Testing common nonlinear features in vector nonlinear autoregressive models

This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

Optimization heuristic solutions, how good can they be? : With empirical applications in location problems

Combinatorial optimization problems, are one of the most important types of problems in operational research. Heuristic and metaheuristics algorithms are widely applied to find a good solution. However, a common problem is that these algorithms do not guarantee that the solution will coincide with the optimum and, hence, many solutions to real world OR-problems are afflicted with an uncertainty about the quality of the solution. The main aim of this thesis is to investigate the usability of statistical bounds to evaluate the quality of heuristic solutions applied to large combinatorial problems. The contributions of this thesis are both methodological and empirical. From a methodological point of view, the usefulness of statistical bounds on p-median problems is thoroughly investigated. The statistical bounds have good performance in providing informative quality assessment under appropriate parameter settings. Also, they outperform the commonly used Lagrangian bounds. It is demonstrated that the statistical bounds are shown to be comparable with the deterministic bounds in quadratic assignment problems. As to empirical research, environment pollution has become a worldwide problem, and transportation can cause a great amount of pollution. A new method for calculating and comparing the CO2-emissions of online and brick-and-mortar retailing is proposed. It leads to the conclusion that online retailing has significantly lesser CO2-emissions. Another problem is that the Swedish regional division is under revision and the border effect to public service accessibility is concerned of both residents and politicians. After analysis, it is shown that borders hinder the optimal location of public services and consequently the highest achievable economic and social utility may not be attained.

L'italiano in Svezia nel Seicento attraverso le testimonianze di viaggiatori italiani

Nell'articolo è illustrata la conoscenza della lingua italiana in Svezia nella prima età moderna, con particolare riguardo al Seicento. Gli studi pregressi su questo argomento mostrano che l'Italiano era in questo periodo una delle lingue di cultura più importanti in Svezia. Per verificare questi studi si sono utilizzate le notizie di prima mano contenute in alcuni testi odeporici (lettere, diari, relazioni ecc.) redatti da viaggiatori italiani recatisi in Svezia in questo secolo. Nei primi paragrafi del lavoro il lettore è introdotto alla comprensione dell'argomento grazie ad una esposizione contestualizzata sia della storia della Svezia sia di quella della lingua italiana tra Cinquecento e Seicento. Inoltre si offre anche una veloce introduzione ai contatti culturali tra l'Italia e la Svezia fino al Seicento. L'analisi dei testi odeporici seicenteschi conferma gli studi precedenti, basati su ricerche bibliografiche e d'archivio, dimostrando come l'Italiano, sebbene materia di studio accademico e di apprendimento privato, fosse in realtà conosciuto in Svezia solo da una piccola parte dei nobili, preferendosi ad esso il Francese, mentre il latino era conosciuto bene da tutti i rappresentanti del clero.