bluuebunny/crossref_metadata_2025_split huggingface dataset:
Testing for Parameter Instability in Linear Models
Authors: Hansen Bruce e. 
Published: October 2023

Abstract
Simple tests for parameter instability are presented and discussed. These tests have locally optimal power and do not require a priori knowledge of “the breakpoint”. Two empirical examples are presented to illustrate the use of the tests. The first examines whether an AR(1) model for annual U.S. output growth rates has remained stable over 1889-1987. The second examines the stability of an error correction model for an aggregate life cycle model of consumption.
Financial Economics
Authors: Eichberger Jürgen , Harper Ian R 
Published: October 2023

Abstract
Financial Economics is an exciting new field of study that integrates the theory of finance and financial institutions into the main body of economic theory. In doing so, it draws on insights from general equilibrium analysis, information economics, and the theory of contracts. Financial Economics is a self-contained and comprehensive introduction to the field for advanced undergraduate and post-graduate economists and finance specialists. It develops the main ideas in finance theory, including the CAPM, arbitrage pricing, option pricing, and the Modigliani-Miller theorem within an economic framework. Students of economics are shown how finance theory derives from foundations in economic theory, while students of finance are given a firmer appreciation of the economic logic underlying their favourite results. Financial Economics provides all of the technical apparatus necessary to read the modern literature in financial economics and the economics of financial institutions. The book is self-contained in that the reader is guided through branches of the theory, as necessary, in order to understand the main topics. Numerous examples and diagrams illustrate the key arguments, and the main chapters are followed by guides to the relevant literature and exercises for students.
Decision-Making Under Uncertainty
Authors: Eichberger Jürgen , Harper Ian R 
Published: October 2023

Abstract
This first chapter covers the basic theoretical framework for choice under conditions of uncertainty. We begin with a formal characterization of uncertainty and develop two ways of looking at choice under uncertainty: (i) as a choice amongst state dependent outcomes; and (ii) as a choice amongst different probability distributions over outcomes. We then explain how the expected utility representation of preferences can be interpreted as a utility function over state-dependent outcomes (the ‘state-preference approach ‘) or as a utility function over probability distributions. Following a discussion of attitudes to risk and stochastic dominance, we introduce a special application of expected utility theory commonly encountered in financial economics, viz. mean-variance analysis. Two appendices provide a brief collection of results on probability distributions and a short exposition of the axiomatic derivation of the expected utility representation.
Arbitrage and Option Pricing
Authors: Eichberger Jürgen , Harper Ian R 
Published: October 2023

Abstract
This chapter deals with two fundamental insights about the relationship among asset returns. First, an asset may have state-contingent pay-offs that can also be obtained by forming an appropriate portfolio of other assets. Indeed, if markets are complete, then the state-contingent returns of any additional asset can be synthesized by a port folio of the existing assets. Since perfect substitutes must command the same price, the price of any asset must equal the price of a portfolio that replicates its returns.
Debt Contracts and Credit Rationing
Authors: Eichberger Jürgen , Harper Ian R 
Published: October 2023

Abstract
In previous chapters, we maintained the assumptions that all decision-makers in an economy can specify, agree on, and eventually verify states of the world, and that decision-makers know each other ‘s preferences and beliefs. Given these assumptions, anonymous trade of state-contingent contracts in competitive markets is conceptually feasible, as we have seen in Chapters 2 to 5. In this chapter, we abandon these simplifying assumptions. First, we will drop the assumption that all decision-makers have complete and identical information about each other ‘s characteristics. In the context of an insurance market, asymmetric information about some players ‘ risk characteristics may lead to a breakdown of the market on account of adverse selection. We show how other in stitutional arrangements, e.g. specific forms of financial contracts, may help to over come this problem.
Regulation of Banks
Authors: Eichberger Jürgen , Harper Ian R 
Published: October 2023

Abstract
Chapter 7 suggested that transformation of liquidity is a bank ‘s main role in a modern economy. Taking deposits on call and investing them, at least partially, in long term illiquid assets entails the risk of bank runs. Because of the intrinsic risk these institutions face, regulation has been part of the institutional framework from the earliest days of banking. In this chapter, we study the effectiveness of different regulatory measures and the capacity of these instruments to achieve their objectives.
Concepts in Time Series Analysis
Authors: Franses Philip Hans 
Published: October 2023

Abstract
This chapter surveys some concepts for univariate and multivariate time series processes which are relevant for the material to be discussed in subsequent chapters of this book. For convenience, I postpone a discussion of seasonal time series to the next chapter. Examples of relevant concepts are stationarity, the autocorrelation function. unit roots, and several diagnostic measures to investigate the empirical adequacy of fitted models. The material does not pro vide a detailed analysis of all possible concepts, although I sometimes provide details of computational aspects. For detailed theoretical accounts.
Seasonal Integration and Cointegration
Authors: Franses Philip Hans 
Published: October 2023

