Hours worked - Productivity puzzle: identification in fractional integration settings

A recent finding of the structural VAR literature is that the response of hours worked to a technology shock depends on the assumption on the order of integration of the hours. In this work we relax this assumption, allowing for fractional integration and long memory in the process for hours and productivity. We find that the sign and magnitude of the estimated impulse responses of hours to a positive technology shock depend crucially on the assumptions applied to identify them. Responses estimated with short-run identification are positive and statistically significant in all datasets analyzed. Long-run identification results in negative often not statistically significant responses. We check validity of these assumptions with the Sims (1989) procedure, concluding that both types of assumptions are appropriate to recover the impulse responses of hours in a fractionally integrated VAR. However, the application of longrun identification results in a substantial increase of the sampling uncertainty. JEL Classification numbers: C22, E32. Keywords: technology shock, fractional integration, hours worked, structural VAR, identification

Identification of potential small molecule binding pockets on Rho family GTPases

Rho GTPases are conformational switches that control a wide variety of signaling pathways critical for eukaryotic cell development and proliferation. They represent attractive targets for drug design as their aberrant function and deregulated activity is associated with many human diseases including cancer. Extensive high-resolution structures (.100) and recent mutagenesis studies have laid the foundation for the design of new structure-based chemotherapeutic strategies. Although the inhibition of Rho signaling with drug-like compounds is an active area of current research, very little attention has been devoted to directly inhibiting Rho by targeting potential allosteric non-nucleotide binding sites. By avoiding the nucleotide binding site, compounds may minimize the potential for undesirable off-target interactions with other ubiquitous GTP and ATP binding proteins. Here we describe the application of molecular dynamics simulations, principal component analysis, sequence conservation analysis, and ensemble small-molecule fragment mapping to provide an extensive mapping of potential small-molecule binding pockets on Rho family members. Characterized sites include novel pockets in the vicinity of the conformationaly responsive switch regions as well as distal sites that appear to be related to the conformations of the nucleotide binding region. Furthermore the use of accelerated molecular dynamics simulation, an advanced sampling method that extends the accessible time-scale of conventional simulations, is found to enhance the characterization of novel binding sites when conformational changes are important for the protein mechanism.

A WiMAX-based implementation of network MIMO for indoor wireless systems

It is well known that multiple-input multiple-output (MIMO) techniques can bring numerous benefits, such as higher spectral efficiency, to point-to-point wireless links. More recently, there has been interest in extending MIMO concepts tomultiuser wireless systems. Our focus in this paper is on network MIMO, a family of techniques whereby each end user in a wireless access network is served through several access points within its range of influence. By tightly coordinating the transmission and reception of signals at multiple access points, network MIMO can transcend the limits on spectral efficiency imposed by cochannel interference. Taking prior information-theoretic analyses of networkMIMO to the next level, we quantify the spectral efficiency gains obtainable under realistic propagation and operational conditions in a typical indoor deployment. Our study relies on detailed simulations and, for specificity, is conducted largely within the physical-layer framework of the IEEE 802.16e Mobile WiMAX system. Furthermore,to facilitate the coordination between access points, we assume that a high-capacity local area network, such as Gigabit Ethernet,connects all the access points. Our results confirm that network MIMO stands to provide a multiple-fold increase in spectralefficiency under these conditions.

Interplay of spectral efficiency, power and doppler spectrum for reference-signal-assisted wireless communication

Expressions relating spectral efficiency, power, and Doppler spectrum, are derived for Rayleigh-faded wireless channels with Gaussian signal transmission. No side information on the state of the channel is assumed at the receiver. Rather, periodic reference signals are postulated in accordance with the functioning of most wireless systems. The analysis relies on a well-established lower bound, generally tight and asymptotically exact at low SNR. In contrast with most previous studies, which relied on block-fading channel models, a continuous-fading model is adopted. This embeds the Doppler spectrum directly in the derived expressions, imbuing them with practical significance. Closed-form relationships are obtained for the popular Clarke-Jakes spectrum and informative expansions, valid for arbitrary spectra, are found for the low- and high-power regimes. While the paper focuses on scalar channels, the extension to multiantenna settings is also discussed.

