Applying linear time-varying constraints to econometric models: With an application to demand systems

When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.

Proton transport model in the ionosphere .1. Multistream approach of the transport equations

The suprathermal particles, electrons and protons, coming from the magnetosphere and precipitating into the high-latitude atmosphere are an energy source of the Earth's ionosphere. They interact with ambient thermal gas through inelastic and elastic collisions. The physical quantities perturbed by these precipitations, such as the heating rate, the electron production rate, or the emission intensities, can be provided in solving the kinetic stationary Boltzmann equation. This equation yields particle fluxes as a function of altitude, energy, and pitch angle. While this equation has been solved through different ways for the electron transport and fully tested, the proton transport is more complicated. Because of charge-changing reactions, the latter is a set of two-coupled transport equations that must be solved: one for protons and the other for H atoms. We present here a new approach that solves the multistream proton/hydrogen transport equations encompassing the collision angular redistributions and the magnetic mirroring effect. In order to validate our model we discuss the energy conservation and we compare with another model under the same inputs and with rocket observations. The influence of the angular redistributions is discussed in a forthcoming paper.

Latent inhibition and autonomic responses: a psychophysiological approach

Latent inhibition, retarded learning after preexposure to the to-be-conditioned stimulus, has been implied as a tool for the investigation of attentional deficits in schizophrenia and related disorders. The present paper reviews research that used Pavlovian conditioning as indexed by autonomic responses (electrodermal, vasomotor, cardiac) to investigate latent inhibition in adult humans. Latent inhibition has been demonstrated repeatedly in healthy subjects in absence of a masking task that is required in other latent inhibition paradigms. Moreover, latent inhibition of Pavlovian conditioning is stimulus-specific and increases with an increased number of preexposure trials which mirrors results from research in animals. A reduction of latent inhibition has been shown in healthy subjects who score high on questionnaire measures of psychosis proneness and in unmedicated schizophrenic patients. The latter result was obtained in a within-subject paradigm that holds promise for research with patient samples. (C) 1997 Elsevier Science B.V.

A semi-empirical approach to optimise the quantity of drying aids required to spray dry sugar-rich foods

A semi-empirical linear equation has been developed to optimise the amount of maltodextrin additive (DE 6) required to successfully spray dry a sugar-rich product on the basis of its composition. Based on spray drying experiments, drying index values for individual sugars (sucrose, glucose, frutose) and citric acid were determined, and us;ng these index values an equation for model mixtures of these components was established. This equation has been tested with two sugar-rich natural products, pineapple juice and honey. The relationship was found to be valid for these products.