Social and Behavioral Sciences Commons^™

Semiparametric Cointegrating Rank Selection, Xu Cheng, Peter C.B. Phillips

Cowles Foundation Discussion Papers

Some convenient limit properties of usual information criteria are given for cointegrating rank selection. Allowing for a nonparametric short memory component and using a reduced rank regression with only a single lag, standard information criteria are shown to be weakly consistent in the choice of cointegrating rank provided the penalty coefficient C n → ∞ and C n /n → 0 as n → ∞. The limit distribution of the AIC criterion, which is inconsistent, is also obtained. The analysis provides a general limit theory for semiparametric reduced rank regression under weakly dependent errors. The method does not require the …

Structural Nonparametric Cointegrating Regression, Qiying Wang, Peter C.B. Phillips

Cowles Foundation Discussion Papers

Nonparametric estimation of a structural cointegrating regression model is studied. As in the standard linear cointegrating regression model, the regressor and the dependent variable are jointly dependent and contemporaneously correlated. In nonparametric estimation problems, joint dependence is known to be a major complication that affects identification, induces bias in conventional kernel estimates, and frequently leads to ill-posed inverse problems. In functional cointegrating regressions where the regressor is an integrated time series, it is shown here that inverse and ill-posed inverse problems do not arise. Remarkably, nonparametric kernel estimation of a structural nonparametric cointegrating regression is consistent and the limit distribution …

Testing For Non-Nested Conditional Moment Restrictions Using Unconditional Empirical Likelihood, Taisuke Otsu, Myung Hwan Seo, Yoon-Jae Whang

Cowles Foundation Discussion Papers

We propose non-nested hypotheses tests for conditional moment restriction models based on the method of generalized empirical likelihood (GEL). By utilizing the implied GEL probabilities from a sequence of unconditional moment restrictions that contains equivalent information of the conditional moment restrictions, we construct Kolmogorov-Smirnov and Cramer-von Mises type moment encompassing tests. Advantages of our tests over Otsu and Whang’s (2007) tests are: (i) they are free from smoothing parameters, (ii) they can be applied to weakly dependent data, and (iii) they allow non-smooth moment functions. We derive the null distributions, validity of a bootstrap procedure, and local and global power …

Three Essays On Environmental Economics And International Trade, Patrick Mclaughlin

All Dissertations

ABSTRACT This dissertation addresses the broad topic of appropriate metrics, proxies, and estimation methods in environmental economics and international trade research, presented as three separate studies. The first, entitled, 'Something in the Water? Testing for Groundwater Quality Information in the Housing Market,' examines how informed real estate markets are with respect to groundwater quality by using a couple of different proxies for groundwater quality in a hedonic framework. This research topic has potentially suffered from imperfect proxies and incomplete information, which I test. In the second, entitled, 'Do Economic Integration Agreements Actually Work? Issues in Understanding the Causes and Consequences …

Emotional Intelligence: Comparisons Of Criterion-Related Validity Across Conceptual And Methodological Variants Of Measurement, Moira Hanna

All Dissertations

Emotional intelligence is a reasonably new construct that is little more than 15 years old within the research literature, but has existed in some form since the time of Darwin (Bar-On, Handley, & Fund, 2006). Although this concept has been around for quite some time, it has been conceptualized in a variety of ways. Therefore, the current study aimed to provide a clearer understanding of the construct and how to best measure emotional intelligence.
Using two samples of undergraduate students who were either currently employed or had been employed in the past we were able to test several hypotheses. More …

Nonlinearity And Temporal Dependence, Xiaohong Chen, Lars P. Hansen, Marine Carrasco

Cowles Foundation Discussion Papers

Nonlinearities in the drift and diffusion coefficients influence temporal dependence in diffusion models. We study this link using three measures of temporal dependence: rho-mixing, beta-mixing and alpha-mixing. Stationary diffusions that are rho-mixing have mixing coefficients that decay exponentially to zero. When they fail to be rho-mixing, they are still beta-mixing and alpha-mixing; but coefficient decay is slower than exponential. For such processes we find transformations of the Markov states that have finite variances but infinite spectral densities at frequency zero. The resulting spectral densities behave like those of stochastic processes with long memory. Finally we show how state-dependent, Poisson sampling …

