The Variance Ratio Statistic at Large Horizons

We make three contributions to using the variance ratio statistic at large horizons. Allowing for general heteroscedasticity in the data, we obtain the asymptotic distribution of the statistic when the horizon k is increasing with the sample size n but at a slower rate so that k=n ! 0. The test is shown to be consistent against a variety of relevant mean reverting alternatives when k=n ! 0. This is in contrast to the case when k=n ! – > 0; where the statistic has been recently shown to be inconsistent against such alternatives. Secondly, we provide and justify a simple power transformation of the statistic which yields almost perfectly normally distributed statistics in finite samples, solving the well known right skewness problem. Thirdly, we provide a more powerful way of pooling information from different horizons to test for mean reverting alternatives. Monte Carlo simulations illustrate the theoretical improvements provided. --Mean reversion,Frequency domain,Power transformation

Estimation of Mis-Specified Long Memory Models

We study the asymptotic behaviour of frequency domain maximum likelihood estimators of mis-specified models of long memory Gaussian series. We show that even if the long memory structure of the time series is correctly specified, mis-specification of the short memory dynamics may result in parameter estimators which are slower than pn consistent. The conditions under which this happens are provided and the asymptotic distribution of the estimators is shown to be non-Gaussian. Conditions under which estimators of the parameters of the mis-specified model have the standard pn consistent and asymptotically normal behaviour are also provided. --

A Small Sample Study of Goodness-of-fit Tests for Time Series Models

We study the small sample behaviour of two goodness-of-fit tests for time series models which have been proposed recently in the literature. Both tests are generalizations of the popular Box- Ljung-Pierce portmanteau test, one in the time domain and the other in the frequency domain. The tests are found to be oversized under the null of white noise but undersized under other null hypotheses. The cause for this effect is investigated and a finite sample correction proposed which ameliorates this effect. It is found that the corrected versions of the tests have markedly better size properties. The correction is also found to result in an overall increase in power which can be significant in certain alternatives. Furthermore, the corrected tests also have uniformly better power than the Box-Ljung-Pierce portmanteau test, unlike the uncorrected versions.Statistics Working Papers Serie

The Restricted Likelihood Ratio Test at the Boundary in Autoregressive Series

The restricted likelihood ratio test, RLRT, for the autoregressive coefficient in autoregressive models has recently been shown to be second order pivotal when the autoregressive coefficient is in the interior of the parameter space and so is very well approximated by the chi-square distribution. In this paper, the non-standard asymptotic distribution of the RLRT for the unit root boundary value is obtained and is found to be almost identical to that of the chi-square in the right tail. Together, the above two results imply that the chi-square distribution approximates the RLRT distribution very well even for near unit root series and transitions smoothly to the unit root distribution.Department of Statistics, Texas A&M University; Stern School of Business, New York UniversityStatistics Working Papers Serie

A Generalized Portmanteau Goodness-of-fit Test for Time Series Models

We present a goodness of fit test for time series models based on the discrete spectral average estimator. Unlike current tests of goodness of fit, the asymptotic distribution of our test statistic allows the null hypothesis to be either a short or long range dependence model. Our test is in the frequency domain, is easy to compute and does not require the calculation of residuals from the fitted model. This is especially advantageous when the fitted model is not a finite order autoregressive model. The test statistic is a frequency domain analogue of the test by Hong (1996) which is a generalization of the Box-Pierce (1970) test statistic. A simulation study shows that our test has power comparable to that of Hong's test and superior to that of another frequency domain test by Milhoj (1981).Statistics Working Papers Serie

An increase in TcT_c under hydrostatic pressure in the superconducting doped topological insulator Nb0.25_{0.25}Bi2_2Se3_3

We report an unexpected positive hydrostatic pressure derivative of the superconducting transition temperature in the doped topological insulator \NBS via $dc$ SQUID magnetometry in pressures up to 0.6 GPa. This result is contrary to reports on the homologues \CBS and \SBS where smooth suppression of $T_c$ is observed. Our results are consistent with recent Ginzburg-Landau theory predictions of a pressure-induced enhancement of $T_c$ in the nematic multicomponent $E_u$ state proposed to explain observations of rotational symmetry breaking in doped Bi$_2$Se$_3$ superconductors.Comment: 5 pages, 5 figure

Renin-Angiotensin-Aldosterone System, Glucose Metabolism and Incident Type 2 Diabetes Mellitus: MESA.

