semi nonparametric estimation of binary response models with an application to natural resource valuation abstract a semi nonparametric binary response model is estimated to obtain the willingness to pay for the environmental quality improvement when the willingness to pay is restricted to be nonnegative the model estimation is straightforward by using conventional maximum likelihood software because the semi nonparametric model is the generalization of the parametric model the generality can be assessed by a likelihood ratio test by using an existing referendum survey data set it is shown that the semi nonparametric estimation provides a significant improvement over the parametric estimation the willingness to pay is sensitive to the distribution assumption

root n consistent semiparametric regression on considere une variable aleatoire x z dans 7b r p 7b r q on construit un estimateur generalisant l estimateur des moindres carres ordinaires en inserant des estimateurs non parametriques de la regression dans la projection orthogonale non lineaire sur z

seminonparametric bayesian estimation of the asymptotically ideal production model abstract recently it has been shown that seminonparametric methods can be used to produced high quality approximations to a firm s technology unlike the local approximations provided by the conventional class of flexible functional forms seminonparametric methods generate global spans within large classes of functions however that approach usually spans a much larger space than the neoclassical function space relevant to most production modeling an exception is the asymptotically ideal model aim generated from the muntz szatz series expansion since every basis function in that expansion is within the neoclassical function space a straightforward method exists for imposing neoclassical regularity when all factors are substitutes since the relevant constraints are inequality restrictions we implement the approach using bayesian methods to avoid the problems of sampling distribution truncation that would occur from sampling theoretic methods we further discuss the relevant extensions that would permit complementary factors nonconstant returns to scale and technological change

generalized kahler geometry of instanton moduli spaces we prove that hitchin s generalized kahler structure on the moduli space of instantons over a compact even generalized kahler four manifold may be obtained by generalized kahler reduction in analogy with the usual kahler case the underlying reduction of courant algebroids is a realization of donaldson s map in degree three

non parametric hypothesis testing procedures and applications to demand analysis abstract this paper proposes a test of the hypothesis that a possibly vector valued regression function g lies in a particular compact family of functions f where f is not necessarily a finite dimensional parametric family under the assumption of a known covariance matrix of the errors the test is shown to be consistent for a broad range of alternatives and an upper bound on the significance level is established it is shown how the test may be used to test the utility maximization hypothesis and homotheticity and the paper indicates how to apply the test to a broad range of other non parametric hypotheses

the kahler potential of abelian higgs vortices we calculate the kahler potential for the samols metric on the moduli space of abelian higgs vortices on r2 in two different ways the first uses a scaling argument the second depends on a variant of the relationship between accessory parameters and the regularized action in liouville field theory the kahler potential on the moduli space of vortices on h2 is also derived and we are led to a geometrical reinterpretation of these vortices

hodge theory of skt manifolds abstract we use tools from generalized complex geometry to develop the theory of skt a k a pluriclosed hermitian manifolds and more generally manifolds with special holonomy with respect to a metric connection with closed skew symmetric torsion we develop hodge theory on such manifolds showing how the reduction of the holonomy group causes a decomposition of the twisted cohomology for skt manifolds this decomposition is accompanied by an identity between different laplacian operators and equates different cohomologies defined in terms of the skt structure we illustrate our theory with examples based on calabi eckmann manifolds instantons hopf surfaces and lie groups

semiparametric analysis of random effects linear models from binary panel data andersen 1970 considered the problem of inference on random effects linear models from binary response panel data he showed that inference is possible if the disturbances for each panel member are known to be white noise with the logistic distribution and if the observed explanatory variables vary over time a conditional maximum likelihood estimator consistently estimates the model parameters up to scale the present paper shows that inference remains possible if the disturbances for each panel member are known only to be time stationary with unbounded support and if the explanatory variables vary enough over time a conditional version of the maximum score estimator manski 1975 1985 consistently estimates the model parameters up to scale

reduction of courant algebroids and generalized complex structures we present a theory of reduction for courant algebroids as well as dirac structures generalized complex and generalized kahler structures which interpolates between holomorphic reduction of complex manifolds and symplectic reduction the enhanced symmetry group of a courant algebroid leads us to define extended actions and a generalized notion of moment map key examples of generalized kahler reduced spaces include new explicit bi hermitian metrics on cp2

