bluuebunny/crossref_metadata_2025 huggingface dataset:
Aggressive Legalism: The Rules of the WTO and Japan’s Emerging Trade Strategy
Authors: Pekkanen Saadia M.
Published: March 2003

Over the course of the last decade there has been a significant change in Japan’s trade strategy, one that has remained seriously unappreciated for both its contents and its policy implications. The heart of this unfolding strategy is the active use of the legal rules in the treaties and agreements overseen by the WTO to counter what the Japanese government deems to be the unreasonable acts, requests, and practices of its major trade partners. To wit, the Japanese government is deliberately using both the procedural and substantive rules of the WTO to matter to the results and outcomes of major trade disputes involving Japan. And in a relatively short time, it has shown how these rules can be made to serve as both ‘shield’ and ‘sword’ in high‐profile trade disputes. This is the strategy that Japan has embraced as the principal means of dealing with its major trade partners, and it reveals much about both a new Japan and the power of international law.
International Labour and Environmental Standards Agreements: Is This Fair Trade?
Authors: Suranovic Steven
Published: March 2003

Labour and environmental standards agreements are two contentious proposals that have contributed to the failure of the WTO to launch a new round of trade liberalisation discussions and have prevented the US President from obtaining fast‐track negotiating authority. Proponents of the agreements have been able to win substantial political support by arguing that standardised rules on labour practices and environmental regulations is the only way to assure that international trade remains fair. Although there are widespread demands for ‘fair trade,’ there remains a lack of understanding as to what fairness means exactly. Recently, a comprehensive catalogue of fairness principles was presented by Suranovic (2000). This paper will analyse the proposals for labour and environmental standards with respect to these fairness principles in order to characterise how fairness is used by supporters of these policies. The paper will also show that by using different fairness principles, opponents of these policies can argue that these same policies are unfair. The fact that reasonable notions of fairness can be applied by both opponents and proponents of these agreements highlights difficulties with fairness, per se, as a useful guide to policy. The paper uses this contentious issue to highlight the conceptual difficulties of proposals for fair trade.
The North American–European Union Dispute Over Beef Produced Using Growth Hormones: A Major Test for the New International Trade Regime
Authors: Kerr William A. , Hobbs Jill E.
Published: March 2003

At the time, the negotiation of the SPS agreement was seen as a major accomplishment of the Uruguay Round. One of the first major tests of both the SPS and the WTO’s new dispute settlement system was the long standing and acrimonious dispute between the EU and the US and Canada over trade in beef produced using hormones. Both the SPS and the disputes system performed as expected but the EU, the loser in the case, has chosen to ignore the WTO Panel’s ruling and accept retaliation. As a result, the credibility of the WTO is threatened and the outcome suggests that new negotiations may be required. The issues in the case are outlined and implications for trade in biological products drawn.
Ebonics and the Politics of English
Authors: Baron Dennis
Published: March 2003

In 1996 the Oakland Unified School District passed a resolution declaring Ebonics to be the primary language of the African‐American students in its schools. The resolution further declared Ebonics to be a language in its own right, not a dialect of English. In the face of massive national opposition to the Oakland Ebonics resolution, this radical, separatist move shifted to a conservative, assimilationist one: Oakland retracted its declaration of linguistic independence and reaffirmed the traditional pedagogical goal of teaching students standard English. But the Oakland Ebonics controversy reminds us that, although the English of former British colonies has come into its own in the literary, cultural, and political scene, to the point where we speak of world Englishes, the English varieties of what may be regarded as internal colonies – inner cities and the socially disenfranchised – continues to be stigmatized by speakers of more esteemed varieties.

Anyway what was the use of my having come from Oakland. It was not natural to have come from there … there is no there there.

Gertrude Stein, Everybody's Autobiography, 1937
Hong Kong words: variation and context
Authors: Benson Phil
Published: March 2003

The ideal description of a variety of English is one that is constructed within the terms of the variety itself. This paper discusses a number of issues involved in such a description in relation to the distinctive vocabulary of Hong Kong English. Attention to semantic and pragmatic relationships internal to the variety and the sociocultural context in which it operates is urged. These are illustrated with examples related to underlying definition, taxonomies, semantic opposition and the productivity of localised words.
The semantics of ‘okay’ (OK) in Nigerian English
Authors: Adegbija Efurosibina , Bello Janet
Published: March 2003

This paper investigates the contexts in which ‘okay’ is used in Nigerian English. While some of these senses may readily be accessible to the speakers of English in other contexts because they are basic and literal, many others, such as its use to convey a rebuke, a bye bye, or the termination of discourse, an ironical affirmation of authority, etc. could pose problems for non‐Nigerians because their senses are anchored in the Nigerian sociolinguistic and pragmatic contexts. The paper proposes that such differences in usage should be recognised, respected and accepted and also raises the question of whether or not current theories of meaning are powerful enough to accommodate new norms of meanings that inevitably develop in language contact situations.
Political Contractarianism
Authors: Gauthier David
Published: March 2003

