Open Access. Powered by Scholars. Published by Universities.®
- Keyword
- Publication
- Publication Type
Articles 1 - 4 of 4
Full-Text Articles in Statistical Methodology
Obtaining Critical Values For Test Of Markov Regime Switching, Douglas G. Steigerwald, Valerie Bostwick
Obtaining Critical Values For Test Of Markov Regime Switching, Douglas G. Steigerwald, Valerie Bostwick
Douglas G. Steigerwald
For Markov regime-switching models, testing for the possible presence of more than one regime requires the use of a non-standard test statistic. Carter and Steigerwald (forthcoming, Journal of Econometric Methods) derive in detail the analytic steps needed to implement the test ofMarkov regime-switching proposed by Cho and White (2007, Econometrica). We summarize the implementation steps and address the computational issues that arise. A new command to compute regime-switching critical values, rscv, is introduced and presented in the context of empirical research.
Quest For Continuous Improvement: Gathering Feedback And Data Through Multiple Methods To Evaluate And Improve A Library’S Discovery Tool, Jeanne M. Brown
Quest For Continuous Improvement: Gathering Feedback And Data Through Multiple Methods To Evaluate And Improve A Library’S Discovery Tool, Jeanne M. Brown
Library Faculty Presentations
Summon at UNLV
- Implemented fall 2011: a web-scale discovery tool
- Expectations for Summon
- Continuous Summon Improvement (CSI)Group
The environment
- User changes
- Library changes
- Vendor changes
- Product changes
- Complex information environment
- Change + complexity = need to assess using multiple streams of feedback
Adventures In Library Salary Surveys, Scott L. Schaffer
Adventures In Library Salary Surveys, Scott L. Schaffer
UVM Libraries Conference Day
Salary surveys are an important tool for the library community and the administrators and boards responsible for the oversight of libraries. However, such assessments must be constructed and analyzed with great care. The Vermont Library Association Personnel Committee has conducted three salary surveys over the past several years, one focusing on academic libraries and two on public libraries. Significant issues have included confidentiality, participation rate, definitions, length and difficulty of questions, collection of data, and representativeness. Suggestions and lessons learned will be shared.
Testing For Regime Swtiching: A Comment, Douglas Steigerwald, Andrew Carter
Testing For Regime Swtiching: A Comment, Douglas Steigerwald, Andrew Carter
Douglas G. Steigerwald
An autoregressive model with Markov-regime switching is analyzed that reflects on the properties of the quasi-likelihood ratio test developed by Cho and White (2007). For such a model, we show that consistency of the quasi-maximum likelihood estimator for the population parameter values, on which consistency of the test is based, does not hold. We describe a condition that ensures consistency of the estimator and discuss the consistency of the test in the absence of consistency of the estimator.