bluuebunny/crossref_metadata_2025 huggingface dataset:
A version of smooth K-theory adapted to the total Chern class
Authors: Berthomieu Alain
Published: October 2010

A new model of smooth K0-theory ([5] [1]) is constructed, with the help of the total Chern class (contrary to the theories considered in ]1], [5], [12] and [13] which use the Chern character). The correspondence with the earlier model [1] is obtained by adapting, at the level of transgression forms, the usual formulae which express the Chern character in terms of the Chern classes and vice versa.

The advantage of this new model is that it allows constructing Chern classes with values in integral Chern-Simons characters in a natural way: this construction answers a question asked by U. Bunke [4].
Bounds on Rayleigh–Bénard convection with imperfectly conducting plates
Authors: WITTENBERG RALF W.
Published: October 2010

We investigate the influence of the thermal properties of the boundaries in turbulent Rayleigh–Bénard convection on analytical upper bounds on convective heat transport. We model imperfectly conducting bounding plates in two ways: using idealized mixed thermal boundary conditions (BCs) of constant Biot number η, continuously interpolating between the previously studied fixed temperature (η = 0) and fixed flux (η = ∞) cases; and by explicitly coupling the evolution equations in the fluid in the Boussinesq approximation through temperature and flux continuity to identical upper and lower conducting plates. In both cases, we systematically formulate a bounding principle and obtain explicit upper bounds on the Nusselt numberNuin terms of the usual Rayleigh numberRameasuring the average temperature drop across the fluid layer, using the ‘background method’ developed by Doering and Constantin. In the presence of plates, we find that the bounds depend on σ =d/λ, wheredis the ratio of plate to fluid thickness and λ is the conductivity ratio, and that the bounding problem may be mapped onto that for Biot number η = σ. In particular, for each σ > 0, for sufficiently largeRa(depending on σ) we show thatNu≤c(σ)R1/3≤CRa1/2, whereCis a σ-independent constant, and where the control parameterRis a Rayleigh number defined in terms of the full temperature drop across the entire plate–fluid–plate system. In theRa→ ∞ limit, the usual fixed temperature assumption is a singular limit of the general bounding problem, while fixed flux conditions appear to be most relevant to the asymptoticNu–Rascaling even for highly conducting plates.
Rigid endoscopic evaluation of conventional curettage adenoidectomy
Authors: Regmi D , Mathur N N , Bhattarai M
Published: October 2010

Objectives:

To evaluate the results of conventional adenoidectomy, using rigid endoscopy of the nasopharynx, and to establish the role of such evaluation in facilitating complete adenoid removal via the curettage technique.

Design:

Descriptive rigid endoscopic evaluation of the nasopharynx before and after adenoid curettage, and following subsequent endoscopy-assisted adenoidectomy.

Setting:

Tertiary referral centre.

Patients:

Forty-one consecutive children with symptomatic adenoid hypertrophy scheduled to undergo adenoidectomy.

Results:

Rigid endoscopic evaluation indicated that conventional curettage, used alone, failed to completely remove adenoid tissue from the superomedial choanae and anterior vault in all cases; incomplete removal was also seen in other parts of the choanae (in 67.2 per cent of patients), the eustachian tube opening (63 per cent), the nasopharyngeal roof (61.78 per cent) and the fossa of Rosenmuller (61 per cent). Subsequent rigid endoscopy-assisted adenoidectomy successfully removed the residual adenoid tissue from all nasopharyngeal sites, except the eustachian tube opening in two cases.

Conclusion:

Conventional curettage adenoidectomy misses a substantial amount of adenoid tissue. Rigid endoscopy-assisted adenoidectomy improves this result by enabling localisation of any residual adenoid tissue.
Ear injuries sustained by British service personnel subjected to blast trauma
Authors: Breeze J , Cooper H , Pearson C R , Henney S , Reid A
Published: October 2010

Objectives:

To describe the pattern of ear injuries sustained by all British servicemen serving in Iraq and Afghanistan between 2006 and 2009; to identify all servicemen evacuated to the Royal Centre for Defence Medicine following blast injury; to ascertain how many underwent otological assessment; and to calculate the incidence of hearing loss.

Design and setting:

A retrospective analysis of data obtained from the Joint Theatre Trauma Registry and the Defence Analytical and Statistics Agency, together with audiometry records from the University Hospitals Birmingham National Health Service Trust.

Results:

Ear damage was present in 5 per cent of all British servicemen sustaining battle injuries. Tympanic membrane rupture occurred in 8 per cent of personnel evacuated with blast injuries. In 2006, 1 per cent of servicemen sustaining blast injury underwent audiography; this figure rose to 13 per cent in 2009. Fifty-three per cent of these audiograms were abnormal.

