447 research outputs found

    Effects of outliers on the identification and estimation of GARCH models

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    This paper analyses how outliers affect the identification of conditional heteroscedasticity and the estimation of generalized autoregressive conditionally heteroscedastic (GARCH) models. First, we derive the asymptotic biases of the sample autocorrelations of squared observations generated by stationary processes and show that the properties of some conditional homoscedasticity tests can be distorted. Second, we obtain the asymptotic and finite sample biases of the ordinary least squares (OLS) estimator of ARCH(p) models. The finite sample results are extended to generalized least squares (GLS), maximum likelihood (ML) and quasi-maximum likelihood (QML) estimators of ARCH(p) and GARCH(1,1) models. Finally, we show that the estimated asymptotic standard deviations are biased estimates of the sample standard deviations. Copyright 2007 The Authors Journal compilation 2007 Blackwell Publishing Ltd.

    Métricas de autor Norhy Esther Torregrosa Jiménez

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    Informe de las métricas de autor de la Dra. Norhy Esther Torregrosa Jiménez de las publicaciones indexadas en Google Académico cuyo objetivo es entregar un insumo para el fortalecimiento de las capacidades y potencialidades de los autores de la Universidad Santo Tomás en el posicionamiento y visibilidad de sus publicacionesReport of the author metrics of Norhy Esther Torregrosa Jiménez of the publications indexed in Google Scholar whose objective is to provide an input for the strengthening of the capacities and potentialities of the authors of the Santo Tomás University in the positioning and visibility of their publications.http://unidadinvestigacion.usta.edu.c

    Peer victimization of children with disabilities: examining prevalence and early risk and protective factors among a national of children receiving special education services

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    Peer victimization is a serious social problem that can negatively affect a child’s psychosocial development and school adjustment, and may have lasting effects for victims. Previous studies on peer victimization have suggested that children with disabilities (CWD) are likely to be more frequent targets of peer victimization. This longitudinal study analyzed three waves of data from the Pre-Elementary Education Longitudinal Study data (N = 1,268). Using the child-by-environment model as a conceptual framework, the study examined the prevalence, nature, and pathways between child characteristics, family factors, school factors at Wave 1, peer-relation difficulties at Wave 2, and peer victimization at Wave 3. To account for the complex sampling used in the dataset, statistical analyses were conducted using Stata 10 and included descriptive analyses, cross-tabulations, Pearson correlations, and a path analysis with AMOS 17.0. The findings showed that one quarter to one third of pre-elementary CWD experienced some form of peer victimization in school. Peer victimization increased over the 3-year study period, and there were also substantial rates of multiple victimization among CWD. The path model showed an acceptable fit to the data. Two pathways explained the influence of risk and protective factors for peer victimization among young CWD. First, children’s environmental factors, such as low family income and spending more time in a special-education classroom setting, were associated with children’s poor social behaviors, which in turn affected peer-relation difficulties, and increased peer victimization. Second, CWD from low-income families and special-education classroom settings were more likely to have poor language development and social skills, which affected children’s peer-relation difficulties and increased peer victimization. These results suggest the need to provide bullying prevention and intervention strategies for CWD, which have been previously neglected in the context of school-based bullying prevention and intervention programs. Practical implications include developing programs tailored for CWD from low-income families and special-education classroom settings, providing mental health services for pre-elementary CWD, linking parents to available school and community resources to improve children’s language and social skills, and promoting polices to enhance social conditions for CWD.Ph.D.Includes bibliographical referencesIncludes vitaby Esther So

    Review of Timothy K. Beal, \u3ci\u3eThe Book of Hiding: Gender, Ethnicity, Annihilation and Esther\u3c/i\u3e, and Timothy S. Laniak, \u3ci\u3eShame and Honor in the Book of Esther\u3c/i\u3e

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    These two recent books on the Book of Esther by young scholars illustrate the vitality of new methods of interpretation of the biblical text; at the same time, they raise questions about the limits of these new methods. Laniak, approaching the Book of Esther from an anthropological perspective, uses its categories of honor and shame. Beal uses postmodern critical theory to illuminate the shifting meanings of “self” and “other” in Esther. The two books have several things in common—rather surprisingly, given their very different orientations. Neither author gives much attention to the historical value of the Book of Esther; both approach it purely as a literary text, although Laniak (p. 3 n. 5) states that he does not count himself “among those who reject the book of Esther as a source of history.” Both authors use the MT as their primary text, with only passing reference to the LXX and the Greek alpha text, and both share an interest in later rabbinic interpretation of Esther. There, however, the similarities end

    Decompositions of matrices into a sum of invertible matrices and matrices of fixed nilpotence.

