Finite-sample Quantiles of The Jarque-Bera Test

http://www.brunel.ac.uk/about/acad/sssl/ssslresearch/efwpsThe nite-sample null distribution of the Jarque-Bera Lagrange multiplier test for normality di¤ers considerably from the asymptotic 2 (2). However, asymptotic critical values are commonly used in ap- plied work, even for relatively small sample sizes. Here, we develop very accurate response surface approximations for the 10% and 5% critical values of the test, which enable correct practical implementatio

The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators: Purely nonstationary case

Vector autoregressions (VARs) are an important tool in time series analysis. However, relatively little is known about the nite-sample behaviour of parameter estimators. We address this issue, by investigating ordinary least squares (OLS) estimators given a data generating process that is a purely nonstationary rst-order VAR. Specically, we use Monte Carlo simulation and numerical optimization to derive response surfaces for OLS bias and variance, in terms of VAR dimensions, given correct and (several types of) over-parameterization of the model: we include a constant, and a constant and trend, and introduce excess lags. We then examine the correction factors required for the least squares estimator to attain minimum mean squared error (MSE). Our results improve and extend one of the main nite-sample analytical bias results of Abadir, Hadri and Tzavalis (Econometrica 67 (1999) 163), generalize the univariate variance and MSE ndings of Abadir (Econ. Lett. 47 (1995) 263), and complement various asymptotic studies

A hypergeometric test for omitted nonlinearity

A frequently used test for unspeciÞed nonlinear omissions is the parametric RESET, which is based upon a Þnite polynomial. We fol- low Abadir (1999), who suggests that the generalized hypergeometric function may provide a more ßexible proxy for the omission; and pro- pose a new approach, semi-nonparametric in spirit, that is based upon estimation of the hypergeometric parameters, and which does not re- quire large datasets. While minimal ex ante assumptions are made about the functional form, this is fully revealed following implemen- tation. Using Monte Carlo simulation, we examine null distributions, and then show that the small-sample power of our test can be a con- siderable improvement over that of the RESET, when the correct class of functional forms of the omission is known. We investigate a variety of theoretical and numerical issues (including rapid and stable numer- ical optimization) that arise in development of a workable procedure, and offer practical solutions that should be especially useful whenever hypergeometrics are applied to problems of modelling nonlinearity

Collectives' and individuals' obligations: a parity argument

Individuals have various kinds of obligations: keep promises, don’t cause harm, return benefits received from injustices, be partial to loved ones, help the needy and so on. How does this work for group agents? There are two questions here. The first is whether groups can bear the same kinds of obligations as individuals. The second is whether groups’ pro tanto obligations plug into what they all-things-considered ought to do to the same degree that individuals’ pro tanto obligations plug into what they all-things-considered ought to do. We argue for parity on both counts

A Review of and Perspectives on Global Change Modeling for Northern Eurasia

Northern Eurasia is made up of a complex and diverse set of physical, ecological, climatic and human systems, which provide important ecosystem services including the storage of substantial stocks of carbon in its terrestrial ecosystems. At the same time, the region has experienced dramatic climate change, natural disturbances and changes in land management practices over the past century. For these reasons, Northern Eurasia is both a critical region to understand and a complex system with substantial challenges for the modeling community. This review is designed to highlight the state of past and ongoing efforts of the research community to understand and model these environmental, socioeconomic, and climatic changes. We further aim to provide perspectives on the future direction of global change modeling to improve our understanding of the role of Northern Eurasia in the coupled human-Earth system. Major modeling efforts have shown that environmental and socioeconomic impacts in Northern Eurasia can have major implications for the biodiversity, ecosystems services, environmental sustainability, and carbon cycle of the region, and beyond. These impacts have the potential to feedback onto and alter the global Earth system. We find that past and ongoing studies have largely focused on specific components of Earth system dynamics and have not systematically examined their feedbacks to the global Earth system and to society. We identify the crucial role of Earth system models in advancing our understanding of feedbacks within the region and with the global system. We further argue for the need for Integrated Assessment Models (IAMs), a suite of models that couple human activity models to Earth system models, which are key to address many emerging issues that require a representation of the coupled human-Earth system.We acknowledge the funding from the US National Aeronautics and Space Administration (NASA) Land-Cover and Land-Use Change (LCLUC) Program, which provided support for Erwan Monier, David Kicklighter, Andrei Sokolov, Qianlai Zhuang and Sergey Paltsev under grant NNX14AD91G and Irina Sokolik under grant NNX14AD88G. Support for Pavel Groisman was provided by Grant 14.B25.31.0026 of the Ministry of Education and Science of the Russian Federation and by Project “Arctic Climate Change and its Impact on Environment, Infrastructures, and Resource Availability” sponsored by ANR (France), RFBR (Russia), and NSF (USA) in response to Belmont Forum Collaborative Research Action on Arctic Observing and Research for Sustainability. The Joint Program on the Science and Policy of Global Change is funded by a number of federal agencies and a consortium of 40 industrial and foundation sponsor (for the complete list see http://globalchange.mit.edu/sponsors)

Is current incremental safety assurance sound ?

International audienceIncremental design is an essential part of engineering. Without it, engineering would not likely be an economic, nor an effective, aid to economic progress. Further, engineering relies on this view of incrementality to retain the reliability attributes of the engineering method. When considering the assurance of safety for such artifacts, it is not surprising that the same economic and reliability arguments are deployed to justify an incremental approach to safety assurance. In a sense, it is possible to argue that, with engineering artifacts becoming more and more complex, it would be economically disastrous to not “do” safety incrementally. Indeed, many enterprises use such an incremental approach, reusing safety artifacts when assuring incremental design changes. In this work, we make some observations about the inadequacy of this trend and suggest that safety practices must be rethought if incremental safety approaches are ever going to be fit for purpose. We present some examples to justify our position and comment on what a more adequate approach to incremental safety assurance may look like

High mobility, low access thwarts interventions among seasonal workers in the Greater Mekong Sub-region: lessons from the malaria containment project

Background: During the process of malaria elimination in the Greater Mekong Sub-region, mobile and migrant populations (MMPs) have been identified as the most at-risk demographic. An important sub-group of MMPs are seasonal workers, and this paper presents an evaluation of the reach and effectiveness of interventions tailored towards this group and was carried out as part of the Containment Project from 2009-11. Methods: A mixed-methods study was conducted in Pailin Province in Western Cambodia. Three-hundred-and-four seasonal workers were surveyed using a structured questionnaire. Qualitative data were gathered through a total of eight focus group discussions and 14 in-depth interviews. Data triangulation of the qualitative and quantitative data was used during analysis. Results: High mobility and low access of the target population to the interventions, as well as lack of social and anthropological research that led to implementation oversights, resulted in under-exposure of seasonal workers to interventions. Consequently, their reach and impact were severely limited. Some services, particularly Mobile Malaria Workers, had the ability to significantly impact key factors, such as risky behaviours among those they did reach. Others, like Listening and Viewing Clubs and mass media campaigns, showed little impact. Conclusions: There is potential in two of the interventions assessed, but high mobility and inadequate exposure of seasonal workers to these interventions must be considered in the development and planning of future interventions to avoid investing in low-impact activities and ensure that all interventions perform according to their maximum potential. This will be critical in order for Cambodia to achieve its aim of malaria elimination. The lessons learned from this study can be extrapolated to other areas of health care in Cambodia and other countries in order to reduce the gap between healthcare provided to MMPs, especially seasonal workers, and to the general population