vortices in holomorphic line bundles over closed kahler manifolds we apply a modified yang mills higgs functional to unitary bundles over closed kahler manifolds and study the equations which govern the global minima the solutions represent vortices in holomorphic bundles and are direct analogs of the vortices overr2 we obtain a complete description of the moduli space of these new vortices where the bundle is of rank one the description is in terms of a class of divisors in the base manifold there is also a dependence on a real valued parameter which can be attributed to the compactness of the base manifold

instantons poisson structures and generalized kahler geometry using the idea of a generalized kahler structure we construct bihermitian metrics on cp2 and cp1 cp1 and show that any such structure on a compact 4 manifold m defines one on the moduli space of anti self dual connections on a fixed principal bundle over m we highlight the role of holomorphic poisson structures in all these constructions

generalized complex geometry generalized complex geometry encompasses complex and symplectic ge ometry as its extremal special cases we explore the basic properties of this geometry including its enhanced symmetry group elliptic deforma tion theory relation to poisson geometry and local structure theory we also dene and study generalized complex branes which interpolate be tween at bundles on lagrangian submanifolds and holomorphic bundles on complex submanifolds

functional coefficient instrumental variables models we consider estimation of nonparametric structural models under a functional coefficient representation for the regression function under this representation models are linear in the endogenous components with coefficients given by unknown functions of the predetermined variables a nonparametric generalization of random coefficient models the functional coefficient restriction is an intermediate approach between fully nonparametric structural models that are ill posed when endogenous variables are continuously distributed and partially linear models over which they have appreciable flexibility we propose two step estimators that use local linear approximations in both steps the first step is to estimate a vector of reduced forms of regression models and the second step is local linear regression using the estimated reduced forms as regressors our large sample results include consistency and asymptotic normality of the proposed estimators the high practical power of estimators is illustrated via both a monte carlo simulation study and an application to returns to education

hyperbolic calorons monopoles and instantons we construct families of so 3 symmetric charge 1 instantons and calorons on the space mathbb h 3 times mathbb r we show how the calorons include instantons and hyperbolic monopoles as limiting cases we show how euclidean calorons are the flat space limit of this family

approximation properties of piece wise parabolic functions fuzzy logic systems spline functions are widely used in the field of approximation theory and its applications in this article we propose the use of p functions which are spline functions of degree two as membership functions of the input variables at first we show by a constructive theory that multi input single output miso sugeno fuzzy logic systems with p input variables membership functions are universal approximators to every continuously differentiable function defined on a compact subset of r n moreover they are of first order approximation accuracy then we show that with appropriately chosen parameters of the p functions fuzzy logic systems with p input variables membership functions are universal approximators not only for the function itself but also for its first order derivative

estimating substitution elasticities with the fourier cost function some monte carlo results abstract the fourier flexible form possesses desirable asymptotic properties that are not shared by other flexible forms such as the translog generalized leontief and generalized box cox one of them is that an elasticity of substitution can be estimated with negligible bias in sufficiently large samples regardless of what the true form actually is save that it be smooth enough this article reports the results of an experiment designed to determine whether or not this property obtains in samples of the sizes customarily encountered in practice a three input homothetic version of the generalized box cox cost function was used to generate technologies that were oriented in a two dimensional design space according to a central composite rotatable design the two factors of the design were the box cox parameter and a measure of the dispersion of the substitution matrix the fourier cost function was used to estimate the substitution elasticities at each design point and the bias at each point was estimated using the monte carlo method a response surface over the entire design space was fitted to these estimates an examination of the surface reveals that the bias is small over the entire design space roughly speaking the estimates of elasticities of substitution are unbiased to three significant digits using the fourier flexible form no matter what the true technology our conclusion is that the small bias property of the fourier form does obtain in samples of reasonable size this claim must be tampered by the usual caveats associated with inductive inference

vortex solutions of the popov equations popov recently discovered a modified version of the bogomolny equations for abelian higgs vortices and showed they were integrable on a sphere of curvature 1 2 here we construct a large family of explicit solutions where the vortex number is an even integer there are also a few solutions without vortices the solutions are constructed from rational functions on the sphere

