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).

A finite sample improvement of the fixed effects estimator : applied to technical infficiency

The FE ('fixed effects') estimator of technical inefficiency performs poorly when N ('number of firms') is large and T ('number of time observations') is small. We propose estimators of both the firm effects and the inefficiencies, which have small sample gains compared to the traditional FE estimator. The estimators are based on nonparametric kernel regression of unordered variables, which includes the FE estimator as a special case. In terms of global conditional MSE ('mean square error') criterions, it is proved that there are kernel estimators which are efficient to the FE estimators of firm effects and inefficiencies, in finite samples. Monte Carlo simulations supports our theoretical findings and in an empirical example it is shown how the traditional FE estimator and the proposed kernel FE estimator lead to very different conclusions about inefficiency of Indonesian rice farmers.

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.

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.

Las abreviaciones del español usadas en lacomunicación mediada por ordenador por jóvenesmexicanos.

The aim of this study is to investigate the reasons why young people in Mexico useabbreviations, how abbreviations are used and what kind of abbreviations they use amongtheir group of friends. The study is conducted among a small sample of persons between 18 to30 years old and from one sociocultural group.We studied a group of 20 informants. In this group we included young people working as acashiers, warehouse workers, employees in stores, etc. These informants answered a writtenquestionnaire and we also analyzed 40 of their Facebook messages.In summary, it was noticed that the abbreviations were used because it is a fast way to writebecause they save time. According to the informants “It is fun and is easy to use them whenwriting their messages”. We could see that a few informants use them because it is a new wayof writing as well as considering it to be entertaining to write their messages. When analyzingtheir messages, we saw that these informants do not seem to have rules when writing theirabbrevations, they shorten the words in all forms and place them in any part of theirmessages. They often adapt their way of writing to the pronunciation of the words, similar tothe spoken language. Some words had influences from the caliche jargot (a variety ofcolloquial language used among young people in Mexico). The informants in this study areusing all kinds of abbreviations such as abbreviated words, acronyms and shortenings

Representations of culture in EIL : Cultural representation in Swedish EFL textbooks

The English language has become an international language and is globally used as a lingua franca. Therefore, there has been a shift in English-language education toward teaching English as an interna-tional language (EIL). Teaching from the EIL paradigm means that English is seen as an international language used in communication by people from different linguistic and cultural backgrounds. As the approach to English-language education changes from the traditional native-speaker, target country context, so does the role of culture within English-language teaching. The aim of this thesis is to in-vestigate and analyse cultural representations in two Swedish EFL textbooks used in upper-secondary school to see how they correspond with the EIL paradigm. This is done by focusing on the geograph-ical origin of the cultural content as well as looking at what kinds of culture are represented in the textbooks. A content analysis of the textbooks is conducted, using Kachru’s Concentric Circles of English as the model for the analysis of the geographical origin. Horibe’s model of the three different kinds of culture in EIL is the model used for coding the second part of the analysis. The results of the analysis show that culture of target countries and "Culture as social custom" dominate the cultural content of the textbook. Thus, although there are some indications that the EIL paradigm has influ-enced the textbooks, the traditional approach to culture in language teaching still prevails in the ana-lysed textbooks. Because of the relatively small sample included in the thesis, further studies need to be conducted in order to make conclusions regarding the Swedish context as a whole.

Actitudes hacia el mapudungun : Un estudio sociolingüístico entre jóvenes chilenos en la región de LosLagos, Chile.

Our aim in this study is to investigate what attitudes exist among young Chilean peopletowards Mapudungun. Our other objectives are to establish the interest of learningMapudungun and to investigate if any of the informants identify themselves as mapuche. Thisstudy has been conducted among a small sample of informants in the region Los Lagos inChile. The sample consists of 21 informants between the ages 20 to 30.They answered a questionnaire consisting of two parts. In the first part we establish the ethnicidentity of the informants, and their desire to learn the language. Based on this they weredivided into three groups (mapuche, not mapuche and unsure) to investigate if the attitudesdiffer depending on their ethnicity. The second part of the questionnaire consists of the items.The informants have expressed their agreement or disagreement towards 20 positive ornegative items toward Mapudungun.The results of the analysis indicate that the attitudes towards Mapudungun are positive.However, the results show that the attitudes differ between the groups. We found a morepositive attitude in the mapuche group. We have also established an interest in learningMapudungun among the informants, even those that are not mapuche.