Dynamic time series binary choice

This paper considers dynamic time series binary choice models. It shows in a time series setting the validity of the dynamic probit likelihood procedure when lags of the dependent binary variable are used as regressors, and it establishes the asymptotic validity of Horowitz' smoothed maximum score estimation of dynamic binary choice models with lags of the dependent variable as regressors. The latent error is explicitly allowed to be correlated. It turns out that no long-run variance estimator is needed for the validity of the smoothed maximum score procedure in the dynamic time series framework. One novel aspect of this paper is a proof that weak dependence properties hold for dynamic binary choice models with correlated errorsbinary choice; near epoch dependence; asymptotic theory; smoothed maximum score

Dynamic time series binary choice

This paper considers dynamic time series binary choice models. It proves near epoch dependence and strong mixing for the dynamic binary choice model with correlated errors. Using this result, it shows in a time series setting the validity of the dynamic probit likelihood procedure when lags of the dependent binary variable are used as regressors, and it establishes the asymptotic validity of Horowitz?smoothed maximum score estimation of dynamic binary choice models with lags of the dependent variable as regressors. For the semiparametric model, the latent error is explicitly allowed to be correlated. It turns out that no long-run variance estimator is needed for the validity of the smoothed maximum score procedure in the dynamic time series framework.

Cerebral activations related to audition-driven performance imagery in professional musicians

Functional Magnetic Resonance Imaging (fMRI) was used to study the activation of cerebral motor networks during auditory perception of music in professional keyboard musicians (n = 12). The activation paradigm implied that subjects listened to two-part polyphonic music, while either critically appraising the performance or imagining they were performing themselves. Two-part polyphonic audition and bimanual motor imagery circumvented a hemisphere bias associated with the convention of playing the melody with the right hand. Both tasks activated ventral premotor and auditory cortices, bilaterally, and the right anterior parietal cortex, when contrasted to 12 musically unskilled controls. Although left ventral premotor activation was increased during imagery (compared to judgment), bilateral dorsal premotor and right posterior-superior parietal activations were quite unique to motor imagery. The latter suggests that musicians not only recruited their manual motor repertoire but also performed a spatial transformation from the vertically perceived pitch axis (high and low sound) to the horizontal axis of the keyboard. Imagery-specific activations in controls were seen in left dorsal parietal-premotor and supplementary motor cortices. Although these activations were less strong compared to musicians, this overlapping distribution indicated the recruitment of a general 'mirror-neuron' circuitry. These two levels of sensori-motor transformations point towards common principles by which the brain organizes audition-driven music performance and visually guided task performance

The role of cerebral resonance behavior in the control of music performance:an fMRI study

Mirror neurons in the cerebral cortex have been shown to fire not only during performance but also during visual and auditory observation of activity. This phenomenon is commonly called cerebral resonance behavior. This would mean that cortical motor regions would not only be activated while singing, but also while listening to music. The same should hold true for playing a music instrument. Although most individuals are able to sing along when they hear a melody, even highly skilled instrumentalists, however, are frequently unable to play by ear. They are score-dependent—i.e. they are only able to play a piece of music when they have access to the notes—while musicians who are able to play by ear and improvise are non score-dependent; they are able to play without notes. Our hypothesis is that score-dependent instrumentalists will exhibit less cerebral resonance behavior than non score-dependent musicians while listening to music. Using fMRI to measure BOLD response, subjects listen to two-part harmony presented with headphones. The following experimental conditions are distinguished: (1) well-known vs. unknown music (2) motor imagery vs. attentive listening. A voxelbased analysis of differences between the condition-related cerebral activations is performed using Statistical Parametric Mapping

The functional central limit theorem and weak convergence to stochastic integrals II: fractionally integrated processes

Pre-print; verson dated May 1999. Addendum clarifies the proof of Theorem 3.1.This paper derives a functional central limit theorem for the partial sums of fractionally integrated processes, otherwise known as I(d) processes for |d| < 1/2. Such processes have long memory, and the limit distribution is the so-called fractional Brownian motion, having correlated increments even asymptotically. The underlying shock variables may themselves exhibit quite general weak dependence by being near-epoch-dependent functions of mixing processes. Several weak convergence results for stochastic integrals having fractional integrands and weakly dependent integrators are also obtained. Taken together, these results permit I(p + d) integrands for any integer p [greater-than-or-equal] 1

The suburbanisation of the coastal communities of Sorrento and Queenscliff : measuring the effects of overdevelopment.