Conclusion:

The incidence of tympanic membrane rupture was higher than that found in previous conflicts. Otological assessment prior to and following military deployment is required to determine the incidence of ear injury amongst British servicemen following blast trauma.
Spatial variability in diet, condition and growth of juvenile plaice (Pleuronectes platessa) at sandy beach nursery grounds on the south-west coast of Ireland
Authors: De Raedemaecker F. , Keating J. , Brophy D. , O'Connor I. , Mc Grath D.
Published: October 2010

Characterization of suitable habitat for settlement of juvenile flatfish is important for the management of nursery areas. Food availability is one important determinant of habitat quality that can affect the condition and growth, and thus survival, of flatfish. Spatial and temporal variation in diet has been widely studied for several species of flatfish. However, levels of intraspecific variation in diet at small spatial scales are relatively unknown, with most studies focusing only on large scale variability. This study investigates how diet, growth and condition of juvenile plaice, Pleuronectes platessa, varies over two spatial scales (10s of kilometres and 100s of metres). Juvenile plaice were collected from three beaches and from three replicate hauls on each beach using a beach seine in September 2007 and 2008. Gut content analyses of 108 juvenile plaice within the size-range of 70–90 mm were carried out. Diet composition in plaice guts differed among beaches and hauls suggesting that food abundance and availability differed at both spatial scales. A significant positive correlation was observed between a morphological condition index and the prey diversity in the gut. This suggests that fish which specialize on a limited number of prey items (perhaps due to a greater abundance of certain prey) may do better than fish which feed on a wide range of prey types. Significant differences in condition were observed between hauls and between beaches, while recent and total otolith growth varied between beaches but not between hauls. The results highlight the importance of considering small scale variation when attempting to link habitat quality to feeding, growth and condition of juvenile flatfish.
Feeding habits of the Rio skate, Rioraja agassizi (Chondrichthyes: Rajidae), from off Uruguay and north Argentina
Authors: Barbini Santiago A. , Lucifora Luis O.
Published: October 2010

The feeding habits of the Rio skate, Rioraja agassizi, from off Uruguay and north Argentina were evaluated using a multiple-hypothesis modelling approach. Relationships between number of preys and sex, maturity stage, body size, season and region were assessed by building generalized linear models. Rioraja agassizi fed mainly upon crustaceans (shrimps, crabs and amphipods) and teleosts, but also upon isopods, cumaceans, lancelets and polychaetes. Ontogenetic diet shifts were found: small R. agassizi consumed amphipods, cumaceans and isopods and large individuals on shrimps, crabs and teleosts. The consumption of crustaceans (amphipods, shrimps, crabs, isopods and cumaceans) was higher in the northern (34°–38°S) than in the southern area (38°–41°S). Rioraja agassizi consumed more teleosts in the cold season and preyed more on lancelets in the warm season. Prey size increased with increasing body size of R. agassizi, but large individuals also consumed small prey. Ontogenetic shifts may be related to body size rather than other life-history traits. Rioraja agassizi adapts its feeding habits in response to regional and seasonal changes.
Observations on the reproductive biology of three catsharks (Carcharhiniformes: Scyliorhinidae:AsymbolusandFigaro) from the continental shelf of southern Queensland, Australia
Authors: Kyne Peter M. , Courtney Anthony J. , Bennett Michael B.
Published: October 2010

Three species of Australian endemic catsharks (grey spotted catsharkAsymbolus analis, orange spotted catsharkA. rubiginosusand Australian sawtail sharkFigaro boardmani) were collected from the trawl grounds of a highly seasonal commercial fishery off southern Queensland, Australia. Specimens were collected on the mid to outer continental shelf at depths between 78 and 168 m. This study provides the first information on the reproductive biology of these three poorly-known species. Mature female and maleA. analiswere observed from 455 mm total length (TL), mature femaleA. rubiginosusfrom 410 mm TL, mature maleA. rubiginosusfrom 405 mm TL, mature femaleF. boardmanifrom 402 mm TL and mature maleF. boardmanifrom 398 mm TL (although a lack of immature specimens precluded more accurate assessments of size at maturity). The reproductive mode of all species was confirmed as single oviparous (carrying only one egg case in each uterus at a time). Ovarian fecundity (the number of vitellogenic follicles) ranged from 7–20 inA. analis, 5–23 inA. rubiginosusand 9–13 inF. boardmani. Several indicators suggest thatAsymboluscatsharks off southern Queensland are reproductively active year-round. The proportion of femaleA. rubiginosuscarrying egg cases was highest in spring (60%), intermediate in autumn (50%) and lowest in winter (44%).
MARKETING THE VOICE: OPERA, FILM, AND THE CASE OF ROBERT ALTMAN
Authors: Magee Gayle
Published: October 2010

In 2004, the Lyric Opera of Chicago celebrated two milestones: its fiftieth anniversary and the premiere ofA Wedding. With music and libretto by Pulitzer Prize–winning composer William Bolcom, film director Robert Altman, and Arnold Weinstein, the opera received intense international coverage. Prepremiere articles, major features, interviews, and reviews appeared inOpera Now, Opernwelt, Opera, andOpera Quarterly.The Lyric'sA Weddingdominated the August issue ofOpera News, occupying the cover and several features, complete with glossy photos of the photogenic young leads dressed in luxurious wedding attire (see Figure 1).
Leisure activities and retirement: do structures of inequality change in old age?
Authors: SCHERGER SIMONE , NAZROO JAMES , HIGGS PAUL
Published: October 2010