Abstract
This chapter reviews recent developments in formally testing whether this double filter or the A4 filter are useful transformations in practice. If a A4 differencing filter is required, a time series is said to be seasonally integrated. Since differencing filters assume the presence of one or more seasonal or nonseasonal unit roots, most methods to test for an appropriate differencing filter are based on statistical tests for such unit roots. These tests are all extensions of the univariate Dickey-Fuller tests discussed in Chapter 2. In the first section of this chapter I discuss testing for unit roots in univariate seasonal time series with an explicit focus on seasonal unit roots. This is be cause such roots are typically found for time series with changing seasonal pat terns. The tests will be illustrated for the four sample time series that were discussed in Chapter 3, as well as for seven new sample series. These new series all concern data for the UK: GDP, total consumption, consumption of non durables, exports, imports, public investment and the work-force, where the first six variables are all in real terms.
Periodic Autoregressive Time Series Models
Authors: Franses Philip Hans 
Published: October 2023

Abstract
In this chapter I consider periodic autoregressive models for univariate and multivariate time series processes. A periodic autoregression (PAR) extends a nonperiodic AR model by allowing the autoregressive parameters to vary with the seasons. In other words, the PAR model assumes that the observations in each of the seasons can be described using a different model. Such a property may be useful to describe some economic time series, since in several economic situations one may expect that economic agents behave differently in different seasons. This may lead to a belief that the memory structure (which can be reflected by autoregressive components) can vary with the season. For ex ample, technological advances throughout the years have now made it possible to buy certain vegetables in almost all seasons, whereas these products were available in, say, only the summer season several years ago; hence one may observe an increasing trend in the consumption of these vegetables in one or more seasons and no trend in the summer season (see e.g. the graphs in Kuiper, et al. 1993). As another example, some recent tax measures which became effective in the first part of the year may lead to seasonal variation in inflation: as a result, economic agents may come increasingly to anticipate this inflation peak. Yet another example is that. as a result of increasing personal disposable income and increasing leisure time in developed countries, consumer spending on holidays has changed over the years. Gersovitz and MacKinnon (1978), Osborn(] 988), and Todd (1990) give more concrete economic examples which concern seasonally varying utility functions and optimization schemes.
Periodic Cointegration
Authors: Franses Philip Hans 
Published: October 2023

Abstract
This chapter deals with empirical periodic models for multivariate time series with one or more stochastic trends. In the previous two chapters we have seen that for univariate variables periodic time series models are most easily analysed in the vector of quarters (VQ) form. This amounts to investigating the properties of a quarterly observed time series y1via an analysis of the properties of the (4 x 1) vector process YT ‘ which contains the observations in each of the quarters. As noted in Section 7.5, the analysis of the stationarity property of a periodic VAR (PVAR) model can be quite involved, even for the simple PVAR(l) model (see equation (7.51) ). In this chapter I propose two reasonably simple alternative approaches to analysing a multivariate time series using a periodic model.
Conclusion
Authors: Franses Philip Hans 
Published: October 2023

Abstract
In this book I have considered the class of periodic time series models with stochastic trends to describe and forecast seasonally observed time series. I have argued that this class is particularly useful for several macroeconomic time series since such models can describe variables for which (i) seasonal patterns change slowly over time, (ii) seasonality is a dominant source of variation in a time series, and (iii) the seasonal fluctuations depend on the business cycle and stochastic trend fluctuations. In Chapter 3 I showed that properties (i) and (ii) are apparent for several example series. In the next chapter I reviewed commonly used seasonal adjustment methods. In Chapter 5 I reviewed recent developments in nonperiodic models with nonseasonal and seasonal unit roots. Seasonal adjustment methods and seasonal unit root models share the property that it is assumed that seasonal and nonseasonal movements can be meaningfully separated. In Chapter 6, however, I used several examples to conjecture that for some macroeconomic variables it may be difficult, if not impossible, to separate seasonal from nonseasonal movements. This led me to propose the class of periodic models with stochastic trends, which can take ac count of the various documented empirical regularities.
Generalized Method of Moments
Authors: Hall Alastair R 
Published: October 2023

Abstract
Generalized Method of Moments (GMM) has become one of the main statistical tools for the analysis of economic and financial data. This book is the first to provide an intuitive introduction to the method combined with a unified treatment of GMM statistical theory and a survey of recent important developments in the field. Providing a comprehensive treatment of GMM estimation and inference, it is designed as a resource for both the theory and practice of GMM: it discusses and proves formally all the main statistical results, and illustrates all inference techniques using empirical examples in macroeconomics and finance. Building from the instrumental variables estimator in static linear models, it presents the asymptotic statistical theory of GMM in nonlinear dynamic models. Within this framework it covers classical results on estimation and inference techniques, such as the overidentifying restrictions test and tests of structural stability, and reviews the finite sample performance of these inference methods. And it discusses in detail recent developments on covariance matrix estimation, the impact of model misspecification, moment selection, the use of the bootstrap, and weak instrument asymptotics.
Asymptotic Theory and Finite Sample Behaviour
Authors: Hall Alastair R 
Published: October 2023

