DOCSLIB.ORG

CFE-Cmstatistics 2015

Total Page：16

File Type：pdf, Size：1020Kb

Download full-text PDF Read full-text
CFE-Cmstatistics 2015 CFE-CMStatistics 2015 PROGRAMME AND ABSTRACTS 9th International Conference on Computational and Financial Econometrics (CFE 2015) http://www.cfenetwork.org/CFE2015 and 8th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2015) http://www.cmstatistics.org/CMStatistics2015 Senate House & Birkbeck University of London, UK 12 – 14 December 2015 Econometrics and Statistics http://CFEnetwork.org http://CMStatistics.org c CFE and CMStatistics networks. All rights reserved. I CFE-CMStatistics 2015 ISBN 978-9963-2227-0-4 c 2015 - CFE and CMStatistics networks Technical Editors: Angela Blanco-Fernandez and Gil Gonzalez-Rodriguez. All rights reserved. No part of this book may be reproduced, stored in a retrieval system, or transmitted, in any other form or by any means without the prior permission from the publisher. II c CFE and CMStatistics networks. All rights reserved. CFE-CMStatistics 2015 International Organizing Committee: Ana Colubi, Liudas Giraitis, Erricos Kontoghiorghes, Irini Moustaki, Zacharias Psaradakis, Berc Rustem and Herman Van Dijk. CFE 2015 Co-chairs: Richard T. Baillie, Jean-Pierre Urbain and Mike West. CFE 2015 Programme Committee: Manabu Asai, Tomaso Aste, Hilde C. Bjornlans, Peter Boswijk, Gianluca Cubadda, Manfred Deistler, Jean- Marie Dufour, Marco Gallegati, Christian Gourieroux, Jim Griffin, Marc Hallin, Alain Hecq, David Hendry, Robert Hudson, Degui Li, Zudi Lu, Richard Luger, Gael Martin, Gian Luigi Mazzi, Serena Ng, Yasuhiro Omori, Christopher Otrok, Michael Pitt, D.S.G. Pollock, Artem Prokhorov, Francesco Ravazzolo, Willi Semmler, Pierre Siklos, Mike Smith, Laura Spierdijk, Genaro Sucarrat, Carsten Trenkler, Peter Zadrozny and Jean-Michel Zakoian. ERCIM 2015 Co-chairs: Irene Gijbels, Mia Hubert, Byeong U. Park and Roy Welsch. ERCIM 2015 Programme Committee: Christophe Ambroise, Peter Buehlman, Ming-Yen Chen, Jeng-Min Chiou, Taeryion Choi, Herold Dehling, Aurore Delaigle, Fabrizio Durante, Yang Feng, Roland Fried, Piotr Fryzlewicz, Armelle Guillou, Sebastien Haneuse, Xuming He, Arnold Janssen, Jan Johannes, Mikyoung Jun, Robert Kohn, Soumendra Lahiri, Anto- nio Lijoi, Steve Marron, Hans-Georg Mueller, Hannu Oja, Davy Paindaveine, M. Carmen Pardo, Annie Qu, Holger Rootzen, Robert Serfling, Jian Qing Shi, Yanqing Sun, Ingrid Van Keilegom, Mattias Villani, Huixia Judy Wang, Ernst Wit, Hongtu Zhu, Jacobo de Una and David van Dyk. Local Organizer: Queen Mary University of London. Birkbeck University of London. Imperial College London. The London School of Economics and Political Science. CFEnetwork and CMStatistics. c CFE and CMStatistics networks. All rights reserved. III CFE-CMStatistics 2015 Dear Friends and Colleagues, We welcome you warmly to London, for the Ninth International Conference on Computational and Financial Econometrics (CFE 2015) and the Eighth International Conference of the ERCIM Working Group on Compu- tational and Methodological Statistics (CMStatistics 2015). As many of you know, this annual conference has become a leading joint international meeting for the interface of statistics, econometrics, empirical finance and computing. The conference aims at bringing together researchers and practitioners to discuss recent developments in compu- tational methods for economics, finance, and statistics. The CFE-CMStatistics 2015 programme consists of 367 sessions, 5 plenary talks and over 1500 presentations. There are over 1650 participants. This is the biggest meeting so far of the conference series in terms of number of participants and presentations. The co-chairs have endeavoured to provide a balanced and stimulating programme that will appeal to the diverse interests of the participants. The international organizing committee hopes that the conference venue will provide an appropriate environment to enhance your contacts and to establish new ones. The conference is a collective effort by many individuals and organizations. The Scientific Programme Commit- tee, the Session Organizers, the local hosting universities and many volunteers have contributed substantially to the organization of the conference. We acknowledge their work and the support of our hosts and sponsors, and particularly Queen Mary University of London and Birkbeck University of London, UK. The new Elsevier journal, Econometrics and Statistics (EcoSta) is being inaugurated at the conference. The EcoSta is the official journal of the networks of Computational and Financial Econometrics (CFEnetwork) and of Compu- tational and Methodological Statistics (CMStatistics). It publishes research papers in all aspects of econometrics and statistics and it comprises two sections, namely, Part A: Econometrics and Part B: Statistics. The participants are encouraged to submit their papers to special or regular peer-reviewed issues of EcoSta and its supplement Annals of Computational and Financial Econometrics. Looking forward, the CFE-ERCIM 2016 will be held at the University of Seville, Spain, from Friday 9 to Sunday 11 December 2016. Tutorials will take place on Thursday the 8th of December 2016. You are invited to participate actively in these events. We wish you a productive, stimulating conference and a memorable stay in London. Ana Colubi, Erricos J. Kontoghiorghes and Herman K. Van Dijk: coordinators of CMStatistics & CFEnetwork. IV c CFE and CMStatistics networks. All rights reserved. CFE-CMStatistics 2015 CMStatistics: ERCIM Working Group on COMPUTATIONAL AND METHODOLOGICAL STATISTICS http://www.cmstatistics.org The working group (WG) CMStatistics comprises a number of specialized teams in various research areas of computational and methodological statistics. The teams act autonomously within the framework of the WG in order to promote their own research agenda. Their activities are endorsed by the WG. They submit research proposals, organize sessions, tracks and tutorials during the annual WG meetings and edit journals special issues. The Econometrics and Statistics (EcoSta) and Computational Statistics & Data Analysis (CSDA) are the official journals of the CMStatistics. Specialized teams Currently the ERCIM WG has over 1150 members and the following specialized teams BM: Bayesian Methodology MM: Mixture Models CODA: Complex data structures and Object Data Analysis MSW: Multi-Set and multi-Way models CPEP: Component-based methods for Predictive and Ex- NPS: Non-Parametric Statistics ploratory Path modeling OHEM: Optimization Heuristics in Estimation and Modelling DMC: Dependence Models and Copulas RACDS: Robust Analysis of Complex Data Sets DOE: Design Of Experiments SAE: Small Area Estimation EF: Econometrics and Finance SAET: Statistical Analysis of Event Times GCS: General Computational Statistics WG CMStatistics SAS: GMS: General Methodological Statistics WG CMStatistics Statistical Algorithms and Software GOF: Goodness-of-Fit and Change-Point Problems SEA: Statistics of Extremes and Applications HDS: High-Dimensional Statistics SFD: Statistics for Functional Data ISDA: Imprecision in Statistical Data Analysis SL: Statistical Learning LVSEM: Latent Variable and Structural Equation Models SSEF: Statistical Signal Extraction and Filtering MCS: Matrix Computations and Statistics TSMC: Times Series Modelling and Computation You are encouraged to become a member of the WG. For further information please contact the Chairs of the specialized groups (see the WG’s website), or by email at [email protected]. CFEnetwork COMPUTATIONAL AND FINANCIAL ECONOMETRICS http://www.CFEnetwork.org The Computational and Financial Econometrics (CFEnetwork) comprises a number of specialized teams in various research areas of theoretical and applied econometrics, financial econometrics and computation, and empirical finance. The teams contribute to the activities of the network by organizing sessions, tracks and tutorials during the annual CFEnetwork meetings, submitting research proposals. Furthermore the teams edit special issues currently published under the Annals of CFE. The Econometrics and Statistics (EcoSta) is the official journal of the CFEnetwork. Specialized teams Currently the CFEnetwork has over 700 members and the following specialized teams AE: Applied Econometrics ET: Econometric Theory BE: Bayesian Econometrics FA: Financial Applications BM: Bootstrap Methods FE: Financial Econometrics CE: Computational Econometrics TSE: Time Series Econometrics You are encouraged to become a member of the CFEnetwork. For further information please see the website or contact by email at [email protected]. c CFE and CMStatistics networks. All rights reserved. V CFE-CMStatistics 2015 SCHEDULE 2015-12-12 2015-12-13 2015-12-14 Opening, 08:25 A - Keynote CFE L 08:40 - 09:30 G CFE - CMStatistics CFE - CMStatistics 08:30 - 10:10 08:45 - 10:25 B Opening, 