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    For any n ≥ 2 and fixed k ≥ 1, we give necessary and sufficient conditions for an arbitrary nonzero square matrix in the matrix ring Mn(F) to be written as a sum of an invertible matrix U and a nilpotent matrix N with Nk = 0 over an arbitrary field F.The first-named author (Peter V. Danchev) was supported in part by the Bulgarian National Science Fund under Grant KP-06 No. 32/1 of December 07, 2019, as well as by the BIDEB 2221 of TÜBÍTAK, the second-named author (Esther García) was partially supported by Ayuda Puente 2022, URJC. The three authors were partially supported by the Junta de Andalucía FQM264

    ‘n Sosiaal-wetenskaplike analise van die boek Ester (Afrikaans)

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    Dissertation (MA (Ancient Languages))--University of Pretoria, 2006.In hierdie studie is die bydrae wat sosiaal-wetenskaplike kritiek as analitiese metode vir die verstaan van die boek Ester kan maak, ondersoek. Die doel, naamlik om die boek Ester beter te verstaan, is bereik deur ‘n uitgebreide literatuurverkenning. Die nege vrae wat Elliott (1993:72) in sy boek “What is Social-Scientific Criticism?” stel, is as basis vir analise gebruik. Die outeur van die boek Ester het waarskynlik die diaspora-Jode (539 vC tot 332 vC) in gedagte gehad by die skrywe van die Ester-verhaal, wat deur verskeie navorsers beskryf is as ‘n goeie verhaal wat goed vertel word. Die sosiale agtergrond van die verhaal is verken en die leser-gehoor is geïdentifiseer. Die strategie wat die outeur gebruik het om die leser-hoorders te motiveer om getrou aan hulle Joodse tradisies te bly, is bespreek. Die ideologiese tema van die boek Ester verwys na die voorsienigheid van God, al word sy naam nie in die oorspronklike Hebreeuse teks genoem nie. Die outeur sluit hierby aan deur implisiete boodskappe aan die lesers te rig. ‘n Bespreking van die makrostruktuur van die boek Ester, insluitend die dinamiese motiewe en temas, voltooi die ontsluiting van die sosiale en kulturele aspekte van die boek. ENGLISH : In this study, the contribution of social-scientific criticism as an analytical method towards an understanding of the book Esther has been researched. The aim, namely to improve an understanding of the book Esther, has been achieved by means of an extensive literature study in order to obtain answers to the nine questions that Elliott (1993:72) uses as a basis for social-scientific criticism in his book “What is Social-Scientific Criticism?” The unknown author of the book Esther presumably had the Diaspora Jews (539 BC to 332 BC) in mind when he wrote the Esther narrative. Various researchers have described the Esther narrative as a good story that is well told. In this study, the social background to the story is explored and the reader audience identified. The strategy used by the author to motivate his readers to remain true to their Jewish traditions is discussed. The ideological theme of the book Esther refers to the providence of God, although his name is not mentioned in the original Hebrew text. The author concurs with this theme by means of implicit messages directed at the readers. A discussion of the macrostructure of the book Esther, including the dynamic themes and motives, completes the exposition of the cultural and social aspects of the book.Ancient Languagesunrestricte

    Influence of strategic Market Development Practices on Competiveness of Kenyan Tea in the Global market

