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Full-Text Articles in Social and Behavioral Sciences
Nonparametric Cointegrating Regression With Endogeneity And Long Memory, Qiying Wang, Peter C. B. Phillips
Nonparametric Cointegrating Regression With Endogeneity And Long Memory, Qiying Wang, Peter C. B. Phillips
Research Collection School Of Economics
This paper explores nonparametric estimation, inference, and specification testing in a nonlinear cointegrating regression model where the structural equation errors are serially dependent and where the regressor is endogenous and may be driven by long memory innovations. Generalizing earlier results of Wang and Phillips (2009a, b, Econometric Theory 25, 710-738, Econometrica 77, 1901-1948), the conventional nonparametric local level kernel estimator is shown to be consistent and asymptotically (mixed) normal in these cases, thereby opening up inference by conventional nonparametric methods to a wide class of potentially nonlinear cointegrated relations. New results on the consistency of parametric estimates in nonlinear cointegrating …
Unit Roots In Life: A Graduate Student Story, Peter C. B. Phillips
Unit Roots In Life: A Graduate Student Story, Peter C. B. Phillips
Research Collection School Of Economics
What follows is a graduate student story. It draws on the first part of the speech I gave that evening at the NZESG conference dinner. It mixes personal reflections with recollections of the extraordinary New Zealanders who shaped my thinking as a graduate student and beginning researcher-people who have had an enduring impact on my work and career as an econometrician. The story traces out these human initial conditions and unit roots that figure in my early life of teaching and research.
Talk Versus Work: Characteristics Of Developer Collaboration On The Jazz Platform, Subhajit Datta, Renuka Sindhgatta, Bikram Sengupta
Talk Versus Work: Characteristics Of Developer Collaboration On The Jazz Platform, Subhajit Datta, Renuka Sindhgatta, Bikram Sengupta
Research Collection School Of Computing and Information Systems
IBM's Jazz initiative offers a state-of-the-art collaborative development environment (CDE) facilitating developer interactions around interdependent units of work. In this paper, we analyze development data across two versions of a major IBM product developed on the Jazz platform, covering in total 19 months of development activity, including 17,000+ work items and 61,000+ comments made by more than 190 developers in 35 locations. By examining the relation between developer talk and work, we find evidence that developers maintain a reasonably high level of connectivity with peer developers with whom they share work dependencies, but the span of a developer's communication goes …
Revised Estimates Of Dimension And Exercise Variance Components In Assessment Center Postexercise Dimension Ratings, Charles E. Lance, Tracy A. Lambert, Amanda G. Gewin, Filip Lievens, James M. Conway
Revised Estimates Of Dimension And Exercise Variance Components In Assessment Center Postexercise Dimension Ratings, Charles E. Lance, Tracy A. Lambert, Amanda G. Gewin, Filip Lievens, James M. Conway
Research Collection Lee Kong Chian School Of Business
The authors reanalyzed assessment center (AC) multitrait-multimethod (MTMM) matrices containing correlations among postexercise dimension ratings (PEDRs) reported by F. Lievens and J. M. Conway (2001). Unlike F. Lievens and J. M. Conway, who used a correlated dimension-correlated uniqueness model, we used a different set of confirmatory-factor-analysis-based models (1-dimension-correlated Exercise and 1-dimension-correlated uniqueness models) to estimate dimension and exercise variance components in AC PEDRs. Results of reanalyses suggest that, consistent with previous narrative reviews, exercise variance components dominate over dimension variance components after all. Implications for AC construct validity and possible redirections of research on the validity of ACs are discussed.