Identification and Identifiability of non-linear IV/GMM Estimators

In this article, the identi¯cation of instrumental variables and generalised method of moment (GMM) estimators is discussed. It is common that representations of such models are derived from the solution to linear quadratic optimisation problems. Here, it is shown that even though the rank condition on the Jacobian and the instrument set is valid, that the transversality condition may not be satis¯ed by the estimated model. Further, acceptance of the transversality condition does occur when identi ¯cation fails or the forward model vanishes. As a result the parameters of such models irrespective of any correction for serial correlation may not be identi¯ed in a fundamental sense. This suggests that either forward looking models should be estimated directly or more complex non-linear restrictions should be imposed

Mechanism of operation of the TFE-bonded gas-diffusion electrode

Mathematical analytical model predicts the performance of an electrode as a function of certain measurable physical characteristics. Concept assumes the catalyst particles form porous electrically conductive agglomerates which are completely flooded with electrolyte

Identifying asymmetric, multi-period Euler equations estimated by non-linear IV/GMM

In this article, the identification of instrumental variables and generalized method of moment (GMM) estimators with multi-period perceptions is discussed. The state space representation delivers a conventional first order condition that is solved for expectations when the Generalized Bézout Theorem holds. Here, it is shown that although weak instruments may be enough to identify the parameters of a linearized version of the Quasi-Reduced Form (Q-RF), their existence is not sufficient for the identification of the structural model. Necessary and sufficient conditions for local identification of the Quasi-Structural Form (Q-SF) derive from the product of the data moments and the Jacobian. Satisfaction of the moment condition alone is only necessary for local and global identification of the Q-SF parameters. While the conditions necessary and sufficient for local identification of the Q-SF parameters are only necessary to identify the expectational model that satisfies the regular solution. If the conditions required for the decomposition associated with the Generalized Bézout Theorem are not satisfied, then limited information estimates of the Q-SF are not consistent with the full solution. The Structural Form (SF) is not identified in the fundamental sense that the Q-SF parameters are not based on a forward looking expectational model. This suggests that expectations are derived from a forward looking model or survey data used to replace estimated expectations

Identifying and Solving Multivariate Rational Expectations Models (Updated: 01/2005)

This article discuses the identification of Generalised Rational Expectations Models. It is shown that the necessary and sufficient conditions for local identification of the Quasi-Structural Form (Q-SF) derive from the first derivatives of the Non-Linear Instrumental Variables (NLIV) criterion. The necessary and sufficient conditions for local identification consist of an appropriately defined and informative instrument set and a Jacobian matrix with appropriate rank. However, these conditions do not identify the full structural form (SF) linked to either the true expectations or the full solution. For the identification of SF, the parameters need to be associated with a model that satisfies the transversality condition. It is shown that the testing of this condition is impossible when relying exclusively on the existing instruments

Perceptions of control in the victims of school bullying : the importance of early intervention

Improvements in anti-bullying strategies are likely to depend upon a greater understanding of the psychological processes at work. Transactional theories of coping may be appropriate models to use when examining how the victims of bullying cope with victimization. Research has started to examine the coping strategy aspects of such theories but has neglected the process of appraisal. The current paper aims to address this by examining the perceptions of control in the victims of bullying, and how these are influenced by such variables as gender and the severity, persistence and type of bullying experienced. A self-report questionnaire examining coping responses and perceptions of control regarding the bullying situation was administered to 348 children aged nine to 11 years. Data from the victims of bullying (N = 184) revealed that girls felt less in control of frequent bullying than infrequent bullying, a trend not evident in boys (p < 0.05). In addition, a significantly higher proportion of the male victims of bullying felt more in control than female victims (p < 0.01). Finally, victims of short-term bullying were significantly more likely to feel in control than were victims of longer-term bullying (p < 0.05). The complex relationship between gender, perceptions of control, and the persistence and frequency of bullying has implications for early intervention and for professionals working with the victims of bullying

Measuring consumer detriment under conditions of imperfect information

Copyright @ 2001 Office of Fair Tradin

The Distribution of Mixing Times in Markov Chains

The distribution of the "mixing time" or the "time to stationarity" in a discrete time irreducible Markov chain, starting in state i, can be defined as the number of trials to reach a state sampled from the stationary distribution of the Markov chain. Expressions for the probability generating function, and hence the probability distribution of the mixing time starting in state i are derived and special cases explored. This extends the results of the author regarding the expected time to mixing [J.J. Hunter, Mixing times with applications to perturbed Markov chains, Linear Algebra Appl. 417 (2006) 108-123], and the variance of the times to mixing, [J.J. Hunter, Variances of first passage times in a Markov chain with applications to mixing times, Linear Algebra Appl. 429 (2008) 1135-1162]. Some new results for the distribution of recurrence and first passage times in three-state Markov chain are also presented.Comment: 24 page

Subarcsecond Imaging of the NGC 6334 I(N) Protocluster: Two Dozen Compact Sources and a Massive Disk Candidate

Using the SMA and VLA, we have imaged the massive protocluster NGC6334I(N) at high angular resolution (0.5"~650AU) from 6cm to 0.87mm, detecting 18 new compact continuum sources. Three of the new sources are coincident with previously-identified water masers. Together with the previously-known sources, these data bring the number of likely protocluster members to 25 for a protostellar density of ~700 pc^-3. Our preliminary measurement of the Q-parameter of the minimum spanning tree is 0.82 -- close to the value for a uniform volume distribution. All of the (nine) sources with detections at multiple frequencies have SEDs consistent with dust emission, and two (SMA1b and SMA4) also have long wavelength emission consistent with a central hypercompact HII region. Thermal spectral line emission, including CH3CN, is detected in six sources: LTE model fitting of CH3CN(J=12-11) yields temperatures of 72-373K, confirming the presence of multiple hot cores. The fitted LSR velocities range from -3.3 to -7.0 km/s, with an unbiased mean square deviation of 2.05 km/s, implying a dynamical mass of 410+-260 Msun for the protocluster. From analysis of a wide range of hot core molecules, the kinematics of SMA1b are consistent with a rotating, infalling Keplerian disk of diameter 800AU and enclosed mass of 10-30 Msun that is perpendicular (within 1 degree) to the large-scale bipolar outflow axis. A companion to SMA1b at a projected separation of 0.45" (590AU; SMA1d), which shows no evidence of spectral line emission, is also confirmed. Finally, we detect one 218.440GHz and several 229.7588GHz Class-I methanol masers.Comment: 54 pages, 11 figures. Accepted for publication in The Astrophysical Journal. Version 2: Keywords updated, and three "in press" citations updated to journal reference. Version 3: corrected the error in the quantum numbers of the 218 GHz methanol transition in the text and in Table 8. For a PDF version with full-resolution figures, see http://www.cv.nrao.edu/~thunter/papers/ngc6334in2014.pd