09:50 CFE C - Keynote Coffee Break 09:40 - 10:55 CMStatistics Coffee Break 10:10 - 10:40 10:05 - 10:55 10:25 - 10:55 Coffee Break M 10:55 - 11:25 CFE - CMStatistics H 10:40 - 11:55 D CFE - CMStatistics CFE - CMStatistics 10:55 - 13:00 N - Keynote 11:25 - 13:05 CFE - CMStatistics 12:05 - 12:55 Lunch Break Lunch Break Lunch Break 13:05 - 14:25 13:00 - 14:30 12:55 - 14:30 O E I CFE - CMStatistics CFE - CMStatistics CFE - CMStatistics 14:30 - 15:50 14:25 - 16:05 14:30 - 16:10 Coffee Break Coffee Break Coffee Break 15:50 - 16:20 16:05 - 16:35 16:10 - 16:40 P J CFE - CMStatistics F CFE - CMStatistics 16:20 - 18:00 CFE - CMStatistics 16:40 - 18:20 16:35 - 18:40 Q - Keynote K - Keynote
Load more

Recommended publications
  • Delegate List
    About CTBUH The Council on Tall Buildings and Urban Habitat (CTBUH) is the world’s leading resource for professionals focused on the inception, design, construction, and operation of tall buildings and future cities. Founded in 1969 and headquartered at Chicago’s historic Monroe Building, the CTBUH is a not-for-profit organization with an Asia Headquarters office at Tongji University, Shanghai; a Research Office at Iuav University, Venice, Italy; and an Academic Office at the Illinois Institute of Technology, Chicago. CTBUH facilitates the exchange of the latest knowledge available on tall buildings around the world through publications, research, events, working groups, web resources, and its extensive network of international representatives. The Council’s research department is spearheading the investigation of the next generation of tall buildings by aiding original Dubai & Abu Dhabi, UAE | 20–25 October research on sustainability and key development issues. The Council’s free database on tall buildings, The Skyscraper Center, is updated daily with detailed information, images, data, and news. The CTBUH also developed the international standards for measuring tall building height and is recognized as the arbiter for bestowing such designations as “The World’s Tallest Building.” Delegate List www.ctbuh.org | www.skyscrapercenter.com ctbuh2018.org #CTBUH2018 CTBUH2018_DelegateList_Cover.indd 2-3 10/12/2018 4:40:55 PM Many Thanks to All of Our Sponsors Delegate List: What’s Inside? Diamond Attendance Analysis 3 Top Regions & Companies Represented Delegate List by Company 6 Listed Alphabetically by Affi liation Platinum Delegate List by Surname 26 Listed Alphabetically by Surname Gold 1300+ DELEGATES 278 PRESENTERS 27 OFF-SITE WME consultants PROGRAMS 8 TRACKS Silver 4 1 EVENINGS OF GREAT RECEPTIONS SYMPOSIUMS 3 CONFERENCE! PROGRAM ROOMS 5 SPONSORS 68 128 CITIES 447 COMPANIES Bronze Supported By: COUNTRIES 54 2 Representation by Region Note: This registration list includes the 1240 delegates that were registered by Monday 8 October.
    [Show full text]
  • Royal Statistical Scandal
    Royal Statistical Scandal False and misleading claims by the Royal Statistical Society Including on human poverty and UN global goals Documentary evidence Matt Berkley Draft 27 June 2019 1 "The Code also requires us to be competent. ... We must also know our limits and not go beyond what we know.... John Pullinger RSS President" https://www.statslife.org.uk/news/3338-rss-publishes-revised-code-of- conduct "If the Royal Statistical Society cannot provide reasonable evidence on inflation faced by poor people, changing needs, assets or debts from 2008 to 2018, I propose that it retract the honour and that the President makes a statement while he holds office." Matt Berkley 27 Dec 2018 2 "a recent World Bank study showed that nearly half of low-and middle- income countries had insufficient data to monitor poverty rates (2002- 2011)." Royal Statistical Society news item 2015 1 "Max Roser from Oxford points out that newspapers could have legitimately run the headline ' Number of people in extreme poverty fell by 137,000 since yesterday' every single day for the past 25 years... Careless statistical reporting could cost lives." President of the Royal Statistical Society Lecture to the Independent Press Standards Organisation April 2018 2 1 https://www.statslife.org.uk/news/2495-global-partnership-for- sustainable-development-data-launches-at-un-summit 2 https://www.statslife.org.uk/features/3790-risk-statistics-and-the-media 3 "Mistaken or malicious misinformation can change your world... When the government is wrong about you it will hurt you too but you may never know how.
