Raising Creativity: Exploring How Creativity Can be Nurtured in Educational Contexts

The question of how we can encourage creative capacities in young people has never been more relevant than it is today (Pink, 2006; Robinson as cited in TEDtalksDirector, 2007; Eisner as cited in VanderbiltUniversity, 2009). While the world is rapidly evolving, education has the great challenge of adapting to keep up. Scholars say that to meet the needs of 21st century learners, pedagogy must focus on fostering creative skills to enable students to manage in a future we cannot yet envision (Robinson as cited in TEDtalksDirector, 2007). Further, research demonstrates that creativity thrives with autonomy, support, and without judgment (Amabile, 1996; Codack [Zak], 2010; Harrington, Block, & Block, 1987; Holt, 1989; Kohn, 1993). So how well are schools doing in this regard? How do alternative models of education nurture or neglect creativity, and how can this inform teaching practice all around? In other words, ultimately, how can we nurture creativity in education? This documentary explores these questions from a scholarly art-based perspective. Artist/researcher/teacher Rebecca Zak builds on her experience in the art studio, academia, and the art classroom to investigate the various philosophies and strategies that diverse educational models implement to illuminate the possibilities for educational and paradigmatic transformation. The Raising Creativity documentary project consists of multiple parts across multiple platforms. There are five videos in the series that answer the why, who, how, what, and now what about creativity in education respectively (i.e., why is this topic important, who has spoken/written on this topic already, how will this issue be investigated this time, what was observed during the inquiry, and now what will this mean going forward?). There is also a self-reflexive blog that addresses certain aspects of the topic in greater depth (located here, on this website) and in the context of Rebecca's lived experience to complement the video format. Together, all video and blog artifacts housed on this website function as a polyptych, wherein the pieces can stand alone individually yet are intended to work together and fulfill the dissertation requirements for Rebecca's doctorate degree in education in reimagined ways.

Analysis of multiple change-points in normally distributed series.

Tesis (Maestría en Ciencias con Orientación en Matemáticas) UANL, 2013.

Lecciones de cosas en series graduadas, con nociones de objetos comunes

UANL

Tests of Joint Hypotheses for Time Series Regression with a Unit Root

This Paper Studies Tests of Joint Hypotheses in Time Series Regression with a Unit Root in Which Weakly Dependent and Heterogeneously Distributed Innovations Are Allowed. We Consider Two Types of Regression: One with a Constant and Lagged Dependent Variable, and the Other with a Trend Added. the Statistics Studied Are the Regression \"F-Test\" Originally Analysed by Dickey and Fuller (1981) in a Less General Framework. the Limiting Distributions Are Found Using Functinal Central Limit Theory. New Test Statistics Are Proposed Which Require Only Already Tabulated Critical Values But Which Are Valid in a Quite General Framework (Including Finite Order Arma Models Generated by Gaussian Errors). This Study Extends the Results on Single Coefficients Derived in Phillips (1986A) and Phillips and Perron (1986).

Short run and long run causality in time series: Inference

We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.

Distribution-Free Bounds for Serial Correlation Coefficients in Heteroskedastic Symmetric Time Series

We consider the problem of testing whether the observations X1, ..., Xn of a time series are independent with unspecified (possibly nonidentical) distributions symmetric about a common known median. Various bounds on the distributions of serial correlation coefficients are proposed: exponential bounds, Eaton-type bounds, Chebyshev bounds and Berry-Esséen-Zolotarev bounds. The bounds are exact in finite samples, distribution-free and easy to compute. The performance of the bounds is evaluated and compared with traditional serial dependence tests in a simulation experiment. The procedures proposed are applied to U.S. data on interest rates (commercial paper rate).

Lecciones de cosas : en series graduadas, con nociones de objetos comunes : E. A. Sheldon

UANL

L'estimation de modeles de series chronologiques avec erreur sur les variables.

Rapport de recherche

Kings of the battle-field: comprising a series of biographical sketches of the most distinguished military leaders...

UANL