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排序方式: 共有101条查询结果,搜索用时 31 毫秒
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When prediction intervals are constructed using unobserved component models (UCM), problems can arise due to the possible existence of components that may or may not be conditionally heteroscedastic. Accurate coverage depends on correctly identifying the source of the heteroscedasticity. Different proposals for testing heteroscedasticity have been applied to UCM; however, in most cases, these procedures are unable to identify the heteroscedastic component correctly. The main issue is that test statistics are affected by the presence of serial correlation, causing the distribution of the statistic under conditional homoscedasticity to remain unknown. We propose a nonparametric statistic for testing heteroscedasticity based on the well-known Wilcoxon''s rank statistic. We study the asymptotic validation of the statistic and examine bootstrap procedures for approximating its finite sample distribution. Simulation results show an improvement in the size of the homoscedasticity tests and a power that is clearly comparable with the best alternative in the literature. We also apply the test on real inflation data. Looking for the presence of a conditionally heteroscedastic effect on the error terms, we arrive at conclusions that almost all cases are different than those given by the alternative test statistics presented in the literature. 相似文献
3.
Carlos F. Aylwin Carlos A. Toro Elizabeth Shirtcliff Alejandro Lomniczi 《Journal of research on adolescence》2019,29(1):54-79
The adolescent transition begins with the onset of puberty which, upstream in the brain, is initiated by the gonadotropin‐releasing hormone (GnRH) pulse generator that activates the release of peripheral sex hormones. Substantial research in human and animal models has revealed a myriad of cellular networks and heritable genes that control the GnRH pulse generator allowing the individual to begin the process of reproductive competence and sexual maturation. Here, we review the latest knowledge in neuroendocrine pubertal research with emphasis on genetic and epigenetic mechanisms underlying the pubertal transition. 相似文献
4.
Public Organization Review - This exploratory research aims to propose a conceptual definition of governance and to speculate on the state of governance in Latin America. Political instability,... 相似文献
5.
We examine the institutions that comprise the U.S. health system and their relationship to a surging immigrant population. The clash between the system and this human flow originates in the large number of immigrants who are unauthorized, poor, and uninsured and, hence, unable to access a system largely based on ability to pay. Basic concepts from sociological theory are brought to bear on the analysis of this clash and its consequences. Data from a recently completed study of health institutions in three areas of the United States are used as an empirical basis to illustrate various aspects of this complex relation. Implications of our results for theory and future health policy are discussed. 相似文献
6.
C. Delia Dvila Quintana Vanessa del Pino Gonzlez García Santiago Rodríguez Feijo Alejandro Rodríguez Caro 《Journal of Socio》2008,37(3):1119
Based on data from the Survey on Social Conditions in the Canary Islands of the Instituto Canario de Estadística, this study analyzes poverty in Canary households by island of residence, age, employment and the educational level of the main provider. In addition to accepted objective measures, we also estimate poverty using subjective methods, in which the poverty line is defined or obtained by the opinion of household members of their own level of poverty. 相似文献
7.
Ríos-Chelén Alejandro Ariel Cuatianquiz-Lima Cecilia Bautista Amando Martínez-Gómez Margarita 《Urban Ecosystems》2018,21(1):15-25
Urban Ecosystems - Vermilion flycatchers, a suboscine, sing songs with more elements in territories with higher urban noise levels. We tested the hypothesis that this pattern is achieved through... 相似文献
8.
Victor M. Guerrero Alejandro Islas-Camargo L. Leticia Ramirez-Ramirez 《统计学通讯:理论与方法》2017,46(13):6704-6726
This paper extends the univariate time series smoothing approach provided by penalized least squares to a multivariate setting, thus allowing for joint estimation of several time series trends. The theoretical results are valid for the general multivariate case, but particular emphasis is placed on the bivariate situation from an applied point of view. The proposal is based on a vector signal-plus-noise representation of the observed data that requires the first two sample moments and specifying only one smoothing constant. A measure of the amount of smoothness of an estimated trend is introduced so that an analyst can set in advance a desired percentage of smoothness to be achieved by the trend estimate. The required smoothing constant is determined by the chosen percentage of smoothness. Closed form expressions for the smoothed estimated vector and its variance-covariance matrix are derived from a straightforward application of generalized least squares, thus providing best linear unbiased estimates for the trends. A detailed algorithm applicable for estimating bivariate time series trends is also presented and justified. The theoretical results are supported by a simulation study and two real applications. One corresponds to Mexican and US macroeconomic data within the context of business cycle analysis, and the other one to environmental data pertaining to a monitored site in Scotland. 相似文献
9.
This study contributes to the ongoing debate about bilingual advantage and examines whether bilingual immigrant youths fare better, as well as, or worse academically than the matching group of monolinguals. Using data from Spain, where close to half of immigrants speak Spanish as their native language, we found no evidence of costs of bilingualism: bilingual youths did benefit from their linguistic skills. Their advantage, however, manifested itself not uniformly across discrete outcomes, but in a direct trajectory toward higher educational attainment. Bilingualism neutralized the possible negative effect of ethnic origins and extended the positive effect of high parental ambition. Implications for theory and practice are discussed. 相似文献
10.
Gustavo?Berganti?osEmail author Jordi?Massó Alejandro?Neme 《Social Choice and Welfare》2012,38(3):371-406
The division problem consists of allocating a given amount of a homogeneous and perfectly divisible good among a group of
agents with single-peaked preferences on the set of their potential shares. A rule proposes a vector of shares for each division
problem. The literature has implicitly assumed that agents will find acceptable any share they are assigned to. In this article
we consider the division problem when agents’ participation is voluntary. Each agent has an idiosyncratic interval of acceptable
shares where his preferences are single-peaked. A rule has to propose to each agent either to not participate or an acceptable
share because otherwise he would opt out and this would require to reassign some of the remaining agents’ shares. We study
a subclass of efficient and consistent rules and characterize extensions of the uniform rule that deal explicitly with agents’
voluntary participation. 相似文献