Testing Turing's five minutes, parallel-paired imitation game

Purpose – The purpose of this paper is to consider Turing's two tests for machine intelligence: the parallel-paired, three-participants game presented in his 1950 paper, and the “jury-service” one-to-one measure described two years later in a radio broadcast. Both versions were instantiated in practical Turing tests during the 18th Loebner Prize for artificial intelligence hosted at the University of Reading, UK, in October 2008. This involved jury-service tests in the preliminary phase and parallel-paired in the final phase. Design/methodology/approach – Almost 100 test results from the final have been evaluated and this paper reports some intriguing nuances which arose as a result of the unique contest. Findings – In the 2008 competition, Turing's 30 per cent pass rate is not achieved by any machine in the parallel-paired tests but Turing's modified prediction: “at least in a hundred years time” is remembered. Originality/value – The paper presents actual responses from “modern Elizas” to human interrogators during contest dialogues that show considerable improvement in artificial conversational entities (ACE). Unlike their ancestor – Weizenbaum's natural language understanding system – ACE are now able to recall, share information and disclose personal interests.

Infant Attachment Security and the Timing of Puberty: Testing an Evolutionary Hypothesis

Life-history theories of the early programming of human reproductive strategy stipulate that early rearing experience, including that reflected in infant-parent attachment security, regulates psychological, behavioral, and reproductive development. We tested the hypothesis that infant attachment insecurity, compared with infant attachment security, at the age of 15 months predicts earlier pubertal maturation. Focusing on 373 White females enrolled in the National Institute of Child Health and Human Development Study of Early Child Care and Youth Development, we gathered data from annual physical exams from the ages of 9½ years to 15½ years and from self-reported age of menarche. Results revealed that individuals who had been insecure infants initiated and completed pubertal development earlier and had an earlier age of menarche compared with individuals who had been secure infants, even after accounting for age of menarche in the infants’ mothers. These results support a conditional-adaptational view of individual differences in attachment security and raise questions about the biological mechanisms responsible for the attachment effects we discerned.

The small open-economy New Keynesian Phillips Curve: empirical evidence and implied inflation dynamics

In this paper we apply GMM estimation to assess the relevance of domestic versus external determinants of CPI inflation dynamics in a sample of OECD countries typically classified as open economies. The analysis is based on a variant of the small open-economy New Keynesian Phillips Curve derived in Galí and Monacelli (Rev Econ Stud 72:707–734, 2005), where the novel feature is that expectations about fluctuations in the terms of trade enter explicitly. For most countries in our sample the expected relative change in the terms of trade emerges as the more relevant inflation driver than the contemporaneous domestic output gap.

Inflation dynamics in the new EU member states: how relevant are external factors?

In this paper we evaluate the relative influence of external versus domestic inflation drivers in the 12 new European Union (EU) member countries. Our empirical analysis is based on the New Keynesian Phillips Curve (NKPC) derived in Galí and Monacelli (2005) for small open economies (SOE). Employing the generalized method of moments (GMM), we find that the SOE NKPC is well supported in the new EU member states. We also find that the inflation process is dominated by domestic variables in the larger countries of our sample, whereas external variables are mostly relevant in the smaller countries.

Testing for spatial autocorrelation: the regressors that make the power disappear

We show that for any sample size, any size of the test, and any weights matrix outside a small class of exceptions, there exists a positive measure set of regression spaces such that the power of the Cli-Ord test vanishes as the autocorrelation increases in a spatial error model. This result extends to the tests that dene the Gaussian power envelope of all invariant tests for residual spatial autocorrelation. In most cases, the regression spaces such that the problem occurs depend on the size of the test, but there also exist regression spaces such that the power vanishes regardless of the size. A characterization of such particularly hostile regression spaces is provided.

Relatedness testing in subdivided populations

Assigning probabilities to alleged relationships, given DNA profiles, requires, among other things, calculation of a likelihood ratio (LR). Such calculations usually assume independence of genes: this assumption is not appropriate when the tested individuals share recent ancestry due to population substructure. Adjusted LR formulae, incorporating the coancestry coefficient F(ST), are presented here for various two-person relationships, and the issue of mutations in parentage testing is also addressed.

The inflation hedging characteristics of US and UK investments: a multi-factor error correction approach

Historic analysis of the inflation hedging properties of stocks produced anomalous results, with equities often appearing to offer a perverse hedge against inflation. This has been attributed to the impact of real and monetary shocks to the economy, which influence both inflation and asset returns. It has been argued that real estate should provide a better hedge: however, empirical results have been mixed. This paper explores the relationship between commercial real estate returns (from both private and public markets) and economic, fiscal and monetary factors and inflation for US and UK markets. Comparative analysis of general equity and small capitalisation stock returns in both markets is carried out. Inflation is subdivided into expected and unexpected components using different estimation techniques. The analyses are undertaken using long-run error correction techniques. In the long-run, once real and monetary variables are included, asset returns are positively linked to anticipated inflation but not to inflation shocks. Adjustment processes are, however, gradual and not within period. Real estate returns, particularly direct market returns, exhibit characteristics that differ from equities.

Environmental evaluation of agri-environment schemes using participatory approaches: experiences of testing the Agri-Environmental Footprint Index

The Agri-Environment Footprint Index (AFI) has been developed as a generic methodology to assess changes in the overall environmental impacts from agriculture at the farm level and to assist in the evaluation of European agri-environmental schemes (AES). The methodology is based on multicriteria analysis (MCA) and involves stakeholder participation to provide a locally customised evaluation based on weighted environmental indicators. The methodology was subjected to a feasibility assessment in a series of case studies across the EU. The AFI approach was able to measure significant differences in environmental status between farms that participated in an AES and nonparticipants. Wider environmental concerns, beyond the scheme objectives, were also considered in some case studies and the benefits for identification of unintentional (and often beneficial) impacts of AESs are presented. The participatory approach to AES valuation proved efficient in different environments and administrative contexts. The approach proved to be appropriate for environmental evaluation of complex agri-environment systems and can complement any evaluation conducted under the Common Monitoring and Evaluation Framework. The applicability of the AFI in routine monitoring of AES impacts and in providing feedback to improve policy design is discussed.

Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

In this paper we examine the order of integration of EuroSterling interest rates by employing techniques that can allow for a structural break under the null and/or alternative hypothesis of the unit-root tests. In light of these results, we investigate the cointegrating relationship implied by the single, linear expectations hypothesis of the term structure of interest rates employing two techniques, one of which allows for the possibility of a break in the mean of the cointegrating relationship. The aim of the paper is to investigate whether or not the interest rate series can be viewed as I(1) processes and furthermore, to consider whether there has been a structural break in the series. We also determine whether, if we allow for a break in the cointegration analysis, the results are consistent with those obtained when a break is not allowed for. The main results reported in this paper support the conjecture that the ‘short’ Euro-currency rates are characterised as I(1) series that exhibit a structural break on or near Black Wednesday, 16 September 1992, whereas the ‘long’ rates are I(1) series that do not support the presence of a structural break. The evidence from the cointegration analysis suggests that tests of the expectations hypothesis based on data sets that include the ERM crisis period, or a period that includes a structural break, might be problematic if the structural break is not explicitly taken into account in the testing framework.