Nonparametric IV estimation of shape-invariant Engel curves

This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total expenditure. The shape-invariant specification involves a common shift parameter for each demographic group in a pooled system of Engel curves. Our focus is on the identification and estimation of both the nonparametric shape of the Engel curve and the parametric specification of the demographic scaling parameters. We present a new identification condition, closely related to the concept of bounded completeness in statistics. The estimation procedure applies the sieve minimum distance estimation of conditional moment restrictions allowing for endogeneity. We establish a new root mean squared convergence rate for the nonparametric IV regression when the endogenous regressor has unbounded support. Root-n asymptotic normality and semiparametric efficiency of the parametric components are also given under a set of ‘low-level’ sufficient conditions. Monte Carlo simulations shed lights on the choice of smoothing parameters and demonstrate that the sieve IV estimator performs well. An application is made to the estimation of Engel curves using the UK Family Expenditure Survey and shows the importance of adjusting for endogeneity in terms of both the curvature and demographic parameters of systems of Engel curves

Nonparametric IV estimation of shape-invariant Engel curves

This paper concerns the identification and estimation of a shape-invariant Engel curve system with endogenous total expenditure. The shape-invariant specification involves a common shift parameter for each demographic group in a pooled system of Engel curves. Our focus is on the identification and estimation of both the nonparametric shape of the Engel curve and the parametric specification of the demographic scaling parameters. We present a new identification condition, closely related to the concept of bounded completeness in statistics. The estimation procedure applies the sieve minimum distance estimation of conditional moment restrictions allowing for endogeneity. We establish a new root mean squared convergence rate for the nonparametric IV regression when the endogenous regressor has unbounded support. Root-n asymptotic normality and semiparametric efficiency of the parametric components are also given under a set of Ѭow-level' sufficient conditions. Monte Carlo simulations shed lights on the choice of smoothing parameters and demonstrate that the sieve IV estimator performs well. An application is made to the estimation of Engel curves using the UK Family Expenditure Survey and shows the importance of adjusting for endogeneity in terms of both the curvature and demographic parameters of systems of Engel curves.

Double coset construction of moduli space of holomorphic bundles and Hitchin systems

We present a description of the moduli space of holomorphic vector bundles over Riemann curves as a double coset space which is differ from the standard loop group construction. Our approach is based on equivalent definitions of holomorphic bundles, based on the transition maps or on the first order differential operators. Using this approach we present two independent derivations of the Hitchin integrable systems. We define a "superfree" upstairs systems from which Hitchin systems are obtained by three step hamiltonian reductions. A special attention is being given on the Schottky parameterization of curves.Comment: 19 pages, Late

Phonon renormalization from local and transitive electron-lattice couplings in strongly correlated systems

Within the time-dependent Gutzwiller approximation (TDGA) applied to Holstein- and SSH-Hubbard models we study the influence of electron correlations on the phonon self-energy. For the local Holstein coupling we find that the phonon frequency renormalization gets weakened upon increasing the onsite interaction $U$ for all momenta. In contrast, correlations can enhance the phonon frequency shift for small wave-vectors in the SSH-Hubbard model. Moreover the TDGA applied to the latter model provides a mechanism which leads to phonon frequency corrections at intermediate momenta due to the coupling with double occupancy fluctuations. Both models display a shift of the nesting-induced to a $q=0$ instability when the onsite interaction becomes sufficiently strong and thus establishing phase separation as a generic phenomenon of strongly correlated electron-phonon coupled systems.Comment: 14 pages, 11 figure

Localization of the Riemann-Roch character

We present a K-theoritic approach to the Guillemin-Sternberg conjecture, about the commutativity of geometric quantization and symplectic reduction, which was proved by Meinrenken and Tian-Zhang. Besides providing a new proof of this conjecture for the full non-abelian group action case, our methods lead to a generalisation for compact Lie group actions on manifolds that are not symplectic. Instead, these manifolds carry an invariant almost complex structure and an abstract moment map.Comment: revised version, 55 page

The Lie group of real analytic diffeomorphisms is not real analytic

We construct an infinite dimensional real analytic manifold structure for the space of real analytic mappings from a compact manifold to a locally convex manifold. Here a map is real analytic if it extends to a holomorphic map on some neighbourhood of the complexification of its domain. As is well known the construction turns the group of real analytic diffeomorphisms into a smooth locally convex Lie group. We prove then that the diffeomorphism group is regular in the sense of Milnor. In the inequivalent "convenient setting of calculus" the real analytic diffeomorphisms even form a real analytic Lie group. However, we prove that the Lie group structure on the group of real analytic diffeomorphisms is in general not real analytic in our sense.Comment: 33 pages, LaTex, v2: now includes a proof for the regularity of the real analytic diffeomorphism grou

Three Applications of Instanton Numbers

We use instanton numbers to: (i) stratify moduli of vector bundles, (ii) calculate relative homology of moduli spaces and (iii) distinguish curve singularities.Comment: To appear in Communications in Mathematical Physic

Covariant Symanzik identities

Classical isomorphism theorems due to Dynkin, Eisenbaum, Le Jan, and Sznitman establish equalities between the correlation functions or distributions of occupation times of random paths or ensembles of paths and Markovian fields, such as the discrete Gaussian free field. We extend these results to the case of real, complex, or quaternionic vector bundles of arbitrary rank over graphs endowed with a connection, by providing distributional identities between functionals of the Gaussian free vector field and holonomies of random paths. As an application, we give a formula for computing moments of a large class of random, in general non-Gaussian, fields in terms of holonomies of random paths with respect to an annealed random gauge field, in the spirit of Symanzik's foundational work on the subject.Comment: 51 pages, 10 figures. This version contains a new introduction, an additional Section (6.8) detailing an important example (the case of trace-positive holonomies), and a treatment of the quaternionic case. The introductory material on continuous time random walks on multigraphs in Section 1 was also simplifie