Unit Root Model Selection, Peter C.B. Phillips

Cowles Foundation Discussion Papers

Some limit properties for information based model selection criteria are given in the context of unit root evaluation and various assumptions about initial conditions. Allowing for a nonparametric short memory component, standard information criteria are shown to be weakly consistent for a unit root provided the penalty coefficient C n → ∞ and C n /n → 0 as n → ∞. Strong consistency holds when C n /(log log n ) 3 → ∞ under conventional assumptions on initial conditions and under a slightly stronger condition when initial conditions are infinitely distant in the unit root model. The limit …

Local Limit Theory And Spurious Nonparametric Regression, Peter C.B. Phillips

Cowles Foundation Discussion Papers

A local limit theorem is proved for sample covariances of nonstationary time series and integrable functions of such time series that involve a bandwidth sequence. The resulting theory enables an asymptotic development of nonparametric regression with integrated or fractionally integrated processes that includes the important practical case of spurious regressions. Some local regression diagnostics are suggested for forensic analysis of such regresssions, including a local R² and a local Durbin Watson (DW) ratio, and their asymptotic behavior is investigated. The most immediate findings extend the earlier work on linear spurious regression (Phillips, 1986), showing that the key behavioral characteristics of …

Optimal Bandwidth Choice For Interval Estimation In Gmm Regression, Yixiao Sun, Peter C.B. Phillips

Cowles Foundation Discussion Papers

In time series regression with nonparametrically autocorrelated errors, it is now standard empirical practice to construct confidence intervals for regression coefficients on the basis of nonparametrically studentized t -statistics. The standard error used in the studentization is typically estimated by a kernel method that involves some smoothing process over the sample autocovariances. The underlying parameter ( M ) that controls this tuning process is a bandwidth or truncation lag and it plays a key role in the finite sample properties of tests and the actual coverage properties of the associated confidence intervals. The present paper develops a bandwidth choice rule …

Pareto Improving Taxes, John Geanakoplos, Heracles M. Polemarchakis

Cowles Foundation Discussion Papers

We show that in almost every economy with separable externalities, every competitive equilibrium can be Pareto improved by a package of anonymous commodity taxes that causes prices to adjust and markets to reclear at different levels of individual consumption. This constrained suboptimality of competitive allocations might provide a rationale for economic policy in economies with externalities. It shows that policy makers should look for good tax packages that help everybody, rather than thinking taxes must inevitably be bad for some lobby that will oppose them.

Overlapping Generations Models Of General Equilibrium, John Geanakoplos

Cowles Foundation Discussion Papers

The OLG model of Allais and Samuelson retains the methodological assumptions of agent optimization and market clearing from the Arrow-Debreu model, yet its equilibrium set has different properties: Pareto inefficiency, indeterminacy, positive valuation of money, and a golden rule equilibrium in which the rate of interest is equal to population growth (independent of impatience). These properties are shown to derive not from market incompleteness, but from lack of market clearing “at infinity;” they can be eliminated with land or uniform impatience. The OLG model is used to analyze bubbles, social security, demographic effects on stock returns, the foundations of monetary …

A Juxtaposition Of Current Federal Campaign Finance And Lobbying Law, Elizabeth Weiner

Honors Capstones

No abstract provided.

The Power Of Language: In Politics, Genocide, And Politicide, Heather Rademacher

Honors Capstones

No abstract provided.

An Innovative Treatment Approach For Children With Anxiety Disorders And Medically Unexplained Somatic Complaints, Laura C. Reigada, Paige H. Fisher, Cynthia Cutler, Carrie Masia

Department of Psychology Faculty Scholarship and Creative Works

Anxiety disorders in children and adolescents are largely undetected and the majority of youth do not receive services. Given the deleterious consequences of anxiety disorders, early identification and intervention have public health implications. In order to increase identification and treatment of anxious youth, expansion to nonpsychiatric settings (i.e., pediatric medical settings, schools) is necessary. Pediatric medical offices represent ideal settings for detection and intervention for several reasons: (1) access to large numbers of children, (2) high prevalence of unrecognized anxiety disorders in medical settings, and (3) an association between anxiety disorders and medically unexplained somatic symptoms. This paper describes a …

Confidence Intervals For The Squared Multiple Semipartial Correlation Coefficient, James Algina, H. J. Keselman, Randall D. Penfield

Journal of Modern Applied Statistical Methods

The squared multiple semipartial correlation coefficient is the increase in the squared multiple correlation coefficient that occurs when two or more predictors are added to a multiple regression model. Coverage probability was investigated for two variations of each of three methods for setting confidence intervals for the population squared multiple semipartial correlation coefficient. Results indicated that the procedure that provides coverage probability in the [.925, .975] interval for a 95% confidence interval depends primarily on the number of added predictors. Guidelines for selecting a procedure are presented.

