Papers by Second Bwanakare
Przegląd Statystyczny. Statistical Review
Shannon-Kullback-Leibler cross-entropy (SKLCE) is particularly useful when ergodic system inverse... more Shannon-Kullback-Leibler cross-entropy (SKLCE) is particularly useful when ergodic system inverse problems require a solution. Though empirical application using the Shanon-Gibbs approach has recently met with notable success, it suffers from its ergodicity, constraining all micro-states of the system to appear with identical odds. The present document aims at extending applications of a non-extensive cross-entropy model (NECE) for balancing an input output stochastic system. The model then postulates that economic activity is characterized by long run complex behavioural interactions between economic agents and/or economic sectors. Applying scaling property of a Power-law we present a model which successfully balances a Polish national social accounting matrix (SAM) expected to exhibit Warlasian general equilibrium features. The Rao-Cramer-Kullback inferential information indexes are proposed. We note that increasing relative weight on the disturbance component of the dual criterio...
International Journal of Environmental Research and Public Health
Air pollution is closely associated with the development of respiratory illness. The aim of the p... more Air pollution is closely associated with the development of respiratory illness. The aim of the present study was to assess the relationship between long-term exposure to PM2.5, PM10, NO2, and SO2 pollution and the incidence of lung cancer in the squamous subtype in south-eastern Poland from the years 2004 to 2014. We collected data of 4237 patients with squamous cell lung cancer and the level of selected pollutants. To investigate the relationship between the level of concentrations of pollutants and the place of residence of patients with lung cancer in the squamous subtype, proprietary pollution maps were applied to the places of residence of patients. To analyze the data, the risk ratio was used as well as a number of statistical methods, i.e., the pollution model, inverse distance weighted interpolation, PCA, and ordered response model. Cancer in women and in men seems to depend in particular on the simultaneous inhalation of NO2 and PM10 (variable NO2PM10) and of NO2 and SO2 (...
Non-Extensive Entropy Econometrics for Low Frequency Series, 2019
Appendix 198 Annex C. Computational Aspects of Using GAMS 198 My thanks are addressed to De Gruyt... more Appendix 198 Annex C. Computational Aspects of Using GAMS 198 My thanks are addressed to De Gruyter, the publisher, for its decisive financial support for publishing this monograph. I would like to acknowledge De Gruyter editors for their diligent and meticulous work to render this book scientifically understandable. I thank the University of Information Technology and Management in Rzeszów for its assistance and its support of my research. I am grateful to my former supervisor, M. Rocki, for his precious advice during the writing of the document. My particular thanks go to L. Tomasiewicz and J. Boratyński, both from the Łódź Department of Econometrics, for their technical advice on Polish National Accounts. Impressive work has been carried out by J. Kwapień and S. Drożdż, both specialists in thermodynamic statistics, who have identified omissions and errors over a large part of the book during the middle stage of its redaction. To them, I express all my gratitude. I express my thanks to A. Jakimowicz for his precious review comments. My thanks go also to the research institution Clersé at the University of Lille I in France, and in particular to N. Vaneecloo for having arranged my fruitful stay in that institution during my sabbatical year 2010-2011. I would like to thank F. Scheuren for having particularly increased my interest in the theory of information through the rich literature on the subject which was made available to me. Without the many months of sacrifice of M. Bloom for making this document readable, the publication of this work would not have been possible. Many thanks to all the other persons from my institution who at different levels have contributed directly or indirectly to improve the quality of this book. To all these people, I am most grateful, and for any errors or shortcomings which may remain in this book, they are absolved from all blame.
Acta Physica Polonica A, May 1, 2016
This paper presents the quantitative characteristics of correlations (and cross-correlations) of ... more This paper presents the quantitative characteristics of correlations (and cross-correlations) of plant main ecofactors i.e. the ground and over-ground temperature, the wind speed, and the humidity. The study is based upon hourly data statistical observations collected in the region of Lublin, in Poland for the period 2001.05.07-2009.04.10. This paper indicates that plant growth conditions constitute an emergent response to the above direct eco-factors. Then, the dynamics properties of each eco-factor is first analyzed alone for its multifractal structure. We apply the multifractal detrended correlation analysis and multifractal detrended cross-correlation analysis. We show that the widest multifractal spectrum is for over-ground temperature and the strongest power-law cross-correlations exist between ground and over-ground temperature. Next, an impulse response analysis is carried out to measure dynamical inter causalities within all the considered variables. As far as cross-impact between different eco-variables is concerned, one observes that the wind speed, the ground temperature and the air humidity dynamics are the most influenced, in terms of memory length time, by external temperature.