In this paper, relationships between old age, retirement and social inequalities, as marked by participation in leisure activities, are examined. Two issues are tackled: first, whether old age and particularly the transition into retirement have an effect on participation in three selected activities; and second, whether the social inequalities underlying these activities change with older age and retirement. The empirical investigation uses data from the first two waves of the English Longitudinal Study of Ageing (ELSA), which included variables on having a hobby, being a member of a club, and an index of participation in cultural events (cinema, theatre/opera/classical music performances, museums and galleries). The different socio-economic backgrounds of different age groups explain a considerable part of the observed age differences in these activities. Longitudinal analyses show that respondents tended to continue their activities regardless of changes in work and age, with two exceptions, namely that retirement was positively related to having a hobby, and those who stopped working because of an illness experienced a significant decline in all three of the examined categories of activity. The pattern of continuity also applied to socio-economic differences in patterns of participation in leisure activities. Some indications of slightly growing inequalities with age require further investigation.
Nonparametric Time-Series Estimation of Joint DGP, Conditional DGP, and Vector Autoregression
Authors: Singh Radhey S. , Ullah Aman
Published: October 2010

In this paper we develop nonparametric estimators of the joint time series data generating process (DGP) of (xt,yt) at differentt-values, of conditional DGP, of the conditional mean ofxtgiven the past values ofxandy, and, more generally, the conditional mean of (xt,yt) given their past values (vector autoregression). We establish, among other results, the central limit theorems for these estimators under far weaker mixing conditions than those used in Robinson [23], where only thextseries is considered. Uniform consistency and rate results for the consistencies of various estimators are also obtained. The results of the paper are useful in light of the fact that often the functional form of the dynamic regression is not known and also the assumption of the Gaussian process is not true.
An Asymptotic Expansion for the Distribution of the Likelihood Radio Criterion for a Gaussian Autoregressive Moving Average Process Under a Local Alternative
Authors: Taniguchi Masanobu
Published: October 2010

In this paper, we shall derive the asymptotic expansion for the distribution of the likelihood ratio criterion for a Gaussian autoregressive moving average process under a sequence of local alternative hypotheses converging to the null hypothesis with rate of convergence where n is the sample size. Explicit algebraic formulae are presented for certain special cases, including the ARMA(1,1).
A Zero-One Result for the Least Squares Estimator
Authors: Andrews Donald W. K.
Published: October 2010

The least squares estimator for the linear regression model is shown to converge to the true parameter vector either with probability one or with probability zero. In the latter case, it either converges to a point not equal to the true parameter with probability one, or it diverges with probability one. These results are shown to hold under weak conditions on the dependent random variable and regressor variables. No additional conditions are placed on the errors. The dependent and regressor variables are assumed to be weakly dependent—in particular, to be strong mixing. The regressors may be fixed or random and must exhibit a certain degree of independent variability. No further assumptions are needed. The model considered allows the number of regressors to increase without bound as the sample size increases. The proof proceeds by extending Kolmogorov's 0-1 law for independent randomvariables to strong mixing random variables.
Improving Some Instrumental Variables Test Procedures
Authors: Magdalinos Michael A.
Published: October 2010

This paper is concerned with Cornish–Fisher corrections of some instrumental variables test statistics. The tests based on the corrected statistics have size with error of a smaller order of magnitude than the original tests. Symmetric Edgeworth-corrected confidence regions are also defined for the structural parameters. All these corrections are given as analytic formulas that require only limited information, so their implementation is a relatively easy task.
New Ways to Prove Central Limit Theorems
Authors: Pollard David
Published: October 2010

This paper describes some techniques for proving asymptotic normality of statistics defined by maximization of random criterion function. The techniques are based on a combination of recent results from the theory of empirical processes and a method of Huber for the study of maximum likelihood estimators under nonstandard conditions.
Solutions of Linear Rational Expectations Models
Authors: Broze L. , Gourieroux C. , Szafarz A.
Published: October 2010

Linear rational expectations models generally have a large number of solutions. It is thus important to describe them exhaustively in order to study their properties and subsequently estimate which solution best fits the data. In this paper, a global approach is suggested allowing a simultaneous treatment of all possible cases. The fundamental concepts are the revision processes appearing in the procedure of updating expectations. It isfound that the set of solutions is completely described by using a limitednumber of these processes. We show how the method may be applied to determine the set of stationary solutions admitting an infinite moving-average representation. We give a natural parametrization of this set and discuss the exact number of independent parameters.
The Estimation of Parameters in Nonstationary Higher Order Continuous-Time Dynamic Models
Authors: Bergstrom A. R.
Published: October 2010