I want to enquire into the relationship between the normative claims of a society and the normative stances of its members. I shall develop a contractarian perspective, as the only one available to persons who may neither expect nor require their fellows to share their own orientation to values and norms. Although I only touch on these matters here, I hope to contribute to an interpretation of the clauses on the establishment and exercise of religion in the First Amendment to the United States constitution, and to suggest guidelines for determining rights and duties in becoming and being a parent. More generally, I offer answers to certain questions about how social practices and institutions may be justified in a democratic society.
Repentance Rituals and Restorative Justice
Authors: Braithwaite J.
Published: March 2003

For most of this century, debate over how criminal justice should be transacted has alternated between an emphasis on retribution versus rehabilitation. Restoration has emerged in the 1990s as a credible third alternative. The most influential definition of restorative justice is by Tony Marshall in the context of a Delphi process conducted by Paul McCold: ‘Restorative justice is a process whereby all the parties with a stake in a particular offence come together to resolve collectively how to deal with the aftermath of the offence and its implications for the future’. Restorative justice means restoring victims, restoring offenders and restoring communities. Among the losses victims, offenders or communities might want restored are property loss, injury, a sense of security, dignity, a sense of empowerment, voice, harmony based on a feeling that justice has been done, and social support.
Team Incentives and Organizational Form
Authors: Slivinski Al
Published: March 2003

Conventional wisdom regarding nonprofit firms is that the absence of a profit motive renders them inefficient. However, the costs and product quality realized by profit‐taking firms is determined by how well those firms deal with a variety of internal incentive and information problems, and this should be equally true for nonprofits. This article analyzes the team incentive problem in nonprofit organizations. Holmstrom (1982) showed that the introduction of a budget‐breaker into a team permitted the creation of incentives to provide efficient effort when it is otherwise impossible. A similar result obtains for a nonprofit team, but the role of principal differs from that found in profit‐taking teams. It is shown that any of: donors, government regulators, or Trustees can fulfill this role in a nonprofit team. One implication of this is shown to be that nonprofit firms may indeed pay employees less than otherwise identical employees earn in identical jobs in profit‐taking firms.
Mobility and Regional Economic Downturns
Authors: Hacker R. Scott
Published: March 2003

In this paper I show how higher unemployment in a region may reduce thepopulation's residential mobility within that region. A period of higher unemployment creates more uncertainty among individuals about future income and place of employment so those with significant moving costs are more likely to consider delaying a move. Periods of relatively higher unemployment may also be characterized by fewer new hirings and fewer job quits, both of which tend to dampen mobility. A multinomial logit analysis using Panel Study of Income Dynamics data is used to examine the effect of state unemployment rates on the decision to move.
Mission Boys, Civilized Men, and Marriage: Educated AfricanMen in the Missions of Southern Rhodesia, 1920–1945
Authors: Summers Carol
Published: March 2003

This paper examines what marriage may have meant to African men within the Christian elite of Southern Rhodesia. Using mission and government sources, it argues that domestic, Christian marriage was important to elite African men as a way of allowing them to achieve adulthood while remaining in good standing with mission sponsors who generally objected to or feared indigenous ideas of patriarchal male adulthood. Tracing life histories of two American Board of Commissioners of Foreign Missions ministers, one who succeeded in remaining within the mission system and one who left, blacklisted, it explores how domestic, Christian marriage defused many of the missions’ suspicions of elite African men, while providing a way to acquire the economic, social and political power associated with full adulthood within the local context.
The Conceptual Foundation of Missionary Hinduism
Authors: Brekke Torkel
Published: March 2003

This article considers the development of the idea of a universal and missionary Hinduism in the writing of Swami Vivekananda. Vivekananda was the most vigorous proponent of ideas which had been taking shape throughout the nineteenth century. It is argued that the idea of Hinduism as a “missionary” religion came about as part of the conceptual evolution of religion and dharma which developed in the wake of contacts with Europeans. The process took place in three stages through which religion in India was ﬁrst objectiﬁed, then individualized, and ﬁnally universalized. Bankimchandra Chatterji is the central person in the systematization of the three steps in this development, culminating in his promotion of Hinduism as a universal religion at the Parliament of Religions in Chicago in 1893.
Two new readability predictors for the professional writer: pilot trials
Authors: Harrison Sandra , Bakker Paul
Published: March 2003

