Testing for autocorrelation in non-stationary dynamic systems of equations

Using Monte Carlo methods, the properties of systemwise generalizations of the Breusch-Godfrey test for autocorrelated errors are studied in integrated cointegrated systems of equations. Our analysis, regarding the size of the test, reveals that the corrected LR tests have been shown to perform satisfactorily even in cases when the exogenous variables follow a unit root process, whilst the commonly used TR2 test behaves badly even in single equations. All tests perform badly, however, when the number of equations increases and the exogenous variables are highly autocorrelated.     

Demographic crisis: The impact of the Bangladesh civil war (1971) on births and deaths in a rural area of Bangladesh

Summary In Matlab Bazaar Thana the Cholera Research Laboratory has registered the births, deaths and migrations in a population of approximately 125,000 since 1966. Although this rural area was not the scene of any significant armed encounters, striking changes in birth and death rates were registered during and after the conflict. Birth rates did not change during the relatively brief period of the civil war, but a small decline was registered for one year after the war. Fertility rates which had been declining slightly and irregularly in the pre-war baseline period may have increased slightly during the war and fell substantially in all age groups in the year following the war. The crude death rate, which rose by 37 per cent during the war, was a very sensitive reflection of the administrative and economic problems. Overall infant mortality rose by only 15 per cent over pre-war levels because all of the increase was observed in the post-neo-natal component, which traditionally accounts for less than one-third of the total infant mortality in Bangladesh. Children and older adults accounted for the majority of excess deaths which were largely attributed to acute diarrhoeas and other gastro-intestinal causes. The death rate at ages 1-4 rose by 43 per cent and at ages 5-9 soared to 208 per cent above pre-war baseline rates. All increases in age-specific mortality rates fell to baseline levels during the year following the war, except the 5-9-year age group, in which rates continued to be high largely because of deaths due to dysentery.     

What Drives Remittances from Saudi Arabia to Pakistan? Home Versus Host Country's Economic Conditions

Saudi Arabia is the largest source country of remittances to Pakistan since the 1970s. This study examined the impact of home versus host country’s economic conditions on remittances from Saudi Arabia to Pakistan. The ARDL bounds testing is used on the annual data set from 1973 to 2014. The study concluded that economic growth in the host country and economic crises in the home country increase remittances. 1% decrease in domestic output increases remittances by 2.79% while 1% increase in sending country’s output growth increases remittances by 5.2% in the long‐run. The bilateral trade has a positive while financial deepening has a negative impact on inflows. The impact of oil shock is insignificant. We suggest cautious foreign policy as remittances depend significantly on the host country’s economic condition that is not directly under the control of the home country but remittances can be sustained with bilateral trade.     

Managing diversity: academic’s perspective on culture and teaching

As UK Higher Education institutions continue to accept students from ethnically diverse backgrounds, there is now an onus and an expectation for academics to provide learning environments and experiences that are inclusive, validating and affirming. The aim of this paper is to explore, through the lens of the academic tutor, the pedagogical methods employed towards the implementation of ‘cultural branching’, which we define as helping ethnically diverse students to build bridges between their pre-existing knowledge and what they are expected to learn. To investigate this in more detail, the researchers interviewed 22 academic tutors across three UK Higher Education Institutions in the North of England. The findings suggest that current curriculum structures and pedagogical approaches favour the dominant non-ethnically diverse learner. Our research proposes that additional emphasis needs to be placed on developing a practical and functional approach which embeds cultural branching via technological platforms.     

Dynamic Reflections of Crimes,Quasi Democracy and Misery Index in Pakistan

Massive increase in crimes has coexisted with rising inflation and high unemployment for the last couple of decades especially during democratic governments in Pakistan. In this paper, we explore the relationship between crime rate, misery index and democracy in Pakistan from 1975 to 2013. Granger causality test proposed the unidirectional causality running from misery index to crime rate in Pakistan. Estimating the crime function via Pasaran’s conditional error correction model, we found the significant long run equilibrium relationship between Okun’s misery index and crime rate which implies that rising inflation and unemployment rate are the major driving forces towards increasing crime rates in Pakistan. Finally, empirical evidence from Okun’s misery index suggested that people are three times more miserable in quasi democratic periods than that of dictatorship. The Barrow’s misery index model verifies that people are twice worsening in quasi democratic periods. Likewise, reported crimes are nearly twice during quasi democracy than quasi dictatorship. The crime model provided the evidence that people during quasi democratic governments are more likely tending towards crime as compared to quasi dictatorship during the study period in Pakistan. This implicitly advocates the fact that half hearted efforts and ill structured apparatus of democracy can augment the tendency of crime and misery rather than solution of such concerns of the economy.     