Abstract
Since finite sample distribution theory is intractable for nonlinear dynamic models, this question has been addressed in this context via computer based simulation studies calibrated to match models of particular interest. These studies form the main focus of this chapter and are reviewed in Section 6.3. However, we precede our review of these simulation estimator. However, there are some circumstances in which there is no eﬀect, and so the additional moment conditions are said to be redundant. This scenario turns out to be pertinent
The Vector Autoregressive Model
Authors: Hansen Peter Reinhard , Johansen Søren 
Published: October 2023

Abstract
In Chapter 2 of SJ the basic facts about the vector autoregressive model with unrestricted parameters are given, and the asymptotics of the statistical theory is given in the stationary case. The p-dimensional process Xt considered throughout the book is generated by the autoregressive equations where X-k+i, ... , X0, are fixed initial values and thee are i.i.d. Np(O, n). The deterministic terms Dt contain constants, linear terms or seasonal dummies.
The Statistical Analysis of I (1) Models
Authors: Hansen Peter Reinhard , Johansen Søren 
Published: October 2023

Abstract
It is shown here that the derivation of test statistics and estimators from the Gaussian likelihood function leads to the technique of reduced rank regression and the analysis of eigenvalues and eigenvectors, as developed by Anderson (1951). Theorem 6.1 contains the main results on the calculation of estimators and likelihood ratio tests in terms of the eigenvectors in certain matrices. Briefly the technique is the following. The error correction model is a non-linear regression model and we first eliminate the linearly.
Asymptotic Properties of the Estimators
Authors: Hansen Peter Reinhard , Johansen Søren 
Published: October 2023

Abstract
This chapter starts with a brief discussion of the mixed Gaussian distribution, and a discussion of the normalization of the estimator (3. If we write (3 = (f3L (32)’ and assume that f31 has full rank then we can normalize the form We work with a different normalization and normalize the estimated eigenvectors using first the true value Thus We also work with the normalization on a matrix c with the property that c’(3 full rank. The most important result is given in Lemma 13.2 for and in Theorem 13.3 for The asymptotic behaviour is different in different directions given by the matrices (3, ‘Y and r; see the introduction to Chapter 10. The result is expressed as follows: Since Va is independent of G, the limit distribution conditional on G1.2 is Gaussian with mean zero, that is, the asymptotic distribution of /j is mixed c. We also give a result on the asymptotic distribution of /j under identifying restrictions, and the steps of the proof are given in exercise 13.7.
Introduction
Authors: Phillips Anne 
Published: October 2023

Abstract
Feminism is politics. Yet, judging from its impact on either theory or practice, feminism has been less successful in challenging ‘malestream’ politics than in the near-revolution it has achieved elsewhere. We are living through a time of major transformation in sexual relations: transformations that can be measured in the global feminization of the workforce, the rapid equalization between the sexes (at least in the richer countries) in educational participation and qualifications, and a marked increase in women’s self confidence and self-esteem that is probably the most lasting legacy of the contemporary women’s movement. The changes cannot be attributed to feminism alone, and are often ambiguous in their effects; but even if the reshaping of gender relations is partial and deeply problematic, it would be hard not to notice this as a period of significant change. In politics, by contrast, it still seems like business as usual. Certainly, the politics portrayed to us via the daily newspapers and television accounts remains overwhelmingly masculine in personnel and style; while in some parts of the world, women face direct attacks on recently achieved civil rights by parties and governments resisting the implications of sexual equality.
Angry Women are Building: Issues and Struggles Facing American Indian Women Today
Authors: Allen Paula Gunn 
Published: October 2023

Abstract
The central issue that confronts American Indian women throughout the hemisphere is survival, literal surviva both on a cultural and biological level. According to the l980 census, population of American Indians is just over one million. This figure, which is disputed by some American Indians, is probably a fair estimate, and it carries certain implications.
Colonialism and Modernity: Feminist Re-presentations of Women in Non Western Societies
Authors: Ong Aihwa 
Published: October 2023

Abstract
The irony of feminism is twofold: (i) As an oppositional subculture reproduced within the Western knowledge of the non-Western World, it is a field defined by historicism. This post-Enlightenment view holds that the world is a complex but unified unity culminating in the West. Liberal and socialist feminists alike apply the same incorporating world historical schemes to their understanding of women and men in the non-Western world.
The Persistence of Vision
Authors: Haraway Donna 
Published: October 2023