On A Test Of Independence Via Quantiles That Is Sensitive To Curvature, Rand R. Wilcox

Journal of Modern Applied Statistical Methods

Let (Y_i ,X_i ) , i =1,..., n , be a random sample from some p+1 variate distribution where X_i is a vector having length p. Many methods for testing the hypothesis that Y is independent of X are relatively insensitive to a broad class of departures from independence. Power improvements focus on the median of Y or some other quantile and test the hypothesis that the regression surface is a horizontal plane versus some unknown form. A wild bootstrap method (Stute et al. 1998) can be used based on quantiles, but with small or moderate sample …

A Monte Carlo Power Analysis Of Traditional Repeated Measures And Hierarchical Multivariate Linear Models In Longitudinal Data Analysis, Hua Fang, Gordon P. Brooks, Maria L. Rizzo, Kimberly A. Espy, Robert S. Barcikowski

Journal of Modern Applied Statistical Methods

The power properties of traditional repeated measures and hierarchical linear models have not been clearly determined in the balanced design for longitudinal studies in the current literature. A Monte Carlo power analysis of traditional repeated measures and hierarchical multivariate linear models are presented under three variance-covariance structures. Results suggest that traditional repeated measures have higher power than hierarchical linear models for main effects, but lower power for interaction effects. Significant power differences are also exhibited when power is compared across different covariance structures. Results also supplement more comprehensive empirical indexes for estimating model precision via bootstrap estimates and the approximate …

Estimating How Many Observations Are Needed To Obtain A Required Level Of Reliability, David A. Walker

Journal of Modern Applied Statistical Methods

This article provides a detailed table containing estimations of how many observations are needed to obtain an increased reliability coefficient for situations such as observational data collection in the classroom. A SPSS program is provided for users to analyze situations where an initial reliability value is obtained and the user wants to determine how many more observations are needed to reach a required level of reliability.

Tests For Independence In Two-Way Contingency Tables With Small Samples, Stephen Sharp

Journal of Modern Applied Statistical Methods

When testing the null hypothesis of independence in a two-way contingency table, the likelihood ratio test statistic is approximately distributed as Chi-squared d for large sample sizes (N) but may not be for small samples. This paper presents expressions which match the mean of the statistic to Chi-squared d as far as N⁻¹ and N⁻², derives a method of estimating the expressions from observed data and evaluates them using Monte Carlo simulations. It is concluded that using appropriate dividing factors, rejection rates after matching are more accurate than for either the unadjusted likelihood ratio statistic …

Utility Of Weights For Weighted Kappa As A Measure Of Interrater Agreement On Ordinal Scale, Moonseong Heo

Journal of Modern Applied Statistical Methods

Kappa statistics, unweighted or weighted, are widely used for assessing interrater agreement. The weights of the weighted kappa statistics in particular are defined in terms of absolute and squared distances in ratings between raters. It is proposed that those weights can be used for assessment of interrater agreements. A closed form expectations and variances of the agreement statistics referred to as AI₁ and AI₂, functions of absolute and squared distances in ratings between two raters, respectively, are obtained. AI₁ and AI₂ are compared with the weighted and unweighted kappa statistics in …

Robustness Of Some Estimators Of Linear Model With Autocorrelated Error Terms When Stochastic Regressors Are Normally Distributed, Kayode Ayinde, J. O. Olaomi

Journal of Modern Applied Statistical Methods

Performances of estimators of the linear model under different level of autocorrelation (ρ) are known to be affected by different specifications of regressors. The robustness of some methods of parameter estimation of linear model to autocorrelation are examined when stochastic regressors are normally distributed. Monte Carlo experiments were conducted at both low and high replications. Comparison and preference of estimator(s) are based on their performances via bias, absolute bias, variance and more importantly the mean squared error of the estimated parameters of the model. Results show that the performances of the estimators improve with increased replication. In estimating …

Jacques Salomon Hadamard And The Use Of Symbols In Teaching Differential Calculus, Daniel S. Drucker, Claude Schochet, John Cuzzocrea, Shlomo Sawilowsky

Journal of Modern Applied Statistical Methods

Scripta Universitatis, edited by Albert Einstein and first published in 1923, played a significant role in the establishment of Hebrew University in Jerusalem. Articles appeared on the left half of the journal in the author’s chosen language and they were translated into Hebrew on the right half. The inaugural issue contained an article by the French mathematician Jacques Hadamard (8 December 1865 – 17 October 1963). Y. Wolfson of Kharkov translated it into Hebrew. An English translation is presented here, along with scans of the original first pages that were published in French and Hebrew. Documents pertaining to the …

Summertime, Summertime, Susan E. Murray

Lake Union Herald

No abstract provided.

