Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.

Participation of 8-12 year old children with cerebral palsy: a cross-sectional European Survey

Objectives
To evaluate how involvement in life situations (participation) in children with cerebral palsy varies with type and severity of impairment and to investigate geographical variation in participation.

Design
Cross sectional study. Trained interviewers visited parents of children with cerebral palsy; multilevel multivariable regression related participation to impairments, pain, and sociodemographic characteristics.

Setting
Eight European regions with population registers of children with cerebral palsy; one further region recruited children from multiple sources.

Participants
1174 children aged 8-12 with cerebral palsy randomly selected from the population registers, 743 (63%) joined in the study; the further region recruited 75 children.

Main outcome measure
Children’s participation assessed by the Life-H questionnaire covering 10 main areas of daily life. Scoring ignored adaptations or assistance required for participation.

Results
Children with pain and those with more severely impaired walking, fine motor skills, communication, and intellectual abilities had lower participation across most domains. Type of cerebral palsy and problems with feeding and vision were associated with lower participation for specific domains, but the sociodemographic factors examined were not. Impairment and pain accounted for up to a sixth of the variation in participation. Participation on all domains varied substantially between regions: children in east Denmark had consistently higher participation than children in other regions. For most participation domains, about a third of the unexplained variation could be ascribed to variation between regions and about two thirds to variation between individuals.

Conclusions
Participation in children with cerebral palsy should be assessed in clinical practice to guide intervention and assess its effect. Pain should be carefully assessed. Some European countries facilitate participation better than others, implying some countries could make better provision. Legislation and regulation should be directed to ensuring this happens.

ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE

This article applies the panel stationarity test with a break proposed by Hadri and Rao (2008) to examine whether 14 macroeconomic variables of OECD countries can be best represented as random walk or stationary fluctuations around a deterministic trend. In contrast to previous studies, based essentially on visual inspection of the break type or just applying the most general break model, we use a model selection procedure based on BIC. We do this for each time series so that heterogeneous break models are allowed for in the panel. Our results suggest, overwhelmingly, that if we account for a structural break, cross-sectional dependence and choose the break models to be congruent with the data, then the null of stationarity cannot be rejected for all the 14 macroeconomic variables examined in this article. This is in sharp contrast with the results obtained by Hurlin (2004), using the same data but a different methodology.

When does national identification lead to the rejection of immigrants? Cross-sectional and longitudinal evidence for the role of essentialist in-group definitions

Two studies were carried out in England to investigate the role of essentialist national group definitions in determining the effect of national identification on prejudice towards immigrants, and asylum seekers in particular. It was expected that the relationship between national identification and prejudice would depend on the degree to which participants endorse an essentialist (`ethnic') definition of their nationality. Consistent with this, Study 1 (N=154) found that national identification is associated with negativity towards asylum seekers only among individuals who endorse an essentialist conception of the group, and shows no significant association with prejudice among those who reject such a conception. Study 2 (N=219) used a longitudinal design conducted over 6 weeks, allowing cross-lagged analysis of causality between essentialism, identification, and behavioural intentions towards asylum seekers. A causal effect of essentialism on willingness to support a group acting against asylum seekers was observed, with no significant causal effect in the reverse direction. The reverse causal direction was observed in the case of support for a group seeking to support asylum seekers, with intended behaviours determining essentialism. The results are discussed in terms of the importance of group definitions in the study of in-group affiliations and prejudice.

Cross-validation of geo-electrical and hydrogeological models to evaluate seawater intrusion in coastal aquifers

The validation of variable-density flow models simulating seawater intrusion in coastal aquifers requires information about concentration distribution in groundwater. Electrical resistivity tomography (ERT) provides relevant data for this purpose. However, inverse modeling is not accurate because of the non-uniqueness of solutions. Such difficulties in evaluating seawater intrusion can be overcome by coupling geophysical data and groundwater modeling. First, the resistivity distribution obtained by inverse geo-electrical modeling is established. Second, a 3-D variable-density flow hydrogeological model is developed. Third, using Archie's Law, the electrical resistivity model deduced from salt concentration is compared to the formerly interpreted electrical model. Finally, aside from that usual comparison-validation, the theoretical geophysical response of concentrations simulated with the groundwater model can be compared to field-measured resistivity data. This constitutes a cross-validation of both the inverse geo-electrical model and the groundwater model.
[Comte, J.-C., and O. Banton (2007), Cross-validation of geo-electrical and hydrogeological models to evaluate seawater intrusion in coastal aquifers, Geophys. Res. Lett., 34, L10402, doi:10.1029/2007GL029981.]

