A consistent specification test for models defined by conditional moment restrictions

This article addresses statistical inference in models defined by conditional moment restrictions. Our motivation comes from two observations. First, generalized method of moments, which is the most popular methodology for statistical inference for these models, provides a unified methodology for statistical inference, but it yields inconsistent statistical procedures. Second, consistent specification testing for these models has abandoned a unified approach by regarding as unrelated parameter estimation and model checking. In this article, we provide a consistent specification test, which allows us to propose a simple unified methodology that yields consistent statistical procedures. Although the test enjoys optimality properties, the asymptotic distribution of the considered test statistic depends on the specific data generating process. Therefore, standard asymptotic inference procedures are not feasible. Nevertheless, we show that a simple original wild bootstrap procedure properly estimates the asymptotic null distribution of the test statistic

Exclusion statistics in conformal field theory and the UCPF for WZW models

In this paper we further elaborate on the notion of fractional exclusion statistics, as introduced by Haldane, in two-dimensional conformal field theory, and its connection to the Universal Chiral Partition Function as defined by McCoy and collaborators. We will argue that in general, besides the pseudo-particles introduced recently by Guruswamy and Schoutens, one needs additional `null quasi-particles' to account for the null-states in the quasi-particle Fock space. We illustrate this in several examples of WZW-models.Comment: plain TeX, 31 pages; ref adde

Markov basis and Groebner basis of Segre-Veronese configuration for testing independence in group-wise selections

We consider testing independence in group-wise selections with some restrictions on combinations of choices. We present models for frequency data of selections for which it is easy to perform conditional tests by Markov chain Monte Carlo (MCMC) methods. When the restrictions on the combinations can be described in terms of a Segre-Veronese configuration, an explicit form of a Gr\"obner basis consisting of moves of degree two is readily available for performing a Markov chain. We illustrate our setting with the National Center Test for university entrance examinations in Japan. We also apply our method to testing independence hypotheses involving genotypes at more than one locus or haplotypes of alleles on the same chromosome.Comment: 25 pages, 5 figure

Consumer Expenditure and Cointegration

In this paper we estimate the Almost Ideal Demand System (AIDS) for the Portuguese economy. The budget shares and real per capita income are found to be integrated of order one, I(1), but prices seem to be better classified as I(2). This raises new problems, as it is not possible to test for homogeneity and symmetry in a straightforward way. As cointegration is not rejected after the imposition of homogeneity and symmetry restrictions, we conclude that the AIDS is an acceptable characterisation of the Portuguese data on consumer expenditure.

Generalized Classical BRST Cohomology and Reduction of Poisson Manifolds

In this paper, we formulate a generalization of the classical BRST construction which applies to the case of the reduction of a poisson manifold by a submanifold. In the case of symplectic reduction, our procedure generalizes the usual classical BRST construction which only applies to symplectic reduction of a symplectic manifold by a coisotropic submanifold, \ie\ the case of reducible ``first class'' constraints. In particular, our procedure yields a method to deal with ``second-class'' constraints. We construct the BRST complex and compute its cohomology. BRST cohomology vanishes for negative dimension and is isomorphic as a poisson algebra to the algebra of smooth functions on the reduced poisson manifold in zero dimension. We then show that in the general case of reduction of poisson manifolds, BRST cohomology cannot be identified with the cohomology of vertical differential forms.Comment: 3

Swim-like motion of bodies immersed in an ideal fluid

The connection between swimming and control theory is attracting increasing attention in the recent literature. Starting from an idea of Alberto Bressan [A. Bressan, Discrete Contin. Dyn. Syst. 20 (2008) 1\u201335]. we study the system of a planar body whose position and shape are described by a finite number of parameters, and is immersed in a 2-dimensional ideal and incompressible fluid in terms of gauge field on the space of shapes. We focus on a class of deformations measure preserving which are diffeomeorphisms whose existence is ensured by the Riemann Mapping Theorem. After making the first order expansion for small deformations, we face a crucial problem: the presence of possible non vanishing initial impulse. If the body starts with zero initial impulse we recover the results present in literature (Marsden, Munnier and oths). If instead the body starts with an initial impulse different from zero, the swimmer can self-propel in almost any direction if it can undergo shape changes without any bound on their velocity. This interesting observation, together with the analysis of the controllability of this system, seems innovative. Mathematics Subject Classification. 74F10, 74L15, 76B99, 76Z10. Received June 14, 2016. Accepted March 18, 2017. 1. Introduction In this work we are interested in studying the self-propulsion of a deformable body in a fluid. This kind of systems is attracting an increasing interest in recent literature. Many authors focus on two different type of fluids. Some of them consider swimming at micro scale in a Stokes fluid [2,4\u20136,27,35,40], because in this regime the inertial terms can be neglected and the hydrodynamic equations are linear. Others are interested in bodies immersed in an ideal incompressible fluid [8,18,23,30,33] and also in this case the hydrodynamic equations turn out to be linear. We deal with the last case, in particular we study a deformable body -typically a swimmer or a fish- immersed in an ideal and irrotational fluid. This special case has an interesting geometric nature and there is an attractive mathematical framework for it. We exploit this intrinsically geometrical structure of the problem inspired by [32,39,40], in which they interpret the system in terms of gauge field on the space of shapes. The choice of taking into account the inertia can apparently lead to a more complex system, but neglecting the viscosity the hydrodynamic equations are still linear, and this fact makes the system more manageable. The same fluid regime and existence of solutions of these hydrodynamic equations has been studied in [18] regarding the motion of rigid bodies

Recent developments towards optimality in multiple hypothesis testing

There are many different notions of optimality even in testing a single hypothesis. In the multiple testing area, the number of possibilities is very much greater. The paper first will describe multiplicity issues that arise in tests involving a single parameter, and will describe a new optimality result in that context. Although the example given is of minimal practical importance, it illustrates the crucial dependence of optimality on the precise specification of the testing problem. The paper then will discuss the types of expanded optimality criteria that are being considered when hypotheses involve multiple parameters, will note a few new optimality results, and will give selected theoretical references relevant to optimality considerations under these expanded criteria.Comment: Published at http://dx.doi.org/10.1214/074921706000000374 in the IMS Lecture Notes--Monograph Series (http://www.imstat.org/publications/lecnotes.htm) by the Institute of Mathematical Statistics (http://www.imstat.org

A Linearized Almost Ideal Demand System (LA/AIDS) Estimation of the Demand for Meat in South Africa

A linear approximated Almost Ideal Demand System (LA/AIDS), estimated in first differences, were used to estimate the demand relations for meat (beef, chicken, pork and mutton) in South Africa from 1970 2000. Two tests for weak separability, including an F and Likelihood ratio version, failed to reject the null hypothesis of weak seperability, confirming that the four meat products are separable, and should be modelled together. According to the Hausman exogeneity test, the expenditure term in the South African meat demand model is exogenous. As a result, a Restricted Seemingly Unrelated Regression (RSUR) was used to estimate the model, whereafter the estimated parameters were used to estimate compensated, uncompensated and expenditure elasticities.Consumer/Household Economics,