bluuebunny/crossref_metadata_2025 huggingface dataset:
Geochemical gradients and artifact mass densities on the lowermost Bed II eastern lake margin (~ 1.8 Ma), Olduvai Gorge, Tanzania
Authors: Deocampo Daniel M. , Tactikos Joanne C.
Published: October 2010

Bulk geochemistry of ~ 1.8 Ma lacustrine claystone at Olduvai Gorge, Tanzania, is controlled principally by the geochemistry of ultrafine (< 0.1 μm), authigenic clay minerals. Authigenic clays have an average structural formula of (Si3.83Al0.17)(Al0.43Fe0.49Mg0.84)(Na0.99K0.22Ca0.16)O10(OH)2; octahedral composition varies, with Mg/(Al + Fe) ranging from 0.7 to 2.3. These clay minerals have a complex history of interaction with saline, alkaline water, followed by secondary diagenetic reactions that leached Mg in freshwater paleoenvironments. Lateral variations in whole-rock and clay geochemistry show westward enrichment in Mg, from Mgoct= 0.6–1.6. This is consistent with persistence of saline, alkaline Paleolake Olduvai to the west, and the presence of groundwater wetlands and other freshwater paleoenvironments to the east. Stone artifact mass density also varies systematically across the basal Bed II deposits, ranging from 100.0to 104.3g of artifacts per cubic meter of excavated sediment. Significant correlation is found between clay geochemistry and the density of artifacts excavated from associated archeological trenches (r2= 0.59, p < 0.01). This relationship supports models of hominin land use in which artifact use and discard is concentrated near freshwater paleoenvironments such as wetlands associated with surface and groundwater discharge. Independent paleoenvironmental proxies such as clay geochemistry allow quantitative hypothesis testing to improve our understanding of early hominin behavior and paleoecology.
Timing of glaciation and last glacial maximum paleoclimate estimates from the Fish Lake Plateau, Utah
Authors: Marchetti David W. , Harris M. Scott , Bailey Christopher M. , Cerling Thure E. , Bergman Sarah
Published: October 2010

The High Plateaus of Utah include seven separate mountain ranges that supported glaciers during the Pleistocene. The Fish Lake Plateau, located on the eastern edge of the High Plateaus, preserves evidence of at least two glacial advances. Four cosmogenic 3He exposure ages of boulders in an older moraine range from 79 to 159 ka with a mean age of 129 ± 39 ka and oldest ages of 152 ± 3 and 159 ± 5 ka. These ages suggest deposition during the type Bull Lake glaciation and Marine Oxygen Isotope Stage (MIS) 6. Twenty boulder exposure ages from four different younger moraines indicate a local last glacial maximum (LGM) of ~ 21.1 ka, coincident with the type Pinedale glaciation and MIS 2. Reconstructed Pinedale-age glaciers from the Fish Lake Plateau have equilibrium-line altitudes ranging from 2950 to 3190 m. LGM summer temperature depressions for the Fish Lake Plateau range from −10.7 to −8.2°C, assuming no change in precipitation. Comparison of the Fish Lake summer temperature depressions to a regional dataset suggests that the Fish Lake Plateau may have had a slight increase (~ 1.5× modern) in precipitation during the LGM. A series of submerged ridges in Fish Lake were identified during a bathymetric survey and are likely Bull Lake age moraines.
Clinical comparison of two self‐directed bleaching systems
Authors: Karpinia Katherine , Magnusson Ingvar , Barker Matthew L. , Gerlach Robert W.
Published: October 2010

Purpose This randomized clinical trial compared the clinical efficacy and tolerability of 2 marketed self‐directed vital tooth‐whitening systems.

Materials and Methods Balancing for baseline tooth color, self‐reported coffee/tea use, and age, 57 adult volunteers were randomized to either a whitening strip containing 6% hydrogen peroxide or a tray‐based 10% carbamide peroxide/dentifrice/mouth rinse combination system. Following the manufacturer’ s directions, the strip group bleached twice daily for 30 minutes, whereas the tray group bleached twice daily for 20–30 minutes, preceded by tooth brushing with a whitening dentifrice and followed by mouth rinsing with a whitening solution. Treatment extended for 14 days, with evaluation at day 7 and again at day 14. Whitening response was measured objectively as L*a*b* from standardized digital images of maxillary anterior teeth. Tolerability was assessed by oral examination and subject interview. Efficacy comparisons were made using analysis of covariance, whereas tolerability was compared using the nonparametric Wilcoxon rank‐sum test.

Results Both treatments resulted in statistically significant (P < 0.01) improvements from baseline for all color parameters. For between‐group comparisons, the 6% hydrogen peroxide strips yielded a nearly 3‐fold reduction in yellowness (Δb*), a nearly 2‐fold improvement in lightness (ΔL*), 2.6 times greater redness reduction (Δa*), and a more than 2‐fold change in overall color (ΔE*) compared to the tray‐based combination system. Between‐group comparisons were statistically significant for the all color parameters at both the day 7 and day 14 evaluations (P < 0.001). In general, 7‐day use of the whitening strips provided significantly greater color improvement relative to the combination dentifrice/gel/rinse system at day 14. In addition, the groups differed significantly (P < 0.05) in bleaching tolerability severity‐days, with the strip system demonstrating better overall tolerability compared to the combination system.

