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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.
The product partition model (PPM) is a well-established efficient statistical method for detecting multiple change points in time-evolving univariate data. In this article, we refine the PPM for the purpose of detecting multiple change points in correlated multivariate time-evolving data. Our model detects distributional changes in both the mean and covariance structures of multivariate Gaussian data by exploiting a smaller dimensional representation of correlated multiple time series. The utility of the proposed method is demonstrated through experiments on simulated and real datasets. 相似文献
4.
Drawing on detailed case studies of four large service sector organizations this paper finds little evidence of training provision that links skills development with incremental career progression. Past policies of ‘delayering’ have opened up a ‘gap’ in the job ladder and this has both increased the organizational costs of formal training and reduced the likelihood of informal on‐the‐job training being seen as the basis for promotion to the next level. Managers are thus faced with the challenge of how to establish a new set of premises upon which to strengthen the workforce's loyalty and commitment to the organization, in the context of problems of high staff turnover and low job satisfaction. What we find is a greater emphasis on certificated training provision. However, in the absence of a transparent career path employers rely on more intensive techniques of appraisal and selection of workers for a ‘winner‐takes‐all’ career path. Given the importance of skills acquisition as an important building block of the ‘learning society’, our findings suggest that policymakers in Britain cannot rely solely upon the employer to bridge the skill gap evident in large service sector organizations. 相似文献
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Recent educational reforms in England have given considerable responsibilities for the overall administration of schools to governing bodies largely comprised of lay people. The paper explores the knowledge of education possessed by lay governors. Issues considered include: the systematicity of that knowledge; its possible sources, and how gender, ethnicity and social class influence the knowledge held and used by governors. Also examined are the question of whether governors are always knowledgeable actors within the context of education and the implications of this for schools and democratic participation in their governance. Data is derived from a four year qualitative multi-site case study of ten school governing bodies in two English local education authorities undertaken by the authors between 1988 and 1992. 相似文献
8.
Kevin P. Scheibe Brian E. Mennecke Christopher W. Zobel 《Journal of Labor Research》2006,27(3):275-290
Outsourcing of IT functions has become a widespread corporate practice, which has naturally led to concerns among IT works about how this affects their jobs. The issue is complex, and many companies are bringing their IT functions back inhouse. In light of this complexity, what skills do IT workers need to be com-petitive? We address this question first by reviewing the literature and then by examining two corporate case studies that have dealt with outsourcing issues. Based on this view of outsourcing, we discuss the skills that can provide a com-petitive advantage in the current environment. 相似文献
9.
William R. Shadish Kevin Ragsdale Renita R. Glaser Linda M. Montgomery 《Journal of marital and family therapy》1995,21(4):345-360
This article reviews the major findings from a multiproject meta-analysis of the effects of marital and family therapy (MFT). Across 163 randomized trials, MFT demonstrates moderate, statistically significant, and often clinically significant effects. No orientation is yet demonstrably superior to any other, nor is MFT superior to individual therapy. Cost effectiveness information is scant in these 163 studies, but supportive. Randomized experiments yield very different answers from nonrandomized experimental studies of the effects of MFT, calling into question whether we should mix the two in reviews. We have also found several new differences in the ways that marital therapy (MT) and family therapy (FT) studies are conducted, making them harder to compare. Finally, important questions still exist about whether any psychotherapy, including MFT, yet has sufficient information about how well research generalizes to everyday clinical practice. 相似文献
10.
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