Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet

Discussion of "Statistical Modeling of Spatial Extremes" by A. C. Davison, S. A. Padoan and M. Ribatet [arXiv:1208.3378].Comment: Published in at http://dx.doi.org/10.1214/12-STS376A the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org

Growth and public infrastructure

The paper analyzes a multicountry extension of the Barro model of productive public expenditure. In the presence of positive infrastructural externalities between countries, the provision of infrastructure will be inefficiently low if countries do not coordinate. This provides a role for a supranational body, such as the European Union, to coordinate the policies of the individual governments. It is shown how intervention by a supranational body can raise welfare by internalizing the infrastructural externality. Infrastructural externalities increase the importance of tax policy in the growth process and distribute the benefits of taxation across countries

Identification Theory for Time Varying Models

The identification of time-varying coefficient regression models is investigated using an analysis of the classical information matrix. The variable coefficients are characterized by autoregressive stochastic processes, allowing the entire model to be case in state space form. Thus the unknown stochastic specification parameters and priors can be interpreted in terms of the coefficient matrices and initial state vector. Concentration of the likelihood function on these quantities allows the identification of each to be considered separately. Suitable restriction of the form of the state space model, coupled with the concept of controllability, lead to sufficient conditions for the identification of the coefficient transition parameters. Partial identification of the variance-covariance matrix for the random disturbances on the coefficients is established in a like manner. Introducing the additional concept of observability then provides for necessary and sufficient conditions for identification of the unknown priors. The results so obtained are completely analogous to those already established in the econometric literature, namely, that the coefficients of the reduced form are always identified subject to the absence of multicollinearity. Some consistency results are also presented which derive from the above approach.

Research to determine cloud and synoptic parameters associated with clear air turbulence Interim report

Clear air turbulence in stratosphere and tropospher

On the Identification of Time Varying Structures

The identifiability of reduced form econometric models with variable coefficients is investigated using the control theoretic concepts of uniform complete observability and uniform complete controllability. First, a variant of the state space representation of the traditional reduced form is introduced which transcribes the underlying non-stationary estimation problem into one particularly suited to a Kalman filtering solution. Using such a formulation, observability and controllability can be called upon to obtain a necessary and sufficient condition for identification of the specific parameterization. The results so obtained are completely analogous to those already established in the econometric literature, namely, that the parameters of the reduced form are always identified subject to the absence of multicollinearity(referred to as "persistent excitation" in the control literature). How-ever, now the multicollinearity condition is seen to depend on the structure of the parameter variations as well as the statistical nature of the explanatory variables. The verification of identifiability thus reduces to a check for uniform complete observability which can always be affected in econometric applications. Some consistency results are also presented which derive from the above approach.

Unanticipated Money

The role of unanticipated changes in money growth for aggregate fluctuations is reexamined using the methods of quantitative equilibrium business cycle theory. A stochastic growth model with money is constructed that has the feature, following Lucas (1972, 1975), that production and trade take place in spatially separated markets (islands). Individuals must infer changes in the aggregate price level from observing local relative prices. This causes individuals to react to changes in the average price level, due to unanticipated changes in the aggregate money supply, as though they were changes in market specific relative prices. We show that this mechanism can lead to quantitatively large fluctuations in real economic activity. The statistical properties of these fluctuations, however, are quite different from the properties of fluctuations observed in the U.S. economy.Business Cycles, Monetary Policy, Aggregate Fluctuations, Real Business Cycles

A Note on Optimal Smoothing for Time Varying Coefficient Problems

An algorithm is presented which provides a complete solution to the optimal estimation problem for time-varying parameters when no proper prior distribution is specified. The key ideas involve a combination of the information-form Kalman filter with the two-filter interpretation of the optimal smoother. The algorithm produces efficient estimates of the parameter trajectories over the entire sample, arid is equally applicable when a proper prior distribution has been specified.

Effects of Enamel Paint on the Behavior and Survival of the Periodical Cicada, \u3ci\u3eMagicicada Septendecim\u3c/i\u3e (Homoptera) and the Lesser Migratory Grasshopper, \u3ci\u3eMelanoplus Sanguinipes (Orthoptera).

We present information compiled from several studies on the effects of methods for marking individual arthropods on their longevity and behavior. Results from our own research on effects of enamel paint marking on two in- sect species, the periodical cicada, Magicicada septendecim, and the lesser migratory grasshopper, Melanoplus sanguinipes, are also presented. Neither species showed any adverse survivorship or behavioral effects from marking

Black Power in a Lily-White School: The Black Campus Movement at Concordia College in Moorhead, Minnesota

Between the mid-1950s and through the 1970s, higher educational institutions throughout the United States underwent reforms in the name of what they termed “integration.” For the colleges and universities in the upper Midwest, these reforms included minority student recruitment and the creation of programs oriented towards diversity. Over time, a number of minority students began to act and react to the actions and attitudes of the various administrations, the campuses, and the community, resulting in a demonstration directly connected to the national phenomenon of “The Black Campus Movement,” (BCM) itself a submovement of the larger United States’ Black Power Movement of the mid-twentieth century. The historiography of the BCM has failed to examine more minor instances of the movement, instead focusing on larger institutions, violent demonstrations, or ones with a large proportion of black students compared to white students. This study expands that historiography by introducing a case-study on a BCM demonstration at Concordia College in Moorhead, Minnesota. Concordia was and still is a small, four-year liberal arts college with strong ties to Norwegian heritage and the Lutheran religion. In 1976, Concordia underwent a BCM demonstration when more than half of its very small black student population boycotted their classes and presented a list of demands to the administration. This study how and why this demonstration occurred, places Concordia within the larger historiography of the BCM, and provides a narrative account of how two cultures clashed at a small, predominantly white, Lutheran college in the upper Midwest