Conclusions The single‐step 6% hydrogen peroxide strips demonstrated better overall clinical response, in terms of both tooth‐whitening efficacy and tolerability, than the multiple‐step tray‐based combination system.
Effect of surface‐charged poly(methyl methacrylate) on the adhesion of Candida albicans1
Authors: Park Sang E. , Periathamby Antony Raj , Loza Juan C.
Published: October 2010

Purpose The aim of this study was to investigate the ability of a new surface‐modified denture resin to reduce adhesion of Candida albicans to the denture surface. This material has a negative charge incorporated by copolymerization of methacrylic acid to methyl methacrylate. An in vitro system was designed to assess the adhesion of C. albicans to surface‐charged poly(methyl methacrylate) (PMMA) surfaces.

Materials and Methods Four experimental groups consisted of a control (pure PMMA) and 3 groups of modified PMMA (mPMMA) (95:5, 90:10, and 80:20 MMA: methacrylic acid). Four resin samples (11 × 5 mm) for each experimental group were made to enable the adhesion assay. Resin samples of varying ratios of methacrylic acid were placed in C. albicans suspensions, and the adherent cells were stained with Gram’ s crystal violet. The surface area of adherent C. albicans was examined for the entire sample using the computer image at a magnification of × 25. Percentage of surface area of adherent C. albicans colonies was averaged and compared between the control and each experimental group. Analysis of variance and Bonferroni’ s multiple‐comparisons test were performed on the data.

Results As the ratio of incorporated methacrylic acid to PMMA increased, the surface area of adherent C. albicans decreased. Analysis of data revealed a significant decrease in C. albicans adhesion to the resin blocks (p < 0.0001) when the methacrylic acid was present at 10% of the PMMA. There also existed a correlation between the surface area of adherent C. albicans and the contact angle measurement as the ratio of methacrylic acid changed. Surface contact angle analysis of resin surfaces revealed that as the amount of methacrylic acid increased, the surface energy of the resins increased.

Conclusions The present results support the role of electrostatic interaction in adhesion, and introduce an effective method of reducing adhesion of C. albicans to PMMA surfaces through modification of the surface charge of polymeric biomaterials.
Current concepts and techniques in complete denture final impression procedures
Authors: Petropoulos Vicki C. , Rashedi Behnoush
Published: October 2010

Purpose In 2001, a survey of U.S. dental schools was conducted to determine which concepts, techniques and materials are currently prevalent in the teaching of final impression procedures for complete dentures in the predoctoral clinical curriculum.

Materials and Methods The questionnaire was mailed to the chairperson of the prosthodontic/restorative departments of 54 U.S. dental schools. Of these, 44 schools returned the completed survey resulting in a response rate of 82%.

Results Results from this survey show that the majority of schools (71%) teach the selective‐pressure technique for final impression making; the majority of the schools (64%) use modeling plastic impression compound for border molding the final impression tray; 39% of the schools do not place vent holes in the final impression tray, 30% of schools place more than one hole and 27% place one hole only; the majority of the schools (98%) are using custom trays for final impressions. Ninety‐eight percent of the schools are border molding the custom tray and 70% of schools are using a visible light‐cured (VLC) composite resin material to make the trays. Thirty‐six percent of the schools are teaching the Boucher impression technique and 34% are teaching the modified Boucher impression technique.

Conclusions Predoctoral clinical complete denture educational programs agree on many aspects of final impression making, however, there is variability in their teachings regarding the impression philosophy and the materials used.
Hearing and ossicular chain preservation in cholesteatoma surgery
Authors: Obholzer R , Ahmed J , Warburton F , Wareing M J
Published: October 2010

Objective:

To assess the hearing changes associated with sacrificing an intact ossicular chain during cholesteatoma surgery.

Methods:

We reviewed the operation notes of surgical procedures performed by the senior author between October 2000 and April 2006. Thirty-three cases were identified in which cholesteatoma surgery had been performed in the presence of a mobile, intact ossicular chain. One set of case notes was missing; therefore, 32 cases were included in the analysis. The ossicular chain was preserved in 17 cases (14 males and three females) and sacrificed in 15 (eight males and seven females).

Results:

At the first post-operative assessment, a median air–bone gap deterioration of 3.3 dB was seen in patients in whom the ossicular chain had been sacrificed, while a median air–bone gap improvement of 3.3 dB was seen in those in whom the chain had been preserved. However, multivariable logistic regression analysis suggested that this difference in hearing outcomes was due to pre-operative hearing status, and that preservation of the ossicular chain did not lead to a better outcome.

