Residual-based test for Nonlinear Cointegration with application in PPPs

Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. What we mainly study is testing no nonlinear cointegration against nonlinear cointegration by residual-based test, which is ready for detecting stochastic trend in nonlinear autoregression models. We construct cointegrating regression along with smooth transition components from smooth transition autoregression model. Some properties are analyzed and discussed during the estimation procedure for cointegrating regression, including description of transition variable. Autoregression of order one is considered as the model of estimated residuals for residual-based test, from which the teststatistic is obtained. Critical values and asymptotic distribution of the test statistic that we request for different cointegrating regressions with different sample sizes are derived based on Monte Carlo simulation. The proposed theoretical methods and models are illustrated by an empirical example, comparing the results with linear cointegration application in Hamilton (1994). It is concluded that there exists nonlinear cointegration in our system in the final results.

Residual-based Inference for Common Nonlinear Features

This paper investigates common nonlinear features in multivariate nonlinear autore-gressive models via testing the estimated residuals. A Wald-type test is proposed and itis asymptotically Chi-squared distributed. Simulation studies are given to examine thefinite-sample properties of the proposed test.

Genetic Control of Residual Variance for Teat Number in Pigs

The genetic improvement in litter size in pigs has been substantial during the last 10-15 years. The number of teats on the sow must increase as well to meet the needs of the piglets, because each piglet needs access to its own teat. We applied a genetic heterogeneity model on teat numberin sows, and estimated medium-high heritability for teat number (0.5), but low heritability for residual variance (0.05), indicating that selection for reduced variance might have very limited effect. A numerically positive correlation (0.8) between additive genetic breeding values for mean and for variance was found, but because of the low heritability for residual variance, the variance will increase very slowly with the mean.

Reflection of matter waves in potential structures

In this paper the behavior of matter waves in suddenly terminated potential structures is investigated numerically. It is shown that there is no difference between a fully quantum mechanical treatment and a semiclassical one with regards to energy redistribution. For the quantum case it is demonstrated that there can be substantial reflection at the termination. The neglect of backscattering by the semiclassical method brings about major differences in the case of low kinetic energies. A simple phenomenological model is shown to partially explain the observed backscattering using dynamics of reduced dimensionality.

Narration, Visualization and Mind : Movies in everyday life as a resource for utopian self-reflection

The paper is analyzing how people in late modern society characterized by de-traditionalization, use moving images as a cultural resource for the construction of meaningful subjective world views. As a theoretical concept with several dimensions, “sacralization of the self” (Woodhead & Heelas 2000: 344), is related to media theory. With a critical focus on ‘the self’, as a core aspect in contemporary media society Eric W. Rothenbuhler labels the individual self as one of “the sacred objects of modern culture” (Rothenbuhler 2006: 31).I want to emphasize the need for case studies in order to undertake a critical investigation about ‘the self’ and how consumption of fiction film is interconnected to spectator´s creation of self images, but also to understand how film engagement elicits self-reflection (Giddens 1991, Axelson 2008, Vaage 2009a). The paper make use of empirical data to illustrate and theoretically develop perspectives on how the audience uses fiction film in every-day life for the construction of the self, as well for the construction of more profound and long-lasting ideas of being part of a moral community (Brereton 2005, Jerslev 2006, Klinger 2008, Mikkola et al. 2007, Vaage 2009b). Some empirical findings support a conclusion that moving images creates a transitional space for the human mind, with the capacity of transporting the spectator from real life to fiction and back to real life again, helping the individual with an ongoing process of transforming the self, dealing with who you actually are, and who you want to become (Axelson 2008, Vaage 2009b).

Genetic heterogeneity of residual variance : estimation of variance components using double hierarchical generalized linear models

Background: The sensitivity to microenvironmental changes varies among animals and may be under genetic control. It is essential to take this element into account when aiming at breeding robust farm animals. Here, linear mixed models with genetic effects in the residual variance part of the model can be used. Such models have previously been fitted using EM and MCMC algorithms. Results: We propose the use of double hierarchical generalized linear models (DHGLM), where the squared residuals are assumed to be gamma distributed and the residual variance is fitted using a generalized linear model. The algorithm iterates between two sets of mixed model equations, one on the level of observations and one on the level of variances. The method was validated using simulations and also by re-analyzing a data set on pig litter size that was previously analyzed using a Bayesian approach. The pig litter size data contained 10,060 records from 4,149 sows. The DHGLM was implemented using the ASReml software and the algorithm converged within three minutes on a Linux server. The estimates were similar to those previously obtained using Bayesian methodology, especially the variance components in the residual variance part of the model. Conclusions: We have shown that variance components in the residual variance part of a linear mixed model can be estimated using a DHGLM approach. The method enables analyses of animal models with large numbers of observations. An important future development of the DHGLM methodology is to include the genetic correlation between the random effects in the mean and residual variance parts of the model as a parameter of the DHGLM.

The "reflection protocol" - a way to develop learning and independent thinking?

It is now-a-days more and more common in the academic world to use new forms of “learning-tools”. One of those is the “reflection protocol”, which usually consist of a few pages of freely written text, related to something the students have read. There seems to be a lot of different opinions about the value to use this method. Some teachers and students are enthusiastic and others are rather critical. To write a “reflection protocol” is not in the first place to do a summery, a review, not even to analyze a text. Instead it is about to write down thoughts and questions that comes up as a result of the reading. It is also about doing associations, reflections and to interpret a text and relate this to a theme of some kind. The purpose to use “reflection protocols” is, as we see it, mainly for the student to practice independent thinking from a scientific point of view, but it also gives a possibility to a better understanding of another person’s thinking. This seems to open up for a fruitful dialogue and a way to learn. We will in this paper discuss if that could be the case.