# Статьи

**Всего статей в данном разделе :**183

**Industrial and consumption waste. How to meet the indicator needs. Experiences from Finland**[статья]

Опубликовано на портале: 12-12-2002

*Simo Vahvelainen*Statistical Journal of the United Nations Economic Commission for Europe. 1970. Vol. Volume 19. Number 1. P. 65 - 78 .

Statistics Finland has compiled waste statistics since the mid-1980s. The data material
included administrative registers, surveys and research results. Waste was initially
classified according to a 'Finnish' classification based on composition of waste
until the mid-1990s, and later according to the European Waste Catalogue (EWC). A
Guide to Waste Classification was drafted to facilitate classification in 1999. The
Standard Industrial Classification (NACE) has been employed as a background classification
for waste statistics. Waste statistics have been and are being used especially for
preparing the national waste strategy and the waste management guidelines, in the
planning stage of waste treatment plants, for research, and as supplementary material
for compilation of material flow accounting.

**International Comparisons of Poverty Intensity: Index Decomposition and Bootstrap Inference**[статья]

Опубликовано на портале: 20-07-2004

*Lars Osberg*,

*Kuan Xu*Journal of Human Resources. 2000. Vol. 35. No. 1. P. 51-81.

This paper proposes an alternative formulation for the Sen-Shorrocks-Thon (SST) index
of poverty intensity that is appropriate for survey data with sampling weights. It
also decomposes the SST index into the poverty rate, the average poverty gap ratio
among the poor, and the overall Gini index of poverty gap ratios. To account for
sampling variation in estimates of poverty intensity, this paper uses the bootstrap
method to compute confidence intervals and presents international comparisons using
Luxembourg Income Study (LIS) data from the 1970s to the 1990s. Cross-sectional and
longitudinal analyses indicate that the percentage change in poverty intensity can
be approximated by the sum of percentage changes in the poverty rate and average
poverty gap ratio, since changes in the overall Gini index of poverty gap ratios
are negligible. In the early 1970s poverty intensity in Canada and the United States
was almost indistinguishable, but in the 1970s Canadian poverty intensity decreased.
Large increases in poverty intensity occurred in the 1980s in the United States,
the United Kingdom, and Sweden.

Опубликовано на портале: 19-10-2004

*David Banks*Statistical Science. 1993. Vol. 8. No. 4.. P. 356-377.

This paper is a critique of the current direction of industrial statistics in the
U.S. The sweep includes not just the toolkit of statistical methods most often employed
in industry, but also international competitiveness, the corporate climate in which
statistical solutions are sought and the educational process which trains applied
statisticians. Much is found that is good, but bland endorsement does little to advance
a field. Therefore most of the paper is deliberately iconoclastic. Almost all of
the extreme viewpoints are rooted in the author's direct experience, working with
statisticians and managers across a range of industries. Some of the perspective
must be attributed to knowledgable gossip, from friends and students who are now
employed by various companies. Incidentally, the paper reviews four new statistical
textbooks for engineers and an edited volume of papers on experimental design for
industry.

Опубликовано на портале: 22-10-2007

*Richard Lyle Garner*Hispanic American Historical Review. 1984. P. 535-554.

В статье анализируется динамика цен городов Латинской Америки 18 и 19 веков в момент
получения независимости. Проверяется гипотеза о том, что данный переход инициировал
инфляционные процессы. Результаты тестирования смешанные.
Анализируемая база данных представлена здесь.

Опубликовано на портале: 11-09-2003

*Tim J. Coelli*Journal of Applied Econometrics. 1970. Vol. 11. No. 1 . P. 77-91.

This study investigates productivity growth in broad-acre agriculture in Western
Australia. Tornqvist indices of three output groups (crops, sheep products and other)
and five input groups (livestock, materials and services, labour, capital and land)
are constructed and discussed. Indices of total output and total inputs are also
derived and used to form an index of total factor productivity, that is observed
to grow at an average annual rage of 2.7%. The input and output indices are also
used in the estimation of output supply and input demand equations, derived from
a flexible profit function. The Generalized McFadden functional form is used, because
it is possible to impose global curvature upon it without loss of flexibility. Asymptotic
chi-square tests reject the hypotheses of Hicks-neutral technical change in inputs
and in outputs. Technical change is observed to be `materials and services' saving
relative to the other input groups, and also appears to favour wool and sheepmeat
production relative to the other output groups.

