and Oickle, C. 1993. Estimating fractionally integrated time series models. Economics Letters, 43: 137–142.  [Google Scholar] by conducting a simulation study to evaluate the convergence properties of the iterative estimation procedure suggested by Hosking [3] Hosking, J. 1981. Fractional differencing. Biometrika, 68(1): 165–176. [Crossref], [Web of Science ®] , [Google Scholar]. In this context we consider some semiparametric approaches and a parametric method proposed by Fox-Taqqu[4] Fox, R. and Taqqu, M. S. 1986. Large-sample properties of parameter estimates for strongly dependent stationary gaussian time series. The Annals of Statistics, 14(2): 517–532. [Crossref], [Web of Science ®] , [Google Scholar]. We also investigate the method proposed by Robinson [5] Robinson, P. M. 1995a. Log-periodogram regression of time series with long range dependence. The Annals of Statistics, 23(3): 1048–1072. [Crossref], [Web of Science ®] , [Google Scholar] and a modification using the smoothed periodogram function.     

灾害短视频的拟像共同体传播：内聚焦叙事、价值转向与纪念仪式

为揭示灾害现场亲历者如何在媒介场域通过“影像文本”将“远处的灾难”的“感知物质空间”转化为大众切身体验的“共通意义空间”,探寻中介化过程中媒介叙事手法的基本机制及其价值转向,本文聚焦于重庆山火现场及土耳其地震亲历者发布的短视频在网络社交媒体“出圈”现象。灾害亲历者以第一人称视角拍摄的短视频通过内聚焦叙事与围观者跨越时空距离进行多维度的信息、情感、价值沟通,在中介化连接与扩散过程中增强“远处的灾难”的可感知度,并寻求社会性协助与支持,在媒介的纪念仪式中实现集体记忆认同的动态协商和反思性重构,由此有助于理解普罗大众“自传记忆”零碎的经验性文本自主传播进入社会公众视野,与专业媒体的职业创作共同构建“拟像共同体”的价值与意义。     

彝族传统民歌与流行音乐交汇的时代文化记忆研究

彝族传统民歌与流行音乐的交汇,影响了彝族时代文化记忆的表述。通过对彝族传统民歌与彝族流行音乐作比发现,不论是传统民歌,还是流行音乐,都体现了民族的时代思考与文化智慧。彝族传统民歌以生产生活和神话、历史等为基础进行编唱,倾向于描述场景或民俗文化,进而表达感情。彝族流行音乐则以传统文化为引,吸纳时代文化元素,借用流行音乐的要素创作,形成新型彝族民歌。在数智时代背景下,传统民歌与流行民歌呈现受众广、传播路径多元、形式多样等特点,并共同传唱民族文化。由此,彝族传统民歌与现代流行音乐的交汇,丰富了民歌的形式,影响了民族文化的时代表达。     

Change-Point Estimation in Long Memory Nonparametric Models with Applications

We consider the estimation of a change point or discontinuity in a regression function for random design model with long memory errors. We provide several change-point estimators and investigate the consistency of the estimators. Using the fractional ARIMA process as an example of long memory process, we report a small Monte Carlo experiment to compare the performance of the estimators in finite samples. We finish by applying the method to a climatological data example.     

生产性服务资源环节错配对高技术产品出口的影响分析

本文以修正Antràs et al（2012）模型为切入点，首次构建了生产性服务资源环节错配的测度方法，进而以WIOD数据库中发展中国家为样本首次细致分析了生产性服务资源环节错配对高技术产品出口的作用机理。研究发现：首先生产性服务资源环节错配系数对发展中国家高技术产品出口的作用力呈现倒U型，生产性服务资源环节错配不利于发展中国家高技术产品的出口，这一结论在分位数回归、控制内生性、分时间段和分产业等条件下依然稳健；其次中国生产性服务资源环节错配系数在所有样本国中最高，中国生产性服务资源过于偏向上游原料环节导致了上述现象的出现，这使得中国生产性服务资源处于“偏离最优值较远的低效扭曲使用”状态；最后高等教育、企业经营环境和经济效率均对高技术产品出口具有较为显著的促进效应，而“资源诅咒”使得丰裕的资源禀赋对高技术产品出口表现出一定的负效应，空间型贸易地理优势和契约型贸易地理优势均有助于高技术产品的出口，金融危机则对高技术产品出口产生了较为显著的负向冲击。     

