Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility

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.     

A simulation study of the nearest neighbour analysis method of papadakis

The relative performances of randomised block, balanced lattice squares and Papadakis nearest neighbour analyses were compared on two simulated fields whose soil heterogeneity profiles were generated, one with a few evenly spaced contours and the other with many unevenly spaced contours. Four levels of random error were generated to simulate different proportions of random error and soil heterogeneity. Dummy treatments, corresponding to 7 x 7 and 11 x 11 balanced lattice squares were applied to the fields. The results from simulated experiments showed an interaction of error mean square (EMS) between size of experiment (7 x 7, 11 x 11) and levels of soil heterogeneity in the lattice analyses, but no such interaction in the Papadakis analyses. The Papadakis EMS decreased as random error decreased but at a rate depending on the map andthe ratio of soil heterogeneity to random error.     

Harsh Parenting,Deviant Peers,Adolescent Risky Behavior: Understanding the Meditational Effect of Attitudes and Intentions

Although research supports the influence of parents and peers on adolescent risky behavior, less is known about mechanisms proposed to explain this relation. This study examined the influence of adolescent attitudes and intentions about such behaviors. Prospective, longitudinal data came from rural youth who participated throughout adolescence (n = 451). Observed harsh parenting and relationship with deviant peers was assessed in early adolescence, attitudes and intentions were measured during middle adolescence, and risky behavior was assessed in late adolescence. Results indicated that parenting and deviant peers was related to engagement in tobacco use, alcohol use, and risky sexual behaviors. Moreover, attitudes and intentions mediated this relationship even after parent use and adolescent early involvement in these behaviors were taken into account.     

Child Support Enforcement and Sexual Activity of Male Adolescents

Strong child support enforcement requires fathers to take financial responsibility for their children and may also encourage more responsible sexual behavior. Using the 1997 – 2001 waves of the 1997 National Longitudinal Survey of Youth (N = 4,272), this article examines the association between child support enforcement and the sexual activity of male adolescents. Stronger child support enforcement was associated with fewer sexual partners, less frequent sexual intercourse, and a higher likelihood of using contraceptive methods among adolescents who had had sexual intercourse in the 12 months preceding data collection. The effects of child support enforcement were particularly strong for non‐White adolescents and those living in high‐poverty areas. These findings suggest that strengthening child support enforcement may be associated with reductions in some aspects of male adolescents’ sexual activity.     

The Effects of Early Maternal Employment on Later Cognitive and Behavioral Outcomes

This article investigates the long‐term impact of early maternal employment on children's cognitive and behavioral outcomes. Non‐Hispanic White and African American children aged 3 to 4 in the 1986 National Longitudinal Survey of Youth were followed longitudinally to see whether the effects that prior studies found at age 3 to 4 persist into the school‐age years (ages 7 to 8) or whether those effects attenuate over time. The empirical results indicate that maternal employment in the 1st year of a child's life has significant negative effects on White children's cognitive outcomes. These effects persist to ages 7 or 8 for some children but not for others. We also found some negative effects of maternal employment in the 1st year on behavioral problems as assessed at age 7 or 8, but again these effects are found only for White children.     

The Impact of Complementary Agglomeration and Multi‐unit Systems on New Product Introduction

This study explores the relationship between organizational agglomeration and new product introduction. It proposes that product‐complementary agglomeration increases the likelihood of new product introduction, but that the effect on new product introduction is non‐linear. In addition, the influence of agglomeration on new product introduction is contingent on organizational form (i.e. multi‐unit form or independent form). Using longitudinal data for the hospital industry in Taiwan from 1997 to 2002, we found that the relationship between product‐complementary agglomeration and new product introduction is an upward trending hooked curve. As the degree of complementary agglomeration increases, the likelihood of introducing new products also increases, but the rate of increase diminishes with the degree of complementary agglomeration. In addition, we also found that the positive effect of product‐complementary agglomeration on new product introduction is stronger for independent firms than for multi‐unit firms.