Conclusions:

In cholesteatoma surgery, there is at most a marginal benefit in preserving the ossicular chain. In the current study, the better hearing outcomes associated with preservation of the ossicular chain were accounted for by patients' better pre-operative hearing status. This study did not demonstrate a difference in residual disease rate, but was underpowered to do so.
Population structure of nurse sharks, Ginglymostoma cirratum (Orectolobiformes), caught off Ceará State, Brazil, south-western Equatorial Atlantic
Authors: Santander-Neto Jones , Shinozaki-Mendes Renata A. , Silveira Leonardo M. , Jucá-Queiroz Bruno , Furtado-Neto Manuel A.A. , Faria Vicente V.
Published: October 2010

The nurse shark, Ginglymostoma cirratum, is considered an endangered species in Brazil and its capture by fisheries forbidden. Despite such legislation, nurse sharks continue to be caught as these laws are unenforced and fisheries are not monitored. The goal of the present study was to describe the population structure of nurse sharks caught off Ceará State, north-eastern Brazil, based on the following aspects: abundance and size, sex-ratio, fisheries incidence and seasonality of captures. Landings were monitored weekly during a two-year period. A total of 189 specimens were recorded. Total length (TL) varied between 73 and 274 cm. The male–female ratio did not differ significantly (1.19♀:1♂). TL of individuals landed as carcasses was estimated based on interdorsal length. The following equation was obtained for males and females: TL = 12.606ID + 14.24 (R2 = 0.9505). Most of the landed sharks were juveniles (86.2%). No seasonal pattern of abundance and TL variation was observed. Management of this fishery is required in order to prevent localized over-fishing of nurse sharks.
Presence of Dosidicus gigas paralarvae (Cephalopoda: Ommastrephidae) in the central Gulf of California, Mexico related to oceanographic conditions
Authors: Camarillo-Coop Susana , Salinas-Zavala César A. , Manzano-Sarabia Marlenne , Aragón-Noriega Eugenio Alberto
Published: October 2010

The jumbo squid Dosidicus gigas is the only ommastrephid commercially caught in Mexico. Despite the economic and ecological importance of this species, little is known about its early life stages. The relationship between the presence of paralarvae and mesoscale oceanic features was investigated for the first time in the central Gulf of California, Mexico in February, April, June and September of 2008. A total of 86 paralarvae were found only in June and September (summer season), in the well-stratified column water where the thermocline was evident and warm sea surface waters (27.7° to 29.4°C) dominated. The greatest abundance of D. gigas paralarvae was observed within 2.23 to 3.48 km of the main front. The mantle length of the smallest paralarvae corresponded with the mantle length at hatching. The San Pedro Mártir Island–Santa Rosalia transect and Santa Rosalia–Guaymas transect were determined as the main hatching localities in June and September respectively. The number of paralarvae found in this study contrast with the potential fecundity of mature females which are found throughout the year.
Small-scale effect of intertidal seagrass (Zostera muelleri) on meiofaunal abundance, biomass, and nematode community structure
Authors: Leduc Daniel , Probert P. Keith
Published: October 2010

Seagrass beds are common features of coastal ecosystems worldwide, and their associated infauna are often more productive and diverse than in unvegetated habitats. Little is known, however, about the ecology of meiofaunal communities living in seagrass sediments. We compared the abundance and biomass of sediment meiofauna inside and outside an intertidalZostera muelleribed in southern New Zealand to assess the impact of seagrass cover on meiofaunal distribution. Nematode community structure, diversity, and feeding groups were also compared between habitats and sediment depths (0–2, 2–5 and 5–10 cm) to evaluate the effect of seagrass on nematode communities. Meiofaunal biomass was significantly higher inside than outside theZ. muelleribed, but secondary productivity inside the bed is likely to have been limited by the availability of labile organic matter. There were significant differences in nematode community structure between unvegetated, sparsely vegetated, and densely vegetated sites (102 m scale), as well as between sediment depths (cm scale). No significant differences were found in depth-integrated (0–10 cm) nematode diversity between sites, but vertical gradients in diversity differed between vegetated and unvegetated sites. Epistrate feeders were the most common feeding group in unvegetated sediments whereas most feeding groups were common inside the seagrass bed. Findings from this study indicate that seagrass beds can have a marked impact on infaunal structure and function over small spatial scales through their effect on sediment characteristics and organic matter input. Some unexpected trends observed in the present study, i.e. low meiofaunal biomass at the vegetated sites, and lower abundance of copepods inside than outside the seagrass bed, suggest that the nature of seagrass–invertebrate interactions may depend on habitat characteristics and the identity and ecology of species considered.
E. M. FORSTER'SBILLY BUDDAND THE COLLABORATIVE WORK OF OPERA
Authors: Arjomand Minou
Published: October 2010

On 9 January 1964, the 86-year-old E. M. Forster took a curtain call at the Covent Garden revival ofBilly Buddalongside his colibrettist, Eric Crozier. TheTimesreview of the event neglected to mention either of the librettists, prompting Forster to write:

Dear Sir,

I have read with interest and approval your article onAn Opera of Good and Evilin this morning'sTimes, but wish you could have managed to squeeze in a reference to Eric Crozier and myself. We did the Libretto. We worked on it in Britten's house for several weeks. We might reasonably be credited with having helped to interpret his intentions and his conception of Melville's intentions.