This paper is concerned with derivation of a new efficient algorithm for computing the exact Gaussian likelihood for structural parameters in nonstationary higher-order continuous-time dynamic models and with its application in the estimation of these parameters. The algorithm completely avoids the computation of the covariance matrix of the observations and is applicable to a system of any order with mixed stock and flow data. It is used as the basis for an iterative procedure in which the structural parameters and the initial state vector are estimated alternately.
Finite-Sample Properties of a Two-Stage Single Equation Estimator in the SUR Model
Authors: Hillier G. H. , Satchell S. E.
Published: October 2010

Exact expressions are derived for the density function, variance, and kurtosis of a linear combination of the elements of a two-stage estimator for the coefficients in a single equation of a SUR system. The estimator is the first iterate in the iterative generalized least squares procedure described by Telser [14]. Our results generalize all previously known results for this estimator and, in certain special cases, also generalize some earlier exact results for Zellner's unrestricted covariance matrix estimator, to which it reduces in these special cases.
Non-Normal Errors and the Distribution of OLS and 2SLS Structural Estimators
Authors: Knight John L.
Published: October 2010

This paper examines the sensitivity of the distributions of OLS and 2SLS estimators to the assumption of normality of disturbances in a structural equation with two included endogenous variables. The approach taken is that ofimposing Edgeworth distributed errors on the reduced form equations and deriving the pdf of the estimators via the technique of Davis [11]. The sensitivity of the pdf s to changes in the non-normality parameters, i.e., skewness and kurtosis i s examined via extensive numerical computations.
Robust Estimation of Regression Models with Dependent Regressors: The Functional Least Squares Approach
Authors: Welsh A. H. , Nicholls D. F.
Published: October 2010

In the case of regression models, one robust estimation procedure which has recently emerged is that of functional least squares. The procedure is based on the use of characteristic functions for which the tail behavior is relected by the behavior of these functions at the origin. Its attraction is that it is applicable to situations where the distribution of the disturbances may be long-tailed and/or asymmetric.

This paper extends this theory to include a large class of regression models of importance in econometrics. Indeed the regression models considered here include lagged dependent variables and deterministic exogenous variables.
Symmetry, 0-1 Matrices and Jacobians: A Review
Authors: Magnus Jan R. , Neudecker H.
Published: October 2010

In this paper we bring together those properties of the Kronecker product, the vec operator, and 0-1 matrices which in our view are of interest to researchers and students in econometrics and statistics. The treatment of Kronecker products and the vec operator is fairly exhaustive; the treatment of 0–1 matrices is selective. In particular we study the “commutation” matrix K (defined implicitly by K vec A = vec A′ for any matrix A of the appropriate order), the idempotent matrix N = ½ (I + K), which plays a central role in normal distribution theory, and the “duplication” matrix D, which arises in the context of symmetry. We present an easy and elegant way (via differentials) to evaluate Jacobian matrices (first derivatives), Hessian matrices (second derivatives), and Jacobian determinants, even if symmetric matrix arguments are involved. Finally we deal with the computation of information matrices in situations where positive definite matrices are arguments of the likelihood function.
The Distribution of the Stein-Rule Estimator in a Model with Non-Normal Disturbances
Authors: Knight John. L.
Published: October 2010

This paper derives the exact distribution and moments of the Stein-ruleestimator in a model where the disturbances follow a non-normal distribution of the Edgeworth or Gram-Charlier type. The results are achieved by combining the approach of Davis [4] for examining non-normality with the fractional calculus techniques of Phillips [11].
A Bounds Test for Equality Between Sets of Coefficients in Two Linear Regression Models Under Heteroscedasticity
Authors: Ohtani Kazuhiro , Kobayashi Masahito
Published: October 2010

This article proposes a small sample bounds test for equality between sets of coefficients in two linear regressions with unequal disturbance variances. The probability that our test is inconclusive is given under the null hypothesis. It is also shown that our test is more powerful than the Jayatissa test when the regression coefficients differ substantially.
A Survey on the Invariant Polynomials with Matrix Arguments in Relation to Econometric Distribution Theory
Authors: Chikuse Yasuko , Davis A. W.
Published: October 2010

Invariant polynomials with matrix arguments have been defined by the theory of group representations, generalizing the zonal polynomials. They have developed as a useful tool to evaluate certain integrals arising in multivariate distribution theory, which were expanded as power series in terms of the invariant polynomials. Some interest in the polynomials has been shown by people working in the field of econometric theory. In this paper, we shall survey the properties of the invariant polynomials and their applications in multivariate distribution theory including related developments in econometrics.
On Consistency and Inconsistency of Estimating Equations
Authors: Crowder Martin
Published: October 2010