    [Show full text]
  • BERNOULLI NEWS, Vol 24 No 2 (2017)
    Vol. 24 (2), November 2017 Published twice per year by the Bernoulli Society ISSN 1360–6727 CONTENTS News from the Bernoulli A VIEW FROM THE PRESIDENT Society p. 1 Awards and Prizes p. 2 New Executive Members in the Bernoulli Society p. 3 Articles and Letters On Bayesian Measures for Some Statistical Inverse Problems with Partial Differential Equations p. 5 Obituary Alastair Scott p. 10 Past Conferences, Susan A. Murphy receives the Bernoulli Book from Sara van de Geer during the General Assembly of the Bernoulli Society ISI World Congress in Marrakech, Morocco. Meetings and Workshops p. 11 Dear Members of the Bernoulli Society, Next Conferences, Meetings and Workshops It is an honor to assume the role of Bernoulli Society president, particularly be- cause this is a very exciting time to be a statistician or probabilist! As all of us have and Calendar of Events become, ever-more acutely aware, the role of data in society and in science is dramat- p. 13 ically changing. Many new challenges are due to the complex, and vast amounts of, data resulting from the development of new data collection tools such as wearable Book Reviews sensors in clothing, on eyeglasses, in toothbrushes and most commonly on our phones. Indeed there are now wearable radar sensors that provide data that might be used Editor to improve the safety of bicyclists or help visually impaired individuals gain greater MIGUEL DE CARVALHO independence. There are also wearable respiratory sensors that provide data that School of Mathematics could be used to help us investigate the impact of dietary and exercise regimens, or THE UNIVERSITY of EDINBURGH EDINBURGH, UK identify nutritional imbalances.
    [Show full text]
  • IMS Grace Wahba Award and Lecture
    Volume 50 • Issue 4 IMS Bulletin June/July 2021 IMS Grace Wahba Award and Lecture The IMS is pleased to announce the creation of a new award and lecture, to honor CONTENTS Grace Wahba’s monumental contributions to statistics and science. These include her 1 New IMS Grace Wahba Award pioneering and influential work in mathematical statistics, machine learning and opti- and Lecture mization; broad and career-long interdisciplinary collaborations that have had a sig- 2 Members’ news : Kenneth nificant impact in epidemiology, bioinformatics and climate sciences; and outstanding Lange, Kerrie Mengersen, Nan mentoring during her 51-year career as an educator. The inaugural Wahba award and Laird, Daniel Remenik, Richard lecture is planned for the 2022 IMS annual meeting in London, then annually at JSM. Samworth Grace Wahba is one of the outstanding statisticians of our age. She has transformed 4 Grace Wahba: profile the fields of mathematical statistics and applied statistics. Wahba’s RKHS theory plays a central role in nonparametric smoothing and splines, and its importance is widely 7 Caucus for Women in recognized. In addition, Wahba’s contributions Statistics 50th anniversary straddle the boundary between statistics and 8 IMS Travel Award winners optimization, and have led to fundamental break- 9 Radu’s Rides: Notes to my Past throughs in machine learning for solving problems Self arising in prediction, classification and cross-vali- dation. She has paved a foundation for connecting 10 Previews: Nancy Zhang, Ilmun Kim theory and practice of function estimation, and has developed, along with her students, unified 11 Nominate IMS Lecturers estimation methods, scalable algorithms and 12 IMS Fellows 2021 standard software toolboxes that have made regu- 16 Recent papers: AIHP and larization approaches widely applicable to solving Observational Studies complex problems in modern science discovery Grace Wahba and technology innovation.