the rank of demand systems theory and nonparametric estimation w m gorman s 1981 concept of engel curve rank is extended to apply to any demand system rank is shown to have implications for specification separability and aggregation of demands a simple nonparametric test of rank using engel curve data is described and applied to u s and u k consumer survey data the test employs a new general method for testing the rank of estimated matrices the results are used to assess theoretical and empirical aggregation error in representative consumer models and to explain a representative consumer paradox copyright 1991 by the econometric society

poisson structures on moduli spaces of sheaves over poisson surfaces we introduce and study the notion of poisson surface we prove that the choice of a poisson structure on a surfaces canonically determines a poisson structure on the moduli space of stable sheaves ons this result generalizes previous results obtained by mukai 14 for abelian ork3 surfaces and by tyurin 16

panel data discrete choice models with lagged dependent variables in this paper we consider identification and estimation in panel data discrete choice models when the explanatory variable set includes strictly exogenous variables lags of the endogenous dependent variable as well as unobservable individual specific effects for the binary logit model with the dependent variable lagged only once chamberlain 1993 gave conditions under which the model is not identified we present a stronger set of conditions under which the parameters of the model are identified the identification result suggests estimators of the model and we show that these are consistent and asymptotically normal although their rate of convergence is slower than the inverse of the square root of the sample size we also consider identification in the semiparametric case where the logit assumption is relaxed we propose an estimator in the spirit of the conditional maximum score estimator manski 1987 and we show that it is consistent in addition we discuss an extension of the identification result to multinomial discrete choice models and to the case where the dependent variable is lagged twice finally we present some monte carlo evidence on the small sample performance of the proposed estimators for the binary response model

asymptotic normality of series estimators for nonparametric and semiparametric regression models this paper establishes the asymptotic normality of series estimators for nonparametric regression models gallant s fourier flexible form estimators trigonometric series estimators and polynomial series estimators are prime examples of the estimators covered by the results the results apply to a wide variety of estimates in the regression model under consideration including derivatives and integrals of the regression function the errors in the model may be homoskedastic or heteroskedastic the paper also considers series estimators for additive interactive regression semiparametric regression and semiparametric index regression models and shows them to be consistent and asymptotically normal copyright 1991 by the econometric society

rational morita equivalence for holomorphic poisson modules abstract we introduce a weak concept of morita equivalence in the birational context for poisson modules on complex normal poisson projective varieties we show that poisson modules on projective varieties with mild singularities are either rationally morita equivalent to a flat partial holomorphic sheaf or a sheaf with a meromorphic flat connection or a co higgs sheaf as an application we study the geometry of rank two meromorphic rank two sl 2 poisson modules which can be interpreted as a poisson analogous to transversally projective structures for codimension one holomorphic foliations moreover we describe the geometry of the symplectic foliation induced by the poisson connection on the projectivization of the poisson module

an adelic arithmeticity theorem for lattices in products in this paper we prove that under mild assumptions a lattice in a product of semi simple lie group and a totally disconnected locally compact group is in a certain sense arithmetic we do not assume the lattice to be finitely generated or the ambient group to be compactly generated

uniformly distributed orbits of certain flows on homogeneous spaces is non compact for a co compact lattice this result was strengthened by f irstenberg 1 lj proving that every orbit is uniformly distributed with respect to a g invariant measure for non uniform lattices in sl 2 r using a classification of invariant measures obtained by dani in 21 dani and smillie 31 proved that every non periodic orbit is uniformly distributed there are also various results obtained on orbit closures and invariant measures etc of larger subgroups consisting of unipotent elements especially the horospherical subgroups recently there was a spurt in the area initiated by margulis proof cf 151 see also 7 of oppenheim conjecture on values of quadratic forms at integral points using the study of unipotent flows the reader is referred to the survey articles by dani 41 and margulis 14j for various related developments we now note some conjectures expected to hold for orbits of a unipotent flow namely the u action on

imposing curvature restrictions on flexible functional forms abstract a general computational method for estimating the parameters of a flexible functional form subject to convexity quasi convexity concavity or quasi concavity at a point at several points or over a region is set forth and illustrated with an example

