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David Mayer-Foulkes’ Download Page The program U-Stat can be downloaded here The PAHO report on investment in health can be downloaded here CONTENTS INVESTMENT IN HEALTH AND ECONOMIC GROWTH GENERALIZED FAST ALGORITHM FOR BDS-TYPE
STATISTICS U-STAT - DESCRIPTION OF THE PROGRAM INVESTMENT IN HEALTH AND ECONOMIC GROWTH The research
project "Health, Growth and Income Distribution in Latin America and the
Caribbean: A Study of Determinants and regional and Local Behavior " was
the winner of the 1997 Regional Research Competition on Investment in Health
and Economic Growth of the Pan American Health Organization. To download the
report in English or in Spanish, written by Mayer, D.; Mora, H. Cermeño, R.
and Duryea, S, use one of the links below.
GENERALIZED FAST ALGORITHM FOR BDS-TYPE
STATISTICS To download
the article Mayer, D., "A generalized fast algorithm for BDS-type
Statistics", Studies in Nonlinear Dynamics and Econometrics,
Volume 4, Number 1, April, 2000 visit the web page of the electronic journal
at Studies in Nonlinear Dynamics and
Econometrics, Volume 4. The program
U-Stat can be downloaded here
U-STAT - DESCRIPTION OF THE PROGRAM U-Stat is a
Windows program to calculate several statistics based on the
multi-dimensional distance histogram C(m,e). These
include the following statistics:
All
confidence intervals are determined by using Brock’s (1986a, 1986b)
reshuffling test. We classify
the statistics into orders 1 and 2, according to whether C(m,e)
is a histogram of distances between all pairs in a set of vectors (order 2)
or between all vectors in the set and a fixed point (order 1, as in the
Simple Non-parametric Test). The order 2 histogram requires for its full
calculation a number of operations of order N2 (if N
is the number of vectors in the set). Thus several authors have devoted much
care to the algorithms used for its calculation. U-Stat uses three, which
have been verified to produce identical results.
The author
thanks CONACYT for the funding received for the development of this program
through the research project "Estadísticos U para Pruebas de
Independencia No Lineales" (project number 3416P-S9607).
Several
additions to U-Stat are presently being written. Thus if you mail me at david.mayer@cide.edu. I will notify you as soon as any changes are
implemented. The program
may be freely distributed, so long as its use is cited and acknowledged in
full and the terms of the license detailed in the program are kept (all
rights reserved). Please report
on any problems, so that the program may be improved. At this stage the
program has not been run on many machines so some problems may crop up. Any
suggestions and bug reports are welcome. Once you
download the file ustat.zip, decompress it in a directory c:\ustat and follow
these instructions. 1) Copy the files VCF132.OCX, OC30.DLL,
MFCANS32.DLL, MSVCRT20.DLL to the directory c:/Windows/System. If your system
has more recent versions of some of these files, do not substitute them! 2) Using the option Run in the Start menu,
execute the command Regsvr32.exe Vcf132.ocx. If this command returns a
success message, the program will be ready to run by double clicking on
ustat.exe.
Brock, W. A.
(1986a), "Distinguishing Random and Deterministic Systems: Abridged
Version", Journal of Economic Theory 40 168-195. Brock, W. A.
(1986b), "Theorems on Distinguishing Deterministic from Random
Systems", Dynamic Econometric Modeling, Proceedings of the third
International Symposium in Economic Theory and Econometrics (Edited by W. A.
Barnett, E. R. Berndt and H. White), 247-265, Cambridge University Press, New
York. Brock, W. A.;
Dechert, W. D.; Sheinkman, J.A. and LeBaron, B. (1996), "A Test for
Independence Based on the Correlation Dimension", Econometric Reviews
15(3): 197-235. Dahlquist,
G., and Björck, A. (1974), Numerical Methods, Prentice Hall, Inc., New
Jersey, U.S.A. Grassberger,
Peter and Itamar Procaccia (1983), "Measuring the strangeness of strange
attractors", Physica 9D, 189-208. Grassberger,
Peter (1990), "An optimized box-assisted algorithm for fractal
dimensions'', Physics Letters A 148, 63-68. LeBaron,
Blake (1997) "A Fast Algorithm for the BDS Statistic'', Studies in
Nonlinear Dynamics and Econometrics, July, 1997, 2(2): 53-59. Mayer-Foulkes,
D. (2000), "A generalized fast algorithm for BDS-type Statistics",
forthcoming in Studies in Nonlinear Dynamics and Econometrics, Volume
4, Number 1, April. Mayer-Foulkes,
D. (1998), "Homogenized Integral U-Statistics for Test of
Non-Linearity", Documento de Trabajo del CIDE, División de Economía, No.
118. Mayer-Foulkes,
D. (1995), "A statistical correlation dimension", Journal of
Empirical Finance 2 277-293. Mayer-Foulkes,
D., and Raúl Anibal Feliz (1996), "Nonlinear dynamics in the stock
exchange", Revista de Análisis Económico Vol. 11, No 1, pp 3-21. Mizrach, B.
(1991). "A simple Nonparametric test for independence." Working
paper, Department of Finance, the Wharton School. Mizrach, B.
(1992). "Multivariate nearest-neighbour Forecasts of EMS Exchange
Rates." Journal of Applied Econometrics 7; Supplement, S151-63. Mizrach, B.
(1994). "Using U-statistics to detect business cycle
non-linearities." Chapter 14 in Willi Semmler (ed) Business Cycles:
Theory and Empirical Investigation, Boston, Kluwer Press, 107-29.
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