Опубликовано на портале: 20-07-2004

*Shelley A. Phipps*Journal of Human Resources. 1993. Vol. 28. No. 1. P. 162-184.

This paper uses microdata from the 1986 Statistics Canada Family Expenditure Survey
to demonstrate that inequality-sensitive poverty measures such as the Foster-Greer-Thorbecke
(1984) index are as sensitive to the equivalence scale embodied in the poverty line
as the more frequently used head count and poverty gap measures. Indices of the Foster-Greer-Thorbecke
variety are useful, however, for revealing demographic subgroups experiencing extreme
deprivation, information not provided by the more standard poverty measures. The
paper also demonstrates that our understanding of the relative poverty experiences
of important demographic subgroups such as children and the elderly can be influenced
by our choice of equivalence scale.

Опубликовано на портале: 26-04-2003

*David Caplan*Economic Trends. 1998. no 539.

This article reports on work done within the Office for National Statistics (ONS)
to improve the measurement of non-market output within the national accounts. The
initial ideas were presented in an Economic Trends article in February 1998. This
article describes the work which has been done and explains the methodology which
is being adopted for some output series from the 1998 Blue Book. This article begins
with a description of the issues and looks at approaches to handling these. It then
explains the methods used in this years Blue Book and describes the impact on published
data. Finally there is a discussion of the areas where research was less successful
and the possible direction of future research.

Опубликовано на портале: 26-04-2003

*Anthony Garratt*,

*Stephen G. Hall*Journal of Applied Econometrics. 1996. Vol. Vol. 11. No. 2. . P. pp. 135-151.

Recently, interest in the methodology of constructing coincident economic indicators
has been revived by the work of Stock and Watson (1989b). They adopt the framework
of the state space form and Kalman filter in which to construct an optimal estimate
of an unobserved component. This is interpreted as corresponding to underlying economic
activity derived from a set of observed indicator variables. In this paper we apply
the Stock and Watson approach to the UK where the observed indicator variables are
those that make up the Central Statistical Office (CSO) coincident indicator. The
time series properties of the indicator variables are examined and three of the five
variables are first difference stationary and are cointegrated, the remaining two
are stationary in levels. We then construct two alternative measures of economic
activity, each of which deals with the different orders of stationarity of the variables.
The first uses the levels of the observed component variables that allows for the
cointegrating relationship. The second imposes stationarity on the I(1) variables
before the estimation by taking first differences. The levels index is viewed as
the preferred specification as it allows for the long-run relationships between the
variables and has a superior statistical fit.

**Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model**[статья]

Опубликовано на портале: 01-07-2004

*Tim Bollerslev*Review of Economics and Statistics. 1990. Vol. 72. No. 3. P. 498-506.

A multivariate time series model with time varying conditional variances and covariances
but with constant conditional correlations is proposed. In a multivariate regression
framework, the model is readily interpreted as an extension of the seemingly unrelated
regression (SUR) model allowing for heteroskedasticity. Each of the conditional variances
are parameterized as a univariate generalized autoregressive conditional heteroskedastic
(GARCH) process. The descriptive validity of the model is illustrated for a set of
5 nominal European-US dollar exchange rates following the inception of the European
Monetary System (EMS). EMS results are compared to estimates obtained for the same
model using data over the pre-EMS period, July 1973 to March 1979. When compared
to the pre-EMS free float period, the comovements between the currencies are found
to be significantly higher over the later period.

Опубликовано на портале: 06-10-2004

*Phelim P. Boyle*,

*Mark Broadie*,

*Paul Glasserman*Journal of Economic Dynamics and Control. 1997. Vol. 21. No. 8-9. P. 1267-1321 .

The Monte Carlo approach has proved to be a valuable and flexible computational tool
in modern finance. This paper discusses some of the recent applications of the Monte
Carlo method to security pricing problems, with emphasis on improvements in efficiency.
We first review some variance reduction methods that have proved useful in finance.
Then we describe the use of deterministic low-discrepancy sequences, also known as
quasi-Monte Carlo methods, for the valuation of complex derivative securities. We
summarize some recent applications of the Monte Carlo method to the estimation of
partial derivatives or risk sensitivities and to the valuation of American options.
We conclude by mentioning other applications.