The primary concern is to establish a fairly general framework in which estimatorsresulting from estimating equations gnθ= 0 arenotconsistent. This leads on to consistency by an intuitive route. Asymptotic distributions of consistent estimators are also touched upon, and the results are applied to various examples.
Asymptotic Normmality of Maximum Likelihood Estimators Obtained from Normally Distributed but Dependent Observations
Authors: Heijmans Risto D. H. , Magnus Jan R.
Published: October 2010

In this article we aim to establish intuitively appealing and verifiable conditions for the first-order efficiency and asymptotic normality of ML estimators in a multi-parameter framework, assuming joint normality but neither the independence nor the identical distribution of the observations. We present five theorems (and a large number of lemmas and propositions), each being a special case of its predecessor.
Worldwide Institutional and Individual Rankings in Statistical Theory by Journal Publications over the period 1980–1986
Authors: Phillips P.C.B. , Choi I. , Schochet P.Z.
Published: October 2010

Nine leading journals that publish statistical theory are used to provide a data base of institutional and individual research activity in statistics over the period 1980–1986. From this data base, we construct both institutional and individual research rankings according to standardized page counts of articles published in these journals over the stated period. The study is worldwide and we provide breakdowns of publication by country and by journal. Separate rankings are also provided for both institutions and individuals according to publication track records in the Annals of Statistics alone.
ARMA Memory Index Modeling of Economic Time Series
Authors: Bierens Herman J.
Published: October 2010

In this paper, it will be shown that if we condition a k-variate rational-valued time series process on its entire past, it is possible to capture all relevant information on the past of the process by a single random variable. This scalar random variable can be formed as an autoregressive moving average of past observations; Since economic data are usually reported in a finite number of digits, this result applies to virtually all economic time series. Therefore, economic time series regressions generally take the form of a nonlinear function of an autoregressive moving average of past observations. This approach is applied to model specification testing of nonlinear ARX models.
Estimation of a Single Structural Equation with Structural Change
Authors: Hodoshima Jiro
Published: October 2010

Estimation of a single structural equation when there exists structural change is considered. Equality of structural variances in different samples is shown to affect the identification condition and asymptotic efficiency of best asymptotically normal estimators when the reduced-form covariance matrices differ by the structural change. The limited information maximum likelihood estimator is presented with its asymptotic property and compared with an alternative estimator.
Gaussian Likelihood of Continuous-Time ARMAX Models When Data Are Stocks and Flows at Different Frequencies
Authors: Zadrozny Peter
Published: October 2010

For purposes of maximum likelihood estimation, we show how to compute the Gaussian likelihood function when the data are generated by a higher-order continuous-time vector ARMAX model and are observed as stocks and flows at different frequencies. Continuous-time ARMAX models are analogous to discrete-time autoregressive moving-average models with distributed-lag exogenous variables. Stocks are variables observed at points in time and flows are variables observed as integrals over sampling intervals. We derive the implied state-space model of the discrete-time data and show how to use it to compute the Gaussian likelihood function with Kalman-filtering, prediction-error, decomposition of the data.
Maximum Likelihood Estimation of the Parameters of a System of Simultaneous Regression Equations
Authors: Durbin James
Published: October 2010

Procedures for computing the full information maximum likelihood (FIML) estimates of the parameters of a system of simultaneous regression equations have been described by Koopmans, Rubin, and Leipnik, Chernoff and Divinsky, Brown, and Eisenpress. However, all of these methods are rather complicated since they are based on estimating equations that are expressed in an inconvenient form. In this paper, a transformation of the maximum likelihood (ML) equations is developed which not only leads to simpler computations but which also simplifies the study of the properties of the estimates. The equations are obtained in a form which is capable of solution by a modified Newton-Raphson iterative procedure. The form obtained also shows up very clearly the relation between the maximum likelihood estimates and those obtained by the three-stage least squares method of Zellner and Theil.
Some Invariance Principles and Central Limit Theorems for Dependent Heterogeneous Processes
Authors: Wooldridge Jeffrey M. , White Halbert
Published: October 2010

Building on work of McLeish, we present a number of invariance principles for doubly indexed arrays of stochastic processes which may exhibit considerable dependence, heterogeneity, and/or trending moments. In particular, we consider possibly time-varying functions of infinite histories of heterogeneous mixing processes and obtain general invariance results, with central limit theorems following as corollaries. These results are formulated so as to apply to economic time series, which may exhibit some or all of the features allowed in our theorems. Results are given for the case of both scalar and vector stochastic processes. Using an approach recently pioneered by Phillips, and Phillips and Durlauf, we apply our results to least squares estimation of unit root models.
Maximum Likelihood Estimation of Generalized Itô Processes with Discretely Sampled Data
Authors: Lo Andrew W.
Published: October 2010

This paper considers the parametric estimation problem for continuous-time stochastic processes described by first-order nonlinear stochastic differential equations of the generalized Itô type (containing both jump and diffusion components). We derive a particular functional partial differential equation which characterizes the exact likelihood function of a discretely sampled Itô process. In addition, we show by a simple counterexample that the common approach of estimating parameters of an Itô process by applying maximum likelihood to a discretization of the stochastic differential equation does not yield consistent estimators.
Higher-Order Approximations to the Null Distributions of Test Statistics for Nonlinear Restrictions on Regression Coefficients
Authors: Morimune Kimio
Published: October 2010

