The indicators of pupil opinion and teacher interactivity for inquiry-based science teaching

In order to establish those practices which underpin a science teaching performance that combines pupil enthusiasm and creative classrooms, it will be necessary to uncover evidence of inquiry-based learning experiences in science that can provide a warrant for theory and practice that will assist new science teachers in recognising and developing opportunities for investigative activity. Remaining aware, however, of the recurring theme in contemporary educational research which suggests that learning to teach has an important affective dimension associated with developing relationships and the formation of a teaching identity – a model of development which thus transcends atheoretical checklists of professional standards or pedagogical steps – the nature of that evidence will necessarily be in the area of the formative development of new teachers’ professional knowledge and understanding

Becoming an effective science teacher at the Department of Curricular Studies, University of Strathclyde

In an article for the International section, Allan Blake, Colin Smith and Jim McNally from Strathclyde report on the start of a very important EU-funded project, involving 15 countries, which looks at how ‘inquiry-based science’ can be promoted in science teaching and the significance for teacher education. In their view, inquiry-based science is more about open-endedness and uncertainty of outcome than routine (prescribed) practical work. STE will keep track of this important project and we will report on its progress and outcomes in future issues

Factorization of completely bounded bilinear operators and injectivity

We characterize injectivity of von Neumann algebras in terms of factoring bilinear maps as products of linear maps.Comment: 32 pages. See also http://www.math.tamu.edu/~roger.smith/ preprints.htm

Testing the Power of Leading Indicators to Predict Business Cycle Phase Changes

In the business cycle literature researchers often want to determine the extent to which models of the business cycle reproduce broad characteristics of the real world business cycle they purport to represent. Of considerable interest is whether a model’s implied cycle chronology is consistent with the actual business cycle chronology. In the US, a very widely accepted business cycle chronology is that compiled by the National Bureau of Economic research (NBER) and the vast majority of US business cycle scholars have, for many years, proceeded to test their models for their consistency with the NBER dates. In doing this, one of the most prevalent metrics in use since its introduction into the business cycle literature by Diebold and Rudebusch (1989) is the so-called quadratic probability score, or QPS. However, an important limitation to the use of the QPS statistic is that its sampling distribution is unknown so that rigorous statistical inference is not feasible. We suggest circumventing this by bootstrapping the distribution. This analysis yields some interesting insights into the relationship between statistical measures of goodness of fit of a model and the ability of the model to predict some underlying set of regimes of interest. Furthermore, in modeling the business cycle, a popular approach in recent years has been to use some variant of the so-called Markov regime switching (MRS) model first introduced by Hamilton (1989) and we therefore use MRS models as the framework for the paper. Of course, the approach could be applied to any US business cycle model.Markov Regime Switching, Business Cycle, Quadratic Probability Score

Strong singularity for subalgebras of finite factors

In this paper we develop the theory of strongly singular subalgebras of von Neumann algebras, begun in earlier work. We mainly examine the situation of type \tto factors arising from countable discrete groups. We give simple criteria for strong singularity, and use them to construct strongly singular subalgebras. We particularly focus on groups which act on geometric objects, where the underlying geometry leads to strong singularity

Business Cycle Theory and Econometrics

We outline in turn criticisms made by econometricians of the methods used in empirical business-cycle research and then criticisms made by business-cycle researchers of some methods used by econometricians. The aim is to clarify and in some cases correct these criticisms. Overall there is no conflict in using rigourous statistical procedures to study modern dynamic stochastic general equilibrium models. We also provide a concise bibliography of recent research on statistical methods for business-cycle models.business cycles, time-series econometrics