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    Kenyan tea though acclaimed globally as a high quality product available all year round continues to face growing competition both regionally and globally. This has resulted to a decline in its market share in the global market. The main objective of the study was to examine the influence of strategic market development practices on competiveness of Kenyan Tea in the global market. The study used cross-sectional survey design to collect both qualitative and quantitative data from the respondents. The target population consisted of all one hundred and eighty-nine members of the East Africa Tea Trade Association (EATTA) who participate in the tea auction at Mombasa. The target population was categorized into organizational population and the respondents’ population. Respondents’ population comprised of four top managers from every organization. The sampling frame for this study was seven hundred fifty-six managers who included Chief Executive Officer, Finance Director, Marketing Manager and Operations manager who acted as the major agents of the entire value chain in the tea industry from the producer to the final international consumer. Stratified sampling technique was used to select a sample for buyers, brokers, warehouse, packers and associate members while purposive sampling technique was used to select the managers who represented both the small-scale and large-scale producers. To obtain the desired sample size for the study with the organizational population of 189, Slovin’s formula (1960); n = N/(1+Ne2), was applied. Where; n = Sample Size N = Total Population e = Error of Tolerance with a confidence level of 95 % (giving a margin error of 0.05). The main instrument used to collect primary data from the sampled respondents was structured and unstructured questionnaire. The questionnaire underwent pilot study to test for the validity and reliability of the research instrument. Internal consistency of the questionnaire was determined by use of Cronbach’s Coefficient Alpha (α). Collected data was further prepared for analysis using statistical package for social sciences (SPSS) to generate descriptive and inferential statistics. Data was analysed using percentages, mean and standard deviation while t-tests and p-value was used to test the hypothesis. Pearson correlation coefficient (r) was derived to show the nature and strength of the relationship of the variables where Coefficient of determination (R2) was used to measure the amount of variation in the dependent variable as explained by the independent variable. The study findings indicated that there was a positive relationship between competitiveness of Kenyan tea and strategic market development practices as signified by a coefficient of 0.507. This meant that a 1% change in Strategic Market Development practices increases competitiveness of Kenyan in the global market by 0.507 units. Such increase as revealed by the study was attributed to adoption of market penetration, market segmentation, and market diversification strategies which in the long run created new customers in new segments as well as expansion of the potential market for Kenyan tea in the global market. The study concludes that Market segmentation strategy may be executed in diverse criterion including demographic, geographical, and behavioural segmentation among others. The study emphasized on demographic market segmentation as a strategic market development practice to enhance competitiveness of Kenyan Tea in the global market. The study recommended that to boost competitiveness of Kenyan Tea globally good local and international marketing strategies need to precede the act of exportation. This may be done through organizing consumers into competent consumer associations, promoting market intelligence and branding Kenyan on international markets.</jats:p

    INFLUENCE OF TEACHER COLLABORATION ON USE OF A PLAY-BASED APPROACH IN TEACHING READING IN WUXI-XIEHE BILINGUAL KINDERGARTEN, CHINA

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    Reading is an important basic academic skill that has a major influence on learning and performance in other subjects. Studies have reported that using play in kindergartens helps learners acquire basic reading skills. Research has demonstrated that in China, there is limited use of play in kindergartens. Since teachers are key players in kindergarten learners’ experiences, it was important to establish the teacher factors that accounted for the limited use of play in kindergartens. This study sought to explore how teacher collaboration influences the use of a play-based approach in teaching reading in Wuxi-Xiehe Bilingual Kindergarten, China. The study was anchored on the Cognitive Theory of Development by Vygotsky (1978). A descriptive research design was applied, and the study targeted a population of 37 individuals from whom a sample of 13 respondents, comprising one head teacher and 12 preschool teachers, was obtained. A questionnaire, an observation checklist, and an interview schedule were used to collect data. Quantitative data were analyzed using descriptive statistics that included frequencies and percentages, while the qualitative data were analyzed thematically. The findings showed that the majority (46.2%) of the teachers occasionally engaged in team inquiries and collaborative decision-making regarding teaching methods. Additionally, the study established a strong correlation(r=0.884, p=0.001 &lt;0.005) between teacher collaboration and their use of play as a teaching approach. The study concluded that there was partial adoption of teacher collaboration in Wuxi-Xiehe Bilingual Kindergarten, which could negatively affect the implementation of play-based strategies for teaching reading. The study recommended that teachers should continue to foster collaborative professional learning, especially collaborative learning, on both structural and educational processes.  Article visualizations
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