The live method for generalized additive volatility models.

We investigate a new separable nonparametric model for time series, which includes many autoregressive conditional heteroskedastic (ARCH) models and autoregressive (AR) models already discussed in the literature. We also propose a new estimation procedure called LIVE, or local instrumental variable estimation, that is based on a localization of the classical instrumental variable method. Our method has considerable computational advantages over the competing marginal integration or projection method. We also consider a more efficient two-step likelihood-based procedure and show that this yields both asymptotic and finite-sample performance gains.

Is Radiation of Quantized Black Holes Observable?

If primordial black holes (PBH) saturate the present upper limit on the dark matter density in our Solar system and if their radiation spectrum is discrete, the sensitivity of modern detectors is close to that necessary for detecting this radiation. This conclusion is not in conflict with the upper limits on the PBH evaporation rate.Comment: 6 pages, 1 figure (reproduced properly in pdf file

Reconnection of a kinking flux rope triggering the ejection of a microwave and hard X-ray source. II. Numerical Modeling

Numerical simulations of the helical ($m\!=\!1$) kink instability of an arched, line-tied flux rope demonstrate that the helical deformation enforces reconnection between the legs of the rope if modes with two helical turns are dominant as a result of high initial twist in the range $\Phi\gtrsim6\pi$. Such reconnection is complex, involving also the ambient field. In addition to breaking up the original rope, it can form a new, low-lying, less twisted flux rope. The new flux rope is pushed downward by the reconnection outflow, which typically forces it to break as well by reconnecting with the ambient field. The top part of the original rope, largely rooted in the sources of the ambient flux after the break-up, can fully erupt or be halted at low heights, producing a "failed eruption." The helical current sheet associated with the instability is squeezed between the approaching legs, temporarily forming a double current sheet. The leg-leg reconnection proceeds at a high rate, producing sufficiently strong electric fields that it would be able to accelerate particles. It may also form plasmoids, or plasmoid-like structures, which trap energetic particles and propagate out of the reconnection region up to the top of the erupting flux rope along the helical current sheet. The kinking of a highly twisted flux rope involving leg-leg reconnection can explain key features of an eruptive but partially occulted solar flare on 18 April 2001, which ejected a relatively compact hard X-ray and microwave source and was associated with a fast coronal mass ejection.Comment: Solar Physics, in pres

A Semiparametric Panel Model for Unbalanced Data with Application to Climate Change in the United Kingdom

This paper is concerned with developing a semiparametric panel model to explain the trend in UK temperatures and other weather outcomes over the last century. We work with the monthly averaged maximum and minimum temperatures observed at the twenty six Meteorological Office stations. The data is an unbalanced panel. We allow the trend to evolve in a nonparametric way so that we obtain a fuller picture of the evolution of common temperature in the medium timescale. Profile likelihood estimators (PLE) are proposed and their statistical properties are studied. The proposed PLE has improved asymptotic property comparing the the sequential two-step estimators. Finally, forecasting based on the proposed model is studied.Global warming; Kernel estimation; Semiparametric; Trend analysis

The Traits, Characteristics, and Qualities of International Christian School Teachers Valued by Third Culture Kids