    [Show full text]
  • Uncovering REDD+ Readiness in Mexico: Actors, Discourses and Benefit-Sharing
    Uncovering REDD+ readiness in Mexico: Actors, discourses and benefit-sharing PhD Thesis Jovanka Špirić Under the supervision of: Dr. Esteve Corbera (UAB) Dr. Victoria Reyes-García (ICREA-UAB) Dr. Luciana Porter-Bolland (INECOL) PhD Programme in Environmental Science and Technology Institut de Ciència i Tecnologia Ambientals, ICTA Universitat Autònoma de Barcelona, UAB December 2015 Mojoj porodici Abstract Reducing Emissions from Deforestation and forest Degradation, plus conservation, sustainable management of forests and enhancement of forest carbon stocks (REDD+) is an international policy mechanism that seeks to mitigate climate change, while potentially alleviating poverty and contributing towards biodiversity conservation in developing countries. The United Nations Framework Convention on Climate Change (UNFCCC) laid the foundations for REDD+ design and implementation in 2005 and the mechanism’s architecture was finalised in 2015. During that period, parties to the UNFCCC debated and developed procedures and guidelines on REDD+ technical and governance issues, including for example how to guarantee the meaningful participation of all relevant stakeholders and how to respect the rights of indigenous peoples and local communities. In parallel, several developing countries, supported by multilateral and bilateral aid, entered the so-called REDD+ readiness phase and started developing national strategies for implementing REDD+ activities through specific policies and actions. This thesis addresses three main issues of concern for REDD+ scholars and practitioners using Mexico’s readiness process as an example. First, it analyses the design and legitimacy of the institutional arrangements established by the Mexican government to draft the REDD+ national strategy. Second, it identifies the REDD+ discourses mobilised by the actors involved in the country’s REDD+ readiness process and it highlights how such discourses are reflected in national policy documents, thus shedding light on dominant ideas and narratives permeating into the national strategy.
    [Show full text]
  • Coauthorship and Citation Networks for Statisticians
    Submitted to the Annals of Applied Statistics arXiv: arXiv:0000.0000 COAUTHORSHIP AND CITATION NETWORKS FOR STATISTICIANS By Pengsheng Jiy and Jiashun Jinz University of Georgiay and Carnegie Mellon Universityz We have collected and cleaned two network data sets: Coauthor- ship and Citation networks for statisticians. The data sets are based on all research papers published in four of the top journals in statis- tics from 2003 to the first half of 2012. We analyze the data sets from many different perspectives, focusing on (a) centrality, (b) commu- nity structures, and (c) productivity, patterns and trends. For (a), we have identified the most prolific/collaborative/highly cited authors. We have also identified a handful of \hot" papers, suggesting \Variable Selection" as one of the \hot" areas. For (b), we have identified about 15 meaningful communities or research groups, including large-size ones such as \Spatial Statis- tics", \Large-Scale Multiple Testing", \Variable Selection" as well as small-size ones such as \Dimensional Reduction", \Objective Bayes", \Quantile Regression", and \Theoretical Machine Learning". For (c), we find that over the 10-year period, both the average number of papers per author and the fraction of self citations have been decreasing, but the proportion of distant citations has been increasing. These suggest that the statistics community has become increasingly more collaborative, competitive, and globalized. Our findings shed light on research habits, trends, and topological patterns of statisticians. The data sets provide a fertile ground for future researches on or related to social networks of statisticians. 1. Introduction. It is frequently of interest to identify \hot" areas and key authors in a scientific community, and to understand the research habits, trends, and topological patterns of the researchers.
    [Show full text]
  • The Tempered Ordered Probit (TOP) Model with an Application to Monetary Policy William H.Greene Max Gillman Mark N.Harris Christopher Spencer WP 2013 – 10
    ISSN 1750-4171 ECONOMICS DISCUSSION PAPER SERIES The Tempered Ordered Probit (TOP) Model With An Application To Monetary Policy William H.Greene Max Gillman Mark N.Harris Christopher Spencer WP 2013 – 10 School of Business and Economics Loughborough University Loughborough LE11 3TU United Kingdom Tel: + 44 (0) 1509 222701 Fax: + 44 (0) 1509 223910 http://www.lboro.ac.uk/departments/sbe/economics/ The Tempered Ordered Probit (TOP) model with an application to monetary policy William H. Greeney Max Gillmanz Mark N. Harrisx Christopher Spencer{ September 2013 Abstract We propose a Tempered Ordered Probit (TOP) model. Our contribution lies not only in explicitly accounting for an excessive number of observations in a given choice category - as is the case in the standard literature on in‡ated models; rather, we introduce a new econometric model which nests the recently developed Middle In‡ated Ordered Probit (MIOP) models of Bagozzi and Mukherjee (2012) and Brooks, Harris, and Spencer (2012) as a special case, and further, can be used as a speci…cation test of the MIOP, where the implicit test is described as being one of symmetry versus asymmetry. In our application, which exploits a panel data-set containing the votes of Bank of England Monetary Policy Committee (MPC) members, we show that the TOP model a¤ords the econometrician considerable ‡exibility with respect to modelling the impact of di¤erent forms of uncertainty on interest rate decisions. Our …ndings, we argue, reveal MPC members’ asymmetric attitudes towards uncertainty and the changeability of interest rates. Keywords: Monetary policy committee, voting, discrete data, uncertainty, tempered equations.