Cross recurrence quantification for cover song identification

There is growing evidence that nonlinear time series analysis techniques can be used to successfully characterize, classify, or process signals derived from realworld dynamics even though these are not necessarily deterministic and stationary. In the present study we proceed in this direction by addressing an important problem our modern society is facing, the automatic classification of digital information. In particular, we address the automatic identification of cover songs, i.e. alternative renditions of a previously recorded musical piece. For this purpose we here propose a recurrence quantification analysis measure that allows tracking potentially curved and disrupted traces in cross recurrence plots. We apply this measure to cross recurrence plots constructed from the state space representation of musical descriptor time series extracted from the raw audio signal. We show that our method identifies cover songs with a higher accuracy as compared to previously published techniques. Beyond the particular application proposed here, we discuss how our approach can be useful for the characterization of a variety of signals from different scientific disciplines. We study coupled Rössler dynamics with stochastically modulated mean frequencies as one concrete example to illustrate this point.

Chroma binary similarity and local alignment applied to cover song identification

We present a new technique for audio signal comparison based on tonal subsequence alignment and its application to detect cover versions (i.e., different performances of the same underlying musical piece). Cover song identification is a task whose popularity has increased in the Music Information Retrieval (MIR) community along in the past, as it provides a direct and objective way to evaluate music similarity algorithms.This article first presents a series of experiments carried outwith two state-of-the-art methods for cover song identification.We have studied several components of these (such as chroma resolution and similarity, transposition, beat tracking or Dynamic Time Warping constraints), in order to discover which characteristics would be desirable for a competitive cover song identifier. After analyzing many cross-validated results, the importance of these characteristics is discussed, and the best-performing ones are finally applied to the newly proposed method. Multipleevaluations of this one confirm a large increase in identificationaccuracy when comparing it with alternative state-of-the-artapproaches.

Multiuser detection in a dynamic environment — Part II: Joint user identification and parameter estimation

The problem of jointly estimating the number, the identities, and the data of active users in a time-varying multiuser environment was examined in a companion paper (IEEE Trans. Information Theory, vol. 53, no. 9, September 2007), at whose core was the use of the theory of finite random sets on countable spaces. Here we extend that theory to encompass the more general problem of estimating unknown continuous parameters of the active-user signals. This problem is solved here by applying the theory of random finite sets constructed on hybrid spaces. We doso deriving Bayesian recursions that describe the evolution withtime of a posteriori densities of the unknown parameters and data.Unlike in the above cited paper, wherein one could evaluate theexact multiuser set posterior density, here the continuous-parameter Bayesian recursions do not admit closed-form expressions. To circumvent this difficulty, we develop numerical approximationsfor the receivers that are based on Sequential Monte Carlo (SMC)methods (“particle filtering”). Simulation results, referring to acode-divisin multiple-access (CDMA) system, are presented toillustrate the theory.

A two-stage approach for tonic identification in indian art music

In this paper we propose a new approach for tonic identification in Indian art music and present a proposal for acomplete iterative system for the same. Our method splits the task of tonic pitch identification into two stages. In the first stage, which is applicable to both vocal and instrumental music, we perform a multi-pitch analysis of the audio signal to identify the tonic pitch-class. Multi-pitch analysisallows us to take advantage of the drone sound, which constantlyreinforces the tonic. In the second stage we estimate the octave in which the tonic of the singer lies and is thusneeded only for the vocal performances. We analyse the predominant melody sung by the lead performer in order to establish the tonic octave. Both stages are individually evaluated on a sizable music collection and are shown toobtain a good accuracy. We also discuss the types of errors made by the method.Further, we present a proposal for a system that aims to incrementally utilize all the available data, both audio and metadata in order to identify the tonic pitch. It produces a tonic estimate and a confidence value, and is iterative in nature. At each iteration, more data is fed into the systemuntil the confidence value for the identified tonic is above a defined threshold. Rather than obtain high overall accuracy for our complete database, ultimately our goal is to develop a system which obtains very high accuracy on a subset of the database with maximum confidence.

Spectral efficiency in reference-signal-assisted low-power wireless communication

Expressions relating spectral efficiency, power and Doppler spectrum are derived for low-power Rayleighfaded wireless channels with proper complex signaling. Noside information on the state of the channel is assumed at the receiver. Rather, periodic reference signals are postulated inaccordance with the functioning of most wireless systems. In contrast with most previous studies, which relied on block-fading channel models, a continuous-fading model is adopted. This embeds the Doppler spectrum directly in thederived expressions thereby imbuing them with practical significance.