A combination of two new, but very different, approaches to the prediction of readability could be particularly valuable in evaluating English texts written for native and non‐native speakers. One approach develops the concept of lexical density, whereas the other is a novel measurement of two mechanical variables of text. The paper first outlines the traditional approach to readability. Next, it explains the concept of lexical density, and presents the results of a pilot study into reader preferences for different levels of density in text. It then offers an alternative approach to readability that uses sentence and ‘packet’ lengths. Finally, it indicates how the two approaches have been combined into a computer software program, and suggests the direction of future work. Our conclusions are threefold. Firstly, the lexical density of text is a better indicator of its readability than the scores given by many of the more common readability formulae. Secondly, the effective breaking up of sentences into ‘packets’ is as important to readability as sentence length. Finally, in looking at the mechanical variables of texts, we should not only be concerned with averages, but with distributions and most frequently occurring values.
Outliers in Multilevel Data
Authors: Langford I. H. , Lewis T.
Published: March 2003

This paper offers the data analyst a range of practical procedures for dealing with outliers in multilevel data. It first develops several techniques for data exploration for outliers and outlier analysis and then applies these to the detailed analysis of outliers in two large scale multilevel data sets from educational contexts. The techniques include the use of deviance reduction, measures based on residuals, leverage values, hierarchical cluster analysis and a measure called DFITS. Outlier analysis is more complex in a multilevel data set than in, say, a univariate sample or a set of regression data, where the concept of an outlying value is straightforward. In the multilevel situation one has to consider, for example, at what level or levels a particular response is outlying, and in respect of which explanatory variables; furthermore, the treatment of a particular response at one level may affect its status or the status of other units at other levels in the model.
The Determinants of Infant Mortality in Malaysia: A Graphical Chain Modelling Approach
Authors: Mohamed W. N. , Diamond I. , Smith P. W. F.
Published: March 2003

A graphical chain modelling approach is used to study the determinants of neonatal and post-neonatal mortality in Malaysia. This approach provides an easily interpretable empirical description and illustrates explicitly the conditional independence structure between each pair of variables. The interpretation can be read directly from a mathematical graph. Besides examining the direct association of each determinant on mortality, we also examine the effects of socioeconomic determinants on intermediate determinants to understand the pathways through which the socioeconomic determinants affect the chance of mortality. The data analysed come from the second Malaysian Family Life Survey, fielded between August 1988 and January 1989.
Influence of Light Level on the Incidence of Road Casualties and the Predicted Effect of Changing ‘Summertime’
Authors: Broughton J. , Hazelton M. , Stone M.
Published: March 2003

Previous studies of the apparent influence of daylight level and hour changes on the incidence of road casualties are reviewed and refined, by analysis of official databases for Great Britain (1969–1973 and 1985–1994) and the USA (1991–1995). New statistical methods, based on precisely computed altitudes of the sun for each accident location, are used to model casualty frequencies aggregated by week and hour of day, and locally evaluated associations between individual casualty incidence and solar altitude. Estimates of the altitude factor are interpreted causally to give counterfactual estimates of the effect of different clock time schedules on countrywide casualty numbers.
Women’s Work in UK Official Statistics and the 1980 Reclassification of Occupations
Authors: Blackwell Louisa
Published: March 2003

Analyses using either time series or longitudinal data can be complicated by having to disentangle real changes from the artefactual effects imposed by the reclassification of key variables. In this paper the Warwick occupational conversion program is used to create adjustment tables which correct for the artefactual effect of the 1980 reclassification, along with coder errors, on 1971–1981 patterns of occupational sex segregation in longitudinal data from the Office for National Statistics’s Longitudinal Study. The crowding of large numbers of women into a few occupational groups, which is consistent through the reclassification, arises in part because classification schemes fail to recognize the diversity in their work. This reflects past practice and the undervaluation of women’s skills.
Statistical Methods for Clinical Studies in the Presence of Surrogate End Points
Authors: Leung Denis Heng-Yan
Published: March 2003

The use of surrogate end points has become increasingly common in medical and biological research. This is primarily because, in many studies, the primary end point of interest is too expensive or too difficult to obtain. There is now a large volume of statistical methods for analysing studies with surrogate end point data. However, to our knowledge, there has not been a comprehensive review of these methods to date. This paper reviews some existing methods and summarizes the strengths and weaknesses of each method. It also discusses the assumptions that are made by each method and critiques how likely these assumptions are met in practice.
On an Adaptive Transformation–Retransformation Estimate of Multivariate Location
Authors: Chakraborty Biman , Chaudhuri Probul
Published: March 2003

An affine equivariant estimate of multivariate location based on an adaptive transformation and retransformation approach is studied. The work is primarily motivated by earlier work on different versions of the multivariate median and their properties. We explore an issue related to efficiency and equivariance that was originally raised by Bickel and subsequently investigated by Brown and Hettmansperger. Our estimate has better asymptotic performance than the vector of co-ordinatewise medians when the variables are substantially correlated. The finite sample performance of the estimate is investigated by using Monte Carlo simulations. Some examples are presented to demonstrate the effect of the adaptive transformation–retransformation strategy in the construction of multivariate location estimates for real data.
Nonparametric Validation of Similar Distributions and Assessment of Goodness of Fit
Authors: Munk Axel , Czado Claudia
Published: March 2003

