Estimation for a first-order bifurcating autoregressive process with heavy-tail innovations

Asymptotics of an alternative extreme-value estimator for the autocorrelation parameter in a first-order bifurcating autoregressive (BAR) process with non-gaussian innovations are derived. This contrasts with traditional estimators whose asymptotic behavior depends on the central part of the innovation distribution. Within any BAR model, the main concern is addressing the complex dependency between generations. The inability of traditional methods to handle this dependency motivated an alternative procedure. With the combination of an extreme-value approach and a clever blocking argument, the dependency issue within the BAR process was resolved, which in turn allowed us to derive the limiting distribution for the proposed estimator through the use of regular variation and non-stationary point processes. Finally, the implications of our extreme-value approach are discussed with an extensive simulation study that not only assesses the reliability of our proposed estimate but also presents the findings for a new estimator of an unknown location parameter θ and its implications.     

Characteristics of a central change programme within a governmental bureaucracy: a grounded theory study

Purpose The purpose of the paper is to present a theory of organisational change within the setting of a governmental bureaucracy. Design/methodology/approach Orthodox grounded theory is employed in the setting of a change programme in 12 Audit departments of the Dutch Ministries (public-sector). Findings The examined organisational change has specific characteristics. The Dutch ‘ministerial autonomy’ and the clearly recognizable role types of the key figures involved have a strong impact on the change programme and the realisation of its goals. Research limitations/implications Findings are derived on the basis of a substantive case study of the change programme of the Dutch Departmental Audit function. The research sheds new light on characteristics related to the occupational group of Chartered Accountants and characteristics of a governmental bureaucracy and it helps to understand change programmes within this bureaucracy. Practical implications The grounded theoretical model draws attention to the impact of key figures and circumstances on a change programme within the central government. Originality/value The paper builds on theories of organisational change but applies them in the typical context of the Dutch civil service where ministerial autonomy, on the one hand, and a move in the direction of more centrally organised activities (concern idea), on the other, require a difficult balancing act of all players in the change arena.     

Activities of the U.S. Department of Health and Human Services

In this essay, Don Winstead and Ann McCormick describe HHS's efforts to improve existing data systems and create new ones to advance our understanding of "the condition of the low-income population before and after welfare reform." They confirm the seriousness of the problems that the other authors raise about various national, state, and local data sets, such as attrition and the inability to capture "the new variation in programs across the country." Their main sources of data are the SPD; the SIPP; and state-based administrative data on programs such as TANF, food stamps, and Medicaid.     

Adolescent Weblog Use: Risky or Protective?

Weblogs, or personal websites updated in time-based fashions, are common media used for expressing thoughts and networking socially online (Lenhart et al. in Teens and social media, Pew Internet and American Life Project, Washington, DC, 2007). This qualitative study describes the content of 100 adolescent weblog users’ communications through a risk and resilience framework. These users primarily utilized weblogs for community building, as most of their postings involved communications designed to foster and nurture relationships with peers via the weblog. The majority of the content posted involved the discussion of common prosocial behaviors, such as doing homework, hanging out with friends, or planning for events such as dances. A surprisingly small amount of weblog content included text about risk factors and related problem behaviors. Findings are described in relation to adolescent use of the Internet. Specific implications are drawn for social workers and other professionals involved in youth work.     

Follow-up of male pathological gamblers after treatment: The relationship of intellectual variables to relapse

Male pathological gamblers entering a comprehensive treatment program were followed-up for twelve months after treatment completion. Twelve month follow-up was obtained for 45 of the 66 patients entering treatment. Total abstinence was reported by 55% (n=25) of the patients located for twelve month follow-up. A relationship was found between abstinence at six month follow-up and selected subscales of the Wechsler Adult Intelligence Scale, performance scale. The implications of these findings for sub-typing gamblers are discussed.     

The importance of coping skill enhancement in the treatment of the pathological gambler

The importance of coping skill enhancement in the treatment of pathological gamblers is discussed. It is particularly critical to assess and enhance the coping skills of relapse prone gamblers who are marked by unusual degrees of impulsivity, high levels of negative affect and feelings of helplessness and hopelessness. A study of 1129 substance abusers, including 140 with serious gambling problems is reported. All were assessed to determine their repertoire of coping skills. The patients with serious gambling problems utilized significantly more avoidant and impulsive coping styles.     

The making of a hospital physician executive

Physicians are accustomed to having the "buck" stop with them in the clinical arena. Indeed, they resist any attempt to have it otherwise. Management has only recently come back into their consciousness as a career possibility. Management is the "buck" that now belongs to the enemy, represented by managed care, paperwork, and regulation. The thoughts in this article have grown from the author's experience over the past six years as a physician executive in a community hospital, a career that followed 25 years in clinical and anatomical pathology.     

Price Incentives and Coordination in a Two‐Product Decentralized Supply Chain

We investigate pricing incentives for competing retailers who distribute two variants of a manufacturer's product in a decentralized supply chain. Under a two‐dimensional Hotelling model, we derive decentralized retailers' prices for the products, and distortions in pricing when compared to centrally optimal prices. We show that price distortions decrease as consumers' travel cost between retailers increases, due to less intense competition. However, price distortions do not change monotonically in consumers' switching cost between products within stores. To fix decentralized retailers' price distortions, we construct a two‐part pricing contract that coordinates the supply chain. We show that the coordinating contract is Pareto‐improving and analyze increase in the supply chain profit under coordination.