Some applications of FISST to wireless communications

This paper aims at illustrating some applications of Finite Random Set (FRS) theory to the design and analysis of wireless communication receivers, and at pointing out similarities and differences between this scenario and that pertaining to multi-target tracking, where the use of FRS has been traditionally advocated. Two case studies are considered, l.e., multiuser detection in a dynamic environment, and multicarrier (OFDM) transmission on a frequency-selective channel. Detector designand performance evaluation are discussed, along with the advantages of importing FRS-based estimation techniques to the context of wireless communications.

Applause identification and its relevance to archival of Carnatic music

A Carnatic music concert is made up of a sequence of pieces, where each piece corresponds to a particular genre and ra¯aga (melody). Unlike a western music concert, the artist may be applauded intra-performance inter-performance. Most Carnatic music that is archived today correspond to a single audio recordings of entire concerts.The purpose of this paper is to segment single audio recordings into a sequence of pieces using thecharacteristic features of applause and music. Spectral flux, spectral entropy change quite significantly from music to applause and vice-versa. The characteristics of these features for a subset of concerts was studied. A threshold based approach was used to segment the pieces into music fragments and applauses. Preliminary resultson recordings 19 concerts from matched microphones show that the EER is about 17% for a resolution of 0.25 seconds. Further, a parameter called CUSUM is estimatedfor the applause regions. The CUSUM values determine the strength of the applause. The CUSUM is used to characterise the highlights of a concert.

Optimum pilot overhead in wireless communication: a unified treatment of continuous and block-fading channels

The optimization of the pilot overhead in wireless fading channels is investigated, and the dependence of this overhead on various system parameters of interest (e.g., fading rate, signal-to-noise ratio) is quantified. The achievable pilot-based spectral efficiency is expanded with respect to the fading rate about the no-fading point, which leads to an accurate order expansion for the pilot overhead. This expansion identifies that the pilot overhead, as well as the spectral efficiency penalty with respect to a reference system with genie-aided CSI (channel state information) at the receiver, depend on the square root of the normalized Doppler frequency. It is also shown that the widely-usedblock fading model is a special case of more accurate continuous fading models in terms of the achievable pilot-based spectral efficiency. Furthermore, it is established that the overhead optimization for multiantenna systems is effectively the same as for single-antenna systems with thenormalized Doppler frequency multiplied by the number of transmit antennas.

Fading models and metrics for contemporary wireless systems

The purpose of this paper is to examine (1) some of the models commonly used to represent fading,and (2) the information-theoretic metrics most commonly used to evaluate performance over those models. We raise the question of whether these models and metrics remain adequate in light of the advances that wireless systems haveundergone over the last two decades. Weaknesses are pointedout, and ideas on possible fixes are put forth.

Predictors of political orientation among US-born Mexican Americans: cultural identification, acculturation attitudes and socioeconomic status

With each passing election, U.S. political campaigns have renewed their efforts in courting the “Latino vote,” yet the Latino population is not a culturally homogenous voting bloc. This study examined how cultural identifications and acculturation attitudes in U.S. born Mexican Americans interacted with socioeconomic status (SES) to predict political orientation. Individuals who held stronger Mexican identity and supported biculturalism as an acculturation strategy had a more liberal orientation, while belonging to a higher SES group and holding stronger assimilation attitudes predicted a less liberal orientation. Mexican cultural identification interacted with SES such that those who held a weaker Mexican identity, but came from a higher social class were less liberal and more moderate in their political orientation. Weak Mexican identification and higher SES also predicted weaker endorsement of bicultural acculturation attitudes, which in turn, mediated the differences in political orientation. The acceptance of one’s ethnic identity and endorsement of bicultural attitudes predicted a more liberal political orientation. In light of these findings, political candidates should be cautious in how they pander to Latino constituents—referencing the groups’ ethnic culture or customs may distance constituents who are not strongly identified with their ethnic culture.

Back to square one: Identification issues in DSGE models

We investigate identifiability issues in DSGE models and their consequences for parameter estimation and model evaluation when the objective function measures the distance between estimated and model impulse responses. We show that observational equivalence, partial and weak identification problems are widespread, that they lead to biased estimates, unreliable t-statistics and may induce investigators to select false models. We examine whether different objective functions affect identification and study how small samples interact with parameters and shock identification. We provide diagnostics and tests to detect identification failures and apply them to a state-of-the-art model.