on the bias in flexible functional forms and an essentially unbiased form the fourier flexible form abstract the fourier flexible form and its derived expenditure system are introduced subject to smoothness conditions on the consumer s true indirect utility function the consumer s true expenditure system must be of the fourier form over the region of interest in an empirical investigation arbitrarily accurate finite parameter approximations of the consumer s true expenditure system are obtained by dropping all high order terms of the fourier expenditure system past an appropriate truncation point the resulting finite parametersystem is tractable in empirical studies the reader who is primarily interested in applications need only read the second and fifth sections the remainder of the article is concerned with the verification of these claims and an investigation of some aspects of the bias in translog specifications

on raghunathan s measure conjecture this paper represents the last in our three part series on raghunathan s measure conjecture see r1 r2 for parts i and ii more specifically let g be a real lie group all groups in this paper are assumed to be second countable with the lie algebra r a discrete subgroup of g and ir g r g the projection lwg rg the group g acts by right translations on r g x x g x e r g g e g let gt be a borel probability measure on r g define

rank estimation of a generalized fixed effects regression model abstract this paper considers estimation of a fixed effects version of the generalized regression model of han 1987 journal of econometrics 35 303 316 the model allows for censoring places no parametric assumptions on the error disturbances and allows the fixed effects to be correlated with the covariates we introduce a class of rank estimators that consistently estimate the coefficients in the generalized fixed effects regression model the maximum score estimator for the binary choice fixed effects model is part of this class like the maximum score estimator the class of rank estimators converge at less than the n rate smoothed versions of these estimators however converge at rates approaching the n rate in a version of the model that allows for truncated data a sufficient condition for consistency of the estimators is that the error disturbances have an increasing hazard function

unbiased determination of production technologies abstract to determine whether an industry exhibits constant returns to scale whether the production function is homothetic or whether inputs are separable a common approach is to specify a cost function estimate its parameters using data such as prices and quantities of inputs and then test the parametric restrictions corresponding to constant returns a homothetic technology or separability statistically such inferences are valid if the true cost function is a member of the parametric class considered otherwise the inference is biased that is the true rejection probability is not necessarily adequately approximated by the nominal size of the statistical test the use of fixed parameter flexible functional forms such as the translog the generalized leontief or the box cox will not alleviate this problem the fourier flexible form differs fundamentally from other flexible forms in that it has a variable number of parameters and a known bound depending on the number of parameters on the error as measured by the sobolev norm of approximation to an arbitrary cost function thus it is possible to construct statistical tests for constant returns a homothetic technology or separability which are asymptotically size by letting the number of parameters of the fourier flexible form depend on sample size that is the true rejection probability converges to the nominal size of the test as sample size tends to infinity the rate of convergence depends on the smoothness of the true cost function the more times is differentiable the true cost function the faster the convergence the method is illustrated using the data on aggregate u s manufacturing of berndt and wood 1975 1979 and berndt and khaled 1979

sufficient conditions to impose derivative constraints on miso takagi sugeno fuzzy logic systems a fuzzy logic system fls can be completely described through its behavioral function if the analytical expression of this function is known then the system synthesis consists in the realization of a structure implementing it in the most convenient way so the problem of the fls design can be considered as a function approximation problem many methods have been proposed in literature to minimize a certain error parameter nevertheless sometimes the specifications of the problem need some further analytical properties of the approximating function this paper analyzes multiple input single output miso flss with polynomial membership functions inspecting the case of two input variables in particular it will be shown what characteristics such systems should have in order to respect the constraints imposed on the derivatives of the implemented function such as their continuity up to a desired order and even their value in the grid points of the input space furthermore we prove that these systems can uniformly approximate under certain conditions any multivariate function with a desired approximation accuracy both on the target function and its partial derivatives proper illustrative examples will show the behavior of these flss comparing their performance with other methods proposed in literature

explicitly infinite dimensional bayesian analysis of production technologies abstract the firm s cost function is viewed as a point in a function space and data is viewed as following some probability law that has as its parameters various functionals evaluated at the firm s cost function the fourier flexible form is used to represent a cost function as an infinite dimensional vector whose elements are the parameters of the fourier form this representation is used to assign a prior distribution to the function space a procedure for numerical computation of the posterior distribution of an elasticity of substitution is set forth the ideas are illustrated with an example

stable bundles on non kahler elliptic surfaces in this paper we study the moduli spaces open image in new window of stable rank 2 vector bundles on non kahler elliptic surfaces thus giving a classification of these bundles in the case of hopf and kodaira surfaces these moduli spaces admit the structure of an algebraically completely integrable hamiltonian system