The Robustness of High Danish National Happiness: A Temporal Cross-Country Analysis of Population Subgroups

Denmark’s top position in various rankings of country happiness is well-documented. This study goes beyond the national average comparisons and investigates whether Denmark’s top position is also found when we disaggregate data in line with social categories often used within the social sciences. The central measure is the empirical probability that a given population subgroup in Denmark has significantly higher happiness compared to another country’s similar subgroup in a given year. All five rounds of the European Social Survey are used but only the sixteen countries that were surveyed in each of the five rounds are included in this study. The results show that Denmark’s position at the top of the happiness scale is also robust when we look at population subgroups, but not in the sense that Denmark dominates all countries for all years. Instead, a modified version of robustness is necessary; Denmark very often has significantly higher happiness levels than in other countries, only sometimes has the same happiness levels as in other countries, very rarely is it dominated by other countries, and finally it is never dominated by other countries in all 5 years for a given subpopulation characteristic. This conclusion is quite insensitive to the applied SWB measure and the applied significance level.

     

A conceptual model for the process of IT innovation adoption in organizations

In this paper, we develop a conceptual model for IT innovation adoption process in organizations. The model utilizes Diffusion of Innovation (DOI) theory, Theory of Reasoned Action (TRA), Technology Acceptance Model (TAM), Theory of Planned Behaviour (TPB) and a framework that contains characteristics of innovation, organization, environment, chief executive officer (CEO) and user acceptance. The model presents IT adoption as a sequence of stages, progressing from initiation to adoption-decision to implementation. The study presents a model with an interactive process perspective which considers organizational level analysis until acquisition of technology and individual level analysis for the user acceptance of IT.     

Factor screening in nonregular two-level designs based on projection-based variable selection

In this paper, we focus on the problem of factor screening in nonregular two-level designs through gradually reducing the number of possible sets of active factors. We are particularly concerned with situations when three or four factors are active. Our proposed method works through examining fits of projection models, where variable selection techniques are used to reduce the number of terms. To examine the reliability of the methods in combination with such techniques, a panel of models consisting of three or four active factors with data generated from the 12-run and the 20-run Plackett–Burman (PB) design is used. The dependence of the procedure on the amount of noise, the number of active factors and the number of experimental factors is also investigated. For designs with few runs such as the 12-run PB design, variable selection should be done with care and default procedures in computer software may not be reliable to which we suggest improvements. A real example is included to show how we propose factor screening can be done in practice.     

Choosing summary statistics by least angle regression for approximate Bayesian computation

Bayesian statistical inference relies on the posterior distribution. Depending on the model, the posterior can be more or less difficult to derive. In recent years, there has been a lot of interest in complex settings where the likelihood is analytically intractable. In such situations, approximate Bayesian computation (ABC) provides an attractive way of carrying out Bayesian inference. For obtaining reliable posterior estimates however, it is important to keep the approximation errors small in ABC. The choice of an appropriate set of summary statistics plays a crucial role in this effort. Here, we report the development of a new algorithm that is based on least angle regression for choosing summary statistics. In two population genetic examples, the performance of the new algorithm is better than a previously proposed approach that uses partial least squares.     

Multivariate process dispersion monitoring without subgrouping

The memory-type adaptive and non-adaptive control charts are among the best control charts for detecting small-to-moderate changes in the process parameter(s). In this paper, we propose the Crosier CUSUM (CCUSUM), EWMA, adaptive CCUSUM (ACCUSUM) and adaptive EWMA (AEWMA) charts for efficiently monitoring the changes in the covariance matrix of a multivariate normal process without subgrouping. Using extensive Monte Carlo simulations, the length characteristics of these control charts are computed. It turns out that the ACCUSUM and AEWMA charts perform uniformly and substantially better than the CCUSUM and EWMA charts when detecting a range of shift sizes in the covariance matrix. Moreover, the AEWMA chart outperforms the ACCUSUM chart. A real dataset is used to explain the implementation of the proposed control charts.