Yours faithfully,

E. M. Forster
A NEST OF NIGHTINGALES: CUZZONI AND SENESINO AT HANDEL'S ROYAL ACADEMY OF MUSIC
Authors: Wier Claudia Rene
Published: October 2010

Italian prima donna Francesca Cuzzoni (ca. 1698–1770) was the first internationally recognized virtuosa to sing high soprano women's roles. Although her work served as a model to the female performers who followed, no in-depth critical study has been written about her groundbreaking career on the opera stage of the Royal Academy of Music in London, where she was the celebrated prima donna from 1723 to 1728. During her tenure, the Royal Academy became one of the most important opera companies in Europe, rivaling those of the Viennese court, the Paris Opera, and the Italian opera houses of Naples and Venice. Her arrival on the London stage signaled a shift in the ways composers set roles in relationship to vocal categories and gender. In particular, Cuzzoni's superior virtuosic vocal abilities influenced and inspired German George Friedrich Handel's (1685–1759) compositional style and his musical treatment of dramatic elements.
“MR. METROPOLITAN OPERA”: FRANCIS ROBINSON AND THE FRANCIS ROBINSON COLLECTION OF THEATRE, MUSIC, AND DANCE
Authors: Couch Nena
Published: October 2010

Francis Robinson (1910–80; Figure 1) fell in love with opera the day that a lady wearing a tailored suit, pince-nez, and a bird hat came from the Victor Company to his school to demonstrate the Victrola. That was the day he first heard Enrico Caruso sing. Later, still a schoolboy and never having heard the tenor in person, Robinson mourned Caruso's death. The beauty and magnificence of opera entranced him, and the celebrity of opera personalities intrigued him. He found his dream home in the Metropolitan Opera. The correspondence, photographs, clippings, programs, memorabilia, and other materials that he received, wrote, and collected during his many decades with the Met reside at Vanderbilt University Special Collections and provide a rich resource for opera scholars.
WHAT ARE YOU READING?
Authors: Milhous Judith
Published: October 2010

What might one read for an opera course? I teach an occasional survey that looks at opera in the context of theatre. It is intended to demystify opera for those who have no experience of it but also to explore some nooks and crannies that even fans might not know well. The general layout is chronological, but local production schedules may mean that we start out of order or that there are interruptions. My concern is that students be somewhat prepared when they go to see an opera on the syllabus. Rather than choose warhorses for their own sake, I seek out pieces that offer historical, political, or aesthetic choices that are surprising to many students. Thus, with John Adams's Nixon in China, we also read three plays about Madame Mao. With the intermezzi presented as part of the Medici wedding festivities of 1598, we read one of the plays the intermezzi graced, Bargagli's La pellegrina; for the production process, we read excerpts from James M. Saslow's wonderful 1996 book about the wedding, and so on. I change the overall content to accommodate available productions and to keep the course interesting for me and (I hope) for students. Since I keep an eye out for books that might be useful, this essay combines things I have actually read with things I will consider for the syllabus the next time I teach it.
Community-dwelling older adults' contextual experiencing of humour
Authors: DAMIANAKIS THECLA , MARZIALI ELSA
Published: October 2010

The purpose of this exploratory study was to examine the contextual experiencing of humour by community-dwelling older adults. Data for this study consisted of audio-recorded, transcribed interviews with 20 older adults who had participated in a larger study of a number of dimensions associated with the process of ageing. Qualitative coding of the interview content was used to extract salient themes that identified types of humour experienced in different life contexts. The analysis of older adults' narratives about their day-to-day lives yielded four types of experienced humour: affiliative, self-enhancing, self-defeating, and authentic. Within an inter-personal context, expressing and appreciating humour contributed to sustaining positive social connections. The use of authentic humour and being able to laugh at one's self and life's uncontrollable circumstances appeared to support a positive sense of self and was adaptive for coping with the inevitable losses that accompany the ageing process, such as declining health status. The results of this study suggest that humour expression and appreciation may play an important role in managing the ageing process in ways that are adaptive especially in inter-personal contexts. Possibly health-care providers in both community and institutional settings need to be made aware of the benefits for older adults of experiencing humour in different life contexts.
On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation
Authors: Hillier Grant H.
Published: October 2010

Starting from the conditional density of the instrumental variable (IV) estimator given the right-hand-side endogenous variables, we provide an alternative derivation of Phillips' result on the joint density of the IV estimator for the endogenous coefficients, and derive an expression for the marginal density of a linear combination of these coefficients. In addition, we extend Phillips' approximation to the joint density to 0(T−2,) and show how this result can be used to improve the approximation to the marginal density. Explicit formulae are given for the special case of no simultaneity, and the case of an equation with just three endogenous variables. The classical assumptions of independent normal reduced-form errors are employed throughout.
A Unified Theory of Consistent Estimation for Parametric Models
Authors: Bates Charles , White Halbert
Published: October 2010

