Detection of Structural Breaks in Linear Dynamic Panel Data Models

This paper develops a break detection procedure for the well-known AR(p) linear panel data model with exogenous or pre-determined regressors. The test allows for a structural break in the slope parameters as well as in the fixed effects. Breaks in the latter are not constrained by any type of cross-sectional homogeneity and are allowed to be correlated with all past information.Panel data, Structural break, Break detection

Postponement and recuperation of Belgian fertility: how are they related to rising female educational attainment?

Fertility trends in Europe after 1970 are routinely referred to in terms of the postponement of fertility. The shortening of the effective reproductive lifespan and its association with post-materialist values have raised questions as to whether fertility can or will be recuperated. Decomposition of cohort fertility in Belgium by level of education shows that the postponement of fertility after 1970 is closely related to the expansion of education: compared with cohorts born in 1946-1950, 40 to 50 per cent of the difference in cumulated fertility at age 25 in the 1951-1975 birth cohorts is attributable to rising educational levels. Educational differentials also prove relevant with regard to the recuperation of fertility at older ages as the tempo and quantum of order-specific fertility have responded differently to variations in the economic and policy context, depending on the educational level considered. Differential fertility trends by level of education have thus attenuated the relationship between female educational attainment and completed fertility in recent cohorts.

Onset of collective and cohesive motion

We study the onset of collective motion, with and without cohesion, of groups of noisy self-propelled particles interacting locally. We find that this phase transition, in two space dimensions, is always discontinuous, including for the minimal model of Vicsek et al. [Phys. Rev. Lett. {\bf 75},1226 (1995)] for which a non-trivial critical point was previously advocated. We also show that cohesion is always lost near onset, as a result of the interplay of density, velocity, and shape fluctuations.Comment: accepted for publication in Phys. Rev. Let

Panel Data Unit Roots Tests: The Role of Serial Correlation and the Time Dimension

We investigate the influence of residual serial correlation and of the time dimension on statistical inference for a unit root in dynamic longitudinal data, known as panel data in econometrics. To this end, we introduce two test statistics based on method of moments estimators. The first is based on the generalised method of moments estimators, while the second is based on the instrumental variables estimator. Analytical results for the IV based test in a simplified setting show that (i) large time dimension panel unit root tests will suffer from serious size distortions in finite samples, even for samples that would normally be considered large in practice, and (ii) negative serial correlation in the error terms of the panel reduces the power of the unit root tests, possibly up to a point where the test becomes biased. However, near the unit root the test is shown to have power against a wide range of alternatives. These findings are confirmed in a more general set-up through a series of Monte Carlo experiments.Dynamic longitudinal (panel) data, Generalized method of moments, Instrumental variables, Unit roots, Moving average errors

The circularity of medium-power electrical transformers

The Design-for-recycling of mediumpower transformers is complicated by their long lifetimes. What will the recycling markets and technologies look like 50 years from now? We must be content with basing longterm predictions on the presentday situation. The Copper Alliance conducted an in-depth survey of the current state of transformer recycling. With their high metal content and straightforward disassembly, liquidfilled transformers score highly in terms of circularity. This can be further enhanced by using copper for transformers are a different story; the lack of separability leads to a problematic end-of-life process

Dating relationships of the Turkish second generation in Europe:Patterns, partner origin and the role of parents

Research on the union formation of the children of immigrants, the so-called second generation, focusses primarily on marriage and cohabitation. Even though dating relationships are often the first romantic relations and lay the foundation for more committed relationships, very little is known about dating among second-generation young adults. This is unfortunate because dating across different origin groups may point to changing or shifting group boundaries, that may only later be reflected in interethnic marriages. In this paper we aim to fill this gap in the literature by exploring the dating behavior of Turkish second-generation young adults in five European countries (the Netherlands, Austria, Switzerland, Germany, France) using the comparative TIES survey data. Our results show that it is common for the Turkish second generation to date a partner with a non-Turkish background. And, moreover, that it is important to distinguish between different types of intra-ethnic partnerships. Although only few parents are reported not to approve of the relationship of their child, a substantial part of the second generation seems reluctant to inform their parents about their dating life. With regard to the role of parents, it seems that their influence on the origin of dating partners is limited. In order to enhance our understanding of the meaning of (intergroup-) dating, its determinants and outcomes, future data may focus more on meeting places and the role of peers in a longitudinal way. We argue that dating is an important indicator for intergroup relations that deserves further attention in increasingly diverse societies