Background Mechanistic studies suggest that aldosterone impairs glucose metabolism. We investigated the cross-sectional associations of aldosterone and plasma renin activity with fasting plasma glucose, insulin resistance ( IR ), β-cell function, and longitudinal association with incident diabetes mellitus among adults in MESA (the multiethnic study of atherosclerosis) prospective cohort study. Methods and Results Homeostatic model assessment of IR ( HOMA 2- IR ) and HOMA 2-β were used to estimate IR and β-cell function, respectively. Incident diabetes mellitus was defined as fasting plasma glucose ≥126 mg/dL or anti-diabetic medication use at follow-up. Linear regression was used to examine cross-sectional associations of aldosterone with fasting plasma glucose, HOMA 2- IR and HOMA 2-β; Cox regression was used to estimate hazard ratios ( HR ) for incident diabetes mellitus with multivariable adjustment. There were 116 cases of incident diabetes mellitus over 10.5 years among 1570 adults (44% non-Hispanic white, 13% Chinese American, 19% Black, 24% Hispanic American, mean age 64±10 years, 51% female). A 100% increase in log-aldosterone was associated with a 2.6 mg/dL higher fasting plasma glucose, 15% higher HOMA 2- IR and 6% higher HOMA 2-β ( P<0.01). A 1- SD increase in log-aldosterone was associated with a 44% higher risk of incident diabetes mellitus ( P<0.01) with the greatest increase of 142% ( P<0.01) observed in Chinese Americans ( P for interaction=0.09 versus other ethnicities). Similar cross-sectional findings for log-plasma renin activity existed, but log-plasma renin activity was not associated with incident diabetes mellitus after full adjustment. Conclusions Aldosterone is associated with glucose homeostasis and diabetes mellitus risk with graded associations among Chinese Americans and blacks, suggesting that pleiotropic effects of aldosterone may represent a modifiable mechanism in diabetes mellitus pathogenesis with potential racial/ethnic variation

Perbedaan Pendidikan Kelompok Sebaya Tentang Pendewasaan Usia Perkawinan di Perkotaan dan Perdesaan

Remaja berisiko terhadap pernikahan usia dini namun informasi tentang pendewasaan usia perkawinan masih kurang. Pendidikan kelompok sebaya merupakan metode pendidikan kesehatan yang sesuai untuk remaja, namun belum terlaksana di lingkungan masyarakat baik perkotaan maupun perdesaan. Selain itu, belum terfokus pada pendewasaan usia perkawinan, sehingga perlu diketahui perbedaan pengetahuan dan sikap tentang pendewasaan usia perkawinan setelah pendidikan kelompok sebaya pada remaja di perkotaan dan perdesaan. Tujuan penelitian ini adalah untuk menganalisis perbedaan pendidikan kelompok sebaya tentang pengetahuan dan sikap mengenai pendewasaan usia perkawinan antara remaja di wilayah perkotaan dan perdesaan. Penelitian ini merupakan eksperimen semu dengan desain pretest-posttest pada 60 remaja yang dipilih secara acak sederhana di Desa Cileungsi (perkotaan) dan Desa Mampir (perdesaan) Kecamatan Cileungsi pada bulan Maret 2014. Hasil penelitian menunjukkan bahwa pendidikan kelompok sebaya dapat meningkatkan pengetahuan dan sikap remaja perkotaan serta perdesaan dengan p 0,05. Pendidikan kelompok sebaya dapat dilaksanakan di berbagai wilayah sehingga diperlukan dukungan berbagai pihak untuk pelatihan pendidik sebaya bagi remaja dan pengembangan di lingkungan masyarakat. The Difference of Peer Education about Maturation Age of Marriage in Urban and Rural Areas Adolescents are at risk of having early marriage, but they still lack of information about maturation age of marriage. Peer education is a suitable method to provide adolescents with health education. However, health education given to adolescents both in urban society and rural society has never used this method, and has not been focused on maturation age of marriage. Therefore, it is necessary to find out the difference between knowledge and attitude of urban adolescents and those of rural adolescents about maturation age of marriage after peer education method is used. This study was aimed to analyze the difference impacts of peer education on maturation age of marriage among urban and rural adolescents. This is a quasi experimental study using pre-test and post-test design on 60 adolescents who are selected using a simple random sampling, from Cileungsi Village (urban area) and Mampir Village (rural area) in Cileungsi Sub-district in March 2014. The results show that peer education is able to improve the knowledge and attitude about maturation age of marriage of adolescents with p 0.05 in both knowledge and attitude. Peer education can be implemented in all regions. Therefore, supports from all stakeholders is necessary to make some training for trainers in peer education for teenagers and its development in society

A Small Sample Study of Goodness-of-fit Tests for Time Series Models

We study the small sample behaviour of two goodness-of-fit tests for time series models which have been proposed recently in the literature. Both tests are generalizations of the popular Box- Ljung-Pierce portmanteau test, one in the time domain and the other in the frequency domain. The tests are found to be oversized under the null of white noise but undersized under other null hypotheses. The cause for this effect is investigated and a finite sample correction proposed which ameliorates this effect. It is found that the corrected versions of the tests have markedly better size properties. The correction is also found to result in an overall increase in power which can be significant in certain alternatives. Furthermore, the corrected tests also have uniformly better power than the Box-Ljung-Pierce portmanteau test, unlike the uncorrected versions.Statistics Working Papers Serie