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1.
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility
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In this paper, we consider the deterministic trend model where the error process is allowed to be weakly or strongly correlated and subject to non‐stationary volatility. Extant estimators of the trend coefficient are analysed. We find that under heteroskedasticity, the Cochrane–Orcutt‐type estimator (with some initial condition) could be less efficient than Ordinary Least Squares (OLS) when the process is highly persistent, whereas it is asymptotically equivalent to OLS when the process is less persistent. An efficient non‐parametrically weighted Cochrane–Orcutt‐type estimator is then proposed. The efficiency is uniform over weak or strong serial correlation and non‐stationary volatility of unknown form. The feasible estimator relies on non‐parametric estimation of the volatility function, and the asymptotic theory is provided. We use the data‐dependent smoothing bandwidth that can automatically adjust for the strength of non‐stationarity in volatilities. The implementation does not require pretesting persistence of the process or specification of non‐stationary volatility. Finite‐sample evaluation via simulations and an empirical application demonstrates the good performance of proposed estimators. 相似文献
2.
This paper develops a unified model of dual and unitary job holding based on a Stone-Geary utility function. The model incorporates both constrained and unconstrained labor supply. Panel data methods are adapted to accommodate unobserved heterogeneity and multinomial selection into six mutually exclusive labor supply regimes. We estimate the wage and income elasticities arising from selection and unobserved heterogeneity as well as from the Stone-Geary Slutsky equations. The labor supply model is estimated with data from the British Household Panel Survey 1991–2008. Among dual job holders, our study finds that the Stone-Geary income and wage elasticities are much larger for labor supply to the second job compared with the main job. When the effects of selection and unobserved heterogeneity are taken account of, the magnitudes of these elasticities on the second job tend to be significantly reduced. 相似文献
3.
Married individuals are healthier than single individuals though the reasons are not well understood. Individuals with spouses/or
partners are less likely to smoke. We explore the relationship between health and marital status by analyzing three potential
channels through which marriage affects smoking, i.e., consumption externalities (one spouse's smoking affects the other spouse's
welfare), altruism (one spouse reduces smoking in response to the other spouse's bad health), and learning about risks of
smoking from the health experience of one's spouse. We find spousal health does not affect smoking due to altruism or learning
within the household but do find evidence for consumption externalities. 相似文献
4.
中美家庭结构与功能的比较分析 总被引:1,自引:0,他引:1
本研究聚焦于中美家庭结构和功能的异同以及文化力量的影响,利用美国社会工作学生访华计划设计了本研究课题,在中美双方老师的共同督导下,9名美国社会工作学生和18名中国社会工作学生参与了本课题研究,采用了面对面的深度访谈和观察的方法.比较了中美家庭在家庭结构、家庭决策、家庭沟通及家庭观念等方面的异同,并探讨了其中的文化影响力和对社会工作介入的启示. 相似文献
5.
THE LIMIT OF THE DISCURSIVE: A Critique of the Radical Constructionist Approach to Family Experience
Wing‐Chung Ho 《The Sociological quarterly》2012,53(3):321-340
To date, the postmodernist approach to family experience which considers the actor's use of discourse rather than external sociocultural forces as primordial in constituting domestic reality has become an intellectual stream which sociologists can hardly ignore. Using the Gubrium–Holstein model as an exemplar for a “more sophisticated” postmodernist approach to constructing family experience, this article attempts to outline a critique of radical constructionism which overemphasizes the discourse of actors as artfully producing reality as featured in the notions of “doing things with words” and “talking reality into being.” The critique is mainly based on the works of Schutz and Garfinkel, of which Gubrium and Holstein claim their own model share “abiding concern,” and is further supplemented by the work of Bourdieu. This article carries a commitment to rebuking the postmodernist emphasis on the discursive by highlighting that the prepredicative structure of the lifeworld—which is nondiscursive in nature—constitutes the primordial, albeit insufficient, basis of the nomos pertaining to experience as constituted. 相似文献
6.
In analyzing data from unreplicated factorial designs, the half-normal probability plot is commonly used to screen for the ‘vital few’ effects. Recently, many formal methods have been proposed to overcome the subjectivity of this plot. Lawson (1998) (hereafter denoted as LGB) suggested a hybrid method based on the half-normal probability plot, which is a blend of Lenth (1989) and Loh (1992) method. The method consists of fitting a simple least squares line to the inliers, which are determined by the Lenth method. The effects exceeding the prediction limits based on the fitted line are candidates for the vital few effects. To improve the accuracy of partitioning the effects into inliers and outliers, we propose a modified LGB method (hereafter denoted as the Mod_LGB method), in which more outliers can be classified by using both the Carling’s modification of the box plot (Carling, 2000) and Lenth method. If no outlier exists or there is a wide range in the inliers as determined by the Lenth method, more outliers can be found by the Carling method. A simulation study is conducted in unreplicated designs with the number of active effects ranging from 1 to 6 to compare the efficiency of the Lenth method, original LGB methods, and the proposed modified version of the LGB method. 相似文献
7.
8.
The purpose of this study was to validate and expand on Y. B. Chung's (2001) models of work discrimination and coping strategies among lesbian, gay, and bisexual persons. In semistructured individual interviews, 17 lesbians and gay men reported 35 discrimination incidents and their related coping strategies. Responses were coded based on Chung's models. Results supported the validity of the Work Discrimination model and two coping strategy models (Vocational Choice and Identity Management). The Discrimination Management coping strategy model was expanded. Implications for practice and research are discussed. 相似文献
9.
Nicholas G. Hall Joseph Y.‐T. Leung Chung‐Lun Li 《Production and Operations Management》2015,24(8):1248-1265
This study considers a typical scheduling environment that is influenced by the behavioral phenomenon of multitasking. Under multitasking, the processing of a selected job suffers from interruption by other jobs that are available but unfinished. This situation arises in a wide variety of applications; for example, administration, manufacturing, and process and project management. Several classical solution methods for scheduling problems no longer apply in the presence of multitasking. The solvability of any scheduling problem under multitasking is no easier than that of the corresponding classical problem. We develop optimal algorithms for some fundamental and practical single machine scheduling problems with multitasking. For other problems, we show that they are computationally intractable, even though in some cases the corresponding problem in classical scheduling is efficiently solvable. We also study the cost increase and value gained due to multitasking. This analysis informs companies about how much it would be worthwhile to invest in measures to reduce or encourage multitasking. 相似文献
10.