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Alternative boundaries for CUSUM tests 总被引:1,自引:0,他引:1
Alternative boundaries for the common Recursive (or Standard) CUSUM test and the OLS-based CUSUM test for structural change
are suggested and their properties are examined by simulation of expectedp values. The poor power of the tests for early and late structural changes can be improved for the OLS-based version, whereas
this weakness of the Recursive CUSUM test cannot be overcome by the new boundaries.
Research supported by the Austrian Science Foundation (FWF) under grant SFB#010 (‘Adaptive Information Systems and Modeling
in Economics and Management Science’). 相似文献
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Le chômage rencontré au début du parcours professionnel favorise‐t‐il le chômage ultérieur? Pour le savoir, les auteurs suivent la trajectoire de quelque 700 000 actifs allemands sur une période de vingt‐quatre ans en utilisant des données administratives appariées employeurs‐salariés. Grâce à la méthode des variables instrumentales (l'instrument étant ici la fermeture de l'entreprise), ils font apparaître des séquelles durables du chômage précoce, chaque nouvelle journée chômée pendant les huit premières années de vie active augmentant d'une demi‐journée en moyenne le chômage des seize années suivantes. Selon des régressions quantiles, le caractère prolongé et répété des épisodes de chômage initial renforce sensiblement cet «effet cicatrice». 相似文献
3.
Achim Mollbach Dipl.-Psych. 《Organisationsberatung, Supervision, Coaching》2008,15(4):404-420
The questions as to what coaching is, which goals are pursued in coaching, and what expectations are placed on coaching services are commonly answered in the coaching scene by taking recourse to its own, internal models and preconceptions. The future of coaching, and of the providers of coaching services depends to a considerable degree on whether the self-perception and the service portfolio offered by coaching providers actually meet the needs and demands of clients. In order to learn more about the preconceptions and expectations of companies concerning the service and the coaches themselves, Kienbaum has collaborated with Harvard Business Manager on a survey of such companies in early 2008. The author presents an overview over the survey’s relevant findings, and he discusses the conclusions of these findings concerning a future understanding of coaching services and what is required of coaches and their qualifications. 相似文献
4.
Achim Hecker 《Review of Managerial Science》2011,5(1):19-47
This paper reconsiders the trade-off between specialization and coordination by focusing on as yet neglected forms of implicit
coordination. While specialization draws on idiosyncratic knowledge pertaining to the worker’s specific tasks and environment,
implicit coordination is based on knowledge common to all workers. Accordingly, the trade-off between specialization and coordination
translates into one between idiosyncratic and common knowledge. Investigating this trade-off I determine the organization’s
optimal knowledge structure depending on a number of organizational and environmental parameters. Further extensions of the
model allow for explicit coordination through communication, differentiate between common knowledge at the corporate level
and departmental level, and apply important results to the issue of corporate culture, interpreted as a specific form of common
knowledge that likewise facilitates implicit coordination. 相似文献
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Recursive partitioning algorithms separate a feature space into a set of disjoint rectangles. Then, usually, a constant in every partition is fitted. While this is a simple and intuitive approach, it may still lack interpretability as to how a specific relationship between dependent and independent variables may look. Or it may be that a certain model is assumed or of interest and there is a number of candidate variables that may non-linearly give rise to different model parameter values. We present an approach that combines generalized linear models (GLM) with recursive partitioning that offers enhanced interpretability of classical trees as well as providing an explorative way to assess a candidate variable's influence on a parametric model. This method conducts recursive partitioning of a GLM by (1) fitting the model to the data set, (2) testing for parameter instability over a set of partitioning variables, (3) splitting the data set with respect to the variable associated with the highest instability. The outcome is a tree where each terminal node is associated with a GLM. We will show the method's versatility and suitability to gain additional insight into the relationship of dependent and independent variables by two examples, modelling voting behaviour and a failure model for debt amortization, and compare it to alternative approaches. 相似文献
7.
There is a large and growing literature on welfare state attitudes, most of which is built on random-sample population surveys with standardised closed-question items. This article criticises the existing survey instruments, especially those that are used within the International Social Survey Programme, in a novel approach with focus group data from Germany. The article demonstrates: firstly, these instruments underestimate the inconsistency (the degree to which attitudes logically contradict each other), the uncertainty (the degree to which individuals are unsure about what to think), the ambivalence (the simultaneous occurrence of positive and negative reactions) and non-attitudes towards welfare state activities that common people have. Secondly, the meaning of these items to respondents seems to vary to such an extent that inference based on such measures is questionable. Finally, the article concludes by suggesting some survey instruments that alleviate these measurement problems. 相似文献
8.
We analyze empirically how supervisory board members with multiple directorships affect the decision to hire an inside or outside CEO successor. While a growing number of both theoretical and empirical studies analyze the influence of corporate performance and size or the ownership structure on this decision, the role of multiple board memberships within the CEO recruitment process has been widely neglected so far. The present study is based on panel data of the largest German companies covering the period from 1996 to 2008. Applying competing risk estimations we find a weak and positive association between the number of external directorships of the supervisory board members and internal CEO replacements. Distinguishing between different groups of external board positions, we find that external executives on the supervisory board increase the likelihood of external CEO replacements. In line with empirical findings for the US we argue that external executives improve the assessment of potential CEO successors leading to more outside CEO replacements. In contrast, we find evidence that external supervisory board mandates of the supervisory board members cause more internal CEO replacements. This finding indicates a substitution of external expertise of the executives by multiple supervisory board mandates but could also reflect a reduction of the monitoring intensity of the supervisory board. 相似文献
9.
Observations of policy convergence and the cross-national diffusion of ideas, knowledge and policies have raised the question about the ways countries might learn from their peers. This article examines the role of cross-national learning with regard to Diagnosis Related Groups (DRGs). We review the spread of this policy instrument and analyse the implementation of DRGs in three late-adopting countries: Germany, Switzerland and the Netherlands. The three cases show that the implementation of this policy instrument required intense studies, cooperation with stakeholders and adjustment to country-specific needs. The countries learned from foreign experience, but it was only with the introduction of a regulatory framework for competition between sickness funds that DRGs came fully onto the political agenda. While Germany and Switzerland drew upon foreign DRG models, the Netherlands developed an alternative system to classify patients according to case-mix. 相似文献
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Anita C. Keller Laurenz L. Meier Achim Elfering Norbert K. Semmer 《Work and stress》2020,34(2):148-167
ABSTRACTWork interruptions are contemporary job stressors that occur frequently in the workplace. Theories on work interruptions and the stressor–strain relationship over time suggest that work interruptions should have a lagged negative effect on well-being. However, we argue that continued changes in work interruptions may also be important for employees’ well-being. We investigated the mid- and long-term effects of work interruptions on employee job satisfaction and psychosomatic complaints across two studies (Study 1: N?=?415, four waves over five years; Study 2: N?=?663, five waves over eight months). Using latent growth modelling, we predicted job satisfaction and psychosomatic complaints with respect to the level of, and changes in, interruptions. Controlling for initial well-being, we found that the mean levels (intercepts) of work interruptions had negative effects on later well-being in Study 1, but not in Study 2. However, increases in interruptions over time (slopes) predicted later well-being consistently. An analysis on reversed effects revealed that only the initial level of psychosomatic complaints positively predicted work interruptions. The studies underscore not only the importance of interruptions for well-being over time in general, but also the particular importance of exposure to increases in interruptions. 相似文献