Instrumental variables estimation with flexible distribution

Instrumental variables are often associated with low estimator precision. This paper explores efficiency gains which might be achievable using moment conditions which are nonlinear in the disturbances and are based on flexible parametric families for error distributions. We show that these estimators can achieve the semiparametric efficiency bound when the true error distribution is a member of the parametric family. Monte Carlo simulations demonstrate low efficiency loss in the case of normal error distributions and potentially significant efficiency improvements in the case of thick-tailed and/or skewed error distributions.

A FLEXIBLE PARAMETRIC GARCH MODEL WITH AN APPLICATION TO EXCHANGE RATES

International Relations/Trade, Research Methods/ Statistical Methods,

Analysis of N-nitrosamines in water by isotope dilution gas chromatography-electron ionisation tandem mass spectrometry

A method has been developed for the determination of eight N-nitrosamines in drinking water and treated municipal effluent. The method uses solid phase extraction (SPE), gas chromatography (GC) and analysis by tandem mass spectrometry (MS-MS) with electron ionization (EI). The target compounds are N-nitrosodimethylamine (NDMA), N-nitrosomethyethylamine (NMEA), N-nitrosodiethylamine NDEA), N-nitrosodipropylamine (NDPA), N-nitrosodi-n-butylamine (NDBuA), N-nitrosodiphenylamine (NDPhA), N-nitrosopyrrolidine (NPyr), N-nitrosopiperidine (NPip), N-nitrosomorpholine (NMorph). The use of direct isotope analogues for isotope dilution analysis of all analytes ensures accurate quantification, accounting for analytical variabilities that may occur during sample processing, extraction and instrumental analysis. Method detection levels (MDLs) were determined to describe analyte concentrations sufficient to provide a signal with 99% certainty of detection. The established MDLs for all analytes were 0.4–4 ng L−1 in a variety of aqueous matrices. Sample matrices were observed to have only a minor impact on MDLs and the method validation confirmed satisfactory method stability over intra-day and inter-day analyses of tap water and tertiary treated effluent sample

The Gibbs-Thomson formula at small island sizes - corrections for high vapour densities

In this paper we report simulation studies of equilibrium features, namely circular islands on model surfaces, using Monte-Carlo methods. In particular, we are interested in studying the relationship between the density of vapour around a curved island and its curvature-the Gibbs-Thomson formula. Numerical simulations of a lattice gas model, performed for various sizes of islands, don't fit very well to the Gibbs-Thomson formula. We show how corrections to this form arise at high vapour densities, wherein a knowledge of the exact equation of state (as opposed to the ideal gas approximation) is necessary to predict this relationship. Exploiting a mapping of the lattice gas to the Ising model one can compute the corrections to the Gibbs-Thomson formula using high field series expansions. We also investigate finite size effects on the stability of the islands both theoretically and through simulations. Finally the simulations are used to study the microscopic origins of the Gibbs-Thomson formula. A heuristic argument is suggested in which it is partially attributed to geometric constraints on the island edge.Comment: 27 pages including 7 figures, tarred, gzipped and uuencoded. Prepared using revtex and espf.sty. To appear in Phys. Rev.

Disagreeable Privacy Policies: Mismatches between Meaning and Users’ Understanding

Privacy policies are verbose, difficult to understand, take too long to read, and may be the least-read items on most websites even as users express growing concerns about information collection practices. For all their faults, though, privacy policies remain the single most important source of information for users to attempt to learn how companies collect, use, and share data. Likewise, these policies form the basis for the self-regulatory notice and choice framework that is designed and promoted as a replacement for regulation. The underlying value and legitimacy of notice and choice depends, however, on the ability of users to understand privacy policies. This paper investigates the differences in interpretation among expert, knowledgeable, and typical users and explores whether those groups can understand the practices described in privacy policies at a level sufficient to support rational decision-making. The paper seeks to fill an important gap in the understanding of privacy policies through primary research on user interpretation and to inform the development of technologies combining natural language processing, machine learning and crowdsourcing for policy interpretation and summarization. For this research, we recruited a group of law and public policy graduate students at Fordham University, Carnegie Mellon University, and the University of Pittsburgh (“knowledgeable users”) and presented these law and policy researchers with a set of privacy policies from companies in the e-commerce and news & entertainment industries. We asked them nine basic questions about the policies’ statements regarding data collection, data use, and retention. We then presented the same set of policies to a group of privacy experts and to a group of non-expert users. The findings show areas of common understanding across all groups for certain data collection and deletion practices, but also demonstrate very important discrepancies in the interpretation of privacy policy language, particularly with respect to data sharing. The discordant interpretations arose both within groups and between the experts and the two other groups. The presence of these significant discrepancies has critical implications. First, the common understandings of some attributes of described data practices mean that semi-automated extraction of meaning from website privacy policies may be able to assist typical users and improve the effectiveness of notice by conveying the true meaning to users. However, the disagreements among experts and disagreement between experts and the other groups reflect that ambiguous wording in typical privacy policies undermines the ability of privacy policies to effectively convey notice of data practices to the general public. The results of this research will, consequently, have significant policy implications for the construction of the notice and choice framework and for the US reliance on this approach. The gap in interpretation indicates that privacy policies may be misleading the general public and that those policies could be considered legally unfair and deceptive. And, where websites are not effectively conveying privacy policies to consumers in a way that a “reasonable person” could, in fact, understand the policies, “notice and choice” fails as a framework. Such a failure has broad international implications since websites extend their reach beyond the United States

Development of a Master of Software Assurance Reference Curriculum

The Next Generation Air Traffic Management system (NextGen) is a blueprint of the future National Airspace System. Supporting NextGen is a nation-wide Aviation Simulation Network (ASN), which allows integration of a variety of real-time simulations to facilitate development and validation of the NextGen software by simulating a wide range of operational scenarios. The ASN system is an environment, including both simulated and human-in-the-loop real-life components (pilots and air traffic controllers).Real Time Distributed Simulation (RTDS) developed at Embry-Riddle Aeronautical University, a suite of applications providing low and medium fidelity en-route simulation capabilities, is one of the simulations contributing to the ASN. To support the interconnectivity with the ASN, we designed and implemented a dedicated gateway acting as an intermediary, providing logic for two-way communication and transfer messages between RTDS and ASN and storage for the exchanged data. It has been necessary to develop and analyze safety/security requirements for the gateway software based on analysis of system assets, hazards, threats and attacks related to ultimate real-life future implementation. Due to the nature of the system, the focus was placed on communication security and the related safety of the impacted aircraft in the simulation scenario. To support development of safety/security requirements, a well-established fault tree analysis technique was used. This fault tree model-based analysis, supported by a commercial tool, was a foundation to propose mitigations assuring the gateway system safety and security