Bootstrap union tests for unit roots in the presence of nonstationary volatility

We provide a joint treatment of three major issues that surround testing for a unit root in practice: uncertainty as to whether or not a linear deterministic trend is present in the data, uncertainty as to whether the initial condition of the process is (asymptotically) negligible or not, and the possible presence of nonstationary volatility in the data. Harvey, Leybourne and Taylor (2010, Journal of Econometrics, forthcoming) propose decision rules based on a four-way union of rejections of QD and OLS detrended tests, both with and without allowing for a linear trend, to deal with the first two problems. However, in the presence of nonstationary volatility these test statistics have limit distributions which depend on the form of the volatility process, making tests based on the standard asymptotic critical values invalid. We construct bootstrap versions of the four-way union of rejections test, which, by employing the wild bootstrap, are shown to be asymptotically valid in the presence of nonstationary volatility. These bootstrap union tests therefore allow for a joint treatment of all three of the aforementioned problems.Unit root; local trend; initial condition; asymptotic power; union of rejections decision rule; nonstationary volatility; wild bootstrap

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility

A number of recently published papers have focused on the problem of testing for a unit root in the case where the driving shocks may be unconditionally heteroskedastic. These papers have, however, assumed that the lag length in the unit root test regression is a deterministic function of the sample size, rather than data-determined, the latter being standard empirical practice. In this paper we investigate the finite sample impact of unconditional heteroskedasticity on conventional data-dependent methods of lag selection in augmented Dickey-Fuller type unit root test regressions and propose new lag selection criteria which allow for the presence of heteroskedasticity in the shocks. We show that standard lag selection methods show a tendency to over-fit the lag order under heteroskedasticity, which results in significant power losses in the (wild bootstrap implementation of the) augmented Dickey-Fuller tests under the alternative. The new lag selection criteria we propose are shown to avoid this problem yet deliver unit roots with almost identical finite sample size and power properties as the corresponding tests based on conventional lag selection methods when the shocks are homoskedastic

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility

A number of recent papers have focused on the problem of testing for a unit root in the case where the driving shocks may be unconditionally heteroskedastic. These papers have, however, taken the lag length in the unit root test regression to be a deterministic function of the sample size, rather than data-determined, the latter being standard empirical practice. We investigate the finite sample impact of unconditional heteroskedasticity on conventional data-dependent lag selection methods in augmented Dickey–Fuller type regressions and propose new lag selection criteria which allow for unconditional heteroskedasticity. Standard lag selection methods are shown to have a tendency to over-fit the lag order under heteroskedasticity, resulting in significant power losses in the (wild bootstrap implementation of the) augmented Dickey–Fuller tests under the alternative. The proposed new lag selection criteria are shown to avoid this problem yet deliver unit root tests with almost identical finite sample properties as the corresponding tests based on conventional lag selection when the shocks are homoskedastic

Conflict transformation and history teaching: social psychological theory and its contributions

The aim of this introductory chapter is to render intelligible how history teaching can be enriched with knowledge of social psychological theories that deal with the issue of conflict transformation and partcularly the notions of prejudice reduction and reconciliation. A major aim of history teaching is to engage students with historical texts, establish historical significance, identify continuity and change, analyse cause and consequence, take historical perspectives and understand the ethical dimensions of historical interpretations. Such teaching, enriched with social psychological theory, will enlarge the notion of historical literacy into a study of historical culture and historical consciousness in the classroom so that students become reflective of the role of collective memory and history teaching in processes of conflict transformation and understand the ways in which various forms of historical consciousness relate the past, present and future. This is what the editors of this volume call an interdisciplinary paradigm of transformative history teachin

The nation in context: how intergroup relations shape the discursive construction of identity continuity and discontinuity

The perceived collective continuity (PCC) of a national identity serves as a crucial source of stability and self‐esteem for group members. Recent work has explored the consequences of perceived continuity when the meaning of a nation’s past is seen in a negative light, and the challenges this brings for the negotiation of a positive identity in the present, signalling the potential value of perceived discontinuity The current paper extends this literature by examining the role of intergroup relations in the construction of both collective continuities and discontinuities. Through analysing the discursive management of national identity in nine focus groups in a post‐conflict context (Serbia, N = 67), we reveal how the tensions between continuity and discontinuity are embedded within a broader discussion of the nation’s relationship with relevant national outgroups across its history. The findings contribute to theoretical knowledge on the interlinking of national identity and PCC by illustrating the ways in which intergroup relations of the past shape the extent to which continuity is seen as desirable or undesirable. We argue that despite the psychological merits of collective continuity, discontinuity can become attractive and useful when there is limited space to challenge how a nation’s history is remembered and the valence given to the past. The paper concludes by offering an account of how social and political contexts can influence the nature, functions, and valence of PCC within national identities

Neighbourhood identity helps residents cope with residential diversification: contact in increasingly mixed neighbourhoods of Northern Ireland

