This CASEbrief summarises findings from CASEpaper 15, Intergenerational and Life-Course Transmission of Social Exclusion: Influences of Childhood Poverty, Family Disruption, and Contact with the Police by John Hobcraft, which can be downloaded at http://sticerd.lse.ac.uk/dps/case/cp/paper15.pdf

CASEbrief03 is a detailed summary of a collection of papers published as CASEpaper 04, Exclusion, Employment and Opportunity, edited by Tony Atkinson and John Hills, which can be downloaded free from the STICERD website at http://sticerd.lse.ac.uk/dps/case/cp/Paper4.pdf

CASEbrief02 is a detailed summary of CASEpaper 03, Maternity Leave Policies and Women's Employment after Childbirth: Evidence from the United States, Britain, and Japan, by Jane Waldfogel, Yoshio Higuchi, and Masahiro Abe, which can be downloaded free from the STICERD website at...

In the estimation of parametric models for stationary spatial or spatio-temporal data on a d-dimensional lattice, for d gt;= 2, the achievement of asymptotic efficiency under Gaussianity, and asymptotic normality more generally, with standard convergence rate, faces two obstacles. One is the...

The paper proposes a simple test for the hypothesis of strong cycles and as a by-product a test for weak dependence for linear processes. We show that the limit distribution of the test is the maximum of a (semi)Gaussian process G(amp;#964;), amp;#964; amp;#8712; [0; 1]. Because the covariance structure of...

There is a growing literature on unit root testing in threshold autoregressive models. This paper makes two contributions to the literature. First, an asymptotic theory is developed for unit root testing in a threshold autoregression, in which the errors are allowed to be dependent and...

Evaluation of forecast optimality in economics and finance has almost exclusively been conducted on the assumption of mean squared error loss under which forecasts should be unbiased and forecast errors serially uncorrelated at the single period horizon with increasing variance as the forecast...