title: Not all estimators are born equal: The empirical properties of some estimators of long memory

authors: Rea, William

subjects: Global dependence

abstract: We present the results of a simulation study into the properties of 12 different estimators of the Hurst parameter, H, or the fractional integration parameter, d, in long memory time series which are available in R packages. We compare and contrast their performance on simulated Fractional Gaussian Noises and fractionally integrated series with lengths between 100 and 10,000 data points and H values between 0.55 and 0.90 or d values between 0.05 and 0.40. We apply all 12 estimators to the Campito Mountain data and estimate the accuracy of their estimates using the Beran goodness-of-fit test for long memory time series.

text: Not all estimators are born equal: The empirical properties of some estimators of long memory We present the results of a simulation study into the properties of 12 different estimators of the Hurst parameter, H, or the fractional integration parameter, d, in long memory time series which are available in R packages. We compare and contrast their performance on simulated Fractional Gaussian Noises and fractionally integrated series with lengths between 100 and 10,000 data points and H values between 0.55 and 0.90 or d values between 0.05 and 0.40. We apply all 12 estimators to the Campito Mountain data and estimate the accuracy of their estimates using the Beran goodness-of-fit test for long memory time series.

year: 2012

title: The marginal willingness-to-pay for attributes of a hypothetical HIV vaccine

authors: Cameron, Michael Patrick

subjects: HIV vaccine

abstract: This paper estimates the marginal willingness-to-pay for attributes of a hypothetical HIV vaccine using discrete choice modeling. We use primary data from 326 respondents from Bangkok and Chiang Mai, Thailand, in 2008-2009, selected using purposive, venue-based sampling across two strata. Participants completed a structured questionnaire and full rank discrete choice modelling task administered using computer-assisted personal interviewing. The choice experiment was used to rank eight hypothetical HIV vaccine scenarios, with each scenario comprising seven attributes (including cost) each of which had two levels. The data were analyzed in two alternative specifications: (1) best-worst; and (2) full-rank, using logit likelihood functions estimated with custom routines in Gauss matrix programming language. Knowledge of the relative importance of determinants of HIV vaccine acceptability is important to ensure the success of future vaccination programs. Future acceptability studies of hypothetical HIV vaccines should use more finely-grained biomedical attributes, and could also improve the external validity of results by including more levels of the cost attribute.

text: The marginal willingness-to-pay for attributes of a hypothetical HIV vaccine This paper estimates the marginal willingness-to-pay for attributes of a hypothetical HIV vaccine using discrete choice modeling. We use primary data from 326 respondents from Bangkok and Chiang Mai, Thailand, in 2008-2009, selected using purposive, venue-based sampling across two strata. Participants completed a structured questionnaire and full rank discrete choice modelling task administered using computer-assisted personal interviewing. The choice experiment was used to rank eight hypothetical HIV vaccine scenarios, with each scenario comprising seven attributes (including cost) each of which had two levels. The data were analyzed in two alternative specifications: (1) best-worst; and (2) full-rank, using logit likelihood functions estimated with custom routines in Gauss matrix programming language. Knowledge of the relative importance of determinants of HIV vaccine acceptability is important to ensure the success of future vaccination programs. Future acceptability studies of hypothetical HIV vaccines should use more finely-grained biomedical attributes, and could also improve the external validity of results by including more levels of the cost attribute.

year: 2012-09

title: Location of Te Wahitapu Stream and other possible streams in 1877

authors: de Lange, Willem P.

abstract: Review of evidence to establish, with as much confidence as possible, the path of the Te Wahitapu Stream at Matapouri in 1877. The review also examines if other streams may have been present on or in the vicinity of Te Wahitapu Stream in 1877, and if the 1877 or later tsunami may have latered the course of the boundary stream.

text: Location of Te Wahitapu Stream and other possible streams in 1877 Review of evidence to establish, with as much confidence as possible, the path of the Te Wahitapu Stream at Matapouri in 1877. The review also examines if other streams may have been present on or in the vicinity of Te Wahitapu Stream in 1877, and if the 1877 or later tsunami may have latered the course of the boundary stream.

year: 2009