Abstract
How are love, power and science intertwined in the constructions of nature in the late twentieth century? What may count as nature for late industrial people? What forms does love of nature take in particular historical contexts? For whom and at what cost? In what specific places, out of which social and intellectual histories, and with what tools is nature constructed as an object of erotic and intellectual desire? How do the terrible marks of gender and race enable and constrain love and knowledge in particular cultural traditions, including the modern natural sciences? Who may contest for what the body of nature will be? These questions guide my history of the modern sciences and popular cultures emerging from accounts of the bodies and lives of monkeys and apes.
somebody Forgot to Tell Somebody Something’: African-American Women’s Historical Novels
Authors: Christian Barbara 
Published: October 2023

Abstract
The title of my essay is taken from a radio interview Ntozake Shange did with Toni Morrison in 1978, just after she had published Song of Solomon.’ Morrison’s comment referred to a generation of Afro Americans of the post-World War II era who had seen the new possibilities that period seemed to promise for their children and who thought that knowledge of their history--one of enslavement, disenfranchisement, and racism-might deter the younger generation’s hopes for the future.
Black Women’s Employment and the British Economy
Authors: Lewis Gail 
Published: October 2023

Abstract
In recent years it has become a commonplace ⃛ to accept that it is black people’ in general, and black women in particular, who have borne the brunt of the effects of the economic crisis. More particularly, the factors that give rise to this condition are said to be the interlocking of massive unemployment, government legislation and growing racialism in local areas.
The Housewife and the Humanists
Authors: Hutson Lorna 
Published: October 2023

Abstract
In 1541 Miles Coverdale published an English translation of the humanist Heinrich Bullinger’s guide to matrimony, Der Christlich Eestand (1540). It was to be, in English, an extremely influential text. It went through nine editions by 1575 and was the model for subsequent treatments of the subject.
A Canterbury Tale
Authors: Walter Linda 
Published: October 2023

Abstract
There are two quotations which have helped me perhaps more than any others in my life as a Christian. The first is from Harry Williams’ book, True Wilderness, in which, amongst other wonderfully useful things, he writes-’Refuse to be satisfied with anything less than what is totally satisfying-not what should satisfy, but what in fact does.’ These words stood by me when traditional worship and formula for prayer have left me cold.
Luther on the Image of God in Women
Authors: Douglass Jane Dempsey 
Published: October 2023

Abstract
‘So God created humankind in his image, in the image of God he created them; male and female he created them’ (Genesis 1 :25, New Revised Standard Version). Given the natural subordination of women (an overwhelming presumption until the twentieth century), Christian theologians had difficulty with the Genesis teaching that both male and female were made in the image of God. If both were in God’s image, why then not equal? Was it the Fall that brought on Eve’s subservience? In the reforming debates of the sixteenth century, traditional teachings on sex, women, and marriage were questioned.
Feminism and Christology
Authors: Hampson Daphne 
Published: October 2023

Abstract
There may be said to be three different types of Christology: ‘high’ Christologies, ‘low’ Christologies, and ‘message’ Christologies. A ‘high’ Christology is one which emphasizes Christ’s divinity, a ‘low’ Christology his humanity, and a ‘message’ type Christology one which looks to his words rather than to the nature of his person. Feminists have advocated Christologies of all three types.
The Challenge of the Darker Sister
Authors: Grant Jacquelyn 
Published: October 2023

Abstract
Theological investigation into the experiences of Christian Black women reveals that Black women considered the Bible to be a major source for religious validation in their lives. Though Black women’s relationship with God preceded their introduction to the Bible, this Bible gave some content to their God-consciousness. The source for Black women’s understanding of God has been twofold: first, God’s revelation directly to them, and secondly, God’s revelation as wit nessed in the Bible and as read and heard in the context of their experience.
The Breast of the Father
Authors: Harrison Verna E F 
Published: October 2023

Abstract
As described in Paedagogus I, Clement’s ideal human child combines symbolically masculine and feminine attributes. So does his ideal parent, God. His language of child-rearing describes the relationships between human and divine persons, so the symbols naming both sides within this conceptual world are interrelated. Thus, God the Father and the Logos both function and act in fatherly and motherly ways toward their human children.
‘It’s Merely Designed for Sexual Arousal’:* Interrogating the lndefensibility of Lesbian Smut
Authors: Ross Becki L 
Published: October 2023

Abstract
Our pictures felt like proof that our reality could be altered, that the world we lived in and were part of was not the only world, and that within our imaginations dwelt another reality that was mysterious and potent. For me this reality included the possibility of women together, and signified that beneath the outer trappings of our everyday masks and costumes there existed a body that hungered and thirsted for freedom That beneath the artifice there existed another ‘self,’ another, more authentic body-in my case, a lesbian body that was struggling to name itself by imagining and then imaging its own unspeakable yearnings.