In this paper the problem of assessing the similarity of two cumulative distribution functions F and G is considered. An asymptotic test based on an α-trimmed version of Mallows distance Γα(F, G) between F and G is suggested, thus demonstrating the similarity of F and G within a preassigned Γα(F, G) neighbourhood at a controlled type I error rate. The test proposed is applied to the validation of goodness of fit and for the nonparametric assessment of bioequivalence. It is shown that Γα(F, G) can be interpreted as average and population equivalence. Our approach is illustrated by various examples.
Estimating Smooth Monotone Functions
Authors: Ramsay J. O.
Published: March 2003

Many situations call for a smooth strictly monotone function f of arbitrary flexibility. The family of functions defined by the differential equation D  2  f =w Df, where w is an unconstrained coefficient function comprises the strictly monotone twice differentiable functions. The solution to this equation is f = C  0 + C  1  D  −1{exp(D  −1  w)}, where C  0 and C  1 are arbitrary constants and D  −1 is the partial integration operator. A basis for expanding w is suggested that permits explicit integration in the expression of f. In fitting data, it is also useful to regularize f by penalizing the integral of w  2 since this is a measure of the relative curvature in f. Applications are discussed to monotone nonparametric regression, to the transformation of the dependent variable in non-linear regression and to density estimation.
Some Algebra and Geometry for Hierarchical Models, Applied to Diagnostics
Authors: Hodges J. S.
Published: March 2003

Recent advances in computing make it practical to use complex hierarchical models. However, the complexity makes it difficult to see how features of the data determine the fitted model. This paper describes an approach to diagnostics for hierarchical models, specifically linear hierarchical models with additive normal or t-errors. The key is to express hierarchical models in the form of ordinary linear models by adding artificial ‘cases' to the data set corresponding to the higher levels of the hierarchy. The error term of this linear model is not homoscedastic, but its covariance structure is much simpler than that usually used in variance component or random effects models. The re-expression has several advantages. First, it is extremely general, covering dynamic linear models, random effect and mixed effect models, and pairwise difference models, among others. Second, it makes more explicit the geometry of hierarchical models, by analogy with the geometry of linear models. Third, the analogy with linear models provides a rich source of ideas for diagnostics for all the parts of hierarchical models. This paper gives diagnostics to examine candidate added variables, transformations, collinearity, case influence and residuals.
Effect of Frailty on Marginal Regression Estimates in Survival Analysis
Authors: Henderson R. , Oman P.
Published: March 2003

Unexplained heterogeneity in univariate survival data and association in multivariate survival can both be modelled by the inclusion of frailty effects. This paper investigates the consequences of ignoring frailty in analysis, fitting misspecified Cox proportional hazards models to the marginal distributions. Regression coefficients are biased towards 0 by an amount which depends in magnitude on the variability of the frailty terms and the form of frailty distribution. The bias is reduced when censoring is present. Fitted marginal survival curves can also differ substantially from the true marginals.
Biased Bootstrap Methods for Reducing the Effects of Contamination
Authors: Hall Peter , Presnell Brett
Published: March 2003

Contamination of a sampled distribution, for example by a heavy-tailed distribution, can degrade the performance of a statistical estimator. We suggest a general approach to alleviating this problem, using a version of the weighted bootstrap. The idea is to ‘tilt’ away from the contaminated distribution by a given (but arbitrary) amount, in a direction that minimizes a measure of the new distribution's dispersion. This theoretical proposal has a simple empirical version, which results in each data value being assigned a weight according to an assessment of its influence on dispersion. Importantly, distance can be measured directly in terms of the likely level of contamination, without reference to an empirical measure of scale. This makes the procedure particularly attractive for use in multivariate problems. It has several forms, depending on the definitions taken for dispersion and for distance between distributions. Examples of dispersion measures include variance and generalizations based on high order moments. Practicable measures of the distance between distributions may be based on power divergence, which includes Hellinger and Kullback–Leibler distances. The resulting location estimator has a smooth, redescending influence curve and appears to avoid computational difficulties that are typically associated with redescending estimators. Its breakdown point can be located at any desired value ε∈ (0, ½) simply by ‘trimming’ to a known distance (depending only on ε and the choice of distance measure) from the empirical distribution. The estimator has an affine equivariant multivariate form. Further, the general method is applicable to a range of statistical problems, including regression.
The Achievable Region Approach to the Optimal Control of Stochastic Systems
Authors: Dacre Marcus , Glazebrook Kevin , Niño-Mora José
Published: March 2003

