Nonlinear State-Space Models for Microeconometric Panel Data

In applied microeconometric panel data analyses, time-constant random effects and first-order Markov chains are the most prevalent structures to account for intertemporal correlations in limited dependent variable models. An example from health economics shows that the addition of a simple autoregressive error terms leads to a more plausible and parsimonious model which also captures the dynamic features better. The computational problems encountered in the estimation of such models - and a broader class formulated in the framework of nonlinear state space models - hampers their widespread use. This paper discusses the application of different nonlinear filtering approaches developed in the time-series literature to these models and suggests that a straightforward algorithm based on sequential Gaussian quadrature can be expected to perform well in this setting. This conjecture is impressively confirmed by an extensive analysis of the example application

Improved simulation of non-Gaussian temperature and polarization CMB maps

We describe an algorithm to generate temperature and polarization maps of the cosmic microwave background radiation containing non-Gaussianity of arbitrary local type. We apply an optimized quadrature scheme that allows us to predict and control integration accuracy, speed up the calculations, and reduce memory consumption by an order of magnitude. We generate 1000 non-Gaussian CMB temperature and polarization maps up to a multipole moment of l_max = 1024. We validate the method and code using the power spectrum and the fast cubic (bispectrum) estimator and find consistent results. The simulations are provided to the community.Comment: 18 pages, 19 figures. Accepted for publication in ApJS. Simulations can be obtained at http://planck.mpa-garching.mpg.de/cmb/fnl-simulation

High-dynamic GPS tracking

The results of comparing four different frequency estimation schemes in the presence of high dynamics and low carrier-to-noise ratios are given. The comparison is based on measured data from a hardware demonstration. The tested algorithms include a digital phase-locked loop, a cross-product automatic frequency tracking loop, and extended Kalman filter, and finally, a fast Fourier transformation-aided cross-product frequency tracking loop. The tracking algorithms are compared on their frequency error performance and their ability to maintain lock during severe maneuvers at various carrier-to-noise ratios. The measured results are shown to agree with simulation results carried out and reported previously

A Comparison of Two Shallow Water Models with Non-Conforming Adaptive Grids: classical tests

In an effort to study the applicability of adaptive mesh refinement (AMR) techniques to atmospheric models an interpolation-based spectral element shallow water model on a cubed-sphere grid is compared to a block-structured finite volume method in latitude-longitude geometry. Both models utilize a non-conforming adaptation approach which doubles the resolution at fine-coarse mesh interfaces. The underlying AMR libraries are quad-tree based and ensure that neighboring regions can only differ by one refinement level. The models are compared via selected test cases from a standard test suite for the shallow water equations. They include the advection of a cosine bell, a steady-state geostrophic flow, a flow over an idealized mountain and a Rossby-Haurwitz wave. Both static and dynamics adaptations are evaluated which reveal the strengths and weaknesses of the AMR techniques. Overall, the AMR simulations show that both models successfully place static and dynamic adaptations in local regions without requiring a fine grid in the global domain. The adaptive grids reliably track features of interests without visible distortions or noise at mesh interfaces. Simple threshold adaptation criteria for the geopotential height and the relative vorticity are assessed.Comment: 25 pages, 11 figures, preprin