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

Childhood maltreatment has been linked to a variety of changes in brain structure and function and stress–responsive neurobiological systems. Epidemiological studies have documented the impact of childhood maltreatment on health and emotional well–being. After a brief review of the neurobiology of childhood trauma, we use the Adverse Childhood Experiences (ACE) Study as an epidemiological “case example” of the convergence between epidemiologic and neurobiological evidence of the effects of childhood trauma. The ACE Study included 17,337 adult HMO members and assessed 8 adverse childhood experiences (ACEs) including abuse, witnessing domestic violence, and serious household dysfunction. We used the number of ACEs (ACE score) as a measure of cumulative childhood stress and hypothesized a "doseresponse" relationship of the ACE score to 18 selected outcomes and to the total number of these outcomes (comorbidity). Based upon logistic regression analysis, the risk of every outcome in the affective, somatic, substance abuse, memory, sexual,and aggressionrelated domains increased in a graded fashion as the ACE score increased (P <0.001). The mean number of comorbid outcomes tripled across the range of the ACE score. The graded relationship of the ACE score to 18 different outcomes in multiple domains theoretically parallels the cumulative exposure of the developing brain to the stress response with resulting impairment in multiple brain structures and functions.

https://traumasensitiveschools.org/wp-content/uploads/2013/06/Anda-Article-Enduring-Effects-of-Abuse.pdf

The enduring effects of abuse and related adverse experiences in childhood: A convergence of evidence from neurobiology and epidemiology

WHO Violence cuts short the lives of millions of people across the world each year, and damages the lives of millions more. It knows no boundaries of geography, race, age or income. It strikes at children, young people, women and the elderly. It finds its way into homes, schools and the workplace. Men and women everywhere have the right to live their lives and raise their children free from the fear of violence. We must help them enjoy that right by making it clearly understood that violence is preventable, and by working together to identify and address its underlying causes.

/pdf/world-report-on-violence-and-health-4jibnvc0nl.pdf

World report on violence and health

The Columbia–Suicide Severity Rating Scale was initially designed to assess suicidal ideation and behavior in clinical trials. Psychometric analysis of data on adolescents indicated that a lifetime history of worst-point suicidal ideation including either suicidal intent or intent with a plan predicts a future risk of an actual attempt that is four times as great as the risk associated with a history of current suicidal ideation—including a desire to be dead—or increased general ratings of depression.

/pdf/the-columbia-suicide-severity-rating-scale-initial-validity-2bltrdcyl6.pdf

The Columbia–Suicide Severity Rating Scale: Initial Validity and Internal Consistency Findings From Three Multisite Studies With Adolescents and Adults

ContextIn 2002, an estimated 877 000 lives were lost worldwide through
suicide. Some developed nations have implemented national suicide prevention
plans. Although these plans generally propose multiple interventions, their
effectiveness is rarely evaluated.ObjectivesTo examine evidence for the effectiveness of specific suicide-preventive
interventions and to make recommendations for future prevention programs and
research.Data Sources and Study SelectionRelevant publications were identified via electronic searches of MEDLINE,
the Cochrane Library, and PsychINFO databases using multiple search terms
related to suicide prevention. Studies, published between 1966 and June 2005,
included those that evaluated preventative interventions in major domains;
education and awareness for the general public and for professionals; screening
tools for at-risk individuals; treatment of psychiatric disorders; restricting
access to lethal means; and responsible media reporting of suicide.Data ExtractionData were extracted on primary outcomes of interest: suicidal behavior
(completion, attempt, ideation), intermediary or secondary outcomes (treatment
seeking, identification of at-risk individuals, antidepressant prescription/use
rates, referrals), or both. Experts from 15 countries reviewed all studies.
Included articles were those that reported on completed and attempted suicide
and suicidal ideation; or, where applicable, intermediate outcomes, including
help-seeking behavior, identification of at-risk individuals, entry into treatment,
and antidepressant prescription rates. We included 3 major types of studies
for which the research question was clearly defined: systematic reviews and
meta-analyses (n = 10); quantitative studies, either randomized
controlled trials (n = 18) or cohort studies (n = 24);
and ecological, or population- based studies (n = 41). Heterogeneity
of study populations and methodology did not permit formal meta-analysis;
thus, a narrative synthesis is presented.Data SynthesisEducation of physicians and restricting access to lethal means were
found to prevent suicide. Other methods including public education, screening
programs, and media education need more testing.ConclusionsPhysician education in depression recognition and treatment and restricting
access to lethal methods reduce suicide rates. Other interventions need more
evidence of efficacy. Ascertaining which components of suicide prevention
programs are effective in reducing rates of suicide and suicide attempt is
essential in order to optimize use of limited resources.

Suicide prevention strategies: a systematic review.

The rate of suicide has been reported to be higher in persons with chronic and life-threatening illnesses (eg, cancer, Huntington's disease, and renal failure). We studied the rate of suicide in 1985 in New York City residents diagnosed with the acquired immunodeficiency syndrome (AIDS). There were 668 suicides in New York City residents in 1985, yielding a rate of 9.29 per 100000 personyears. In men aged 20 to 59 years without a known diagnosis of AIDS, the rate was 18.75 per 100000 person-years. There were 3828 individuals who lived with the diagnosis of AIDS for some part, or all, of 1985. There were 12 suicides in men aged 20 to 59 years from this group who lived 1763.25 person-years with a diagnosis of AIDS. This yields a suicide rate of 680.56 per 100000 person-years. Thus, the relative risk of suicide in men with AIDS aged 20 to 59 years was 36.30 times (95% confidence limits, 20.45 to 64.42) that of men aged 20 to 59 years without this diagnosis, and 66.15 times (95% confidence limits, 37.38 to 117.06) that of the general population. We conclude that AIDS represents a significant risk factor for suicide. ( JAMA 1988;259:1333-1337)

https://jamanetwork.com/journals/JAMA/articlepdf/370900/jama_259_9_028.pdf

Increased risk of suicide in persons with AIDS.