We present a general theory of consistent estimation for possibly misspecified parametric models based on recent results of Domowitz and White. This theory extends the unification of Burguete, Gallant, and Souza by allowing for heterogeneous, time-dependent data and dynamic models. The theory is applied to yield consistency results for quasi-maximum-likelihood and method of moments estimators. Of particular interest is a new generalized rank condition for identifiability.
On Differentiating Eigenvalues and Eigenvectors
Authors: Magnus Jan R.
Published: October 2010

Let X0 be a square matrix (complex or otherwise) and u0 a (normalized) eigenvector associated with an eigenvalue λo of X0, so that the triple (X0, u0, λ0) satisfies the equations Xu = λu, . We investigate the conditions under which unique differentiable functions λ(X) and u(X) exist in a neighborhood of X0 satisfying λ(X0) = λO, u(X0) = u0, Xu = λu, and . We obtain the first and second derivatives of λ(X) and the first derivative of u(X). Two alternative expressions for the first derivative of λ(X) are also presented.
A Theory of Serial Correlation of Stochastic Taste Changers in Direct Utility Functions
Authors: Basmann Robert L.
Published: October 2010

Methods of maximum-likelihood search (eg., Hildreth-Lu) for single equations models with autocorrelated disturbances are not easily extended to the multi-equation systems encountered in econometric studies of consumer demand. The obstacle is the large dimension of the space of independent serial correlation coefficients to be partitioned and searched. This paper treats stochastic disturbance vectors in demand/expenditure systems as functions of random disturbances in consumer utility functions. It specifies marginal utilities to be products of a systematic function and a nonnegative random disturbance. Under this specification, three hypotheses that readily come to mind in the context of consumer theory drastically reduce the number of independent elements of serial covariance matrices. This in turn makes practicable the extension of maximum-likelihood search methods in the estimation of parameters of large demand systems.
A Point Optimal Test for Moving Average Regression Disturbances
Authors: King Maxwell L.
Published: October 2010

This paper reconsiders King's [12] locally optimal test procedure for first-order moving average disturbances in the linear regression model. It recommends two tests, one for problems involving positively correlated disturbances and one for negatively correlated disturbances. Both tests are most powerful invariant at a point in the alternative hypothesis parameter space that is determined by a function involving the sample size and the number of regressors. Selected bounds for the tests' significance points are tabulated and an empirical comparison of powers demonstrates the overall superiority of the new test for positively correlated moving average disturbances.
Edgeworth Expansion for the OLS Estimator in a Time Series Regression Model
Authors: Maekawa Koichi
Published: October 2010

In this paper we consider the situation in which ordinary least squares (OLS) is used to estimate an ARMA (1,1) model with one exogenous variable. Applying Edgeworth expansion techniques, we examine the misspecification errors and the approximate distributions of the OLS estimator. Extensive numerical studies were performed and selected results are shown graphically. In addition, a technical device is developed to calculate the Edgeworth coefficients.
A General Approach to Serial Correlation
Authors: Gourieroux C. , Monfort A. , Trognon A.
Published: October 2010

In this paper the testing and estimation problems are discussed in the case of serial correlation. Various models are particular cases of the general framework considered: the nonlinear simultaneous equations models, the probit models, the tobit models, the disequilibrium models, the frontier models, etc. In this context, it is shown that the score test can be written explicitly and that the statistic obtained is a generalization of that of Durbin and Watson; moreover, the maximum likelihood estimation procedure is shown to be robust with respect to serial correlation.
Unbiasedness of Predictions from Etimated Vector Autoregressions
Authors: Dufour Jean-Marie
Published: October 2010

Forecasts from a univariate autoregressive model estimated by OLS are unbiased, irrespective of whether the model fitted has the correct order; this property only requires symmetry of the distribution of the innovations. In this paper, this result is generalized to vector autoregressions and a wide class of multivariate stochastic processes (which include Gaussian stationary multivariate stochastic processes) is described for which unbiasedness of predictions holds: specifically, if a vector autoregression of arbitrary finite order is fitted to a sample from any process in this class, the fitted model will produce unbiased forecasts, in the sense that the prediction errors have distributions symmetric about zero. Different numbers of lags may be used for each variable in each autoregression and variables may even be missing, without unbiasedness being affected. This property is exact in finite samples. Similarly, the residuals from the same autoregressions have distributions symmetric about zero.
Hypothesis Testing in Demand Systems: Some Examples of Size Corrections Using Edgeworth Approximations
Authors: Byron Ray , Rosalsky Mercedes C.
Published: October 2010

A size correction to adjust the critical values of asymptotic χ2 tests in a SUR context has been developed by Rothenberg and verified by Phillips. The adjustment centers the distribution of the observed test statistic so that it coincides more closely with its hypothetical distribution. The correction itself is an approximation to O(T−1), and while the adjustment should be superior to the asymptotic test (no adjustment) in small-sample situations, its performance can be expected to deteriorate as the sample size decreases. The Edgeworth corrections, using formulas provided by Phillips, are calculated for the Wald, likelihood ratio, and Lagrange multiplier tests in the context of symmetry testing in demand analysis using the Laitinen–Meisner simulated data set. The sample consists of 31 observations and the corrections were “adequate to useful” in the context of 5, 8, and 11 equations. However, in the extreme case of 14 equations the corrections typically only took up 60% of the adjustment required. The computational cost of calculating the Edgeworth correction for large SUR systems with a large number of restrictions also turns out to be quite heavy. The conclusion reached is that while Edgeworth corrections are not totally satisfactory, they are easy to include in a program and provide a useful critical value correction.
Comparing Single-Equation Estimators in a Simultaneous Equation System
Authors: Anderson T. W. , Kunitomo Naoto , Morimune Kimio
Published: October 2010