    [Show full text]
  • Strength in Numbers: the Rising of Academic Statistics Departments In
    Agresti · Meng Agresti Eds. Alan Agresti · Xiao-Li Meng Editors Strength in Numbers: The Rising of Academic Statistics DepartmentsStatistics in the U.S. Rising of Academic The in Numbers: Strength Statistics Departments in the U.S. Strength in Numbers: The Rising of Academic Statistics Departments in the U.S. Alan Agresti • Xiao-Li Meng Editors Strength in Numbers: The Rising of Academic Statistics Departments in the U.S. 123 Editors Alan Agresti Xiao-Li Meng Department of Statistics Department of Statistics University of Florida Harvard University Gainesville, FL Cambridge, MA USA USA ISBN 978-1-4614-3648-5 ISBN 978-1-4614-3649-2 (eBook) DOI 10.1007/978-1-4614-3649-2 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012942702 Ó Springer Science+Business Media New York 2013 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. Duplication of this publication or parts thereof is permitted only under the provisions of the Copyright Law of the Publisher’s location, in its current version, and permission for use must always be obtained from Springer.
    [Show full text]
  • Speech by Martin Weale at the University of Nottingham, Tuesday
    Unconventional monetary policy Speech given by Martin Weale, External Member of the Monetary Policy Committee University of Nottingham 8 March 2016 I am grateful to Andrew Blake, Alex Harberis and Richard Harrison for helpful discussions, to Tomasz Wieladek for the work he has done with me on both asset purchases and forward guidance and to Kristin Forbes, Tomas Key, Benjamin Nelson, Minouche Shafik, James Talbot, Matthew Tong, Gertjan Vlieghe and Sebastian Walsh for very helpful comments. 1 All speeches are available online at www.bankofengland.co.uk/publications/Pages/speeches/default.aspx Introduction Thank you for inviting me here today. I would like to talk about unconventional monetary policy. I am speaking to you about this not because I anticipate that the Monetary Policy Committee will have recourse to expand its use of unconventional policy any time soon. As we said in our most recent set of minutes, we collectively believe it more likely than not that the next move in rates will be up. I certainly consider this to be the most likely direction for policy. The UK labour market suggests that medium-term inflationary pressures are building rather than easing; wage growth may have disappointed, but a year of zero inflation does not seem to have depressed pay prospects further. However, I want to discuss unconventional policy options today because the Committee does not want to be a monetary equivalent of King Æthelred the Unready.1 It is as important to consider what we could do in the event of unlikely outcomes as the more likely scenarios. In particular, there is much to be said for reviewing the unconventional policy the MPC has already conducted, especially as the passage of time has given us a clearer insight into its effects.
    [Show full text]
  • National Institute Economic Review Road, Cambridge CB2 8BS, England for the National Institute of Economic and Social Research
    National Volume 255 – February 2021 Nati onal Insti tute Economic Review Economic tute Insti onal Nati Institute Economic Review NIER Volume 255 February 2021 255 February Volume National Institute Economic Review Road, Cambridge CB2 8BS, England for the National Institute of Economic and Social Research. Annual subscription including postage: institutional rate (combined print and electronic) £596/US$1102; Managing Editors individual rate (print only) £166/US$292. Electronic only and print Jagjit Chadha (National Institute of Economic and Social Research) only subscriptions are available for institutions at a discounted rate. Prasanna Gai (University of Auckland) Note VAT is applicable at the appropriate local rate. Abstracts, tables Ana Galvao (University of Warwick) of contents and contents alerts are available online free of charge for Sayantan Ghosal (University of Glasgow) all. Student discounts, single issue rates and advertising details are Colin Jennings (King’s College London) available from Cambridge University Press, One Liberty Plaza, Hande Küçük (National Institute of Economic and Social Research) New York, NY 10006, USA/UPH, Shaftesbury Road, Cambridge CB2 Miguel Leon-Ledesma (University of Kent) 8BS, England. POSTMASTER: Send address changes in the USA and Corrado Macchiarelli (National Institute of Economic and Canada to National Institute Economic Review, Cambridge University Social Research) Press, Journals Ful llment Dept., One Liberty Plaza, New York, Adrian Pabst (National Institute of Economic and Social Research) NY 10006-4020, USA. Send address changes elsewhere to National Institute Economic Review, Cambridge University Press, University Council of Management Printing House, Shaftesbury Road, Cambridge, CB2 8BS, England. Sir Paul Tucker (President) Neil Gaskell Professor Nicholas Crafts (Chair) Professor Sir David Aims and Scope Professor Jagjit S.
