Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards non-rejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of unit root tests allowing for structural breaks in the trend function under the trend stationary alternative but not under the unit root null. These tests, however, provide little information regarding the existence and number of trend breaks. Moreover, these tests su¤er from serious power and size distortions due to the asymmetric treatment of breaks under the null and alternative hypotheses. This paper estimates the number of breaks in trend employing procedures that are robust to the unit root/stationarity properties of the data. Our analysis of the per-capita GDP for OECD countries thereby permits a robust classi�cation of countries according to the "growth shift", "level shift" and "linear trend" hypotheses. In contrast to the extant literature, unit root tests conditional on the presence or absence of breaks do not provide evidence against the unit root hypothesis.growth shift, level shift, structural change, trend breaks, unit root

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards non-rejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of unit root tests allowing for structural breaks in the trend function under the trend stationary alternative but not under the unit root null. These tests, however, provide little information regarding the existence and number of trend breaks. Moreover, these tests suffer from serious power and size distortions due to the asymmetric treatment of breaks under the null and alternative hypotheses. This paper estimates the number of breaks in trend employing procedures that are robust to the unit root/stationarity properties of the data. Our analysis of the per-capita GDP for OECD countries thereby permits a robust classification of countries according to the "growth shift", "level shift" and "linear trend" hypotheses. In contrast to the extant literature, unit root tests conditional on the presence or absence of breaks do not provide evidence against the unit root hypothesis.growth shift, level shift, structural change, trend breaks, unit root.

Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation

Determining whether per capita output can be characterized by a stochastic trend is complicated by the fact that infrequent breaks in trend can bias standard unit root tests towards non-rejection of the unit root hypothesis. The bulk of the existing literature has focused on the application of unit root tests allowing for structural breaks in the trend function under the trend stationary alternative but not under the unit root null. These tests, however, provide little information regarding the existence and number of trend breaks. Moreover, these tests su¤er from serious power and size distortions due to the asymmetric treatment of breaks under the null and alternative hypotheses. This paper estimates the number of breaks in trend employing procedures that are robust to the unit root/stationarity properties of the data. Our analysis of the per-capita GDP for OECD countries thereby permits a robust classi?cation of countries according to the ?growth shift?, ?level shift? and ?linear trend? hypotheses. In contrast to the extant literature, unit root tests conditional on the presence or absence of breaks do not provide evidence against the unit root hypothesis.growth shift, level shift, structural change, trend breaks, unit root

Using Contexts and Constraints for Improved Geotagging of Human Trafficking Webpages

Extracting geographical tags from webpages is a well-motivated application in many domains. In illicit domains with unusual language models, like human trafficking, extracting geotags with both high precision and recall is a challenging problem. In this paper, we describe a geotag extraction framework in which context, constraints and the openly available Geonames knowledge base work in tandem in an Integer Linear Programming (ILP) model to achieve good performance. In preliminary empirical investigations, the framework improves precision by 28.57% and F-measure by 36.9% on a difficult human trafficking geotagging task compared to a machine learning-based baseline. The method is already being integrated into an existing knowledge base construction system widely used by US law enforcement agencies to combat human trafficking.Comment: 6 pages, GeoRich 2017 workshop at ACM SIGMOD conferenc

Named Entity Resolution in Personal Knowledge Graphs

Entity Resolution (ER) is the problem of determining when two entities refer to the same underlying entity. The problem has been studied for over 50 years, and most recently, has taken on new importance in an era of large, heterogeneous 'knowledge graphs' published on the Web and used widely in domains as wide ranging as social media, e-commerce and search. This chapter will discuss the specific problem of named ER in the context of personal knowledge graphs (PKGs). We begin with a formal definition of the problem, and the components necessary for doing high-quality and efficient ER. We also discuss some challenges that are expected to arise for Web-scale data. Next, we provide a brief literature review, with a special focus on how existing techniques can potentially apply to PKGs. We conclude the chapter by covering some applications, as well as promising directions for future research.Comment: To appear as a book chapter by the same name in an upcoming (Oct. 2023) book `Personal Knowledge Graphs (PKGs): Methodology, tools and applications' edited by Tiwari et a