geometric model for complex non kahler manifolds with su 3 structure for a given complex n fold m we present an explicit construction of all complex n 1 folds which are principal holomorphic t2 fibrations over m for physical applications we consider the case of m being a calabi yau 2 fold we show that for such m there is a subclass of the 3 folds that we construct which has natural families of non kahler su 3 structures satisfying the conditions for open image in new window supersymmetry in the heterotic string theory compactified on the 3 folds we present examples in the aforementioned subclass with m being a k3 surface and a 4 torus

a kobayashi hitchin correspondence for i holomorphic bundles abstract in this paper we introduce the notions of hermitian einstein metric and stability for i holomorphic vector bundles on bi hermitian manifolds moreover we establish a kobayashi hitchin correspondence for i holomorphic vector bundles on bi hermitian manifolds examples of such vector bundles include generalized holomorphic bundles on generalized kahler manifolds we also show that stability of a vector bundle in this sense can depend on the parameter

simple estimators for nonparametric panel data models with sample attrition abstract this paper considers a multiperiod random effects panel model with attrition of observations over the panel allowing for flexible regressions unknown distributions and attrition in one period to be followed by reappearance in a future period in each time period the regression in the retained data is additive in the function of interest and a time varying correction term that depends on the contemporaneous probability of retention in the sample these retention probabilities themselves depend on a regressor vector that grows with time in particular for the t th and t s th periods these vectors differ by exactly s terms the paper gives two step estimators that correct for attrition bias by including estimates of these retention probabilities one for each period that experiences attrition asymptotic normality for a class of functionals of the model is derived also including as special cases the linear and partially linear versions of the model

invariant measures and the set of exceptions to littlewood s conjecture we classify the measures on sl k r sl k z which are invariant and ergodic under the action of the group a of positive diagonal matrices with positive entropy we apply this to prove that the set of exceptions to littlewood s conjecture has hausdorff dimension zero

the self duality equations on a riemann surface in this paper we shall study a special class of solutions of the self dual yang mills equations the original self duality equations which arose in mathematical physics were defined on euclidean 4 space the physically relevant solutions were the ones with finite action the so called instantons the same equations may be dimensionally reduced to euclidean 3 space by imposing invariance under translation in one direction these equations also have physical relevance the solutions which have finite action in three dimensions are the magnetic monopoles if we take the reduction process one step further and consider solutions which are invariant under two translations we obtain a set of equations in the plane here however there is no clear physical meaning and indeed attempts to find finite action solutions have failed nevertheless these are the equations we shall consider despite the lack of interesting solutions in r2 the equations have the important property conformal invariance which allows them to be defined on manifolds modelled on r2 by conformal maps namely riemann surfaces we shall consider here solutions of the self duality equations defined on a compact riemann surface there are in fact solutions as we shall show and the moduli space of all solutions turns out to be a manifold with an extremely rich geometric structure which will be the focus of our study it brings together in a harmonious way the subjects of riemannian geometry topology algebraic geometry and symplectic geometry illuminating all these facets of the same object accounts for the length of this paper the self duality equations are equations from gauge theory geometrically they are defined in terms of connections on principal bundles while the group of the principal bundle may be chosen arbitrarily for the equations to make sense we restrict attention here to the simplest case of su 2 or so 3 there are two reasons for this the first and most obvious is that it simplifies calculations and avoids the use of inductive processes which are inherent in the consideration of a general lie group of higher rank the second reason is that solutions for su 2 have an intimate relationship with the internal structure of the riemann surface as a consequence of results we shall prove about solutions to the self duality equations we learn something about the moduli space of complex structures on the surface itself namely teichmuller space

adelic version of margulis arithmeticity theorem we generalize margulis s s arithmeticity theorem to the case when s can be taken as an infinite set of primes let r be the set of all primes including infinite one infty and set mathbb q infty mathbb r let s be any subset of r for each p in s let g p be a connected semisimple adjoint mathbb q p group and d p subset g p mathbb q p be a compact open subgroup for each finite prime p in s let g s d p denote the restricted topological product of g p mathbb q p s p in s with respect to d p s note that if s is finite g s d p prod p in s g p mathbb q p we show that if sum p in s text rank mathbb q p g p geq 2 any irreducible lattice in g s d p is a rational lattice we also present a criterion on the collections g p and d p for g s d p to admit an irreducible lattice in addition we describe discrete subgroups of g mathbb a d p generated by lattices in a pair of opposite horospherical subgroups

