Estimating function method for product autoregressive models

The first-order product autoregressive (PAR(1)) model introduced by McKenzie in 1982 McKenzie, E. D. (1982). Product autoregression: A time series characterization of the gamma distribution. Journal of Applied Probability 19:463–468. [Google Scholar] did not attract the attention of practitioners due to the unavailability of a proper estimation method. This article proposes an estimating function (EF) method to fill the gap. In particular, we suggest an optimal combination of linear and quadratic EFs to overcome the problem of parameter identification. The procedure is applied to Weibull and Gamma PAR(1) models. Simulation and data analysis show that the proposed method performs better than the existing methods.     

Computing A-optimal and E-optimal designs for regression models via semidefinite programming

In semidefinite programming (SDP), we minimize a linear objective function subject to a linear matrix being positive semidefinite. A powerful program, SeDuMi, has been developed in MATLAB to solve SDP problems. In this article, we show in detail how to formulate A-optimal and E-optimal design problems as SDP problems and solve them by SeDuMi. This technique can be used to construct approximate A-optimal and E-optimal designs for all linear and nonlinear regression models with discrete design spaces. In addition, the results on discrete design spaces provide useful guidance for finding optimal designs on any continuous design space, and a convergence result is derived. Moreover, restrictions in the designs can be easily incorporated in the SDP problems and solved by SeDuMi. Several representative examples and one MATLAB program are given.     

A new nonlinear asymmetric cointegration approach using error correction models

In this article, two new powerful tests for cointegration are proposed. The general idea is based on an intuitively appealing extension of the traditional, rather restrictive cointegration concept. In this article, we allow for a nonlinear, but most importantly a different, asymmetric convergence process to account for negative and positive changes in our cointegration approach. Using Monte Carlo simulations we verify, that the estimated size of the first test depends on the unknown value of a signal-to-noise ratio q. However, our second test—which is based on the original ideas of Kanioura and Turner—is more successful and robust in the sense that it works in all of the different evaluated situations. Furthermore it is shown to be more powerful than the traditional residual based Enders and Siklos method. The new optimal test is also applied in an empirical example in order to test for potential nonlinear asymmetric price transmission effects on the Swedish power market. We find that there is a higher propensity for power retailers to rapidly and systematically increase their retail electricity prices subsequent to increases in Nordpool's wholesale prices, than there is for them to reduce their prices subsequent to a drop in wholesale spot prices.     

On the complex dynamics of functional-coefficients nonlinear autoregressive time series models

In this article, a new chaotic functional-coefficient nonlinear autoregressive time series model is formulated. Asymptotic stability of the equilibria of the skeleton is studied. Complex dynamics of the proposed model are investigated by means of the bifurcations, time series diagrams, and phase portraits. The effects of noise intensity on its dynamics and the intermittency phenomenon are also discussed via simulation. Two chaotic indicators, namely, the fractal dimension and the Lyapunov exponent methods are investigated for the model.     

考古学与未来:工业文明的忧虑

在从考古学角度对玛雅、复活节岛和良渚文明崩溃回顾的基础上,文章从"报酬递减"和"最省力"原理介绍了古代文明崩溃的机制,然后对现代工业文明的发展趋势表示了忧虑.文章认为,今天的地球只不过是一个放大了的玛雅低地和复活节岛.历史教训告诉我们,环境恶化总是文明崩溃的一个前提.面对当代工业文明所面临的人口激增、环境恶化和资源枯竭的严峻形势,我们应该提倡"知足最好"而非"越多越好",避免重蹈古代文明崩溃的覆辙.     

An empirical investigation of the box-cox model and a nonlinear least squares alternative

In this paper we present a generalized functional form estimator, recently developed by jeffrey Wooldridge; and then we compare it empirically to the popular Box-Cox (BC) estimator using three data sets. We begin by briefly reviewing the drawbacks of the BC estimator. We Then introduce the nonlinear lest squares (NLS) alternative of Wooldridge which retains the desirable qualities of the BC estimator without the associated theoretical problems. We continue by applying both the BC and the NLS models to data from three classic hedonic regression studies and then compare the estimation resuts-point estimates, inferences and fitted values. The estimations include a wage rate equation, and two computer hedonic regression equations, one using data from a classic study by Gregory Chow and the other using an IBM data set that formed the basis of the new official BLS computer price index.     

电场作用下裂缝介质单相渗流数值模拟

1.China University of Petroleum:a.School of Physics Science and Technology,b.College of Petroleum Engineering,Dongying Shandong 257061,China；2.Luning Transmit Oil Section,Pipeline Storage & Transportation Company,SINOPEC,Zoucheng Shandong 273500,China)JOURNAL OF SOUTHWEST PETROLEUM UNIVERSITY(SCIENCE & TECHNOLOGY EDITION)，VOL.31，NO.6,85-88,2009（ISSN 1674-5086，in Chinese     

An Empirical Comparison of Estimating Methods for the Ramberg–Osgood EIV Model

The standard tensile test is one of the most frequent tools performed for the evaluation of mechanical properties of metals. An empirical model proposed by Ramberg and Osgood fits the tensile test data using a nonlinear model for the strain in terms of the stress. It is an Error-In-Variables (EIV) model because of the uncertainty affecting both strain and stress measurement instruments. The SIMEX, a simulation-based method for the estimation of model parameters, is powerful in order to reduce bias due to the measurement error in EIV models. The plan of this article is the following. In Sec. 2, we introduce the Ramberg–Osgood model and another reparametrization according to different assumptions on the independent variable. In Sec. 3, there is a summary of SIMEX method for the case at hand. Section 4 is a comparison between SIMEX and others estimating methods in order to highlight the peculiarities of the different approaches. In the last section, there are some concluding remarks.     

ADAPTING THE MODEL: THERAPEUTIC WORK WITH CHILDREN FROM ARMY FAMILIES

This paper describes the development of a specialised therapeutic service for parents and their young children in an inner city social services family centre. The Under five's counselling service, based on the Tavistock Model, offers brief psychoanalytic interventions to parents who are worried about their young child's development e.g. crying, eating, persistent crying etc. The premise behind setting up such a service was to provide therapeutic intervention to the parent-child relationship at the earliest possible stage, preventing further ongoing difficulties. The paper draws upon observations and interventions with families I have seen in the first year the service was opened. Particular themes which emerged in the work with these families will be highlighted. In particular a link is made between early childhood difficulties and unresolved loss in the mother's lives. Furthermore, the impact of the service upon the rest of the social services family support services is commented upon.