Time-series regression models to study the short-term effects of environmental factors on health

Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important that trend and seasonality are properly accounted for. Our paper reviews the statistical models commonly used in time-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes. In particular, we discuss the use of time-series regression for counts using a wide range Generalised Linear Models as well as Generalised Additive Models. In addition, recently critical points in using statistical software for GAM were stressed, and reanalyses of time series data on air pollution and health were performed in order to update already published. Applications are offered through an example on the relationship between asthma emergency admissions and photochemical air pollutants

Measuring time-varying economic fears with consumption-based stochastic discount factors

This paper analyzes empirically the volatility of consumption-based stochastic discount factors as a measure of implicit economic fears by studying its relationship with future economic and stock market cycles. Time-varying economic fears seem to be well captured by the volatility of stochastic discount factors. In particular, the volatility of recursive utility-based stochastic discount factor with contemporaneous growth explains between 9 and 34 percent of future changes in industrial production at short and long horizons respectively. They also explain ex-ante uncertainty and risk aversion. However, future stock market cycles are better explained by a similar stochastic discount factor with long-run consumption growth. This specification of the stochastic discount factor presents higher volatility and lower pricing errors than the specification with contemporaneous consumption growth.

Time patterns and perceptions of online learning success factors

Online learning provides the opportunity to work on academic tasks at any time at the same time as doing other activities, such as using in web 2.0 tools. This study identifies factors that contribute to success in online learning from the students¿ perspective and their relationship with time patterns. A survey of learning outputs was used to find relationships between students¿ satisfaction, knowledge acquisition and knowledge transfer with time for working on academic tasks. In this study, 199 students from a university in Mexico completed the survey. Findings suggest that knowledge transfer has a significant association with the number of hours online per day, hours spent on social networks and the use made of e-learning during working hours. Learner satisfaction has a strong relationship with the time in years a learner has been using the Internet and the number of hours devoted to the course per week. The findings of this research will be helpful for faculty and instructional designers for implementing learning strategies.