Older sibling contribution to younger children's working memory and cognitive flexibility

We used structural equation modeling in the Early Childhood Longitudinal Study—Kindergarten Cohort (N = 17,020) to explore the influence of having an older sibling on kindergarten‐age focal children's cognitive self‐regulation. In model 1, we tested how having a sibling who is generally older than the focal child contributes to the focal child's working memory (WM) and cognitive flexibility (CF) upon entering kindergarten. In model 2, we assessed the contribution to the focal child's kindergarten WM and CF of having an older sibling in a non‐proximal age range (age 12–18) or not having siblings relative to having an older sibling in a proximal age range to the focal child (up to age 11). In model 3, we considered the contribution of having an older sister, an older brother, or both an older sister and an older brother of any age. Having an older sibling in general was associated with increased kindergarten WM, whereas having an older sister was related to increased WM and CF. Compared to having a proximal older sibling, having no siblings and having a non‐proximal older sibling were related to decreased WM and CF. Findings have implications for involving siblings in family interventions in early childhood.     

Now and again: Eventful experience as a resource in senior activism

ABSTRACT

Shared memories shape relations among social movement participants and their organizations. However, scholars often ignore how experience operates as a means of solidifying attachment in group contexts. In contrast, I argue that activism depends on how participants publicly recall events. In this, I integrate a social memory perspective with the examination of activist movements. Through narrative, participants build engagement by presenting the self-in-history as a model for collective action. I refer to this as eventful experience, utilizing memorable moments as a resource for generating commitment. Movements depend upon members communicating the critical moments of their lives, embedding personal timelines in group culture. The linkage of personal experience and public events is a strategy by which individuals motivate collective action. Drawing on a thirty-month ethnography of a progressive senior citizen activist group in Chicago, I examine how members use an awareness of temporality to build a culture of action. Each movement group uses the past experiences of participants to build their culture – what Jasper refers to as taste in tactics, incorporating past successes, present plans, and imagined futures into a call for direct action.     

Ambivalent memories of imperial legacies: Asmara as ‘beautiful' and ‘segregationist' from Ethiopia

ABSTRACT

This paper discusses how the capital town of Eritrea, Asmara, is depicted alternately as Italian, Eritrean and Ethiopian thus showing the competing claims of ‘ownership’ that traverses its colonial and postcolonial histories and a multifaceted identity. It focuses specifically on how the Italian architecture of Asmara is depicted both as a sign of modernization and oppression. Literary and oral- sources are analysed to illustrate Asmara as a site of cultural encounter and a historical palimpsest such as the poems Asmara (1958, included in the collection Esat Wey Abeba) by Tsegaye Gebremedihin, and And Nebis (1992, included in the collection Efta 60 Tirekawoch) by Haile Melekot Mewael. The novels Oromay (1984) by Bealu Girma, Ye Burqa Zimita (1992) by Tesfaye Gebreab. These contemporary literary and oral reminiscences of Asmara show how Asmara’s architectural legacies are remembered to express memories of ambivalence between beauty and inhibition; being modern and segregated. Whereby, Asmara gets represented as a model town for other African cities, and a city of colonial decay and segregation, in these contradictory accounts of memories of Asmara, a de-colonial method of engagement seems to emerge.     

A Boy’s Journey: Public Sociology for in and Out of the Classroom

This essay is a response to Stein (2019; 2020) and his use of lived experience to tell the story of violence and the Holocaust. I discuss these works’ contributions to public sociology and teaching.