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71.
Cai and Shintani (2006, Econometric Theory, 22, 347–372) considered the impact of introducing an inconsistent long‐run variance estimator when constructing a class of kernel‐based ratio tests for testing non‐stationarity in the series. They found that the quotient of two estimators with different rates of convergence under the null and the alternative hypotheses may lead to a test having an interesting size and power trade‐off. This paper develops modified versions of this test, presents new asymptotic results and tabulates critical values. The finite sample performance is explored through Monte Carlo simulations. The results show that the modifications proposed lead to more powerful unit root tests. 相似文献
72.
Llanos-Contreras Orlando Baier-Fuentes Hugo González-Serrano María Huertas 《The International Entrepreneurship and Management Journal》2022,18(4):1403-1418
International Entrepreneurship and Management Journal - Given the importance of social capital in organizations, this research answers the question of how socioemotional wealth importance (SEWi),... 相似文献
73.
Claudia Bernhard-Oettel Johanna Stengård Constanze Leineweber Hugo Westerlund Paraskevi Peristera P.-O Östergren 《International Journal of Human Resource Management》2020,31(14):1771-1792
AbstractWhilst health consequences of being locked-in at the workplace have been documented in several research studies, it is largely unknown how work characteristics and their changes over time relate to risks for becoming locked-in at a certain workplace. Accordingly, this paper studied how perceived control, learning opportunities and quantitative demands at work associate with workplace-locked-in (WPLI). The study included permanent employees who participated in the Swedish Longitudinal Occupational Survey of Health (SLOSH) study in wave 3 through 5 (n = 2918 individuals; n = 7460 observations). Results from multi-level analysis show that there was significant individual variation in WPLI changes over time, even though on average, WPLI decreased slightly. Differences in work characteristics between individuals (L2) and across time (L1) associated significantly with WPLI: higher levels of job control and learning opportunities related to lower odds ratios for WPLI, whereas higher quantitative job demands associated with higher odds ratios of WPLI. Moreover, differences in quantitative job demands, number of job changes and educational achievements explained the individual variations of WPLI developments over time. The result shows that WPLI can – to some extent – be prevented or reduced through good work design, and implications for HR managers and organizations are discussed. 相似文献
74.
Hugo Letiche 《Consumption Markets & Culture》2013,16(3):247-260
Viagra can rather obviously be termed "techno-romantic"--literally it is a technology to make sex possible. But technoromanticism is also a philosophical term referring to the belief that advances in technology serve "truth" "unity" and "wholeness" according to Coyne (1999). Surprisingly many pharmaceutical companies seem to have developed "Viagra" or at least substances that were very similar, but to have ignored and/or rejected commercializing them. This article assumes that the primary activity of research and development in pharmaceutical companies is to produce texts that interpret chemicals as "meaningful." Assumptions of what constitutes (medical) meaning within prevailing technoromanticism have seen R and D as a form of "production" that demands rejection of "consumption." This technoromanticism succeeded in rebuffing the sexual "techno-romanticism" of Viagra in the company studied, but Viagra's enormous commercial success has reversed priorities. R and D's meaning system has proven to be no match for Viagra-ization--the article examines the resulting crisis in meaning systems. 相似文献
75.
76.
We develop an economic model of crime and search that allowsus to analyze the effects of the Fourth Amendment's exclusionaryrule on crime and privacy. We find that the rule always increasescrime but has two opposing effects on searches. It directlyreduces searches by reducing the chances that they lead to successfulconviction, but it also indirectly increases them by increasingcrime. If its indirect effect dominates, the rule actually increasessearches and has an ambiguous effect on wrongful searches. Ifits direct effect dominates, it reduces wrongful searches, therebyprotecting privacy. Its direct effect is more likely to dominatethe greater is the number of police officers per capita, thelower is the police's incentive to simply close cases and themore accountable the police are for their mistakes. Police accountabilityalso increases crime but unambiguously reduces wrongful searches.We also explore the effects of long-term progress in searchtechnology on crime and privacy. 相似文献
77.
78.
Fuentes Hugo J. Grifell-Tatjé Emili Perelman Sergio 《Journal of Productivity Analysis》2001,15(2):79-94
Malmquistindexes of productivity are generally estimated using index numbertechniques or non-parametric frontier approaches. The aim ofthis paper is to show that Malmquist indexes can be estimatedin a similar way using parametric-deterministic or parametric-stochasticfrontier approaches. To allow a multi-output multi-input technologyand for technical change in production, we adopt an output distancefunction which is specified in a translog form. We then showthat using the estimated parameters, several radial distancefunctions can be calculated and combined in order to estimateand decompose the productivity index. Finally, this approachis applied to a panel of Spanish insurance companies. The mainresults confirm those generally obtained for financial services:very low rates of growth and technical change in spite of a rapidderegulation process and expansion of activity. 相似文献
79.
We employ a structural gravity approach to analyse the impact of preferential trade agreements (PTAs), bilateral investment treaties (BITs) and other policies on bilateral foreign direct investment (FDI). We use the UNCTAD global database on bilateral FDI stocks and flows. To control for the heterogeneous nature of PTAs, we employ two different indicators of PTA depth. We find that on average signing a PTA increases bilateral FDI stocks by around 30%. Nevertheless, we also find that ‘deeper’ or comprehensive PTAs (e.g., including provisions on investment, public procurement and intellectual property rights provisions) do not have a significantly different impact than signing regular PTAs. Belonging to the EU single market, on the other hand, has a strong impact and increases bilateral FDI by around 135%, and signing a BIT has an effect that is comparable to signing a PTA. 相似文献
80.
Existing studies on the profitability of trading rules in the currency market focus mainly on the currencies of developed countries. The profitability of technical trading rules on the currencies of emerging economies is surprisingly understudied. This paper evaluates the profitability of technical trading rules in emerging currency markets. Similar to Okunev and White [Okunev, J. and White, D., (2003) “Do Momentum-based Strategies Still Work in Foreign Currency Markets?” Journal of Financial and Quantitative Analysis 38, 425–447.], 354 long/short moving average rules for six currencies are investigated. It is found that investing in emerging currencies can generate a considerable annual return of over 20%, even after a 5% annual transaction cost is imposed. The trading-rule profits are relatively stable across the 20 year sample period. Furthermore, the impact of financial crises on the trading-rule returns is also examined. It is found that the profitability of the trading rules is improved after the crises. 相似文献