Architecture is often read as a marker of change. The Victorian towns of Sorrento and Queenscliff are undergoing immense change as a result of rapid modernisation and building due to the &lsquo;sea-change&rsquo; phenomenon. It has been argued that this is adversely affecting place, diminishing &lsquo;sense of place&rsquo;, destroying neighbourhood character and leading to unsustainable development. Planning strategies such as Melbourne 2030 have exacerbated this trend by advocating increasing population densities without regard to specific local environmental or historical conditions. Richard Neville comments generally that &lsquo;Architecture is a lightning rod for passions about community, development, taste and lifestyle. Few issues engage and enrage people more than development &ndash; whether a prominent public site &hellip; or a more local issue such as housing design or density.&rsquo; Anecdotally the increase in building footprint is one measure of cultural lifestyle change that has occurred in the last half century in the coastal areas of the Mornington and Bellarine Peninsulas. While the change from the 1950s &lsquo;fibro shack&rsquo; to the 2000s supersize &lsquo;McMansion&rsquo; in Sorrento and Queenscliff demonstrates increasing prosperity and sophistication, these developments show little awareness of the local coastal landscape or place identity. If the impacts of this &lsquo;sea change&rsquo; phenomenon on place are to be considered as more than anecdotal, ways of evaluating these impacts are required. Monitoring and documenting the impact of changes to place will enable the researchers to quantify overdevelopment as site specific and recommend that modern planning schemes need to value and address place differently.<br /

Speech dysprosody but no music ‘dysprosody’ in Parkinson’s disease

AbstractParkinson’s disease is characterized not only by bradykinesia, rigidity, and tremor, but also by impairments of expressive and receptive linguistic prosody. The facilitating effect of music with a salient beat on patients’ gait suggests that it might have a similar effect on vocal behavior, however it is currently unknown whether singing is affected by the disease. In the present study, fifteen Parkinson patients were compared with fifteen healthy controls during the singing of familiar melodies and improvised melodic continuations. While patients’ speech could reliably be distinguished from that of healthy controls matched for age and gender, purely on the basis of aural perception, no significant differences in singing were observed, either in pitch, pitch range, pitch variability, and tempo, or in scale tone distribution, interval size or interval variability. The apparent dissociation of speech and singing in Parkinson’s disease suggests that music could be used to facilitate expressive linguistic prosody

A property of the Hodrick-Prescott filter and its application

This paper explores a simple property of the Hodrick-Prescott filter: when the HP filter is applied to a series, the cyclical component is equal to the HP filtered trend of the fourth difference of the series, except for the first and last two observations, for which different formulas are needed. We use this result to derive small sample results and asymptotic results for a fixed smoothing parameter. We first apply this property to analyze the consequences of a deterministic break. We find that the effect of a deterministic break on the cyclical component is asymptotically negligible for the points that are away from the break point, while for the points in the neighborhood of the break point, the effect is not negligible even asymptotically. Second, we apply this property to show that the cyclical component of the Hodrick-Prescott filter, when applied to series that are integrated up to order 2, is weakly dependent, while the situation for series that are integrated up to order 3 or 4 is more subtle. Third, we characterize the behavior of the Hodrick-Prescott filter when applied to deterministic polynomial trends and show that in the middle of the sample, the cyclical component reduces the order of the polynomial by 4, while the end point behavior is different. Finally, we give a characterization of the Hodrick-Prescott filter when applied to an exponential deterministic trend, and this characterization shows that the filter is effectively incapable of dealing with a trend that increases this fast. Our results are compared to those of Phillips and Jin (2015)