Comparisons of estimators are made on the basis of their mean squared errors and their concentrations of probability computed by means of asymptotic expansions of their distributions when the disturbance variance tends to zero and alternatively when the sample size increases indefinitely. The estimators include k-class estimators (limited information maximum likelihood, two-stage least squares, and ordinary least squares) and linear combinations of them as well as modifications of the limited information maximum likelihood estimator and several Bayes' estimators. Many inequalities between the asymptotic mean squared errors and concentrations of probability are given. Among medianunbiasedestimators, the limited information maximum likelihood estimator dominates the median-unbiased fixed k-class estimator.
Aproximate Distributions of the Periodogram and Related Statistics under Normality
Authors: Nabeya Seiji , Tanaka Katsuto
Published: October 2010

Under normality, we obtain higher-order approximations to the distributions of the periodogram and related statistics. Our approach is based on the theorem which decomposes the periodogram into the sum of two independent random variables. It is seen that this decomposition enables us to study fairly closely the higher-order properties of not only the periodogram, but also periodogram-based statistics such as the estimators of the spectrum and prediction error variance. Some of the approximation results are graphically presented together with the exact results based on simulations.
Asymptotic Theory for ARCH Models: Estimation and Testing
Authors: Weiss Andrew A.
Published: October 2010

In the context of a linear dynamic model with moving average errors, we consider a heteroscedastic model which represents an extension of the ARCH model introduced by Engle [4]. We discuss the properties of maximum likelihood and least squares estimates of the parameters of both the regression and ARCH equations, and also the properties of various tests of the model that are available. We do not assume that the errors are normally distributed.
Comment on a Paper by Singh and Ullah
Authors: Robinson P. M.
Published: October 2010

It is shown that the words ‘far weaker’ used four times by Singh and Ullafa [4] in describing their mixing condition in relation to ones of Robinson [1] for establishing the central limit theorem for nonparametric estimators, should in each case be replaced by theword ‘stronger,’ Singh and Ullah's [4] condition being equivalent to complete independence across time.
Strong Consistency of Regression Quantiles and Related Empirical Processes
Authors: Bassett Gilbert W. , Koenker Roger W.
Published: October 2010

The strong consistency of regression quantile statistics (Koenker and Bassett [4]) in linear models with iid errors is established. Mild regularity conditions on the regression design sequence and the error distribution are required. Strong consistency of the associated empirical quantile process (introduced in Bassett and Koenker [1]) is also established under analogous conditions. However, for the proposed estimate of the conditional distribution function of Y, no regularity conditions on the error distribution are required for uniform strong convergence, thus establishing a Glivenko-Cantelli-type theorem for this estimator.
Time Series Analysis in Pooled Cross-Sections
Authors: Beggs John J.
Published: October 2010

This article proposes the use of spectral methods to pool cross-sectional replications (N) of time series data (T) for time series analysis. Spectral representations readily suggest a weighting scheme to pool the data. The asymptotically desirable properties of the resulting estimators seem to translate satisfactorily into samples as small asT= 25 withN= 5. Simulation results, Monte Carlo results, and an empirical example help confirm this finding. The article concludes that there are many empirical situations where spectral methods canbe used where they were previously eschewed.
An Approximation to the Null Distribution of the Durbin-Watson Statistic in Models Containing Lagged Dependent Variables
Authors: Inder Brett
Published: October 2010

We consider testing for autoregressive disturbances in the linear regression model with a lagged dependent variable. An approximation to the null distribution of the Durbin—Watson statistic is developed using small-disturbance asymptotics, and is used to obtain test critical values. We also obtain nonsimilar critical values for the Durbin—Watson and Durbin'shandttests. Monte Carlo results are reported comparing the performances of the tests under the null and alternative hypotheses. The Durbin–Watson test is found to be more powerful and to perform more consistently than either of Durbin's tests under Ho.
Pooling Under Misspecification: Some Monte Carlo Evidence on the Kmenta and the Error Components Techniques
Authors: Baltagi Badi H.
Published: October 2010

Two different methods for pooling time series of cross section data are used by economists. The first method, described by Kmenta, is based on the idea that pooled time series of cross sections are plagued with both heteroskedasticity and serial correlation.The second method, made popular by Balestra and Nerlove, is based on the error components procedure where the disturbance term is decomposed into a cross-section effect, a time-period effect, and a remainder.Although these two techniques can be easily implemented, they differ in the assumptions imposed on the disturbances and lead to different estimators of the regression coefficients. Not knowing what the true data generating process is, this article compares the performance of these two pooling techniques under two simple setting. The first is when the true disturbances have an error components structure and the second is where they are heteroskedastic and time-wise autocorrelated.