Asymptotic expansions of the distributions of likelihood ratio and Lagrange multiplier test statistics for nonlinear restrictions on regression coefficients are derived under the null hypothesis. Nonlinear restrictions include, as a special case, the identifiability restrictions in the simultaneous equations models. Our analyses of simultaneous equations deal not only with single equations but also subsystems and complete systems. The asymptotic expansions we derive are informative about deviations of the real size of test from the nominal asymptotic size.
Asymptotic Equivalence of Closest Moments and GMM Estimators
Authors: Newey Whitney K.
Published: October 2010

This note considers an asymptotic property of the class of closest moments estimators. Each such estimator is obtained by setting a vector of sample moments close to corresponding population moments. It is shown that each such estimator is asymptotically equivalent to a GMM estimator, which has a quadratic distance function. An implication of this result is that the estimator that is asymptotically efficient in the GMM class is also asymptotically efficient in the wider class of closest moment estimators.
Local and Global Testing of Linear and Nonlinear Inequality Constraints in Nonlinear Econometric Models
Authors: Wolak Frank A.
Published: October 2010

This paper considers a general nonlinear econometric model framework that contains a large class of estimators defined as solutions to optimization problems. For this framework we derive several asymptotically equivalent forms of a test statistic for the local (in a way made precise in the paper) multivariate nonlinear inequality constraints testH:h(β) ≥ 0 versusK: β ∈RK. We extend these results to consider local hypotheses tests of the formH:h1(β) ≥ 0 andh2(β) = 0 versusK: β ∈RK. For each test we derive the asymptotic distribution for any size test as a weighted sum of χ2-distributions. We contrast local as opposed to global inequality constraints testing and give conditions on the model and constraints when each is possible. This paper also extends the well-known duality results in testing multivariate equality constraints to the case of nonlinear multivariate inequality constraints and combinations of nonlinear inequality and equality constraints.
Mirror-Image and Invariant Distributions in ARMA Models
Authors: Cryer Jonathan D. , Nankervis John C. , Savin N.E.
Published: October 2010

The finite sample distributions of estimators and test statistics in ARMA time series models are generally unknown. For typical sample sizes, the approximations provided by asymptotic distributions are often unsatisfactory. Hence simulation or numerical integration methods are used to investigate the distributions. In practice only a limited part of the parameter space is examined using these methods. Thus any results which allow us to infer properties from one portion of the parameter space to another or to establish symmetry are most welcome.

For the ARMA model estimated with no intercept term, we show that the least-squares and maximum likelihood estimators have mirror-image invariant or symmetric distributions. The F, t, likelihood ratio, Wald, and Lagrange multiplier statistics are also shown to have distributions with certain mirror-image invariant or symmetry properties. The analysis is extended to misspecified models as well as to ARMA spectral densities.

These properties would have been helpful in either simplifying or extending much earlier work in this area.
Effect of Nonnormality on the Estimation of a Single Structural Equation with Structural Change
Authors: Hodoshima Jiro
Published: October 2010

Effect of nonnormality on the asymptotic property of three estimators of a single structural equation with structural change is examined. The three estimators are the limited information maximum likelihood estimator, derived under normality and equality of structural variances in different samples, given by Hodoshima, a two-stage least squares type estimator due to Barten and Bronsard, and a minimum distance estimator presented here. Normality is relaxed but the equality assumption of structural variances is retained. Under nonnormality the limited information maximum likelihood estimator is consistent but may not be efficient relative to the Barten and Bronsard's estimator. A sufficient condition is given under which the limited information maximum likelihood estimator dominates the Barten and Bronsard's estimator in terms of the asymptotic covariance matrix. The minimum distance estimator dominates other estimators.
A General Framework for Testing a Null Hypothesis in a “Mixed” Form
Authors: Gourieroux C. , Monfort A.
Published: October 2010

A general framework for asymptotic tests is proposed. The framework contains as particular cases tests based on various estimation techniques: maximum likelihood methods, pseudo-maximum likelihood (PML) methods and quasi-generalized PML methods,m-estimation methods, moments or generalized moments method, and asymptotic least squares. Moreover the null hypothesis has a general mixed form, including the usual implicit and explicit form.
Statistical Inference in Regressions with Integrated Processes: Part 2
Authors: Park Joon Y. , Phillips Peter C.B.
Published: October 2010

This paper continues the theoretical investigation of Park and Phillips. We develop an asymptotic theory of regression for multivariate linear models that accommodates integrated processes of different orders, nonzero means, drifts, time trends, and cointegrated regressors. The framework of analysis is general but has a common architecture that helps to simplify and codify what would otherwise be a myriad of isolated results. A good deal of earlier research by the authors and by others comes within the new framework. Special models of some importance are considered in detail, such as VAR systems with multiple lags and cointegrated variates.
Consistency Via Type 2 Inequalities: A Generalization of Wu's Theorem
Authors: Zaman Asad
Published: October 2010

