3,547 research outputs found

    Rank Tests for Instrumental Variables Regression with Weak Instruments

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    This paper considers tests in an instrumental variables (IVs) regression model with IVs that may be weak. Tests that have near-optimal asymptotic power properties with Gaussian errors for weak and strong IVs have been determined in Andrews, Moreira, and Stock (2006a). In this paper, we seek tests that have near-optimal asymptotic power with Gaussian errors and improved power with non-Gaussian errors relative to existing tests. Tests with such properties are obtained by introducing rank tests that are analogous to the conditional likelihood ratio test of Moreira (2003). We also introduce a rank test that is analogous to the Lagrange multiplier test of Kleibergen (2002) and Moreira (2001).Asymptotically similar tests, Conditional likelihood ratio test, Instrumental variables regression, Lagrange multiplier test, Power of test, Rank tests, Thick-tailed distribution, Weak instruments

    Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

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    The topic of this paper is inference in models in which parameters are defined by moment inequalities and/or equalities. The parameters may or may not be identified. This paper introduces a new class of confidence sets and tests based on generalized moment selection (GMS). GMS procedures are shown to have correct asymptotic size in a uniform sense and are shown not to be asymptotically conservative. The power of GMS tests is compared to that of subsampling, m out of n bootstrap, and "plug-in asymptotic" (PA) tests. The latter three procedures are the only general procedures in the literature that have been shown to have correct asymptotic size in a uniform sense for the moment inequality/equality model. GMS tests are shown to have asymptotic power that dominates that of subsampling, m out of n bootstrap, and PA tests. Subsampling and m out of n bootstrap tests are shown to have asymptotic power that dominates that of PA tests.Asymptotic size, Asymptotic power, Confidence set, Exact size, Generalized moment selection, m out of n bootstrap, Subsampling, Moment inequalities, Moment selection, Test

    Rank Tests for Instrumental Variables Regression with Weak Instruments

    Get PDF
    This paper considers tests in an instrumental variables (IVs) regression model with IVs that may be weak. Tests that have near-optimal asymptotic power properties with Gaussian errors for weak and strong IVs have been determined in Andrews, Moreira, and Stock (2006a). In this paper, we seek tests that have near-optimal asymptotic power with Gaussian errors and improved power with non-Gaussian errors relative to existing tests. Tests with such properties are obtained by introducing rank tests that are analogous to the conditional likelihood ratio test of Moreira (2003). We also introduce a rank test that is analogous to the Lagrange multiplier test of Kleibergen (2002) and Moreira (2001)

    Large amplitude oscillations in a trapped dissipative electron gas

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    A collisional trapped non-neutral plasma is described by a hydrodynamical model in onedimensional geometry. For suitable initial conditions and velocity fields, the Lagrangian variables method reduces the pressure dominated problem to a damped autonomous Pinney equation, representing a dissipative nonlinear oscillator with an inverse cubic force. An accurate approximate analytic solution derived from Kuzmak-Luke perturbation theory is applied, allowing the assessment of the fully nonlinear dynamics. On the other hand, in the cold plasma case, the Lagrangian variables approach allows the derivation of exact damped nonlinear oscillations. The conditions for the applicability of the hot, pressure dominated or cold gas assumptions are derived. Published by AIP Publishing

    Dynamics of antiproton plasma in a time-dependent harmonic trap

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    An antiproton plasma confined in a quasi-1D device is described in terms of a self-consistent fluid formulation using a variational approach. Unlike previous treatments, the use of the time-dependent variational method allows to retain the thermal and Coulomb effects. A certain Ansatz is proposed for the number density and fluid velocity fields, which reduces the problem essentially to ordinary nonlinear differential equations. In adiabatic cooling, the frequency of the trap potential is slowly decreased. An adiabatic equation of state is assumed for closure. The numerical simulation of the nonlinear dynamics is performed, for realistic parameters

    Determinação de salários no Brasil: dualidade ou não-linearidade no retorno à educação?