First, the strengths and weaknesses of the two techniques are discussed. Next, the loss from applying the wrong estimator is evaluated by means of Monte Carlo experiments. Finally, a Bartletfs test for homoskedasticity and the generalized Durbin-Watson test for serial correlation are recommended for distinguishing between the two error structures underlying the two pooling techniques.
Comment
Authors: Ploberger W. , Deistler M. , Rissanen J. , Sims Christopher A.
Published: October 2010

Professor Bierens' approach is definitely original and interesting. We think it might become important, in particular, for testing correct specification of models (even nonlinear) in the time series context. For example, his test in Section 6 is (to our knowledge) the first test of correct specification of a model which is consistent against all stationary alternatives. Usually, specification tests checking the structure of dependence are only designed to test against a finite-dimensional alternative. The critical points we make below should be seen in the light of our above statements.
Asymptotic Distribution of the Moving Average Coefficients of an Estimated Vector Autoregressive Process
Authors: Lütkepohl Helmut
Published: October 2010

The coefficients of the moving average (MA) representation of a vector autoregressive (VAR) process are the dynamic multipliers of the system. These quantities are often used to analyze the relationships between the variables involved. Assuming that the actual data generation process is stationary and has a VAR representation of unknown and possibly infinite order, the asymptotic distribution of the MA coefficients is derived. A computationally simple formula for the asymptotic co variance matrix is obtained.
On Point-Optimal Cox Tests
Authors: Dastoor Naorayex K. , Fisher Gordon
Published: October 2010

This paper is concerned with the general problem of testing one form of covariance structure against another in a normal linear regression. It is shown that all the point-optimal tests recently proposed by King and his associates can be interpreted as special cases of a Cox test for non-nested hypotheses. This provides a synthesis of a whole range of point-optimal tests as well as demonstrating that King and his associates have exposed a class of Cox tests which have an exact distribution.
Approximate Distributions and Power of Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations
Authors: Kunitomo Naoto
Published: October 2010

We derive asymptotic expansions of the distributions of test statistics for over-identifying restrictions in a system of simultaneous equations under the null and the non-null hypotheses. We investigate the effects of the normality assumption for disturbances on the test statistics based on their asymptotic expansions. We also study the power functions of test statistics based on their asymptotic expansions. After modifying their critical regions to the same significance level, the power function of Basmann's statistic is larger than that of the likelihood ratio test when the variance of disturbances is sufficiently small. However, the difference in powers of the two test statistics disappears as the sample size grows larger.
A Variance Comparison of OLS and Feasible GLS Estimators
Authors: Grubb David , Magee Lonnie
Published: October 2010

Second-order approximations to the variances of OLS and GLS estimators are compared when the covariance matrix is locally nonscalar. Using a result of Rothenberg, the comparison of OLS and GLS variances is shown to be asymptotically equivalent to a weighted mean square error comparison of the error covariance parameter estimators used in those two procedures. When there is only one covariance parameter, this comparison depends only on the noncentrality parameter of a classical hypothesis test for a scalar covariance matrix.
Some Power Comparisons of Joint and Paired Tests for Nonnested Models under Local Hypotheses
Authors: Dastoor Naorayex K. , McAleer Michael
Published: October 2010

This paper compares the asymptotic local power properties of some tests of a null model against a single nonnested alternative and against multiple nonnested alternatives, denoted hereafter as paired and joint tests, respectively. It is demonstrated that the ranking of tests on the basis of asymptotic local powers depends on the choice of local hypothesis. When a local null hypothesis is employed, it is not possible to rank the Wald and Cox-type paired or joint tests. However, when the local hypothesis is specified with reference to one of the alternative models under consideration, a ranking of different test procedures becomes possible. Under a local alternative hypothesis, it is shown that the paired Wald test will never have greater asymptotic local power than a paired Cox-type test.
Interviewed by Nicholas M. Kiefer
Authors: Goldberger Arthur S.
Published: October 2010

Econometrics as practiced by Arthur (Art) Goldberger demonstrates extraordinary sensitivity to issues of measurement and model specification, and unusual care and caution in interpretation of results, as well as a thorough and comprehensive mastery of econometric theory. His landmark 1964 book,Econometric Theory, set a new standard of rigor in econometrics, and at the same time treated the important problems posed by limited and qualitative dependent variables years before any other text. Art Goldberger's work ranges from early contributions to macro modeling through demand analysis, multivariate modeling with latent variables, and models for sample selectivity, to his highly regarded work on important social issues of heritability of IQ, effectiveness of public versus private schools, and measurement of salary discrimination. Goldberger's influential work, especially on modeling latent or unobservable variables, is widely known and applied in sociology and psychology as well as in economics. Art has been at Wisconsin for many years, and this association is an important reason for Wisconsin's continuing reputation as a leading center for quantitative social sciences.

