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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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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
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Rose Marie Salazar‐Clemea 《The Career development quarterly》2002,50(3):246-256
The article's 1st section provides an overview of the historical development of career counseling in the Philippines from an economic‐political perspective. The 2nd section raises current challenges and concerns, highlighting the need for a career counseling model that would address, among other things, Filipinos' valued characteristics of close family ties and desire for economic progress. 相似文献
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Abstract In recent years, church burnings in the South have attracted a great deal of attention. Many commentators have charged that they are a product of strained race relations throughout the South, and particularly of severe racial tensions in Southern rural areas. In this study we evaluate these claims. We begin by mapping the spatial coordinates of recorded church burnings from 1990 to 1997, and find that church arsons indeed are concentrated in the South. Church burnings, however, are a more urban phenomenon than popular media accounts would suggest. Our analysis then explores the influence of contextual factors (population and locale, racial composition and inequality, so‐cioeconomic conditions, local religious ecology, and patterns of reported crime) on church burnings in counties located in the study region. Logistic regression models confirm that church arsons are most likely to occur in small metropolitan statistical areas (MSAs) and non‐MSA counties containing a city of at least 10,000 residents. Church burnings also are especially likely in counties with a higher percentage of black residents, a larger number of churches relative to the rest of the state, and a higher arson rate. We conclude by discussing the implications of these findings for future research and public policy. 相似文献