The achievable region approach seeks solutions to stochastic optimization problems by characterizing the space of all possible performances (the achievable region) of the system of interest and optimizing the overall system-wide performance objective over this space. This is radically different from conventional formulations based on dynamic programming. The approach is explained with reference to a simple two-class queueing system. Powerful new methodologies due to the authors and co-workers are deployed to analyse a general multi-class queuing system with parallel servers and then to develop an approach to optimal load distribution across a network of interconnected stations. Finally, the approach is used for the first time to analyse a class of intensity control problems.
Priors and Component Structures in Autoregressive Time Series Models
Authors: Huerta Gabriel , West Mike
Published: March 2003

New approaches to prior specification and structuring in autoregressive time series models are introduced and developed. We focus on defining classes of prior distributions for parameters and latent variables related to latent components of an autoregressive model for an observed time series. These new priors naturally permit the incorporation of both qualitative and quantitative prior information about the number and relative importance of physically meaningful components that represent low frequency trends, quasi-periodic subprocesses and high frequency residual noise components of observed series. The class of priors also naturally incorporates uncertainty about model order and hence leads in posterior analysis to model order assessment and resulting posterior and predictive inferences that incorporate full uncertainties about model order as well as model parameters. Analysis also formally incorporates uncertainty and leads to inferences about unknown initial values of the time series, as it does for predictions of future values. Posterior analysis involves easily implemented iterative simulation methods, developed and described here. One motivating field of application is climatology, where the evaluation of latent structure, especially quasi-periodic structure, is of critical importance in connection with issues of global climatic variability. We explore the analysis of data from the southern oscillation index, one of several series that has been central in recent high profile debates in the atmospheric sciences about recent apparent trends in climatic indicators.
Bootstrap Confidence Regions Computed from Autoregressions of Arbitrary Order
Authors: Choi Edwin , Hall Peter
Published: March 2003

Given a linear time series, e.g. an autoregression of infinite order, we may construct a finite order approximation and use that as the basis for confidence regions. The sieve or autoregressive bootstrap, as this method is often called, is generally seen as a competitor with the better-understood block bootstrap approach. However, in the present paper we argue that, for linear time series, the sieve bootstrap has significantly better performance than blocking methods and offers a wider range of opportunities. In particular, since it does not corrupt second-order properties then it may be used in a double-bootstrap form, with the second bootstrap application being employed to calibrate a basic percentile method confidence interval. This approach confers second-order accuracy without the need to estimate variance. That offers substantial benefits, since variances of statistics based on time series can be difficult to estimate reliably, and—partly because of the relatively small amount of information contained in a dependent process—are notorious for causing problems when used to Studentize. Other advantages of the sieve bootstrap include considerably greater robustness against variations in the choice of the tuning parameter, here equal to the autoregressive order, and the fact that, in contradistinction to the case of the block bootstrap, the percentile t version of the sieve bootstrap may be based on the ‘raw'’ estimator of standard error. In the process of establishing these properties we show that the sieve bootstrap is second order correct.
A Small Sample Estimator for a Polynomial Regression with Errors in the Variables
Authors: Cheng Chi-Lun , Schneeweiss Hans , Thamerus Markus
Published: March 2003

An adjusted least squares estimator, introduced by Cheng and Schneeweiss for consistently estimating a polynomial regression of any degree with errors in the variables, is modified such that it shows good results in small samples without losing its asymptotic properties for large samples. Simulation studies corroborate the theoretical findings.
A Model for Markers and Latent Health Status
Authors: Ting Lee Mel-Ling , DeGruttola Victor , Schoenfeld David
Published: March 2003

We extend the bivariate Wiener process considered by Whitmore and co-workers and model the joint process of a marker and health status. The health status process is assumed to be latent or unobservable. The time to reach the primary end point or failure (death, onset of disease, etc.) is the time when the latent health status process first crosses a failure threshold level. Inferences for the model are based on two kinds of data: censored survival data and marker measurements. Covariates, such as treatment variables, risk factors and base-line conditions, are related to the model parameters through generalized linear regression functions. The model offers a much richer potential for the study of treatment efficacy than do conventional models. Treatment effects can be assessed in terms of their influence on both the failure threshold and the health status process parameters. We derive an explicit formula for the prediction of residual failure times given the current marker level. Also we discuss model validation. This model does not require the proportional hazards assumption and hence can be widely used. To demonstrate the usefulness of the model, we apply the methods in analysing data from the protocol 116a of the AIDS Clinical Trials Group.
On Measuring Sensitivity to Parametric Model Misspecification
Authors: Gustafson Paul
Published: March 2003