Wu introduced a new technique for proving consistency of least-squares estimators in nonlinear regression. This paper extends his results in three directions. First, we consider the minimization of arbitrary functions (M-estimators instead of least squares). Second, we use an improved type 2 inequality. Third, an extension of Kronecker's lemma yields a more powerful result.
Ancillarity and the Limited Information Maximum-Likelihood Estimation of a Structural Equation in a Simultaneous Equation System
Authors: Hosoya Yuzo , Tsukuda Yoshihiko , Terui Nobuhiko
Published: October 2010

The concepts of the curved exponential family of distributions and ancillarity are applied to estimation problems of a single structural equation in a simultaneous equation model, and the effect of conditioning on ancillary statistics on the limited information maximum-likelihood (LIML) estimator is investigated. The asymptotic conditional covariance matrix of the LIML estimator conditioned on the second-order asymptotic maximal ancillary statistic is shown to be efficiently estimated by Liu and Breen's formula. The effect of conditioning on a second-order asymptotic ancillary statistic, i.e., the smallest characteristic root associated with the LIML estimation, is analyzed by means of an asymptotic expansion of the distribution as well as the exact distribution. The smallest root helps to give an intuitively appealing measure of precision of the LIML estimator.
Adaptive Estimation in Time Serise Regression Models With Heteroskedasticity of Unknown Form
Authors: Hidalgo Javier
Published: October 2010

In a multiple time series regression model the residuals are heteroskedastic and serially correlated of unknown form. GLS estimates of the regression coefficients using kernel regression and spectral methods are shown to be adaptive, in the sense of having the same asymptotic distribution, to the first order, as GLS estimates based on knowledge of the actual heteroskedasticity and serial correlation. A Monte Carlo experiment about the performance of our estimator is described.
Semiparametric Generalized Least Squares in the Multivariate Nonlinear Regression Model
Authors: Delgado Miguel A.
Published: October 2010

Asymptotically efficient estimates for the multiple equations nonlinear regression model are obtained in the presence of heteroskedasticity of unknown form. The proposed estimator is a generalized least squares based on nonparametric nearest neighbor estimates of the conditional variance matrices. Some Monte Carlo experiments are reported.
Improved Berry-Esseen-Chebyshev Bounds with Statisical Applications
Authors: Dufour Jean-Marie , Hallin Marc
Published: October 2010

A Sharpening Of Nonuniform bounds of the Berry-Esseen type initially obtained by Esseen and later generalized by Kolodjažnyĭ–who also proved that they are, in some sense, optimal–is proposed. Further, the corresponding inequalities are shown to provide uniformly improved Chebyshev bounds for the tail probabilities of the distribution functions to be approximated. In contrast with most results on Berry–Esseen bounds, which emphasize rates of convergence to normality, the bounds proposed are sufficiently explicit to allow the computation of numerical bounds on a distribution function. For example, they can be applied to the sum of a small number of independent random variables. The bounds are easy to compute and can be used in confidence estimation as well as in testing problems. Applications include signed-rank tests, permutation tests, and the chi-square approximation to Bartlett's test statistic for the homogeneity of several variances.
A Central Limit Theorem for Globally Nonstationary Near-Epoch Dependent Functions of Mixing Processes
Authors: Davidson James
Published: October 2010

A central limit theorem is proved for dependent stochastic processes. Global heterogeneity of the distribution of the terms is permitted, including asymptotically unbounded moments. The approach is to adapt a CLT for martingale differences due to McLeish and show that suitably defined Bernstein blocks satisfy the required conditions.
On Asymptotics of the Sample Distribution for a Class of Linear Process Models in Economics
Authors: Hesse C. H.
Published: October 2010

Let… be a moving average process of infinite order where the innovations ε(k) are in the domain of attraction of a stable law with index α ε (0, 2) and the parameter sequence decreases at a polynomial or exponential rate. These and similar processes have recently received increased attention both in the econometrics and statistics/probability literature. The present paper studies almost sure uniform rates of convergence of the empirical distribution function. Applications of these infinite variance processesin econometrics are mentioned.
Semiparametric IV Estimation with Parameter Dependent Instruments
Authors: Rilstone Paul
Published: October 2010

A well-known result in the method of moments literature is that the efficient instruments for the estimation of a model are functions of the conditional expectation of its gradient. Some recent studies have suggested the nonparametric estimation of these instruments when they are of unknown functional form. When these instruments in turn depend on the unknown parameters it has been suggested that these be replaced by preliminary consistent estimates. It is shown here that solving the sample moment equations simultaneously over the instruments and the residuals of the model will generally produce the same asymptotic efficiency and avoid the disadvantages inherent with the use of preliminary estimates.
On Testing for the Constancy of Regression Coefficients under Random Walk and Change-Point Alternatives
Authors: Jandhyala V.K. , MacNeill I.B.
Published: October 2010