Objective. —To review the epidemiology, patterns, and major determinants of murder-suicide and to discuss the clinical and research strategies for identifying the individuals at greatest risk for this type of violence. Data Sources. —Data were obtained from English-language articles based on searches using MEDLINE (from 1966), PsychINFO (from 1967), and EMBASE (from 1974) programs. In addition, relevant articles, books, and monographs identified from the reference list of retrieved articles were reviewed. Study Selection. —Case-control studies, descriptive epidemiologic surveys, and case series were chosen for review. Data Extraction. —Because of the limited scope of the pertinent research literature, all data relevant to the incidence, demographics, circumstances, and precipitants of murder-suicide were summarized by the authors. Data Synthesis. —Murder-suicide occurs with an annual incidence of 0.2 to 0.3 per 100000 person-years and accounts for approximately 1000 to 1500 deaths yearly in the United States. The annual incidence of these events is relatively constant across industrialized nations and has not significantly changed over several decades. The principal perpetrators are young males with intense sexual jealousy, depressed mothers, or despairing elderly men with ailing spouses. The principal victims are female sexual partners or consanguineous relatives, usually young children. Clinical depression, specific motivations such as male sexual proprietariness or maternal salvation fantasies, and a history of previous suicide attempts are important in explaining underlying psychopathological mechanisms. Conclusions. —Murder-suicide occupies a distinct epidemiological domain that overlaps with suicide, domestic homicide, and mass murder. These events may be categorized into one of only several phenomenologic typologies that share similar demographics, motivations, and circumstances. Despite the disruption of families and communities caused by murder-suicide, there are no standardized operational definitions, validated taxonomic systems, or national surveillance networks for these events, all of which are needed to develop prevention strategies. (JAMA. 1992;267:3179-3183)

https://jamanetwork.com/HttpHandlers/ArticlePdfHandler.ashx?journal=JAMA&articleId=397893&pdfFileName=jama_267_23_031.pdf

The epidemiology of murder-suicide.

Aims Accidental drug overdose contributes substantially to mortality among drug users. Multi-drug use has been documented as a key risk factor in overdose and overdose mortality in several studies. This study investigated the contribution of multiple drug combinations to overdose mortality trends. Design We collected data on all overdose deaths in New York City between 1990 and 1998 using records from the Office of the Chief Medical Examiner (OCME). We standardized yearly overdose death rates by age, sex and race to the 1990 census population for NYC to enable comparability between years relevant to this analysis. Findings Opiates, cocaine and alcohol were the three drugs most commonly attributed as the cause of accidental overdose death by the OCME, accounting for 97.6% of all deaths; 57.8% of those deaths were attributed to two or more of these three drugs in combination. Accidental overdose deaths increased in 1990‐93 and subsequently declined slightly in 1993‐98. Changes in the rate of multi-drug combination deaths accounted for most of the change in overdose death rates, whereas single drug overdose death rates remained relatively stable. Trends in accidental overdose death rates within gender and racial/ethnic strata varied by drug combination suggesting different patterns of multi-drug use among different subpopulations. Conclusions These data suggest that interventions to prevent accidental overdose mortality should address the use of drugs such as heroin, cocaine and alcohol in combination.

/pdf/opiates-cocaine-and-alcohol-combinations-in-accidental-drug-ga49liqm48.pdf

Opiates, cocaine and alcohol combinations in accidental drug overdose deaths in New York City, 1990-98.

This paper presents an analysis of the relationship between levels of economic inequality and homicide rates for a sample of 26 neighborhoods in Manhattan, New York. It argues that neighborhoods are more appropriate units of analysis for studying inequality and homicide than are larger political and statistical units because neighborhoods are more likely to constitute meaningful frames of reference for social comparisons. The principle hypothesis is that a high degree of economic inequality in a neighborhood will give rise to high levels of relative deprivation and high rates of homicide. The results of a series of multiple regression analyses fail to support this hypothesis. The measure of economic inequality is weakly associated with the observed homicide rates. Similarly, the racial composition of Manhattan neighborhoods exhibits no significant association with levels of homicide, given statistical controls for other sociodemographic variables. Two neighborhood characteristics do emerge as significant predictors of homicide rates: the relative size of the poverty population and the percent divorced or separated. Homicide rates tend to be highest in those neighborhoods characterized by extreme poverty and pervasive marital dissolution.

Economic inequality and levels of homicide: an analysis of urban neighborhoods*

• The characteristics of 9,365 patients admitted to public hospitals in a one-year period were analyzed in relation to the presence of assaultive or suicidal problems prior to admission. There were definite differences in the occurrence of assaultive or suicidal problems in relation to sex, age, primary diagnosis, education, race, marital status, prior private care, and source of referral to the hospital. There were no significant differences in regard to the history of previous psychiatric admissions, veteran status, or history of seizures. These findings demonstrate the usefulness of a large, routinely collected data base in the study of specific psychiatric problems and offer directions for intervention and future research in the field of life-threatening behavior.

https://jamanetwork.com/HttpHandlers/ArticlePdfHandler.ashx?journal=psych&articleId=492267&pdfFileName=archpsyc_37_2_005.pdf

Kenneth Tardiff

Papers

Increased risk of suicide in persons with AIDS.

The epidemiology of murder-suicide.

Opiates, cocaine and alcohol combinations in accidental drug overdose deaths in New York City, 1990-98.

Economic inequality and levels of homicide: an analysis of urban neighborhoods*

Assault, suicide, and mental illness.