The Problem. In this qualitative study, 24 participants, ages 18-30, who had previously attended international Christian schools for at least 2 years at the secondary level, or a combination of 4 years at the primary and middle school levels, were interviewed to determine the traits, characteristics, and qualities they valued in their teachers. Methodology. Incorporating principles of Grounded Theory, a series of rigorous steps associated with the validity process of Grounded Theory construction was employed. These steps included the simultaneous involvement of the researcher in the data collection and analysis process. Twenty-four participants were interviewed, and written notes were taken during each interview. An initial coding construction was applied to such notes. All interviews were recorded and transcribed before being uploading to NVivo 9 Software, where 200 categories and subcategories for analysis were created and the development of multiple tree maps was incorporated to explore data connections. Additional coding processes further reduced the number of categories and subcategories for analysis to 51. Combining the practices of continual data comparison, repeated coding processes were employed. From this practice, along with the creation of additional tree maps, graphic representations, and vigorous memo writing, several theoretical categories and a common theme emerged from the data. This resulted in the construction of three primary findings identifying the traits, characteristics, and qualities TCKs valued in international Christian school teachers. These findings were then situated within an extensive literature review. Results. This study provides insight into the traits, characteristics, and qualities of the ideal international Christian school teacher desired and valued by Third Culture Kids (TCKs). For the first time, the voice of the TCK has been codified in respect to their preferences and dislikes of teachers they interact with on a daily basis. The findings of this study point to the multi-dimensional significance an effective teacher has on the lives of TCKs. Such teachers should be qualified and experienced, well versed in the subject matter they teach, and possess a vast array of effective pedagogical practices. They also need to possess a dual-focused desire to not only teach TCKs well, but to interact with them on deeper relational levels than is often experienced or expected by teachers in a mono-cultural setting. TCKs in international Christian schools also desire their teachers to demonstrate levels of care toward them (academically, personally, and spiritually) and model adult Christian living. Finally, TCKs value teachers who value what they hold as dearly important: culture. They desire teachers who respect and embrace cultural differences and can learn and teach from cultural perspectives. This study identifies that an international Christian school teacher need not be perfect, but they do need to be adept teachers possessing proven pedagogical knowledge and associated skill sets that enable them to genuinely relate to students and engage them in meaningful learning experiences. TCKs value educational excellence, but just as importantly, they value quality investment in their lives by Christian teachers who respect them, model adult Christian living, and value their cultural experiences and differences

Edgeworth Approximation for MINPIN Estimators in Semiparametric Regression Models

We examine the higher order asymptotic properties of semiparametric regression estimators that were obtained by the general MINPIN method described in Andrews (1989). We derive an order n –1 stochastic expansion and give a theorem justifying order n – 1 distributional approximation of the Edgeworth type

Principals\u27 Perceptions of Their Impact on School Reform in South Georgia

The nationwide focus on student achievement and school accountability has resulted in an effort at the federal and state levels to identify and turn around the nation’s lowest-performing schools. States and districts are desperately searching for solutions for failing schools. As a result, they are focusing on Comprehensive School Reform (CSR) models to generate changes in student achievement. Due to their ability to improve student achievement over time, these models are often chosen as a solution. A review of the literature indicated that the involvement of the principals who are responsible for the implementation of the CSR model have not always been a focus. Therefore, this phenomenological study was designed to gain the perception of principals who lead a CSR because of this nationwide focus. Using individual interviews with South Georgia high school principals of low-performing schools who are implementing a CSR, this study explored what these principals perceive as their impact on CSR and how they are supporting their teachers in implementing school reform. In addition, leadership practices, strategies, and professional development opportunities were identified. This phenomenological inquiry revealed the thoughts, beliefs, attitudes and perceptions of the high school principals involved with a CSR in South Georgia

Second Order Approximation in a Linear Regression with Heteroskedasticity for Unknown Form

We develop stochastic expansions with remainder o P ( n –2µ ), where 0 \u3c µ \u3c 1/2, for a standardised semiparametric GLS estimator, a standard error, and a studentized statistic, in the linear regression model with heteroskedasticity of unknown form. We calculate the second moments of the truncated expansion, and use these approximations to compare two competing estimators and to define a method of bandwidth choice

Second Order Approximation in the Partially Linear Regression Model

We examine the second order properties of various quantities of interest in the partially linear regression model. We obtain a stochastic expansion with remainder o P ( n -2µ ), where µ \u3c 1/2, for the standardized semiparametric least squares estimator, a standard error estimator, and a studentized statistic. We use the second order expansions to correct the standard error estimates for second order effects, and to define a method of bandwidth choice. A Monte Carlo experiment provides favorable evidence on our method of bandwidth choice

An Asymptotic Expansion in the Garch(1,1) Model

We develop order T -1 asymptotic expansions for the quasi-maximum likelihood estimator (QMLE) and a two step approximate QMLE in the GARCH(1,1) model. We calculate the approximate mean and skewness and hence the Edgeworth-B distribution function. We suggest several methods of bias reduction based on these approximation