    [Show full text]
  • 1 Main Panel a 1 Clinical Medicine 2 Public Health, Health Services
    Main Panel A 1 Clinical Medicine 2 Public Health, health services and Primary Care 3 Allied Health Professions, Dentistry, Nursing and Pharmacy 4 Psychology, Psychiatry and Neuroscience 5 Biological Services 6 Agriculture, Food and Veterinary Sciences Main Panel B 7 Earth Systems and Environmental Sciences 8 Chemistry 9 Physics 10 Mathematical Sciences 11 Computer Sciences 12 Engineering Main Panel C 13 Architecture, Built Environment and Planning 14 Geography and Environmental Studies 15 Archaeology 16 Economics and Econometrics 17 Business and Management Studies 18 Law 19 Politics and International Studies 20 Social Work and Social Policy 21 Sociology 22 Anthropology and Development Studies 23 Education 24 Sport and Exercise Sciences, Leisure and Tourism Main Panel D 25 Area Studies 26 Modern Languages and Linguistics 27 English Language and Literature 28 History 29 Classics 30 Philosophy 31 Theology and Religious Studies 32 Art and Design: History, Practice and Theory 33 Music, Drama, Dance, performing Arts, Film and Screen Studies 34 Communication, Cultural and Media Studies, Library and Information Management 1 * denotes interdisciplinary member on a main panel, and interdisciplinary adviser on a sub-panel Main Panel A Chair Professor John Iredale University of Bristol Members Professor Doreen Cantrell University of Dundee Professor Peter Clegg University of Liverpool Professor David Crossman Chief Scientist Scottish Government Professor Dame Anna Dominiczak* University of Glasgow Professor Paul Elliott Imperial College London Professor
    [Show full text]
  • Spatio-Temporal Point Processes: Methods and Applications Peter J
    Johns Hopkins University, Dept. of Biostatistics Working Papers 6-27-2005 Spatio-temporal Point Processes: Methods and Applications Peter J. Diggle Medical Statistics Unit, Lancaster University, UK & Department of Biostatistics, Johns Hopkins Bloomberg School of Public Health, [email protected] Suggested Citation Diggle, Peter J., "Spatio-temporal Point Processes: Methods and Applications" (June 2005). Johns Hopkins University, Dept. of Biostatistics Working Papers. Working Paper 78. http://biostats.bepress.com/jhubiostat/paper78 This working paper is hosted by The Berkeley Electronic Press (bepress) and may not be commercially reproduced without the permission of the copyright holder. Copyright © 2011 by the authors Spatio-temporal Point Processes: Methods and Applications Peter J Diggle (Department of Mathematics and Statistics, Lancaster University and Department of Biostatistics, Johns Hopkins University School of Public Health) June 27, 2005 1 Introduction This chapter is concerned with the analysis of data whose basic format is (xi; ti) : i = 1; :::; n where each xi denotes the location and ti the corresponding time of occurrence of an event of interest. We shall assume that the data form a complete record of all events which occur within a pre-specified spatial region A and a pre-specified time- interval, (0; T ). We call a data-set of this kind a spatio-temporal point pattern, and the underlying stochastic model for the data a spatio-temporal point process. 1.1 Motivating examples 1.1.1 Amacrine cells in the retina of a rabbit One general approach to analysing spatio-temporal point process data is to extend existing methods for purely spatial data by considering the time of occurrence as a distinguishing feature, or mark, attached to each event.
    [Show full text]