In settings where parametric inference is inconsistent under model misspecification, the discrepancy between correct and misspecified inferences is compared with the discrepancy between correct and misspecified models. To make the comparison tractable, large sample and small misspecification approximations are employed. The ratio of the approximate discrepancy between inferences to the approximate discrepancy between models is regarded as a relative measure of sensitivity to model misspecification. The maximum ratio over a family of correct distributions is determined as a measure of worst case sensitivity. As well, the distribution producing this maximum can be examined, to see how a particular combination of a parametric family and estimand is susceptible to model misspecifications.
Statistical Aspects of Chaotic Maps With Negative Dependence in a Communications Setting
Authors: Lawrance A. J. , Balakrishna N.
Published: March 2003

It is shown that a class of tailed shift chaotic maps can be designed with substantial negative dependence, both linear and non-linear, and that extended Perron–Frobenius theory gives their dependence structure. Using a simplified chaos-based communication system, it is shown that chaotic spreading sequences with low kurtosis and negative non-linear mean-centred quadratic autocorrelations can improve bit-received accuracy. This quadratic form of non-linear dependence is investigated and shown to be statistically sensible.
Comparing Accuracies of Two Screening Tests in a Two-Phase Study for Dementia
Authors: Zhou Xiao-Hua
Published: March 2003

A two-phase design has been widely used in epidemiological studies of dementia. The first phase assesses a large sample with screening tests. The second, based on the screening test results and possibly on other observed patient’s factors, selects a subset of the study sample for a more definitive disease verification assessment. In comparing the accuracies of two screening tests in a two-phase study of dementia, inferences are commonly made from a sample of verified cases. The omission of non-verified cases can seriously bias comparison results. To correct for this bias, we derive the maximum likelihood (ML) estimators for the accuracies of two screening tests and their corresponding correlation. The p-values and confidence intervals are computed using the asymptotic normality of the ML estimators. Our method is used to compare the accuracies of two screening tests in a two-phase epidemiological study of dementia. We found that, although the sensitivities of the new and standard screening tests in detecting a diseased subject are not different, the new screening test performs better in detecting a non-diseased subject.
Parameter Estimation in Large Dynamic Paired Comparison Experiments
Authors: Glickman Mark E.
Published: March 2003

Paired comparison data in which the abilities or merits of the objects being compared may be changing over time can be modelled as a non-linear state space model. When the population of objects being compared is large, likelihood-based analyses can be too computationally cumbersome to carry out regularly. This presents a problem for rating populations of chess players and other large groups which often consist of tens of thousands of competitors. This problem is overcome through a computationally simple non-iterative algorithm for fitting a particular dynamic paired comparison model. The algorithm, which improves over the commonly used algorithm of Elo by incorporating the variability in parameter estimates, can be performed regularly even for large populations of competitors. The method is evaluated on simulated data and is applied to ranking the best chess players of all time, and to ranking the top current tennis-players.
Experiments for Derived Factors with Application to Hydraulic Gear Pumps
Authors: Sexton C. J. , Lewis S. M. , Please C. P.
Published: March 2003

For experiments on mechanical products composed of several components, such as a hydraulic gear pump, conventional methods of designing and implementing factorial experiments can be impractical because of the prohibitive costs of obtaining certain components with factors set to prespecified values. A further difficulty is that often some of the factors that are believed to influence the product’s performance are not features of a single component but are derived as functions of the dimensions of several components arising from the product’s assembly. Experiments are proposed which use a sample of measured components to explore the influence of such derived factors. An algorithmic method for obtaining efficient designs is presented and applied to finding plans for studies on the gear pump. An experiment on the pump is described which involved both conventional and derived factors. This experiment led to new knowledge on how to improve the engineering design of the pump and, in particular, on how to improve its robustness to the varying pressures that are experienced in operation.
The Effect of Dependence in a Binary Sequence on Tests for a Changepoint or a Changed Segment
Authors: Avery Peter J.
Published: March 2003

The effect of partial dependence in a binary sequence on tests for the presence of a changepoint or changed segment are investigated and exemplified in the context of modelling non-coding deoxyribonucleic acid (DNA). For the levels of dependence that are commonly seen in such DNA, the null distributions of the test statistics are approximately correct and so conclusions based on them are still valid. A strong dependence would, however, invalidate the use of such procedures.
ON SIMULATION OF A GAUSSIAN STATIONARY PROCESS
Authors: Sun T. C. , Chaika Milton
Published: March 2003

In this paper we study the convergence of a simulated Gaussian stationary process to the actual process. First we propose a method of simulation of a Gaussian stationary process for a given spectral density function. We prove that the sample functions of this simulated process converge to those of the actual process uniformly on any finite time interval and obtain the convergence rate. We also discuss this method and compare it with the most often used simulation method first proposed by Rice. Our simulation results show that the Rice method simulates just as well as the method studied in this paper.
Comparative study of estimation methods for continuous time stochastic processes
Authors: Shoji Isao , Ozaki Tohru
Published: March 2003

