Time Series Models for Count or Qualitative Observations

Time series sometimes consist of count data in which the number of events occurring in a given time interval is recorded. Such data are necessarily nonnegative integers, and an assumption of a Poisson or negative binomial distribution is often appropriate. This article sets ups a model in which the level of the process generating the observations changes over time. A recursion analogous to the Kalman filter is used to construct the likelihood function and to make predictions of future observations. Qualitative variables, based on a binomial or multinomial distribution, may be handled in a similar way. The model for count data may be extended to include explanatory variables. This enables nonstochastic slope and seasonal components to be included in the model, as well as permitting intervention analysis. The techniques are illustrated with a number of applications, and an attempt is made to develop a model-selection strategy along the lines of that used for Gaussian structural time series models. The applications include an analysis of the results of international football matches played between England and Scotland and an assessment of the effect of the British seat-belt law on the drivers of light-goods vehicles.     

Nonparametric Entropy-Based Tests of Independence Between Stochastic Processes

This article develops nonparametric tests of independence between two stochastic processes satisfying β-mixing conditions. The testing strategy boils down to gauging the closeness between the joint and the product of the marginal stationary densities. For that purpose, we take advantage of a generalized entropic measure so as to build a whole family of nonparametric tests of independence. We derive asymptotic normality and local power using the functional delta method for kernels. As a corollary, we also develop a class of entropy-based tests for serial independence. The latter are nuisance parameter free, and hence also qualify for dynamic misspecification analyses. We then investigate the finite-sample properties of our serial independence tests through Monte Carlo simulations. They perform quite well, entailing more power against some nonlinear AR alternatives than two popular nonparametric serial-independence tests.     

The bivariate alpha-skew-normal distribution

In this paper, we propose a new bivariate distribution, namely bivariate alpha-skew-normal distribution. The proposed distribution is very flexible and capable of generalizing the univariate alpha-skew-normal distribution as its marginal component distributions; it features a probability density function with up to two modes and has the bivariate normal distribution as a special case. The joint moment generating function as well as the main moments are provided. Inference is based on a usual maximum-likelihood estimation approach. The asymptotic properties of the maximum-likelihood estimates are verified in light of a simulation study. The usefulness of the new model is illustrated in a real benchmark data.     

Heavy physical work under time pressure: the garbage collection service--a case study

The increased generation of garbage has become a problem in large cities, with greater demand for collection services. The collector is subjected to high workload. This study describes the work in garbage collection service, highlighting the requirements of time, resulting in physical and psychosocial demands to collectors. Ergonomic Work Analysis (EWA) - a method focused on the study of work in real situations was used. Initially, technical visits, global observations and unstructured interviews with different subjects of a garbage collection company were conducted. The following step of the systematic observations was accompanied by interviews conducted during the execution of tasks, inquiring about the actions taken, and also interviews about the actions, but conducted after the development of the tasks, photographic records and audiovisual recordings, of workers from two garbage collection teams. Contradictions between the prescribed work and activities (actual work) were identified, as well as the variability present in this process, and strategies adopted by these workers to regulate the workload. It was concluded that the insufficiency of means and the organizational structure of management ensue a situation where the collection process is maintained at the expense of hyper-requesting these workers, both physically and psychosocially.     

New procedures of ergonomics design in a large oil company

This study presents the challenge involved in the negotiation and construction of a standard process in a major petroleum company that has the purpose of guiding the implementation of ergonomic studies in the development of projects, systemising the implementation of ergonomics design. The standard was created by a multi-disciplinary working group consisting of specialists in ergonomics, who work in a number of different areas of the company. The objective was to guide "how to" undertake ergonomics in all projects, taking into consideration the development of the ergonomic appraisals of work. It also established that all the process, in each project phase, should be accompanied by a specialist in ergonomics. This process as an innovation in the conception of projects in this company, signals a change of culture, and, for this reason requires broad dissemination throughout the several company leadership levels, and training of professionals in projects of ergonomics design. An implementation plan was also prepared and approved by the corporate governance, complementing the proposed challenge. In this way, this major oil company will implement new procedures of ergonomics design to promote health, safety, and wellbeing of the workforce, besides improving the performance and reliability of its systems and processes.     

Youth emancipation and perceived job insecurity of parents and children

We test whether job insecurity of parents and children affect children’s moving-out decisions. Macroeconomic estimates for 13 European countries over 1983–2004 show that coresidence increases by 1.7 percentage points (PP) following a 10 PP rise in the share of youths perceiving their job to be insecure and declines by 1.1 PP following the same increment in insecurity for older workers. Microeconometric evidence for Italy in the mid-1990s shows that the probability of moving out increases by about half a percentage point for a one-standard-deviation increase in paternal insecurity and by one-third of a percentage point for a one-standard-deviation decrease in children’s insecurity.     

Job satisfaction in the marine and estuarine fisheries of Guinea-Bissau

This paper examines aspects of job satisfaction among small-scale fishers in Guinea-Bissau, West Africa. The willingness of fishers to change métier or occupation is a central aspect of study, and gains relevance from the global degradation of marine environments. The author concludes that small-scale fishers are generally satisfied with the extent to which their and needs of self-realization and social life are met. They also express satisfaction with the state of the natural environment. However, fishers are less pleased with the fulfillment of basic needs and with the performance of fisheries managers.     

“Having a family is the new normal”: Parenting in neoliberal academia during the COVID-19 pandemic

The outbreak of the COVID-19 pandemic has made explicit the burden of care shouldered by academic mothers, in addition to juggling their scholarly commitments. Although discussions are abundant on the impact of caring responsibilities on the careers of women academics, neoliberal academia continues to minimize such struggles. Despite the disruptions to family routines caused by the health crisis, academic institutions have expected academic mothers and fathers to continue undertaking their professional responsibilities at the same level as before, disregarding their parenting demands. This paper contributes to the research on parenthood in academia by looking at how, throughout the pandemic, academic parents have negotiated the tensions between parenthood and academic demands, and by investigating the strategies they use to confront neoliberal culture of academic performativity, even amid the health crisis. The paper engages with the “space invaders” concept used by Puwar (2004) to analyze the “hypervisibility” of academic mothers' and fathers' “bodies out of place” during the pandemic, and to investigate their “renegade acts” against the uncaring attitudes of their institutions. Evidence is drawn from a qualitative study conducted during December 2020 and January 2021 among scholars affiliated to Portuguese academic institutions: 17 in-depth interviews conducted with women, and two mixed-gender focus groups. Our results research reveal how the experiences of academic mothers and fathers were not uniform during the pandemic. In addition, it shows how, despite their commitment to their academic responsibilities, these parents have crafted various resistance strategies to confront the institutional pressure to continue maintain their working routines, and instead positioning themselves as “more than just academics.”     

On the Evolution and Asymptotic Analysis of Open Markov Populations: Application to Consumption Credit

In this paper, we study, by means of randomized sampling, the long-run stability of some open Markov population fed with time-dependent Poisson inputs. We show that state probabilities within transient states converge—even when the overall expected population dimension increases without bound—under general conditions on the transition matrix and input intensities.

Following the convergence results, we obtain ML estimators for a particular sequence of input intensities, where the sequence of new arrivals is modeled by a sigmoidal function. These estimators allow for the forecast, by confidence intervals, of the evolution of the relative population structure in the transient states.

Applying these results to the study of a consumption credit portfolio, we estimate the implicit default rate.