vortices on hyperbolic surfaces it is shown that abelian higgs vortices on a hyperbolic surface m can be constructed geometrically from holomorphic maps f m n where n is also a hyperbolic surface the fields depend on f and on the metrics of m and n the vortex centres are the ramification points where the derivative of f vanishes the magnitude of the higgs field measures the extent to which f is locally an isometry witten s construction of vortices on the hyperbolic plane is rederived and new examples of vortices on compact surfaces and on hyperbolic surfaces of revolution are obtained the interpretation of these solutions as so 3 invariant self dual su 2 yang mills fields on is also given

fractional demand systems abstract this paper provides a complete characterization of fractional demand systems which are utility derived demand equations having quantities or budget shares proportional to af bg where f and g depend on income and a and b vary across goods and depend on prices it is proved that all such demand systems reduce to seven basic forms only four of which homothetic pigl piglog and translog have been previously described in the literature uses and virtues of fractional demand systems in terms of estimation aggregation possible global properties and uses for testing the adequacy of other common functional forms are described an empirical example comparing the general fractional form of the translog system to its more usual piglog form is provided

nonparametric estimation with nonlinear budget sets choice models with nonlinear budget sets provide a precise way of accounting for the nonlinear tax structures present in many applications in this paper we propose a nonparametric approach to estimation of these models the basic idea is to think of the choice in our case hours of labor supply as being a function of the entire budget set then we can do nonparametric regression where the variable in the regression is the budget set we reduce the dimensionality of this problem by exploiting structure implied by utility maximization with piecewise linear convex budget sets this structure leads to estimators where the number of segments can differ across observations and does not affect accuracy we give consistency and asymptotic normality results for these estimators the usefulness of the estimator is demonstrated in an empirical example where we find it has a large impact on estimated effects of the swedish tax reform

varying coefficient panel data model in the presence of endogenous selectivity and fixed effects this paper considers a exible panel data sample selection model in which i the outcome equation is permitted to take a semiparametric varying coecient form to capture potential parameter heterogeneity in the relationship of interest ii both the outcome and parametric selection equations contain unobserved xed eects and iii selection is generalized to a polychotomous case we propose a two stage estimator given consistent parameter estimates from the selection equation obtained in the rst stage we estimate the semiparametric outcome equation using data for the observed individuals whose likelihood of being selected into the sample stays approximately the same over time the selection bias term is then asymptotically removed from the equation along with xed eects using kernel based weights the proposed estimator is consistent and asymptotically normal we rst investigate the nite sample properties of the estimator in a small monte carlo study and then apply it to study production technologies of u s retail credit unions from 2002 to 2006

two dimensional moduli spaces of vector bundles over kodaira surfaces abstract we prove that any two dimensional moduli space of stable 2 vector bundles in the non filtrable range on a primary kodaira surface is a primary kodaira surface if a universal bundle exists then the two surfaces are homeomorphic up to unramified covers

panel data and unobservable individual effects abstract an important purpose in pooling time series and cross section data is to control for individual specific unobservable effects which may be correlated with other explanatory variables e g latent ability in measuring returns to schooling in earnings equations or managerial ability in measuring returns to scale in firm cost functions using instrumental variables and the time invariant characteristics of the latent variable we derive 1 1 a test for the presence of this effect and for the over identifying restriction we use 2 2 necessary and sufficient conditions for identification of all the parameters in the model and 3 3 the asymptotically efficient instrumental variables estimator and conditions under which it differs from the within groups estimator we calculate efficient estimates of a wage equation from the michigan income dynamics data which indicate substantial differences from within groups and balestra nerlove estimates particularly a significantly higher estimate of the returns to schooling

degrees of strongly special subvarieties and the andre oort conjecture in this paper we give a new proof of the andre oort conjecture under the generalised riemann hypothesis in fact we generalise the strategy pioneered by edixhoven and implemented by klingler and yafaev to all special subvarieties thus we remove ergodic theory from the proof of klingler ullmo and yafaev and replace it with tools from algebraic geometry our key ingredient is a lower bound for the degrees of strongly special subvarieties coming from prasad s volume formula for s arithmetic quotients of semisimple groups