Acta Physica Polonica A, Mar 1, 2015
This paper proposes the non-extensive entropy econometric approach to predict regional cross-indu... more This paper proposes the non-extensive entropy econometric approach to predict regional cross-industry greenhouse emissions within a country, based on imperfect knowledge of industrial and regional aggregates. The solution of this stochastic inverse problem is applied to Poland. Non-extensive entropy should remain a valuable device for econometric modelling even in the case of low frequency series since outputs provided by the Gibbs-Shannon entropy approach correspond to the Tsallis entropy limiting case of the Gaussian law when the Tsallis q-parameter equals unity. We, therefore, set up a q-Tsallis-Kullback-Leibler entropy criterion function with a priori consistency constraints, including the environmental Kuznets econometric model and regular conditions. As in the case of Shannon-Gibbs-based entropy models, we found that the Tsallis entropy estimator also belongs to the family of Stein estimators, meaning that smaller probabilities are shrunk and higher probabilities dominate in the solution space. Fortunately, adding more pertinent data to the model priors will enhance parameter precision and then allow for the recovery of the real influence of smaller events. The q-Tsallis-Kullback-Leibler entropy index is computed for different scenarios of the Kuznets model. The model outputs continue to conform to empirical expectations. In spite of the close to unity q-Tsallis parameter, this Tsallis related approach reflects higher stability for parameter computation in comparison with the Shannon-Gibbs entropy econometrics technique.
Note that the generalized form of Shannon entropy in the continuous case has the form: Max f(y) H... more Note that the generalized form of Shannon entropy in the continuous case has the form: Max f(y) H(f(y)) =-∫f(y)logf(y)dy. 12 Golan, Judge, and Miller (1996) suggest the Chebyshev inequality as a good starting point to define the error support set: Pr[|x| < vσ] ≥ v-2 where v is a positive real and x a random variable, such that E(x) = 0 while var(x) = σ 2. This inequality leads to three-sigma rule (Pukelsheim, 1994) for v = 3, i.e., to the probability Pr[-3σ < x < 3σ], which is at least 0.88 and higher when x displays a standard normal distribution. Let us remember that this inequality has the additional advantage of being independent of distribution laws.
This modest volume describes an attempt to apply the economic theory of general equilibriumor bet... more This modest volume describes an attempt to apply the economic theory of general equilibriumor better, general interdependence-to an empirical study of interrelations among the different parts of a national economy as revealed through covariations of prices, outputs, investments, and incomes.
The System of National Accounts (SNA) constitutes the internationally agreed set of standardized ... more The System of National Accounts (SNA) constitutes the internationally agreed set of standardized conventions on how to compile, in a coherent and consistent way, an integrated set of macroeconomic accounts to measure economic activity (e.g., Eurostat, 2002). Such procedures require a set of internationally agreed-upon concepts, definitions, classifications, and accounting rules. In addition, the SNA provides an overview of economic processes, recording how production is distributed among consumers, businesses, government, and foreign nations. It shows how income originating in production, modified by taxes and transfers, flows to these groups and how they allocate these flows to consumption, saving, and investment. Consequently, the national accounts are building blocks of macroeconomic statistics, forming a basis for economic analysis and policy formulation. The SNA is intended for use by all countries, having been designed to accommodate the needs of countries at different stages of economic development. It also provides an overarching framework for standards in other domains of economic statistics, facilitating the integration of these statistical systems to achieve consistency with the national accounts. However, the complexity of the interrelations that emerge makes the understanding of underlying macroeconomic rules difficult. In 1947, Stone (1955, 1981), then head of the League of Nations Committee of Statistical Experts, submitted for the first time a report from the Subcommittee on National Income Statistics that would constitute the origins of the SNA. During the same year, the United Nations Statistical Commission (UNSC) promoted the evident need for international statistical standards for statistical comparisons in support of a large array of policy implementations. This led in 1953 to the publication of the SNA under the auspices of the UNSC. It consisted of a set of six standard accounts and a set of twelve standard tables presenting details and alternative classifications of flows in the economy. Successive modifications and extensions were implemented in 1960, 1964, 1968, 1993, and 2008. Extensions made in 1968 deserve more attention in the context of the present monograph. Inputoutput accounts and balance sheets were added to the framework of the SNA. Attention was focused on constant price derivation and a comprehensive effort was deployed to bring the SNA and the Material Product System (MPS) closer together. The archetype of the modern SNA was implemented in 1993 (Beutel & De March, 1998). In fact, the 1993 SNA represented a major advance in national accounting and embodied the result of harmonizing the SNA and other international statistical standards more completely than in previous versions. Since the first United Nations Conference on the Human Environment held in Stockholm in mid-1972, increasing needs to incorporate environmental aspects into the SNA started to be fulfilled in 1993 when a system of integrated environmental and economic accounting (SEEA) was introduced by Caticha & Giffin (UN, 1993; USA, 2007). The 2008 SNA update addresses issues brought about by changes in the economic environment, advances in methodological research, and the needs of users.
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Papers by Second Bwanakare