30,751 research outputs found
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Identification and Identifiability of non-linear IV/GMM Estimators
In this article, the identiÂŻcation 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 satisÂŻed by the estimated model.
Further, acceptance of the transversality condition does occur when identi
ÂŻcation fails or the forward model vanishes. As a result the parameters
of such models irrespective of any correction for serial correlation may not
be identiÂŻed 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 BĂŠzout 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 BĂŠzout 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
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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
Disabled peopleâs experiences of anti-social behaviour and harassment in social housing: a critical review
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
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