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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
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Piper Coutinho‐Sledge 《Gender, Work and Organization》2015,22(4):375-389
The gendering of forestry as a distinctly masculine profession has led to a wide range of negative outcomes, including legal actions concerning discrimination, poor public perceptions and poor environmental records. Forestry organizations have addressed these concerns by attempting to increase the number of women in the profession. These efforts have been largely ineffective. Using the case of community‐based forestry, I argue that when we begin to consider not only women but also normatively feminine values as agents of change, our understanding of the profession of forestry may be rejuvenated. 相似文献
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Oliveira Flávio G. Tapisso Joaquim T. von Merten Sophie Rychlik Leszek Fonseca Paulo J. Mathias Maria da Luz 《Urban Ecosystems》2021,24(5):851-862
Urban Ecosystems - The development of urban areas imposes challenges that wildlife must adapt to in order to persist in these new habitats. One of the greatest changes brought by urbanization has... 相似文献
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Multinomial logit (also termed multi-logit) models permit the analysis of the statistical relation between a categorical response variable and a set of explicative variables (called covariates or regressors). Although multinomial logit is widely used in both the social and economic sciences, the interpretation of regression coefficients may be tricky, as the effect of covariates on the probability distribution of the response variable is nonconstant and difficult to quantify. The ternary plots illustrated in this article aim at facilitating the interpretation of regression coefficients and permit the effect of covariates (either singularly or jointly considered) on the probability distribution of the dependent variable to be quantified. Ternary plots can be drawn both for ordered and for unordered categorical dependent variables, when the number of possible outcomes equals three (trinomial response variable); these plots allow not only to represent the covariate effects over the whole parameter space of the dependent variable but also to compare the covariate effects of any given individual profile. The method is illustrated and discussed through analysis of a dataset concerning the transition of master’s graduates of the University of Trento (Italy) from university to employment. 相似文献
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Tingting Kang Maria Nelly Gutierrez Arvizu Panjanit Chaipuapae 《International Journal of Listening》2019,33(1):1-38
This article presents a review of 20 tests designed for assessing the academic English listening skill of second or foreign language learners. The available test information has been systematically condensed in purpose, listening construct, task characteristics, and validity evidence. It was found that most of the tests were developed for proficiency and placement purposes in academic contexts, with few of the tests serving for making workplace decisions. Also, global, local, and inferential skills constitute the construct in most listening comprehension tests. A practical approach for justifying the uses of these tests for different stakeholders is discussed. This review is a valuable resource for educators, administrators, test developers, and researchers looking for a comprehensive analysis of existing English tests that assess listening comprehension in second or foreign language learners. 相似文献
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ABSTRACTScholarly textbooks often follow a logic where suitable empirical cases are selected to illustrate the theoretical and analytical points that we as scholars want to make. But what would happen if we would do the opposite: build a textbook on a novel written by a novelist for such purpose and let the theories explain the actions and emotions of fictional characters? In this article, we share and reflect upon our experiences of co-authoring a textbook in organization theory together with a professional novelist. We argue that the novel can function as an eye-opener in organizational analysis, forcing us to look beyond more static and rationalistic perspectives on organizations as well as the stereotypes of such. We build and relate our experiences to the growing literature about using fiction in scholarly work and discuss the potential of such genre-bending work when we bring in flesh and blood into the analyses. 相似文献
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