In this paper we investigate the finite sample performances of five estimation methods for a continuous‐time stochastic process from discrete observations. Applying these methods to two examples of stochastic differential equations, one with linear drift and state‐dependent diffusion coefficients and the other with nonlinear drift and constant diffusion coefficients, Monte Carlo experiments are carried out to evaluate the finite sample performance of each method. The Monte Carlo results indicate that the differences between the methods are large when the discrete‐ time interval is large. In addition, these differences are noticeable in estimations of the diffusion coefficients.
Semiparametric Modeling of Seasonal Time Series
Authors: Burman Prabir , Shumway Robert
Published: March 2003

Often, in practice, one may regard an observed time series as being composed of a function that is smooth over years, with additive seasonal effects. As a modification, we formulate a particular multiplicative model that expresses the observed data as a yearly trend function with additive amplitude‐modulated seasonal factors. Without smoothness restrictions on the yearly trend and modulation components, the least squares solutions for the seasonal components are shown to be proportional to the eigenvector corresponding to the maximum eigen value of the within‐season covariance matrix. If the trend and seasonal modulations are modeled as smooth splines, we give the comparable estimators for the smooth functions and the seasonal factors. We show consistency for the trend, modulation and seasonal factors as well as asymptotic normality for the seasonal estimates. Model selection, fitting and forecasting are considered for a quarterly earnings series that exhibits extreme nonlinear and nonstationary behavior. We compare the results with those obtained using a competing nonstationary multiplicative ARIMA model
Accounting for Lag Order Uncertainty in Autoregressions: the Endogenous Lag Order Bootstrap Algorithm
Authors: Kilian Lutz
Published: March 2003

Conventional asymptotic and bootstrap methods for finite‐order autoregressive models condition on the estimated lag order of the model as though it were known to be the true lag order. Even if the order is estimated correctly, this procedure ignores the sampling uncertainty about the lag order estimate and may result in spurious inferences. In this paper an appropriately modified bootstrap algorithm is introduced that reflects the true extent of sampling uncertainty in the regression estimates. This endogenous lag order bootstrap algorithm recognizes that lag order selection is an integral part of the sampling procedure by re‐estimating the lag order in each bootstrap iteration. It is suggested that the endogenous lag order bootstrap algorithm should routinely replace the standard bootstrap algorithm in applications. Monte Carlo simulations show that ignoring lag order uncertainty may seriously undermine the coverage accuracy of bootstrap confidence intervals for vector autoregression impulse response estimates. Endogenizing the lag order choice is shown to improve coverage accuracy in small samples at negligible additional computational cost. As the lag order uncertainty declines in large samples, the performance of the endogenous lag order interval converges to that of the standard interval.
An Extension Problem For Discrete‐Time Periodically Correlated Stochastic Processes
Authors: Alpay D. , Chevreuil A. , Loubaton Ph.
Published: March 2003

In the context of wide‐sense stationary processes, the so‐called Caratheodory–Fejer problem of extending a finite non‐negative sequence of matrices has been much studied. We here investigate a similar extension problem in the setting of wide‐sense periodically correlated processes: given the first N coefficients of T scalar‐valued sequences, we study under which condition(s) it is possible to find T extensions which are the cyclocorrelaion sequences of a periodically correlated process with period T. Using a result of Gladysev, the problem is shifted to a Caratheodory–Fejer problem with symmetry constraints. The existence of extensions is proved. In nondegenerate cases, the set of all solutions is given in terms of a homographic transformation of some Schur function G. The choice G=0 leads to the maximum entropy solution. The associated Gaussian processes are then proved to have a periodic autoregressive structure.
Averaged Periodogram Spectral Estimation with Long‐memory Conditional Heteroscedasticity
Authors: Henry Marc
Published: March 2003

The empirical relevance of long‐memory conditional heteroscedasticity has emerged in a variety of studies of long time series of high frequency financial measurements. A reassessment of the applicability of existing semiparametric frequency domain tools for the analysis of time dependence and long‐run behaviour of time series is therefore warranted. To that end, in this paper the averaged periodogram statistic is analysed in the framework of a generalized linear process with long‐memory conditional heteroscedastic innovations according to a model specification first proposed by Robinson (Testing for strong serial correlation and dynamic conditional heteroscedasticity in multiple regression. J. Economet. 47 (1991), 67–84). It is shown that the averaged periodogram estimate of the spectral density of a short‐memory process remains asymptotically normal with unchanged asymptotic variance under mild moment conditions, and that for strongly dependent processes Robinson's averaged periodogram estimate of long memory (Semiparametric analysis of long memory time series. Ann. Stat. 22 (1994), 515–39) remains consistent.
Determinants of Union Membership: A Review
Authors: Riley Nicola‐Maria
Published: March 2003

