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Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility 下载免费PDF全文
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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Christina Marie Chica 《Sociology Compass》2021,15(8):e12911
I call for a globally informed sociology of comparative placemaking that integrates historical and contemporary processes and includes the ephemeral, institutional, and personal. By placemaking, I am referring to the explicit or tacit cooperation among people to create, maintain, and give meaning to places in space through bodily occupation given differential resources and constraints. I review select place, space, and community-based literature about urban, Black, migrant, LGBTQ, and international populations to think about how we can build upon and integrate multiple theoretical, methodological, and epistemological insights to form an explicit placemaking research agenda. A US focus on neighborhoods contrasts with a comparative examination of global urban networks, social polarization, and transformation of the built environment in the interdisciplinary field of global urban studies (Ren, 2018). I argue for a placemaking research agenda that bridges insight from US Urban Sociology with Global Urban Studies to consider how various structures and actors constrain and facilitate place projects. With a globally reaching and comparatively informed sociology of placemaking, we can illuminate our multi-structured story of place and agency in context. We can answer questions about how and why we co-create and are simultaneously disciplined by the process of creation. 相似文献
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We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical probability-generating function computed from the observations. Special emphasis is given to the popular models of integer autoregression and Poisson autoregression. The asymptotic properties of the proposed test statistics are studied under the null hypothesis as well as under alternatives. A Monte Carlo power study on bootstrap versions of the new methods is included as well as real-data examples. 相似文献
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Edmund Chattoe‐Brown 《Revue canadienne de sociologie》2020,57(2):286-304
This article considers the implications of an approach to computer simulation called agent‐based modeling for process‐oriented analysis. It argues that many theoretical and methodological debates found in the latter field can be effectively advanced by the former. The argument is presented and then extended using a ubiquitous agent‐based model proposed to improve understanding of ethnic residential segregation. The argument has three strands. The first is that theoretical and methodological debates are unlikely to progress unless they can be “cashed out” empirically. The second is that agent‐based modeling (and its distinctive methodology) has capabilities to do this that existing research methods lack and, in fact, that agent‐based models are a natural way to represent “social process” as apparently conceived by process‐oriented analysis. The third is that possibilities exist for productive synthesis between agent‐based modeling and process‐oriented analysis with the former clarifying, instantiating, and perhaps even testing notions of process developed by the latter. 相似文献
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Christopher Chase‐Dunn Peter Grimes Eugene N. Anderson 《Revue canadienne de sociologie》2019,56(4):529-555
An understanding of the current right‐wing national and transnational social movements can benefit from comparing them to the global and national conditions operating during their last appearance in the first half of the twentieth century and by carefully comparing twentieth‐century fascism with the neofascist and right‐wing populist movements that have been emerging in the twenty‐first century. This allows us to assess the similarities and differences, and to gain insights about what could be the consequences of the reemergence of populist nationalism and fascist movements. Our study uses the comparative evolutionary world‐systems perspective to study the Global Right from 1800 to the present. We see fascism as a form of capitalism that emerges when the capitalist project is in crisis. World historical waves of right‐wing populism and fascism are caused by the cycles of globalization and deglobalization, the rise and fall of hegemonic core powers, long business cycles (the Kondratieff wave), and interactions with both Centrist Liberalism and the Global Left. We consider how crises of the global capitalist system have produced right‐wing backlashes in the past, and how a future terminal crisis of capitalism could lead to a reemergence of a new form of authoritarian global governance or a reorganized global democracy in the future. 相似文献