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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.
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
4.
5.
THE LIMIT OF THE DISCURSIVE: A Critique of the Radical Constructionist Approach to Family Experience
Wing‐Chung Ho 《The Sociological quarterly》2012,53(3):321-340
To date, the postmodernist approach to family experience which considers the actor's use of discourse rather than external sociocultural forces as primordial in constituting domestic reality has become an intellectual stream which sociologists can hardly ignore. Using the Gubrium–Holstein model as an exemplar for a “more sophisticated” postmodernist approach to constructing family experience, this article attempts to outline a critique of radical constructionism which overemphasizes the discourse of actors as artfully producing reality as featured in the notions of “doing things with words” and “talking reality into being.” The critique is mainly based on the works of Schutz and Garfinkel, of which Gubrium and Holstein claim their own model share “abiding concern,” and is further supplemented by the work of Bourdieu. This article carries a commitment to rebuking the postmodernist emphasis on the discursive by highlighting that the prepredicative structure of the lifeworld—which is nondiscursive in nature—constitutes the primordial, albeit insufficient, basis of the nomos pertaining to experience as constituted. 相似文献
6.
In analyzing data from unreplicated factorial designs, the half-normal probability plot is commonly used to screen for the ‘vital few’ effects. Recently, many formal methods have been proposed to overcome the subjectivity of this plot. Lawson (1998) (hereafter denoted as LGB) suggested a hybrid method based on the half-normal probability plot, which is a blend of Lenth (1989) and Loh (1992) method. The method consists of fitting a simple least squares line to the inliers, which are determined by the Lenth method. The effects exceeding the prediction limits based on the fitted line are candidates for the vital few effects. To improve the accuracy of partitioning the effects into inliers and outliers, we propose a modified LGB method (hereafter denoted as the Mod_LGB method), in which more outliers can be classified by using both the Carling’s modification of the box plot (Carling, 2000) and Lenth method. If no outlier exists or there is a wide range in the inliers as determined by the Lenth method, more outliers can be found by the Carling method. A simulation study is conducted in unreplicated designs with the number of active effects ranging from 1 to 6 to compare the efficiency of the Lenth method, original LGB methods, and the proposed modified version of the LGB method. 相似文献
7.
In electronics Fabs such as semiconductor Fabs and liquid crystal display (LCD) Fabs, which are capital-intensive, finite-capacity planning is critical to achieving full-capacity production and on-time production. However, existing finite-capacity planning methods do not adequately reflect the actual capacity profiles of an electronics Fab. In this paper, we propose a new Fab-level capacity-filtering procedure to generate finite-capacity plan: a backward capacity-filtering procedure for generating finite-capacity release plan. When developing the Fab-level filtering procedures, we use stage-level capacity-filtering algorithms as a key building block. In this study, we enhance the previous capacity-filtering algorithms proposed by one of the authors in order to facilitate the practical requirements of electronics Fabs. We apply the proposed capacity-filtering method to a modern LCD–TFT Fab in Korea. Performance analyses demonstrate that the proposed method is superior to existing methods. 相似文献
8.
Jae‐jin Yang Hey Sung Kim Seong Eun Choi Lanhee Ryu Young Jun Choi 《Asian Social Work and Policy Review》2020,14(1):11-21
Outsourcing has been a key policy tool for delivering a range of social services, and regarded as more effective than insourcing or direct government provision. At the same time, it has also caused many delivery issues such as principal‐agent problems, a lack of policy coordination, and poor‐quality welfare services. While the pendulum continues to swing between insourcing and outsourcing, we aim to propose a new public–private partnership model called the “hybrid insourcing model” and examine which factors influence the performance of the model. In South Korea, around 2010, the local government in Namyangju City was the first to implement the “Hope Care Center model,” a kind of hybrid insourcing model, which has been praised for its innovation and widely emulated by central and local governments. Our analysis utilizes data collected between December 2017 and January 2018 from public sector employees and civilian staff in Namyangju and a comparable city, A. From this, we draw a number of implications, both for theory and for policy. We argue that, for public–private partnerships, active cooperation and equality are the biggest factors in contributing to positive performance. These work alongside leaders with a clear vision and with employees' positive attitude. 相似文献
9.
10.
Predictive factors of acculturation attitudes and social support among Asian immigrants in the USA 总被引:1,自引:0,他引:1
This study examines acculturation attitude and its relation to social support among Asian immigrants. The data were collected from 242 Korean, Indian and Filipino immigrants in the USA using the Acculturation Attitude Scale and the Social Support Index. Findings showed that Koreans had a less positive attitude toward acculturation than did Indian and Filipino participants. Acculturation attitude was positively correlated with educational level and English fluency. This study also found a negative correlation between acculturation attitude and social support. Social support from friends and English fluency were identified as significant predictor variables in determining the level of acculturation attitude. These findings not only contribute to social work education and practice, but also increase cultural sensitivity and awareness in working with these populations. 相似文献