The recent drastic decline in trade union membership levels in most Western countries has led to renewed interest in the factors which influence the decision of employees to join unions. This paper discusses the strengths and weaknesses of the three main approaches: structural determinism, individual‐level analysis, and conceptual models of trade union joining behaviour. Structural determinism is discussed in the context of the Bainian model and its various extensions. In contrast, the diverse findings in the field of individual‐union joining behaviour is assessed by drawing on a comprehensive table comprising all variables examined in this area. The first two sections focus exclusively on trade union joining behaviour as the independent variable whereas the third part of the paper uses an individuals' voting behaviour in the USA. This focus was necessary due to the lack of causal models using union joining behaviour as their dependent variable. The author selects two of the most advanced models for a detailed analysis, and relates the findings to the preceding sections.

It is the objective of the paper to critically evaluate the three approaches and their contributions towards understanding this complex field of research.
Uncovering Some Causal Relationships Between Productivity Growth and the Structure of Economic Fluctuations: A Tentative Survey
Authors: Aghion Philippe , Saint‐Paul Gilles
Published: March 2003

This paper reviews the recent literature on the interactions between business cycles and growth. It focuses on the causality from cycles to growth, but also deals to some extent with the reverse causality. It discusses both “Keynesian” and “Schumpeterian” theories of cycles and growth.
Technical Progress, Life of Capital and Employment
Authors: Tronti Leonello , Tanda Paola
Published: March 2003

This paper examines the hypothesis of a quickening of capital replacement, triggered by the acceleration of technical progress. We present a microeconomic model of replacement processes inspired by the “unbalanced growth” school, highlighting the role of productivity in determining the growth path. The model distinguishes between two types of enterprise, stagnant and progressive, on the basis of productivity trends and shows that prolonged acceleration in the rate of technical progress may be sufficient reason for a rational entrepreneur to make replacements earlier, thus approaching a system of continuous restructuring.

We then discuss the main theoretical implications for aggregate employment and the fundamental questions of measurability of the effects. To this end, we undertake an empirical test of aggregate data for the manufacturing sector in four leading economies (the United States, France, Germany, the United Kingdom) from 1970 to 1991. We estimate labour demand functions in which the traditional explanatory variables are supplemented by proxies that capture the effect of a shortening of the life of capital equipment (the replacement rate and the ratio between depreciation and gross fixed capital formation). The empirical evidence confirms the shortening of the average lifetime of capital and is consistent with the main implications of the microeconomic model. The results show, at least indirectly, a negative correlation between an increase in speed of technical progress and the growth of employment.
Earnings Inequality and the Gender Gap: An Accounting Exercise for Sweden 1975–1991
Authors: Gustafsson Björn , Johansson Mats
Published: March 2003

Using the Household Income Survey, the earnings of full time, full year workers in Sweden are studied. Earnings inequality as well as the gender earnings gap were found to decrease up to the beginning of the 1980s, when both started to increase. The following questions are also addressed: How much has the changed earnigns gap contributed to changes in earnings inequality? How much should earnings inequality decrease in the case of men and women having the same mean income while keeping inequality within each gender category constant?
‘Mind the Gap’: An Analysis of Gender Wage Differentials in Russia
Authors: Arabsheibani G. Reza , Lau Lisa
Published: March 2003

This paper provides new estimates for male‐female earnings differentials in Russia, incorporating the use of the Heckman (Econometrica 47: 153–161, 1979) two‐step procedure for sample selection bias. This is a necessary adjustment in the case of female earnings because women who participate in the labour market may be a non‐random sub‐set of those who could work. This is a technique that enables the participation decision of women to be modelled and their earnings corrected for self‐selection. The gender gap is then calculated using Oaxaca (International Economic Review 14: 693–709, 1973) and Reimers’ (Review of Economics and Statistics 65: 570–579, 1983) methods. The results indicate that the unexplained part of the earnings differential is smaller than in other studies that did not correct for sample selection.
On the Time Sequence of Unemployment Benefits When Search is Costly
Authors: Decreuse Bruno
Published: March 2003

Should we cut the level of unemployment benefits, or reduce their potential duration? The answer depends on the way the unemployed search behaviour and unemployment insurance schemes interact. In this paper, we consider that unemployment insurance funds can be used to improve search. Resulting hazards are increasing over the unemployment spell prior to the exhaustion of benefits, and plummet immediately after it. Turning to policy implications, we assume the public decision–maker aims to minimize the average duration of unemployment under a resource constraint. First, we show the stationary relationship between average unemployment duration and unemployment benefit is hump–shaped. Second, raising benefits over a short duration can reduce average duration. Finally, we demonstrate that most of the time, a declining (yet always positive) benefit scheme is optimal.