Preface1Difference Equations12Lag Operators253Stationary ARMA Processes434Forecasting725Maximum Likelihood Estimation1176Spectral Analysis1527Asymptotic Distribution Theory1808Linear Regression Models2009Linear Systems of Simultaneous Equations23310Covariance-Stationary Vector Processes25711Vector Autoregressions29112Bayesian Analysis35113The Kalman Filter37214Generalized Method of Moments40915Models of Nonstationary Time Series43516Processes with Deterministic Time Trends45417Univariate Processes with Unit Roots47518Unit Roots in Multivariate Time Series54419Cointegration57120Full-Information Maximum Likelihood Analysis of Cointegrated Systems63021Time Series Models of Heteroskedasticity65722Modeling Time Series with Changes in Regime677A Mathematical Review704B Statistical Tables751C Answers to Selected Exercises769D Greek Letters and Mathematical Symbols Used in the Text786Author Index789Subject Index792

https://sisis.rz.htw-berlin.de/inh2007/12357004.pdf

Time series analysis

Meanwhile, the authors' antidote to the American sicknessa quest for democratic community that draws on our diverse civic and religious traditionshas contributed to a vigorous scholarly and popular debate. Attention has been focused on forms of social organization, be it civil society, democratic communitarianism, or associative democracy, that can humanize the market and the administrative state. In their new Introduction the authors relate the argument of their book both to the current realities of American society and to the growing debate about the country's future. With this new edition one of the most influential books of recent times takes on a new immediacy.\

Habits of the Heart: Individualism and Commitment in American Life

This article assesses the sources and consequences of public disorder. Based on the videotaping and systematic rating of more than 23,000 street segments in Chicago, highly reliable scales of social and physical disorder for 196 neighborhoods are constructed. Census data, police records, and an independent survey of more than 3,500 residents are then integrated to test a theory of collective efficacy and structural constraints. Defined as cohesion among residents combined with shared expectations for the social control of public space, collective efficacy explains lower rates of crime and observed disorder after controlling neighborhood structural characteristics. Collective efficacy is also linked to lower rates of violent crime after accounting for disorder and the reciprocal effects of violence. Contrary to the "broken windows" theory, however, the relationship between public disorder and crime is spurious except perhaps for robbery.

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Systematic Social Observation of Public Spaces: A New Look at Disorder in Urban Neighborhoods

To determine the empirical status of Gottfredson and Hirschi's (1990) “general theory of crime,” we conducted a meta-analysis on existing empirical studies. The results indicate that, regardless of measurement differences, low self-control is an important predictor of crime and of “analogous behaviors.” Also, low self-control has general effects across different types of samples. Contrary to Gottfredson and Hirschi's position, however, the effect of low self-control is weaker in longitudinal studies, and variables from social learning theory still receive support in studies that include a measure of low self-control. Finally, we argue that meta-analysis is an underutilized tool in discerning the relative empirical merits of criminological theories.

The empirical status of gottfredson and hirschi's general theory of crime: a meta‐analysis

Highlighting resource inequality, social processes, and spatial interdependence, this study combines structural characteristics from the 1990 census with a survey of 8,872 Chicago residents in 1995 to predict homicide variations in 1996–1998 across 343 neighborhoods. Spatial proximity to homicide is strongly related to increased homicide rates, adjusting for internal neighborhood characteristics and prior homicide. Concentrated disadvantage and low collective efficacy—defined as the linkage of social control and cohesion—also independently predict increased homicide. Local organizations, voluntary associations, and friend/kinship networks appear to be important only insofar as they promote the collective efficacy of residents in achieving social control and cohesion. Spatial dynamics coupled with neighborhood inequalities in social and economic capacity are therefore consequential for explaining urban violence.

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Neighborhood inequality, collective efficacy, and the spatial dynamics of urban violence

In A General Theory of Crime, Gottfredson and Hirschi propose that low self-control, in interaction with criminal opportunity, is the major cause of crime. The research reported in this article attempts to test this argument while closely following the nominal definitions presented by Gottfredson and Hirschi. A factor analysis of items designed to measure low self-control is consistent with their contention that the trait is unidimensional. Further, the proposed interaction effect is found for self-reported acts of both fraud and force (their definition of crime). Inconsistent with the theory are (a) the finding that criminal opportunity has a significant main effect, beyond its interaction with low self-control, on self-reported crime and (b) the substantial proportion of variance in crime left unexplained by the theoretical variables. Suggestions are offered for modifying and expanding the theory.

Testing the Core Empirical Implications of Gottfredson and Hirschi's General Theory of Crime:

Chapter 1 Table of Contents Chapter 2 Preface Chapter 3 1 Basic Issues Chapter 4 2 The Criminal Behavior of Neighborhood Residents Chapter 5 3 Neighborhood Opportunities for Criminal Behavior Chapter 6 4 Neighborhood Dynamics and the Fear of Crime Chapter 7 5 The Neighborhood Context of Gang Behavior Chapter 8 6 Neighborhood-Based Responses to Crime: Policy Issues Chapter 9 Epilogue Chapter 10 Notes Chapter 11 References Chapter 12 Acknowledgments Chapter 13 Index Chapter 14 About the Author

Neighborhoods and Crime: The Dimensions of Effective Community Control

Neighborhoods and Crime: The Dimensions of Effective Community Con-

Conscience, significant others, and rational choice: Extending the deterrence model.

Gottfredson and Hirschi'sA General Theory of Crime contends that individual differences in involvement in criminal and analogous behavior are due largely to individual differences in the personality trait they call low self-control. Among the various behaviors considered analogous to crime are imprudent behaviors such as smoking, drinking, and gambling. This research explores the generality of Gottfredson and Hirschi's theory by examining the link between low self-control and these imprudent behaviors. The results are mixed. In support of the theory, the data reveal a modest but significant effect of a scale designed to capture the various components of low self-control on an index of imprudent behavior. A more detailed analysis, however, reveals that some of the components of low self-control, specifically those probably linked to low intelligence, detract from the scale's predictive power. In fact, one of the components, risk-seeking, is more predictive than the more inclusive scale. Furthermore, one of the imprudent acts, smoking, appears to be unaffected by low self-control. These contradictory findings suggest the need for theoretical refinements.

Harold G. Grasmick

Papers

Testing the Core Empirical Implications of Gottfredson and Hirschi's General Theory of Crime:

Neighborhoods and Crime: The Dimensions of Effective Community Control

Neighborhoods and Crime: The Dimensions of Effective Community Con-

Conscience, significant others, and rational choice: Extending the deterrence model.

Low self-control and imprudent behavior