The locally best invariant statistic to test for the constancy of regression coefficients under a random walk alternative is shown to be the same as a Bayesian-type statistic derived under a change-point alternative. Asymptotic theory for this and more general statistics is discussed.
Statistical Inference in Regressions with Integrated Processes: Part 1
Authors: Park Joon Y. , Phillips Peter C.B.
Published: October 2010

This paper develops a multivariate regression theory for integrated processes which simplifies and extends much earlier work. Our framework allows for both stochastic and certain deterministic regressors, vector autoregressions, and regressors with drift. The main focus of the paper is statistical inference. The presence of nuisance parameters in the asymptotic distributions of regression F tests is explored and new transformations are introduced to deal with these dependencies. Some specializations of our theory are considered in detail. In models with strictly exogenous regressors, we demonstrate the validity of conventional asymptotic theory for appropriately constructed Wald tests. These tests provide a simple and convenient basis for specification robust inferences in this context. Single equation regression tests are also studied in detail. Here it is shown that the asymptotic distribution of the Wald test is a mixture of the chi square of conventional regression theory and the standard unit-root theory. The new result accommodates both extremes and intermediate cases.
A Multiple Decision Theory Analysis of Structural Stability in Regression
Authors: McCabe B.P.M.
Published: October 2010

Using the theory of multiple decisions, this paper conducts an analysis of structural stability in location and variance for the linear-regression model. It shows that both cusum and cusum-of-squares techniques are in certain senses optimal. However, the same tests are optimal for changes in location and variance. It is also shown that there is an inherent contradiction between the use of recursive residuals and cusum techniques. The concept of a localized Bayes rule is introduced.
Locally Optimal Properties of the Durbin-Watson Test
Authors: King Maxwell L. , Evans Merran A.
Published: October 2010

Although originally designed to detect AR(1) disturbances in the linear-regression model, the Durbin-Watson test is known to have good power against other forms of disturbance behavior. In this paper, we identify disturbance processes involving any number of parameters against which the Durbin–Watson test is approximately locally best invariant uniformly in a range of directions from the null hypothesis. Examples include the sum ofqindependent ARMA(1,1) processes, certain spatial autocorrelation processes involving up to four parameters, and a stochastic cycle model.
A Comparison of Ordinary Least Squares and Least Absolute Error Estimation
Authors: Weiss Andrew A.
Published: October 2010

In a linear-regression model with heteroscedastic errors, we consider two tests: a Hausman test comparing the ordinary least squares (OLS) and least absolute error (LAE) estimators and a test based on the signs of the errors from OLS. It turns out that these are related by the well-known equivalence between Hausman and the generalized method of moments tests. Particular cases, including homoscedasticity and asymmetry in the errors, are discussed.
Phonology and lexicon in a cross-linguistic perspective: the importance of phonetics – a commentary on Stoel-Gammon's ‘Relationships between lexical and phonological development in young children’*
Authors: BLESES DORTHE , BASBØLL HANS , LUM JARRAD , VACH WERNER
Published: October 2010

In her interesting article, Stoel-Gammon (this issue) reviews studies concerning the interactions between lexical and phonological development. While the focus of the review is on vocabulary production from children acquiring American English, she also suggests that cross-linguistic research be undertaken to examine how universal and language-specific properties affect the interaction between lexical and phonological acquisition. In this regard, Stoel-Gammon referred to the study of Bleses et al. (2008) who found differences in receptive vocabulary development across languages, based on norming studies for the Communicative Development Inventories (Fenson, Marchman, Thal, Dale, Reznick & Bates, 2007). Bleses et al. showed that Danish children were slower in the early comprehension of words (and phrases). It was hypothesized that the phonetic structure of Danish may account for the difference in receptive vocabulary skills in this population (Bleses & Basbøll, 2004).
Mechanisms linking phonological development to lexical development – a commentary on Stoel-Gammon's ‘Relationships between lexical and phonological development in young children’
Authors: HOFF ERIKA , PARRA MARISOL
Published: October 2010

When Roger Brown selected Adam, Eve and Sarah to be the first three participants in the modern study of child language, one of the criteria was the intelligibility of their speech (Brown, 1973). According to the prevailing view at the time, accuracy of pronunciation was a peripheral phenomenon that had nothing to do with the development of languagequalanguage. So why not study children who were easy to transcribe? One reason why not, according to Stoel-Gammon (SG; this issue), is that the difficulty of accurately producing sounds influences the words children acquire and the rate at which they acquire them. (It's true that Roger Brown's focus was on the child's acquisition of morphosyntax, but articulation was assumed to be peripheral to everything back then.) This interaction between the articulatory skill of children and phonological properties of words is just one of the mutual influences between phonology and the lexicon SG describes. In her target article, SG brings together data from a wide range of investigations to build an account of how phonology and the lexicon interact in development.