Panel Seasonal Unit Root Test: Further Simulation Results and An Application to Unemployment DataSpringer Science and Business Media LLC - Tập 89 Số 3 - Trang 321-337 - 2005
Dreger*, Christian, Reimers, Hans-Eggert
In this paper the seasonal unit root test of Hylleberg et al. (1990) is generalized to cover a heterogenous panel. The procedure follows the work of Im, Pesaran and Shin (2002) and is independently proposed by Otero et al. (2004). Test statistics are given and critical values are obtained by simulation. Moreover, the properties of the tests are analyzed for different deterministic and dynamic spec...... hiện toàn bộ
Data depths satisfying the projection propertySpringer Science and Business Media LLC - Tập 88 Số 2 - Trang
163-
190 - 2004
Dyckerhoff, Rainer
Data depth is a concept that measures the centrality of a point in a given data cloud x 1, x 2,...,x n ∈ ℝ or in a multivariate distribution P X on ℝ d d . Every depth defines a family of so–called trimmed regions. The α–trimmed region is given by the set of points that have a depth of at least α. Data depth has been used to define multivariate measures of location and dispersion as well as multiv...... hiện toàn bộ
DDMA-charts: Nonparametric multivariate moving average control charts based on data depthSpringer Science and Business Media LLC - Tập 88 - Trang
235-
258 - 2004
Regina Y. Liu, Kesar Singh, Julie H. Teng*
This paper studies the DDMA–chart, a data depth based moving–average control chart for monitoring multivariate data. This chart is nonparametric and it can detect simultaneously location and scale changes in the process. It improves upon the existing r– and Q–chart in the efficiency of detecting location changes. Both theoretical justifications and simulation studies are provided. Comparisons with...... hiện toàn bộ
Microdata Access and Labor Market Research: The U. S. ExperienceSpringer Science and Business Media LLC - Tập 89 - Trang 121-139 - 2005
Katharine G. Abraham*
The paper illustrates the value of broad researcher access to survey and administrative microdata using examples drawn from the U. S. experience, outlining how analyses of trends in earnings inequality, poverty and employment dynamics using such data have benefited policy makers and contributed to improvements in statistical agency data products. Methods of facilitating researcher access, includin...... hiện toàn bộ
University student enrollment forecasts by analysis structural ratios using ARIMA-methodsSpringer Science and Business Media LLC - Tập 90 - Trang 253-271 - 2006
Stephan Boes, Peter Pflaumer
Forecasts for the number of students in Germany are conducted by the Kultusministerkonferenz. They use a transition model which does not allow for prediction intervals and therefore lack a measure of uncertainty of the forecast. Since the uncertainty is high for such forecasts, this lack is of importance. In this paper, structural ratios, relating the number of university students to the populatio...... hiện toàn bộ
Data depth and correlationSpringer Science and Business Media LLC - Tập 88 - Trang
191-
214 - 2004
Mario Romanazzi*
We describe depth–based graphical displays that show the interdependence
of multivariate distributions. The plots involve one–dimensional curves or bivariate scatterplots, so they are easier to interpret than correlation matrices. The correlation curve,
modelled on the scale curve of Liu et al. (1999), compares the volume of the observed
central regions with the volume under independence. The corr...... hiện toàn bộ
Nichtparametrische Dekomposition der Lohndifferenzen zwischen ost- und westdeutschen BetriebenSpringer Science and Business Media LLC - Tập 89 - Trang 365-381 - 2005
Bernd Görzig, Martin Gornig, Axel Werwatz
Seit Mitte der neunziger Jahre ist ein zunehmendes Auseinanderdriften der Tarif- und Effektivlohnrelationen zwischen Ost- und Westdeutschland festzustellen. In dieser Arbeit wird der Einfluss betrieblicher Faktoren wie Branchenzugehörigkeit und Größe auf den Lohnrückstand Ostdeutschlands mit einem nichtparametrischen Dekompositionsansatz ermittelt. Mit Betriebsdaten aus der Statistik sozialversich...... hiện toàn bộ