A General Algorithm for Simultaneous Estimation of Constant and Randomly-Varying Parameters in Lineal Relations

A recursive algorithm for estimating linear models with both constant and time-varying parameters is derived by maximization of a likelihood function. Recursive formulas are also derived for derivatives of the likelihood function; the derivatives are needed for numerical evaluation of some parameters. Smoothing formulas are also derived. The estimation algorithm is compared with others for similar classes of models.

Agricultural Trade Implications of European Community Enlargement: North America Common Market

Membership in the European Community (EC) for Greece, Spain, and Portugal may reduce trade between the United States and the EC in selected commodities; prospects for a North American Common Market are not bright; and the diversion of agricultural crops from export to fuel alcohol production would very likely increase, rather than reduce, balance-of-payment deficits for the United States and Brazil. The first meeting of the Consortium on Trade Research, established by the Economics and Statistics Service's International Economics Division and several universities, focused on and continues to analyze these and other global topics.Trade, Research, European Community, North American Common Market, Fuel alcohol, International Relations/Trade,

Optimal Adaptive Control Methods for Structurally Varying Systems

The problem of simultaneously identifying and controlling a time-varying, perfectly-observed linear system is posed. The parameters are assumed to obey a Markov structure and are estimated with a Kalman filter. The problem can be solved conceptually by dynamic programming, but even with a quadratic loss function the analytical computations cannot be carried out for more than one step because of the dual nature of the optimal control law. All approximations to the solution that have been proposed in the literature, and two approximations that are presented here for the first time are analyzed. They are classified into dual and non-dual methods. Analytical comparison is untractable; hence Monte Carlo simulations are used. A set of experiments is presented in which five non-dual methods are compared. The numerical results indicate a possible ordering among these approximations.

Direct Subsidies and Technical Efficiency in Greek Agriculture

In this paper we apply the technical inefficiency effect model to a set of eight different crop products (i.e., wheat, mixed arable crops, tobacco, cotton, olive oil, fruits, vegetables, and greenhouse horticulture) in Greek agriculture. For each product, a panel data set covering the period 1991-1995 is used and separate econometric results are obtained for each product. A particular set of socioeconomic and demographic variables is used to explain technical efficiency differentials among Greek farmers, including the direct subsidies given to each farmer, and the concordance of these efficiency determinants is discussed across the eight different crop products considered.Direct subsidies, technical efficiency, Greek agriculture, Agricultural Finance,

The Role of Agriculture in Reducing Poverty in Tanzania: A Household Perspective from Rural Kilimanjaro and Ruvuma

This paper explores how farm productivity affects poverty, and how various factor market constraints affect farm productivity. The empirical analysis draws on representative surveys of farm households in Kilimanjaro and Ruvuma, two cash crop growing regions in Tanzania. We find that poorer households do not only possess fewer assets, but are also much less productive. We find that agricultural productivity directly affects household consumption and hence overall poverty and welfare. Stochastic production frontier analysis indicates that many farmers are farming well below best practice in the region. Analysis of allocative efficiency suggests that family labour is substantially over utilized, a sign of considerable excess labour supply. Use of intermediate inputs on the other hand is well below what is commensurate with the estimated value of their marginal productivities. An important reason for low input use is lack of credit to purchase inputs, but difficult access to the inputs themselves, being connected to the economy, and food security and self insurance considerations are also important impediments. Easy access to credit is positively associated with being a member of a savings association or being in a contractual arrangement with a cooperative or firm. The findings support a continuing emphasis on increasing agricultural productivity in designing poverty reduction policies. Better agronomic practices and increased input use will be crucial in this strategy. Financial constraints might be relieved through fostering institutional arrangements facilitating contract enforcement and institutions that facilitate saving by the households themselves. They may also be relieved by the provision of more adequate consumption safety nets.Agricultural development, Factor markets, Rural poverty, Farm productivity, Food Security and Poverty, O13, O120, Q120,

Self-help interventions for depressive disorders and depressive symptoms: a systematic review

<p>Abstract</p> <p>Background</p> <p>Research suggests that depressive disorders exist on a continuum, with subthreshold symptoms causing considerable population burden and increasing individual risk of developing major depressive disorder. An alternative strategy to professional treatment of subthreshold depression is population promotion of effective self-help interventions that can be easily applied by an individual without professional guidance. The evidence for self-help interventions for depressive symptoms is reviewed in the present work, with the aim of identifying promising interventions that could inform future health promotion campaigns or stimulate further research.</p> <p>Methods</p> <p>A literature search for randomised controlled trials investigating self-help interventions for depressive disorders or depressive symptoms was performed using PubMed, PsycINFO and the Cochrane Database of Systematic Reviews. Reference lists and citations of included studies were also checked. Studies were grouped into those involving participants with depressive disorders or a high level of depressive symptoms, or non-clinically depressed participants not selected for depression. A number of exclusion criteria were applied, including trials with small sample sizes and where the intervention was adjunctive to antidepressants or psychotherapy.</p> <p>Results</p> <p>The majority of interventions searched had no relevant evidence to review. Of the 38 interventions reviewed, the ones with the best evidence of efficacy in depressive disorders were S-adenosylmethionine, St John's wort, bibliotherapy, computerised interventions, distraction, relaxation training, exercise, pleasant activities, sleep deprivation, and light therapy. A number of other interventions showed promise but had received less research attention. Research in non-clinical samples indicated immediate beneficial effects on depressed mood for distraction, exercise, humour, music, negative air ionisation, and singing; while potential for helpful longer-term effects was found for autogenic training, light therapy, omega 3 fatty acids, pets, and prayer. Many of the trials were poor quality and may not generalise to self-help without professional guidance.</p> <p>Conclusion</p> <p>A number of self-help interventions have promising evidence for reducing subthreshold depressive symptoms. Other forms of evidence such as expert consensus may be more appropriate for interventions that are not feasible to evaluate in randomised controlled trials. There needs to be evaluation of whether promotion to the public of effective self-help strategies for subthreshold depressive symptoms could delay or prevent onset of depressive illness, reduce functional impairment, and prevent progression to other undesirable outcomes such as harmful use of substances.</p

World Trade in Fruits and Vegetables: Projections for an Enlarged European Community

Enlarging the European Community (EC) to include Greece, Spain, and Portugal will not significantly change the general pattern of world trade in fruits and vegetables, but will lead to larger exports to the EC by the new member countries. EC enlargement will only slightly depress prices of U.S. fruit and vegetable products from their nonenlargement projected levels. World supplies will rise faster than world demand, leading to lower prices on the international market