Testing linear cointegration against smooth-transition cointegration

This paper studies a smooth-transition (ST) type cointegration. The proposed ST cointegration allows for regime switching structure in a cointegrated system. It nests the linear cointegration developed by Engle and Granger (1987) and the threshold cointegration studied by Balke and Fomby (1997). We develop F-type tests to examine linear cointegration against ST cointegration in ST-type cointegrating regression models with or without time trends. The null asymptotic distributions of the tests are derived with stationary transition variables in ST cointegrating regression models. And it is shown that our tests have nonstandard limiting distributions expressed in terms of standard Brownian motion when regressors are pure random walks, while have standard asymptotic distributions when regressors contain random walks with nonzero drift. Finite-sample distributions of those tests are studied by Monto Carlo simulations. The small-sample performance of the tests states that our F-type tests have a better power when the system contains ST cointegration than when the system is linearly cointegrated. An empirical example for the purchasing power parity (PPP) data (monthly US dollar, Italy lira and dollar-lira exchange rate from 1973:01 to 1989:10) is illustrated by applying the testing procedures in this paper. It is found that there is no linear cointegration in the system, but there exits the ST-type cointegration in the PPP data.

Estimation of genetic variance for macro- and micro-environmental sensitivity using double hierarchical generalized linear models

Background: Genetic variation for environmental sensitivity indicates that animals are genetically different in their response to environmental factors. Environmental factors are either identifiable (e.g. temperature) and called macro-environmental or unknown and called micro-environmental. The objectives of this study were to develop a statistical method to estimate genetic parameters for macro- and micro-environmental sensitivities simultaneously, to investigate bias and precision of resulting estimates of genetic parameters and to develop and evaluate use of Akaike’s information criterion using h-likelihood to select the best fitting model. Methods: We assumed that genetic variation in macro- and micro-environmental sensitivities is expressed as genetic variance in the slope of a linear reaction norm and environmental variance, respectively. A reaction norm model to estimate genetic variance for macro-environmental sensitivity was combined with a structural model for residual variance to estimate genetic variance for micro-environmental sensitivity using a double hierarchical generalized linear model in ASReml. Akaike’s information criterion was constructed as model selection criterion using approximated h-likelihood. Populations of sires with large half-sib offspring groups were simulated to investigate bias and precision of estimated genetic parameters. Results: Designs with 100 sires, each with at least 100 offspring, are required to have standard deviations of estimated variances lower than 50% of the true value. When the number of offspring increased, standard deviations of estimates across replicates decreased substantially, especially for genetic variances of macro- and micro-environmental sensitivities. Standard deviations of estimated genetic correlations across replicates were quite large (between 0.1 and 0.4), especially when sires had few offspring. Practically, no bias was observed for estimates of any of the parameters. Using Akaike’s information criterion the true genetic model was selected as the best statistical model in at least 90% of 100 replicates when the number of offspring per sire was 100. Application of the model to lactation milk yield in dairy cattle showed that genetic variance for micro- and macro-environmental sensitivities existed. Conclusion: The algorithm and model selection criterion presented here can contribute to better understand genetic control of macro- and micro-environmental sensitivities. Designs or datasets should have at least 100 sires each with 100 offspring.

Organisationer, ojämlikhet, migration : förändringar av den etniska arbetsdelningen i svensk byggnadssektor

Organizations, Inequality, Migration – Changes of the Ethnic Division of Labour in the Swedish Construction Sector During the 1990s the number of migrants from Eastern Europe increased in the Swedish construction sector. This article examines how this change was initiated by changes in the organizational population in the construction sector. The gradual enlargement of the European Union changed the institutional framework for organizations in Sweden. This created increased opportunities for new organizational forms in the construction sector. The specific niche of the new organizations was to recruit and hire out workers from Eastern Europe that were paid lower wages than Swedish workers. The diffusion of this organizational form contributed to a change of norms and beliefs about what was legitimate and illegitimate when employing migrants. This implies that the inequalities that this organizational form introduces have gained increased legitimacy in Sweden. Or in other words, it has become increasingly socially acceptable to pay migrants lower wages than Swedish workers

Y ahora toca gramática…… : Un estudio cualitativo sobre las actitudes hacia lagramática y los métodos didácticosde unos profesores del bachillerato sueco

Grammar is one of the most discussed part of language learning. Many studentshave problems understanding how to use the grammatical forms in their ownproduction and communication. The purpose of this work is to investigate theteachers´ attitudes towards grammar and what methods they use when they teachgrammar. The method used in this work is qualitative, with four interviews ofteachers working in the Swedish high school. In order to determine how the teacherswork, we have studied the course plans presented by Skolverket and we have alsostudied what the current research have to say about this. The result shows that theinterviewed teachers mostly vary their methods, using both inductive and deductiveapproaches in order to promote the communicative competence of the students. Theinterviews also show that the teachers have a positive attitude towards grammar,considering it an important part of language learning.