Archives Notes

Archives Notes is another new feature which the Newsletter plans to publish annually

The interweaving of diaries and lives : diary-keeping behaviour in a diary-interview study of international students’ employability management

This article explores ‘diary-keeping behaviour’, or the ways in which participants conduct the completion and submission of diaries in diary research. There is a paucity of methodologically oriented literature on diary method and as such this article makes a contribution to extending the existing knowledge of this method. The primary aim of this article is to set out in detail the key issues relating to diary-keeping behaviour, in order to provide a foundation for future critical explorations of this facet of diary research. The research that this paper is based on involved a 12-month diary-interview study. This project explored the employability management of Chinese international Master’s students in social sciences studying in the UK during one academic year. The article sets out key facets of diary-keeping behaviour and explores specific considerations for diary studies in higher education contexts, where diary research has been particularly neglected

Transition from Ekman flow to Taylor vortex flow in superfluid helium

By numerically computing the steady axisymmetric flow of helium II confined inside a finite aspect ratio Couette annulus, we determine the transition from Ekman flow to Taylor vortex flow as a function of temperature and aspect ratio.We find that the low-Reynolds number flow is quite different to that of a classical fluid, particularly at lower temperatures.At high aspect ratio our results confirm the existing linear stability theory of the onset of Taylor vortices, which assumes infinitely long cylinders.Comment: 12 pages, 8 figures; submitte

Normality of orbit closures in the enhanced nilpotent cone

We continue the study of the closures of $GL(V)$-orbits in the enhanced nilpotent cone V\times\cN begun by the first two authors. We prove that each closure is an invariant-theoretic quotient of a suitably-defined enhanced quiver variety. We conjecture, and prove in special cases, that these enhanced quiver varieties are normal complete intersections, implying that the enhanced nilpotent orbit closures are also normal.Comment: 30 page

Canonical Higher-Order Kernels for Density Derivative Estimation

In this note we present r th order kernel density derivative estimators using canonical higher-order kernels. These canonical rescalings uncouple the choice of kernel and scale factor. This approach is useful for selection of the order of the kernel in a data-driven procedure as well as for visual comparison of kernel estimates.Derivative Estimation, AMISE

Normal Reference Bandwidths for the General Order, Multivariate Kernel Density Derivative Estimator

This note derives the general form of the approximate mean integrated squared error for the q-variate, th-order kernel density r th derivative estimator. This formula allows for normal reference rule-of-thumb bandwidths to be derived. We give tables for some of the most common cases in the literature.Derivative Estimation, Smoothing, AMISE

Imposing Economic Constraints in Nonparametric Regression: Survey, Implementation and Extension

Economic conditions such as convexity, homogeneity, homotheticity, and monotonicity are all important assumptions or consequences of assumptions of economic functionals to be estimated. Recent research has seen a renewed interest in imposing constraints in nonparametric regression. We survey the available methods in the literature, discuss the challenges that present themselves when empirically implementing these methods and extend an existing method to handle general nonlinear constraints. A heuristic discussion on the empirical implementation for methods that use sequential quadratic programming is provided for the reader and simulated and empirical evidence on the distinction between constrained and unconstrained nonparametric regression surfaces is covered.identification, concavity, Hessian, constraint weighted bootstrapping, earnings function

A comparison of measured and theoretical predictions for STS ascent and entry sonic booms

Sonic boom measurements have been obtained during the flights of STS-1 through 5. During STS-1, 2, and 4, entry sonic boom measurements were obtained and ascent measurements were made on STS-5. The objectives of this measurement program were (1) to define the sonic boom characteristics of the Space Transportation System (STS), (2) provide a realistic assessment of the validity of xisting theoretical prediction techniques, and (3) establish a level of confidence for predicting future STS configuration sonic boom environments. Detail evaluation and reporting of the results of this program are in progress. This paper will address only the significant results, mainly those data obtained during the entry of STS-1 at Edwards Air Force Base (EAFB), and the ascent of STS-5 from Kennedy Space Center (KSC). The theoretical prediction technique employed in this analysis is the so called Thomas Program. This prediction technique is a semi-empirical method that required definition of the near field signatures, detailed trajectory characteristics, and the prevailing meteorological characteristics as an input. This analytical procedure then extrapolates the near field signatures from the flight altitude to an altitude consistent with each measurement location

Are any growth theories linear? Why we should care about what the evidence tells us

Recent research on macroeconomic growth has been focused on resolving several key issues, two of which, specification uncertainty of the growth process and variable uncertainty, have received much attention in the recent literature. The standard procedure has been to assume a linear growth process and then to proceed with investigating the relevant variables that determine growth across countries. However, a more appropriate approach would be to recognize that a misspecified model may lead one to conclude that a variable is relevant when in fact it is not. This paper takes a step in this direction by considering conditional variable uncertainty with full blown specification uncertainty. We use recently developed nonparametric model selection techniques to deal with nonlinearities and competing growth theories. We show how one can interpret our results and use them to motivate more intriguing specifications within the traditional studies that use Bayesian Model Averaging or other model selection criteria. We find that the inclusion of nonlinearities is necessary for determining the empirically relevant variables that dictate growth and that nonlinearities are especially important in uncovering key mechanism of the growth process.Growth Nonlinearities, Irrelevant Variables, Least Squares Cross Validation, Bayesian Model Averaging, Parameter Heterogeneity