What's In A Name? A Gen Xer And Gen Yer Explore What It Means To Be Members Of Their Generations In The Workplace, Lauren M. Collins, Elizabeth A. Yates

Law Faculty Articles and Essays

In the NextGen Librarian's Survival Guide by Rachel Singer Gordon, the author cites several reasons this time is different than times before in librarianship. Those that are most relevant to law librarianship include:

• Flattening workplace hierarchies and participative management increase the input of newer librarians in workplace decision making

• New technologies require changing skills that affect attitudes toward the integration of those technologies into our daily work

• Outside pressures, such as the prevalence of the Internet, impose a need for librarians to continually prove our relevance and improve relations with younger patrons

• The much talked about …

R U Online? Virtual Reference In The Age Of Instant Messaging, Tracy Bicknell-Holmes

University of Nebraska-Lincoln Libraries: Presentations

No abstract provided.

Swimming In The Shallows: Drowning The Standard Conventions Of Directing, Debra A. Berger

Theses and Dissertations

This thesis explores the challenges I encountered while directing Adam Bock’s play Swimming in the Shallows. Specifically, this thesis addresses staging issues that stem from the problematic conventions required by Bock’s specific instructions regarding any mounting of the play. In particular, Bock suggests an abandonment of some traditional conventions in the fundamentals of directing, particularly the creation of three- dimensional picturization for the use of stage depth. In Bock’s staging notes, he proposes that contrary to fundamental principles: The action should be pressed flat. Like a screen. The actors’ physical work should be vertical and horizontal rather than three-dimensionally horizontal. …

“‘Why Does Google Scholar Sometimes Ask For Money?’ Leveraging The Economics Of Information And Scholarly Communication Processes To Enrich Instruction.”, Scott A. Warren, Kim Duckett

Librarian Publications

Librarians at North Carolina State University have developed useful techniques for enhancing information literacy instruction through the systematic incorporation of concepts pertaining to scholarly communication and the economics surrounding information. This presentation describes ways to leveraging such concepts as the Deep Web, Google Scholar, the nature of scholarly communication, and the inflated costs of journal subscriptions to contextualize hands-on instruction in the use of library resources. Assessment data from open-ended quizzes and surveys positively reflects students’ attitudes towards this instruction and exposes the impact of such instruction on student understanding about how research is made available on the Web.

Opening The Aperture: Examining Images Of War In The Press, Jeffrey Albanese

Senior Honors Projects

A number of policymakers have attributed America’s defeat in Vietnam, the first “television war,” to a collapse of public support caused by nightly news coverage of combat with associated iconic photographs and moving images. The assumptions underlying this opinion are that photographs and video footage of war have an inherent pacifistic bias, that the emotional impact of visual images can override reason, and that powerful images can drive or overturn foreign policy. This has led subsequent administrations to increase their control over the media’s coverage of war. During the Vietnam War, the press was relatively uncensored. As a response to …

Examining Sport Management Programs In The United States, D. Floyd Jones, Dana D. Brooks, Jennifer Y. Mak

Management Faculty Research

Analysis of sport management programs is important for potential students as well as for the future development of sport management as an academic discipline. The historical evolution of sport management programs in the United States moved from the physical education model to a more business-oriented curriculum. Given this historical development, debate exists among sport management professionals regarding administrative housing of current and future sport management programs. The purposes of this study were to: (1) Provide an overview of the development of U.S. sport management programs, (2) Provide a snapshot of sport management programs including admissions requirements and faculty profiles, and …

Aids Art: Activism On Canvas, Lucy Sumners

Senior Honors Projects

Protest art is all around us. Whether we realize it or not, we are influenced by the political, social, or cultural messages that are within the artworks. I have always been interested in the effects of disease on a population and disease has had an effect on artists and the artworks that they produce throughout the ages. Today, AIDS has affected almost every single person on this planet and is a topic that enters political debates, affects the social constructs of society and carries many negative cultural connotations. AIDS first stormed through the United States in the early 1980s affecting …