the signal extraction approach to nonlinear regression and spline smoothing abstract this article shows how to fit a smooth curve polynomial spline to pairs of data values yi xi prior specification of a parametric functional form for the curve is not required the resulting curve can be used to describe the pattern of the data and to predict unknown values of y given x both point and interval estimates are produced the method is easy to use and the computational requirements are modest even for large sample sizes our method is based on maximum likelihood estimation of a signal in noise model of the data we use the kalman filter to evaluate the likelihood function and achieve significant computational advantages over previous approaches to this problem

semi nonparametric maximum likelihood estimation on developpe une approche basee sur une innovation due a phillips 1983 sur les approximations des fonctions de densite

a note on smooth approximation capabilities of fuzzy systems modeling and prediction in some systems requires the simultaneous approximation of mappings and their derivatives to a certain finite order in this paper universal approximation capabilities of fuzzy systems are extended to this situation by showing the denseness of some general classes of fuzzy models in appropriate function spaces where distance between functions is defined in terms of their derivatives requirements are generally very mild and are often limited to imposing sufficient differentiability conditions on the classes of fuzzy systems to be used the cases covered by this paper include additive fuzzy systems with gaussian membership functions and general additive fuzzy models with realistic membership functions some potential application fields are considered including examples from economics and time series prediction

an elasticity can be estimated consistently without a priori knowledge of functional form we consider an open question in applied price theory without a priori knowledge of a firm s cost function or a consumer s indirect utility function is it possible to estimate price and substitution elasticities consistently by observing a demand system as the work of white 30 guilkey lovell and sickles 19 and others has shown ordinary flexible functional forms such as the translog cannot achieve this objective we find that if one is prepared to assume that elasticities of substitution cannot oscillate wildly over the region of interest then consistent estimation is possible using the fourier flexible form provided the number of fitted parameters increases as the number of observations increases this result obtains with any of the commonly used statistical methods as for example multivariate least squares maximum likelihood and three stage least squares it obtains if the number of fitted parameters is chosen adaptively by observing the data or chosen deterministically according to some fixed rule we approach the problem along the classical lines of estimability considerations as used in the study of less than full rank linear statistical models and thereby discover that the problem has a fascinating structure which we explore in detail

generalized kahler geometry generalized kahler geometry is the natural analogue of kahler geometry in the context of generalized complex geometry just as we may require a complex structure to be compatible with a riemannian metric in a way which gives rise to a symplectic form we may require a generalized complex structure to be compatible with a metric so that it defines a second generalized complex structure we prove that generalized kahler geometry is equivalent to the bi hermitian geometry on the target of a 2 dimensional sigma model with 2 2 supersymmetry we also prove the existence of natural holomorphic courant algebroids for each of the underlying complex structures and that these split into a sum of transverse holomorphic dirac structures finally we explore the analogy between pre quantum line bundles and gerbes in the context of generalized kahler geometry

anti self dual yang mills connections over complex algebraic surfaces and stable vector bundles on presente une correspondance entre la geometrie algebrique et la geometrie differentielle des fibres vectoriels soit une surface algebrique projective x qui a un plongement donne x cp n et soit une metrique de kahler sur x dont la classe de cohomologie associee est duale a la classe de section d hyperplan h un fibre sur x est stable par rapport au plongement projectif si et seulement si il admet une connexion irreductible d hermite einstein par rapport a la metrique cette connexion est alors unique

identification and sequential estimation of panel data models with insufficient exclusion restrictions abstract this paper presents estimators for nonparametric panel data models with additive fixed effects we analyze a model in which the entire regressor vector consisting of time varying as well as time invariant regressors is correlated with the individual fixed effect but there are insufficient exclusion restrictions to permit direct instrumental variables estimation of the model it is shown that when the model satisfies the additive interactive regression air representation of andrews and whang economic theory 6 1990 466 480 a sequential estimator consistently estimates the model the limiting distribution of scalar nonlinear functionals of the model is shown to be standard normal finite sample properties of the estimator are considered in a monte carlo simulation study and used to estimate the returns to education in a cohort of mature men from the national longitudinal survey