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    O objetivo deste artigo é testar empiricamente a existência de dualidade no mercado de trabalho brasileiro. O método de análise consiste em avaliar em que medida são observadas diferenças salariais entre trabalhadores que não são explicadas apenas por diferenças nos seus atributos produtivos. São analisados os dados da Pesquisa Nacional por Amostra de Domicílios (PNAD/IBGE) de 1988, através da metodologia proposta por Dickens & Lang (1985 e 1992), a qual determina endogenamente os setores duais a partir de um modelo de switching-regressions. Os resultados sugerem que parece não haver dualidade no mercado de trabalho brasileiro. Apesar do modelo dual explicar melhor os salários do que um modelo competitivo linear, o seu desempenho é inferior ao de um modelo competitivo com não-linearidades no retorno à educação. A evidência faz crer que a educação é o determinante básico do salário e do acesso aos bons postos de trabalho no Brasil.

    Nonlinear dynamics in isotropic and anisotropic nagneto-optical traps

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    We briefly review some recent advances in the field of nonlinear dynamics of atomic clouds in magneto-optical traps. A hydrodynamical model in a three-dimensional geometry is applied and analyzed using a variational approach. A Lagrangian density is proposed in the case where thermal and multiple scattering effects are both relevant, where the confinement damping and harmonic potential are both included. For generality, a general polytropic equation of state is assumed. After adopting a Gaussian profile for the fluid density and appropriate spatial dependencies of the scalar potential and potential fluid velocity field, a set of ordinary differential equations is derived. These equations are applied to compare cylindrical and spherical geometry approximations. The results are restricted to potential flows

    Dynamics of antiproton plasma in a timedependent harmonic trap

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    An antiproton plasma confined in a quasi-1D device is described in terms of a self-consistent fluid formulation using a variational approach. Unlike previous treatments, the use of the time-dependent variational method allows to retain the thermal and Coulomb effects. A certain Ansatz is proposed for the number density and fluid velocity fields, which reduces the problem essentially to ordinary nonlinear differential equations. In adiabatic cooling, the frequency of the trap potential is slowly decreased. An adiabatic equation of state is assumed for closure. The numerical simulation of the nonlinear dynamics is performed for realistic parameters

    DECOMPOSITION OF THE REMAINING STRAW DURING SOYBEAN GROWING IN THE MIDWESTERN PARANÁ, BRAZIL

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    Crop biomass plays an important role, especially in tropical and subtropical crops that adopt the no-tillage system, whose decomposition is related to material composition and environmental conditions. The objective of this work was to analyze the decomposition of straw remaining from autumn/winter crops in the development of soybean in succession in the Midwest region of Paraná. The experiment was conducted between 2019 and 2021 in a completely randomized design, with eight treatments (spontaneous, black oat, brachiaria, corn, wheat, oilseed radish, corn + brachiaria, and black oat + oilseed radish) and four replications. After autumn/winter cultivation, biomass samples were dried and placed in nylon bags, returning to the original plot during soybean sowing. The decomposition bags were collected in seven periods over 120 days, coinciding with the soybean cycle. The decomposition rate was analyzed by regression. The regression equations and the amount of biomass remaining from the autumn/winter seasons were determinate the half-file and the remaining mass on the soil surface at sowing and at 30, 60, 90, and 120 days after sowing. Biomass production and decomposition rate varied with the season, depending on environmental conditions. Wheat had the lowest decomposition rate with a half-life greater than 100 days. Intercropping crops reduce the decomposition rate.Crop biomass plays an important role, especially in tropical and subtropical crops that adopt the no-tillage system, whose decomposition is related to material composition and environmental conditions. The objective of this work was to analyze the decomposition of straw remaining from autumn/winter crops in the development of soybean in succession in the Midwest region of Paraná. The experiment was conducted between 2019 and 2021 in a completely randomized design, with eight treatments (spontaneous, black oat, brachiaria, corn, wheat, oilseed radish, corn + brachiaria, and black oat + oilseed radish) and four replications. After autumn/winter cultivation, biomass samples were dried and placed in nylon bags, returning to the original plot during soybean sowing. The decomposition bags were collected in seven periods over 120 days, coinciding with the soybean cycle. The decomposition rate was analyzed by regression. The regression equations and the amount of biomass remaining from the autumn/winter seasons were determinate the half-file and the remaining mass on the soil surface at sowing and at 30, 60, 90, and 120 days after sowing. Biomass production and decomposition rate varied with the season, depending on environmental conditions. Wheat had the lowest decomposition rate with a half-life greater than 100 days. Intercropping crops reduce the decomposition rate
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