Estimating panel data duration models with censored data

This paper presents a method for estimating a class of panel data duration models, under which an unknown transformation of the duration variable is linearly related to the observed explanatory variables and the unobserved heterogeneity (or frailty) with completely known error distributions. This class of duration models includes a panel data proportional hazards model with fixed effects. The proposed estimator is shown to be n1/2-consistent and asymptotically normal with dependent right censoring. The paper provides some discussions on extending the estimator to the cases of longer panels and multiple states. Some Monte Carlo studies are carried out to illustrate the finite-sample performance of the new estimator

Endogeneity in quantile regression models: a control function approach

This paper considers a linear triangular simultaneous equations model with conditional quantile restrictions. The paper adjusts for endogeneity by adopting a control function approach and presents a simple two-step estimator that exploits the partially linear structure of the model. The first step consists of estimation of the residuals of the reduced-form equation for the endogenous explanatory variable. The second step is series estimation of the primary equation with the reduced-form residual included nonparametrically as an additional explanatory variable. This paper imposes no functional form restrictions on the stochastic relationship between the reduced-form residual and the disturbance term in the primary equation conditional on observable explanatory variables. The paper presents regularity conditions for consistency and asymptotic normality of the two-step estimator. In addition, the paper provides some discussions on related estimation methods in the literature and on possible extensions and limitations of the estimation approach. Finally, the numerical performance and usefulness of the estimator are illustrated by the results of Monte Carlo experiments and two empirical examples, demand for fish and returns to schooling

Efficient semiparametric estimation of a partially linear quantile regression model

This paper is concerned with estimating a conditional quantile function that is assumed to be partially linear. The paper develops a simple estimator of the parametric component of the conditional quantile. The semiparametric efficiency bound for the parametric component is derived, and two types of efficient estimators are considered. Asymptotic properties of the proposed estimators are established under regularity conditions. Some Monte Carlo experiments indicate that the proposed estimators perform well in small samples

Estimating panel data duration models with censored data

This paper presents a method for estimating a class of panel data duration models, under which an unknown transformation of the duration variable is linearly related to the observed explanatory variables and the unobserved heterogeneity (or frailty) with completely known error distributions. This class of duration models includes a panel data proportional hazards model with fixed effects. The proposed estimator is shown to be n1=2-consistent and asymptotically normal with dependent right censoring. The paper provides some discussions on extending the estimator to the cases of longer panels and multiple states. Some Monte Carlo studies are carried out to illustrate the finite- sample performance of the new estimator

Interferometric distillation and determination of unknown two-qubit entanglement

We propose a scheme for both distilling and quantifying entanglement, applicable to individual copies of an arbitrary unknown two-qubit state. It is realized in a usual two-qubit interferometry with local filtering. Proper filtering operation for the maximal distillation of the state is achieved, by erasing single-qubit interference, and then the concurrence of the state is determined directly from the visibilities of two-qubit interference. We compare the scheme with full state tomography

Identification of a competing risks model with unknown transformations of latent failure times

This paper is concerned with identification of a competing risks model with unknown transformations of latent failure times. The model in this paper includes, as special cases, competing risks versions of proportional hazards, mixed proportional hazards, and accelerated failure time models. It is shown that covariate effects on latent failure times, cause-specific link functions, and the joint survivor function of the disturbance terms can be identified without relying on modelling the dependence between latent failure times parametrically nor using an exclusion restriction among covariates. As a result, the paper provides an identification result on the joint survivor function of the latent failure times conditional on covariates

Thermal Pollution Mathematical Model

The free-surface model presented is for tidal estuaries and coastal regions where ambient tidal forces play an important role in the dispersal of heated water. The model is time dependent, three dimensional, and can handle irregular bottom topography. The vertical stretching coordinate is adopted for better treatment of kinematic condition at the water surface. The results include surface elevation, velocity, and temperature. The model was verified at the Anclote Anchorage site of Florida Power Company. Two data bases at four tidal stages for winter and summer conditions were used to verify the model. Differences between measured and predicted temperatures are on an average of less than 1 C

Three dimensional thermal pollution models. Volume 1: Review of mathematical formulations

A mathematical model package for thermal pollution analyses and prediction is presented. These models, intended as user's manuals, are three dimensional and time dependent using the primitive equation approach. Although they have sufficient generality for application at sites with diverse topographical features; they also present specific instructions regarding data preparation for program execution and sample problems. The mathematical formulation of these models is presented including assumptions, approximations, governing equations, boundary and initial conditions, numerical method of solution, and same results

Three dimensional thermal pollution models. Volume 3: Free surface models

Two sets of programs, named Nasum 2 and Nasum 3 are presented in detail. Nasum 2 is a far field formulation and is used without including the plant thermal discharge. Nasum 3 uses horizontal stretching to provide higher resolution at thermal discharge joints; and includes far field influences such as varying tides and ambient currents far from point of discharge

Verification and transfer of thermal pollution model. Volume 2: User's manual for 3-dimensional free-surface model

The six-volume report: describes the theory of a three-dimensional (3-D) mathematical thermal discharge model and a related one-dimensional (1-D) model, includes model verification at two sites, and provides a separate user's manual for each model. The 3-D model has two forms: free surface and rigid lid. The former, verified at Anclote Anchorage (FL), allows a free air/water interface and is suited for significant surface wave heights compared to mean water depth; e.g., estuaries and coastal regions. The latter, verified at Lake Keowee (SC), is suited for small surface wave heights compared to depth. These models allow computation of time-dependent velocity and temperature fields for given initial conditions and time-varying boundary conditions