Local asymptotic normality for long-memory process with strong mixing noises

Abstract

We will establish the local asymptotic normality (LAN) for fractional autoregressive long memory model in the case of strong mixing noises. This opens the way in future work to construct an adaptive estimator and construct optimal tests for the parameters. To check the feasibility and validity of our theoretical results a simulations study is considered.     

Ideas in Action: Teaching Qualitative Analytic Methods in Social Work Research through the Analysis of Song Lyrics

This article describes the innovative use of a pop culture source-song lyrics to augment the teaching of qualitative methods in social work research. The use of pop culture sources as learning tools in the MSW curriculum has the potential to enhance the learning experience for students. These techniques have not been applied in the content of MSW research classes. This approach could be advantageous over other typical data sources because it is more accessible to students while also being reflective of a collective identity of people in society. Future work should assess student and educator responses to this pedagogical approach.     

R-squared and prediction in regression with ordered quantitative response

This paper is concerned with the use of regression methods to predict values of a response variable when that variable is naturally ordered. An application to the prediction of student examination performance is provided and it is argued that, although individual scores are unlikely to be well predicted at the extremes of the range using the conditional mean, conditional on covariates, it is possible to usefully predict where an individual is likely to feature in the rank order of performance.     

Community Cleavages: Gay and Bisexual Men’s Perceptions of Gay and Mainstream Community Acceptance in the Post-AIDS,Post-Rights Era

Changes in gay and bisexual men’s connectedness to the gay community are related to the declining public visibility of HIV/AIDS and greater acceptance for homosexuality and bisexuality in mainstream society. Little work, however, has focused on perceived acceptance for subgroups within the gay community or broader society. Using interviews (n = 20) and a survey (n = 202) of gay and bisexual men in a mid-sized Canadian city, we find perceived hierarchies of acceptance for the various subgroups as well as an age effect wherein middle-aged men perceive the least acceptance for all groups. These differences are linked with the uneven impact of social, political, and institutional changes relevant to gay and bisexual men in Canada.     

Poverty and disability in Eastern and Western Cape Provinces,South Africa

The impact of disability on the living conditions of people living in specifically resource‐poor areas in South Africa has not previously been addressed. This paper presents a comparison of people with a disability and their non‐disabled peers with respect to some key poverty indicators among a sample of Xhosa speaking individuals in resource‐poor areas of Eastern and Western Cape Provinces. A questionnaire on the level of living conditions (household composition and socio‐economic characteristics) and a detailed disability questionnaire that captured more specific details of the disability experience of the individual with a disability were adapted to the South African context and utilised. Despite the improved situation of households with a disabled family member in terms of financial resources (due primarily to the allocation of disability grants), other measures of poverty (education and employment) remain divisive for those with disabilities.     

Estimation in conditional first order autoregression with discrete support

We consider estimation in the class of first order conditional linear autoregressive models with discrete support that are routinely used to model time series of counts. Various groups of estimators proposed in the literature are discussed: moment-based estimators; regression-based estimators; and likelihood-based estimators. Some of these have been used previously and others not. In particular, we address the performance of new types of generalized method of moments estimators and propose an exact maximum likelihood procedure valid for a Poisson marginal model using backcasting. The small sample properties of all estimators are comprehensively analyzed using simulation. Three situations are considered using data generated with: a fixed autoregressive parameter and equidispersed Poisson innovations; negative binomial innovations; and, additionally, a random autoregressive coefficient. The first set of experiments indicates that bias correction methods, not hitherto used in this context to our knowledge, are some-times needed and that likelihood-based estimators, as might be expected, perform well. The second two scenarios are representative of overdispersion. Methods designed specifically for the Poisson context now perform uniformly badly, but simple, bias-corrected, Yule-Walker and least squares estimators perform well in all cases.     

Diagnostics for the diagnostics

Abstract

This paper examines the tendency towards income convergence among China's main provinces during the two periods: the pre‐reform period 1953–1977 and the reform period 1978–1997 using the framework of the Solow growth model. The panel data method accounts for not only province‐specific initial technology level but also the heterogeneity of the technological progress rate between the fast‐growing coastal and interior provinces. Estimation problems of weak instruments and endogeneity are addressed by the use of a system generalized method of moments (GMM) estimator. The main empirical finding is that there is a system‐wide income divergence during the reform period because the coastal provinces do not share a common technology progress rate with the interior provinces.