The quality and influence of Art Goldberger's work has earned him many professional honors. He is a Fellow of the Econometric Society, the American Statistical Association, the American Academy of Arts and Sciences, and the American Association for the Advancement of Science, and has twice been a Guggenheim Fellow. He is a Distinguished Fellow of the American Economic Association and a member of the National Academy of Sciences. Art gave the Woytinsky Lecture at the University of Michigan in 1985.

This interview took place on May 5 in Art Goldberger's office overlooking Lake Mendota. Art's remarks cover a wide range of topics, and I hope they are of interest to social scientists generally as well as to econometricians.
Partially Identified Econometric Models
Authors: Phillips P.C.B.
Published: October 2010

This paper studies a class of models where full identification is not necessarily assumed. We term such models partially identified. It is argued that partially identified systems are of practical importance since empirical investigators frequently proceed under conditions that are best described as apparent identification. One objective of the paper is to explore the properties of conventional statistical procedures in the context of identification failure. Our analysis concentrates on two major types of partially identified model: the classic simultaneous equations model under rank condition failures; and time series spurious regressions. Both types serve to illustrate the extensions that are needed to conventional asymptotic theory if the theory is to accommodate partially identified systems. In many of the cases studied, the limit distributions fall within the class of compound normal distributions. They are simply represented as covariance matrix or scalar mixtures of normals. This includes time series spurious regressions, where representations in terms of functionals of vector Brownian motion are more conventional in recent research following earlier work by the author.
The Calculation of the Limiting Distribution of the Least-Squares Estimator in a Near-Integrated Model
Authors: Perron Pierre
Published: October 2010

We tabulate the limiting cumulative distribution and probability density functions of the least-squares estimator in a first-order autoregressive regression when the true model is near-integrated in the sense of Phillips. The results are obtained using an exact numerical method which integrates the appropriate limiting moment generating function. The adequacy of the approximation is examined for various first-order autoregressive processes with a root close to unity.
Testing for Unit Roots in Time Series Data
Authors: Pantula Sastry G.
Published: October 2010

LetYtsatisfy the stochastic difference equationfort= 1,2,…, whereetare independent and identically distributed random variables with mean zero and variance σ2and the initial conditions (Y−p+1,…,Y0) are fixed constants. It is assumed that the process is invertible and that the true, but unknown, rootsm1,m2,…,mpofsatisfy the hypothesisHd:m1= … =md= 1 and |mj| < 1 forj=d+ 1,…,p. We present a reparameterization of the model forYtthat is convenient for testing the hypothesisHd. We consider the asymptotic properties of (i) a likelihood ratio type “F-statistic” for testing the hypothesisHd, (ii) a likelihood ratio typet-statistic for testing the hypothesisHdagainst the alternativeHd−1. Using these asymptotic results, we obtain two sequential testing procedures that are asymptotically consistent.
Asymptotic Properties of the Maximum-Likelihood and Nonlinear Least-Squares Estimators for Noninvertible Moving Average Models
Authors: Tanaka Katsuto , Satchell S.E.
Published: October 2010

Dealing with noninvertible, infinite-order moving average (MA) models, we study the asymptotic properties of an estimator of the noninvertible coefficient. The estimator is constructed acting as if the data were generated from a Gaussian MA process. Allowing for two cases on the initial values of the error process, we first discuss the condition for the existence of a consistent estimator. We then compute the probability of the estimator occurring at the boundary of the invertibility region. Some approximations are also suggested to the limiting distribution of the normalized estimator.
On the First-Order Autoregressive Process with Infinite Variance
Authors: Chan Ngai Hang , Tran Lanh Tat
Published: October 2010

For a first-order autoregressive process Yt = βYt−1 + ∈t where the ∈t'S are i.i.d. and belong to the domain of attraction of a stable law, the strong consistency of the ordinary least-squares estimator bn of β is obtained for β = 1, and the limiting distribution of bn is established as a functional of a Lévy process. Generalizations to seasonal difference models are also considered. These results are useful in testing for the presence of unit roots when the ∈t'S are heavy-tailed.
Testing for Consistency using Artificial Regressions
Authors: Davidson Russell , MacKinnon James G.
Published: October 2010

We consider several issues related to Durbin-Wu-Hausman tests; that is, tests based on the comparison of two sets of parameter estimates. We first review a number of results about these tests in linear regression models, discuss what determines their power, and propose a simple way to improve power in certain cases. We then show how in a general nonlinear setting they may be computed as “score” tests by means of slightly modified versions of any artificial linear regression that can be used to calculate Lagrange multiplier tests, and explore some of the implications of this result. In particular, we show how to create a variant of the information matrix test that tests for parameter consistency. We examine the conventional information matrix test and our new version in the context of binary-choice models, and provide a simple way to compute both tests using artificial regressions.
A Representation of Vector Autoregressive Processes Integrated of Order 2
Authors: Johansen Søren
Published: October 2010

We investigate vector autoregressive processes and find the condition under which the processes areI(2). A representation theorem forsuch processes is proved and the interpretation of the AR model as an error correction model is discussed.