Опубликовано на портале: 11-09-2003

*Robert C. Feenstra*American Economic Review. 1994. Vol. Vol. 84. No. 1. . P. pp. 157-177.

The high income elasticity of demand often estimated for U.S. imports may be a spurious
result of omitting new product varieties from the import price indexes. The purpose
of this paper is to demonstrate how to incorporate new product varieties into a constant-elasticity-of-substitution
aggregate of import prices. This method is applied to U.S. imports of six disaggregate
manufactured goods. It is shown that the corrected indexes are able to account for
part--but not all--of the high income elasticities. (JEL C43, F14)

Опубликовано на портале: 20-07-2004

*Edward Higgs*Economic History Review, New Series. 1995. Vol. 48. No. 4. P. 700-716.

This article discusses the difficulties in using nineteenth-century census data relating
to occupations for the analysis of sectoral labour inputs. The under-recording of
seasonal and women's work in the census shifts in occupational classifications, and
the systematic removal from the occupied population of women workers is revealed.
Reworking of the census figures suggests the possible need to increase the size ofthe
agricultural workforce by between 30 and 40 per cent in the mid-Victorian period.
A programme of work is suggested to establish a standardized occupational classification
system for census data and to estimate labour inputs from farms.

Опубликовано на портале: 11-09-2003

*Roger Davidson*Journal of the Royal Statistical Society. Series A (Statistics in Society). 1995. Vol. Vol. 158. No. 1.. P. pp. 165-173.

This paper explores some of the social and economic forces shaping the development
of official labour statistics in Britain a century ago. It examines the competing
fears and ideologies that fuelled the demand for intelligence about the labour market
and the major constraints on its provision, such as Treasury control, industrial
resistance and the lack of co-ordination between the statistical branches of government.
The broader impact of official labour statistics on social politics is discussed
in both a British and an international context, with particular reference to the
problems of industrial unrest, unemployment and low income destitution. The paper
uses a historical perspective to demonstrate the continuing significance of past
investigations to British labour statistics.

Опубликовано на портале: 19-07-2004

**Ред.:**

*Peter G. Moore*Journal of the Royal Statistical Society. Series A (Statistics in Society). 1993. Vol. 154. No. 1. P. 23-44.

The Working Party was set up by the Royal Statistical Society because of widespread
criticism of UK official statistics collected and reported by the Government Statistical
Service. That Service has to be of fine quality, earning and enjoying public confidence
and providing accurate, timely and cost-effective data both for governmental and
for public use. The Working Party found no evidence of a lack of integrity among
government statisticians. However, the organizational and operational framework of
the Government Statistical Service is regarded as inadequate. Accordingly four important
sets of recommendations are made. Their acceptance is fundamental for the achievement
of a high quality of service linked to full public confidence in official statistics.

Опубликовано на портале: 20-07-2004

*J.N.K. Rao*,

*Jun Shao*Journal of the Royal Statistical Society. 1996. Vol. 91. No. 433. P. 343-348.

Establishment surveys based on list frames often use stratified random sampling with a small number of strata, H, and relatively large sample sizes, n_h, within strata. For such surveys, a grouped balanced half-sample (GBHS) method is often used for variance estimation and for construction of confidence intervals on population parameters of interest. In this method the sample in each stratum is first randomly divided into two groups, and then the balanced half-sample (BHS) method is applied to the groups. We show that the GBHS method leads to asymptotically incorrect inferences as the strata sample sizes n_h \rightarrow \infty with H fixed. To overcome this difficulty, we propose a repeatedly grouped balanced half-sample (RGBHS) method, which essentially involves independently repeating the grouping T times and then taking the average of the resulting T GBHS variance estimators. This method retains the simplicity of the GBHS method. We establish its asymptotic validity as \min n_h \rightarrow \infty and T \rightarrow \infty. We also study an alternative method by forming substrata within each stratum, consisting of a pair of sampling units, and then applying the BHS method on the total set of substrata, treating them as strata. We establish its asymptotic validity as \min n_h \rightarrow \infty. We provide simulation results on the finite-sample properties of the GBHS, RGBHS, the jackknife, and the alternative BHS method. Our results indicate that the proposed RGBHS method performs well for T as small as 15, thus providing flexibility in terms of the number of half-samples used. The alternative BHS method has also performed well in the simulation study.