Testing for Seasonal Unit Roots when Residuals Contain Serial Correlations under HEGY Test Framework

This paper introduces a corrected test statistic for testing seasonal unit roots when residuals contain serial correlations, based on the HEGY test proposed by Hylleberg,Engle, Granger and Yoo (1990). The serial correlations in the residuals of test regressionare accommodated by making corrections to the commonly used HEGY t statistics. Theasymptotic distributions of the corrected t statistics are free from nuisance parameters.The size and power properties of the corrected statistics for quarterly and montly data are investigated. Based on our simulations, the corrected statistics for monthly data havemore power compared with the commonly used HEGY test statistics, but they also have size distortions when there are strong negative seasonal correlations in the residuals.

Children's recall of words spoken in their first and second language : Effects of Signal-to-Noise Ratio and Reverberation Time

Speech perception runs smoothly and automatically when there is silence in the background, but when the speech signal is degraded by background noise or by reverberation, effortful cognitive processing is needed to compensate for the signal distortion. Previous research has typically investigated the effects of signal-to-noise ratio (SNR) and reverberation time in isolation, whilst few have looked at their interaction. In this study, we probed how reverberation time and SNR influence recall of words presented in participants' first- (L1) and second-language (L2). A total of 72 children (10 years old) participated in this study. The to-be-recalled wordlists were played back with two different reverberation times (0.3 and 1.2 s) crossed with two different SNRs (+3 dBA and +12 dBA). Children recalled fewer words when the spoken words were presented in L2 in comparison with recall of spoken words presented in L1. Words that were presented with a high SNR (+12 dBA) improved recall compared to a low SNR (+3 dBA). Reverberation time interacted with SNR to the effect that at +12 dB the shorter reverberation time improved recall, but at +3 dB it impaired recall. The effects of the physical sound variables (SNR and reverberation time) did not interact with language. © 2016 Hurtig, Keus van de Poll, Pekkola, Hygge, Ljung and Sörqvist.