Development and characterization of 10 polymorphic microsatellite loci for the blue shark, Prionace glauca, and their cross shark-species amplification.

Ten polymorphic nuclear microsatellite loci were developed from a microsatellite enriched genomic library of the blue shark, Prionace glauca. The utility of these markers for genetic studies of this globally distributed, heavily exploited, oceanic predator was assessed by screening 120 specimens sampled from six locations throughout the species’ range. Both moderately and highly polymorphic marker loci were identified. Three to 35 alleles were found to be segregating per locus (mean 10.1) with observed heterozygosities ranging from 24 to 91%. Evaluation of the cross-species amplification of these markers across 18 additional shark species indicates that these microsatellites are potentially useful for genetic studies of other species of conservation concern.

Target Structure Induced Suppression of the Ionization Cross Section for Very Low Energy Antiproton-Hydrogen Collisions

Low energy antiprotons have been used previously to give benchmark data for theories of atomic collisions. Here we present measurements of the cross section for single, nondissociative ionization of molecular hydrogen for impact of antiprotons with kinetic energies in the range 2-11 keV, i.e., in the velocity interval of 0.3-0.65 a.u. We find a cross section which is proportional to the projectile velocity, which is quite unlike the behavior of corresponding atomic cross sections, and which has never previously been observed experimentally.

Recruitment bias and clinical characterstics of participants with severe cerebral palsy in a cross-sectional survey

Aim.  This article is a report of recruitment bias in a sample of 5–25-year-old patients with severe cerebral palsy.

Background.  The way in which study participants are recruited into research can be a source of bias.

Method.  A cross-sectional survey of 5–25-year-old patients with severe cerebral palsy using standardized questionnaires with parents/carers was undertaken in 2007/2008. A case register was used as the sampling frame, and 260 families were approached: 178/260 (68%) responded and 82/260 families never replied (non-respondents). Among responders: 127/178 (71%) opted in to the study, but only 123/127 were assessed, and 82/178 were opted out (or refused). Multivariable logistic regression giving odds ratios was used to study the association between participant characteristics and study outcomes (responders vs. non-responders; opting in vs. opting out; assessed vs. eligible, but not assessed).

Results.  Responders (compared with non-responders) were significantly more likely to have a family member with cerebral palsy who was male and resident in more affluent areas. Families who opted in (compared with those opting out and refusing) were more likely to have a family member with cerebral palsy and intellectual impairment and to reside in certain geographical areas. Families who were actually assessed (compared with all eligible, but not assessed) were more likely to have a family member with cerebral palsy and intellectual impairment.

Conclusion.  Several sources of bias were identified during recruitment for this study. This has implications for the interpretation and conclusions of surveys of people with disabilities and complex needs.

Parenting stress and children with cerebral palsy: A European cross-sectional survey

Aim
The aim of this study was to describe stress in the parents of children with cerebral palsy and investigate associations with very high stress.

Method
A cross-sectional survey was conducted of parents of 818 children aged 8 to 12 years from nine regions in Europe. Families were eligible to participate if they were living in one of the specified geographic areas. Parental stress was captured using the Parenting Stress Index Short Form, which has 36 items and takes 10 minutes to complete. Parents rate items on a 5-point Likert scale, with higher scores indicating higher stress. The Short Form yields scores on three subscales and a Total Stress score. A trained research associate administered the questionnaire in the child’s home and visits lasted 90 to 120 minutes. All data collected were reported by parents unless otherwise stated.

Results
The Total Stress score on the Parenting Stress Index was dichotomized into scores of less than 99 or 99 or more, the latter indicating ‘very high’ stress. Most respondents were mothers (94%), and 26% reported very high stress levels. The parents of children with communication impairment had higher odds for very high stress (odds ratio [OR] 1.9; 95% confidence interval [CI] 1.2–3.0) than those whose child had no such impairment; the parents of children with moderate or severe pain had higher odds for very high stress (OR 1.7 [95% CI 1.1–2.4] and 2.5 [95% CI 1.5–4.3] respectively) than those whose child had no pain; and the parents of children with an intellectual impairment had higher odds for very high stress (OR 1.8; 95% CI 1.2–2.9) than those whose child had none. There was no association between very high stress and motor impairment. The subscales ‘parent–child dysfunctional interaction’ and ‘difficult child’ contributed most to the Total Stress score.

Interpretation
Parents of children with communication difficulties, intellectual impairment, or pain are at very high risk of stress. The final model explained 12% of the observed variation in very high stress.