Unit Roots,Level Shifts,and Trend Breaks in Per Capita Output: A Robust Evaluation

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards nonrejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of unit root tests allowing for structural breaks in the trend function under the trend stationary alternative but not under the unit root null. These tests, however, provide little information regarding the existence and number of trend breaks. Moreover, these tests suffer from serious power and size distortions due to the asymmetric treatment of breaks under the null and alternative hypotheses. This article estimates the number of breaks in trend employing procedures that are robust to the unit root/stationarity properties of the data. Our analysis of the per capita gross domestic product (GDP) for Organization for Economic Cooperation and Development (OECD) countries thereby permits a robust classification of countries according to the “growth shift,” “level shift,” and “linear trend” hypotheses. In contrast to the extant literature, unit root tests conditional on the presence or absence of breaks do not provide evidence against the unit root hypothesis.     

Lag Length Selection in DF-GLS Unit Root Tests

We reinvestigate the empirical problem of lag length selection in unit root tests when using the augmented Dickey–Fuller test based on GLS-detrending. We extend the Ng and Perron (1995 Ng , S. , Perron , P. ( 1995 ). Unit root tests in ARMA models with data-dependent methods for the selection of the truncation lag . Journal of American Statistical Association 90 : 268 – 281 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) work on this issue by applying the finite sample critical values calculated using the formulae proposed by Cheung and Lai (1995 Cheung , Y. W. , Lai , K. S. ( 1995 ). Lag order and critical values of a modified Dickey–Fuller test . Oxford Bulletin of Business and Economics 57 : 411 – 418 .[Crossref] , [Google Scholar]). Unlike Ng and Perron (2001 Ng , S. , Perron , P. (2001). Lag length selection and the construction of unit root tests with good size and power. Econometrica 69:1519–1554.[Crossref], [Web of Science ®] , [Google Scholar]) we find through simulation studies that the method of selecting lag length using the sequential t-test in the ADF regression of GLS-detrended series performs the best in most cases.     

Testing for Unit Root Against Stationarity Using the Likelihood Ratio Test

In a first-order autoregressive model with drift, we derive the likelihood ratio test for a unit root against the stationary alternative. We also derive the test in a state space model with trend. Finite sample and asymptotic critical values are obtained by Monte Carlo simulations. A simulation study investigates the power performance of the likelihood ratio test and we also examine how a bias correction of the test affects the results.     

Analysis of hybrid censored competing risks data

In this paper, we consider the analysis of hybrid censored competing risks data, based on Cox's latent failure time model assumptions. It is assumed that lifetime distributions of latent causes of failure follow Weibull distribution with the same shape parameter, but different scale parameters. Maximum likelihood estimators (MLEs) of the unknown parameters can be obtained by solving a one-dimensional optimization problem, and we propose a fixed-point type algorithm to solve this optimization problem. Approximate MLEs have been proposed based on Taylor series expansion, and they have explicit expressions. Bayesian inference of the unknown parameters are obtained based on the assumption that the shape parameter has a log-concave prior density function, and for the given shape parameter, the scale parameters have Beta–Gamma priors. We propose to use Markov Chain Monte Carlo samples to compute Bayes estimates and also to construct highest posterior density credible intervals. Monte Carlo simulations are performed to investigate the performances of the different estimators, and two data sets have been analysed for illustrative purposes.     

A class of additive transformation models for recurrent gap times

Abstract

The gap time between recurrent events is often of primary interest in many fields such as medical studies, and in this article, we discuss regression analysis of the gap times arising from a general class of additive transformation models. For the problem, we propose two estimation procedures, the modified within-cluster resampling (MWCR) method and the weighted risk-set (WRS) method, and the proposed estimators are shown to be consistent and asymptotically follow the normal distribution. In particular, the estimators have closed forms and can be easily determined, and the methods have the advantage of leaving the correlation among gap times arbitrary. A simulation study is conducted for assessing the finite sample performance of the presented methods and suggests that they work well in practical situations. Also the methods are applied to a set of real data from a chronic granulomatous disease (CGD) clinical trial.     

Couple-Level Patterns of Disclosure Process Beliefs and Their Association with Marital Satisfaction

Abstract

Grounded in symbolic interaction theory, we used latent class analysis (LCA) to investigate the preexisting patterns of belief surrounding the disclosure process in married relationships. With a sample of 131 heterosexual married dyads from the U.S., we found four classes: two classes represented similarity of spouses’ beliefs (Both High Beliefs and Neither High Beliefs), and two classes represented dissimilarity of spouses’ beliefs (where only the wife endorsed high beliefs, Wife High Beliefs, and where only the husband did, Husband High Beliefs). Husbands’ satisfaction was positively associated with membership in the Both High Beliefs class. An interaction between spouses’ satisfaction was found: the impact of wives’ satisfaction on class membership is dependent on husbands’ satisfaction. Implications for research and practice are discussed.     

Multiple roots of estimating functions

Estimating functions can have multiple roots. In such cases, the statistician must choose among the roots to estimate the parameter. Standard asymptotic theory shows that in a wide variety of cases, there exists a unique consistent root, and that this root will lie asymptotically close to other consistent (possibly inefficient) estimators for the parameter. For this reason, attention has largely focused on the problem of selecting this root and determining its approximate asymptotic distribution. In this paper, however, we concentrate on the exact distribution of the roots as a random set. In particular, we propose the use of higher-order root intensity functions as a tool for examining the properties of the roots and determining their most problematic features. The use of root intensity functions of first and second order is illustrated by application to the score function for the Cauchy location model.     

字母d的根表意及其在英语构词中的应用

字母d=c（弯曲身子的人）＋l（直立的人）,其字面上的词义大致为：B在A面前弯曲身子,即B在A面前卑躬屈膝/俯首称臣/鞠躬。由此可以推论字母d的第1个根表意大致为：某人被征服/奴役/统治/约束,等等。在先民时代,A之所以能让B在其面前俯首称臣,是因为A用武力战胜了B,即B被撂倒/打倒/死亡,等等。这是字母d的第2个根表意。基于字母d的这2个根表意,破译了前缀de-/di-/dia-/dis-,词根dom/fid/cede/mand/mod/dem（o）/dic/vade/duce/clude/scend/lude等的图画特征。     

西部地区民族矛盾的根源及解决路径探析

西部地区是少数民族聚居比较集中的地区,在维护我国社会稳定和发展中具有重要的战略意义和地位。本文从西部地区民族矛盾的主要表现人手,从政治、经济、文化及社会心理四个方面深入分析了民族矛盾产生的根源,并有针对性地对民族矛盾的解决路径作了深入思考。     

The Singularity of the Information Matrix of the Mixed Proportional Hazard Model

This paper presents new identification conditions for the mixed proportional hazard model. In particular, the baseline hazard is assumed to be bounded away from 0 and ∞ near t = 0. These conditions ensure that the information matrix is nonsingular. The paper also presents an estimator for the mixed proportional hazard model that converges at rate N^−1/2.