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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
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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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Ce Shen Jessica Johnson Zhenhe Chi John B. Williamson 《International social security review》2020,73(2):3-26
China’s pension reform during the past three decades has allowed a majority of China’s population to be covered by a pension scheme. Of particular note has been the New Rural Pension Scheme (NRPS), a voluntary programme introduced starting in 2009. One goal of our analysis is to assess that pension scheme, using a variety of sources of information including data drawn from recent (2013 and 2015) nationwide China Health and Retirement Longitudinal Surveys (CHARLS). Our analysis involves an exploration of differences between the generosity and structure of the NRPS and other pension schemes currently in place. We also explore the feasibility of reforming the current “quasi-social pension” component of the NRPS by substituting a universal non-contributory social pension pillar. In connection with our assessment of the NRPS, we note the unusually low benefit levels for rural China. 相似文献
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Witkower Zachary Tracy Jessica L. Pun Anthea Baron Andrew S. 《Journal of Nonverbal Behavior》2021,45(4):505-518
Journal of Nonverbal Behavior - Past research has demonstrated that children understand distinct emotion concepts and can accurately recognize facial expressions of distinct emotions by a young... 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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