Research on residential diversification has mainly focused on its negative impacts upon community cohesion and positive effects on intergroup relations. However, these analyses ignore how neighbourhood identity can shape the consequences of diversification among residents. Elsewhere, research using the Applied Social Identity Approach (ASIA) has demonstrated the potential for neighbourhood identity to provide social and psychological resources to cope with challenges. The current paper proposes a novel model whereby these ‘Social Cure’ processes can enable residents to cope with the specific challenges of diversification. We present two studies in support of this model, each from the increasingly religiously desegregated society of post-conflict Northern Ireland. Analysis of the 2012 ‘Northern Ireland Life and Times’ survey shows that across Northern Ireland, neighbourhood identity impacts positively upon both wellbeing and intergroup attitudes via a reduction in intergroup anxiety. A second custom-designed survey of residents in a newly-mixed area of Belfast shows that neighbourhood identification predicts increased wellbeing, reduced intergroup anxiety and reduced prejudice, independently of group norms and experiences of contact. For political psychologists, our evidence suggests a reformulation of the fundamental question of ‘what effects does residential mixing have on neighbourhoods?’ to ‘how can neighbourhood communities support residents to collectively cope with contact?’

Relationship between primary stroke center volume and time to endovascular thrombectomy in acute ischemic stroke

Background and purpose We investigated whether the annual volume of patients with acute ischemic stroke referred from a primary stroke center (PSC) for endovascular treatment (EVT) is associated with treatment times and functional outcome. Methods We used data from the Multicenter Randomized Clinical Trial of Endovascular Treatment for Acute Ischemic Stroke in the Netherlands (MR CLEAN) registry (2014-2017). We included patients with acute ischemic stroke of the anterior circulation who were transferred from a PSC to a comprehensive stroke center (CSC) for EVT. We examined the association between EVT referral volume of PSCs and treatment times and functional outcome using multivariable regression modeling. The main outcomes were time from arrival at the PSC to groin puncture (PSC-door-to-groin time), adjusted for estimated ambulance travel times, time from arrival at the CSC to groin puncture (CSC-door-to-groin time), and modified Rankin Scale (mRS) score at 90 days after stroke. Results Of the 3637 patients in the registry, 1541 patients (42%) from 65 PSCs were included. Mean age was 71 years (SD +/- 13.3), median National Institutes of Health Stroke Scale score was 16 (interquartile range [IQR]: 12-19), and median time from stroke onset to arrival at the PSC was 53 min (IQR: 38-90). Eighty-three percent had received intravenous thrombolysis. EVT referral volume was not associated with PSC-door-to-groin time (adjusted coefficient: -0.49 min/annual referral, 95% confidence interval [CI]: -1.27 to 0.29), CSC-door-to-groin time (adjusted coefficient: -0.34 min/annual referral, 95% CI: -0.69 to 0.01) or 90-day mRS score (adjusted common odds ratio: 0.99, 95% CI: 0.96-1.01). Conclusions In patients transferred from a PSC for EVT, higher PSC volumes do not seem to translate into better workflow metrics or patient outcome.Neuro Imaging Researc

Treatment of sporadic Burkitt lymphoma in adults, a retrospective comparison of four treatment regimens

Burkitt lymphoma is an aggressive B cell malignancy accounting for 1-2% of all adult lymphomas. Treatment with dose-intensive, multi-agent chemotherapy is effective but associated with considerable toxicity. In this observational study, we compared real-world efficacy, toxicity, and costs of four frequently employed treatment strategies for Burkitt lymphoma: the Lymphome Malins B (LMB), the Berlin-Frankfurt-Munster (BFM), the HOVON, and the CODOX-M/IVAC regimens. We collected data from 147 adult patients treated in eight referral centers. Following central Burkitt lymphoma, resulting in the following treatment groups: LMB 36 patients, BFM 19 patients, HOVON 29 patients, and CODOX-M/IVAC 21 patients (median age 39 years, range 1474; mean duration of follow-up 47 months). There was no significant difference between age, sex ratio, disease stage, or percentage HIV-positive patients between the treatment groups. Five-year progression-free survival (69%, p = 0.966) and 5-year overall survival (69%, p = 0.981) were comparable for all treatment groups. Treatment-related toxicity was also comparable with only hepatotoxicity seen more frequently in the CODOX/M-IVAC group (p = 0.004). Costs were determined by the number of rituximab gifts and the number of inpatients days. Overall, CODOX-M/IVAC had the most beneficial profile with regards to costs, treatment duration, and percentage of patients completing planned treatment. We conclude that the four treatment protocols for Burkitt lymphoma yield nearly identical results with regards to efficacy and safety but differ in treatment duration and costs. These differences may help guide future choice of treatment

Regaining In-Group Continuity in Times of Anxiety about the Group's Future : A Study on the Role of Collective Nostalgia Across 27 Countries

Collective nostalgia for the good old days of the country thrives across the world. However, little is known about the social psychological dynamics of this collective emotion across cultures. We predicted that collective nostalgia is triggered by collective angst as it helps people to restore a sense of in-group continuity via stronger in-group belonging and out-group rejection (in the form of opposition to immigrants). Based on a sample (N = 5,956) of individuals across 27 countries, the general pattern of results revealed that collective angst predicts collective nostalgia, which subsequently relates to stronger feelings of in-group continuity via in-group belonging (but not via out-group rejection). Collective nostalgia generally predicted opposition to immigrants, but this was subsequently not related to in-group continuity. © 2018 Hogrefe Publishing.Peer reviewe