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.

Leaving the labour market: event-history analysis of the female workers' transition to housework in Denmark, Germany, Great Britain and Spain

This paper is aimed at exploring the determinants of female activity from a dynamic perspective. An event-history analysis of the transition form employment to housework has been made resorting to data from the European Household Panel Survey. Four countries representing different welfare regimes and, more specifically, different family policies, have been selected for the analysis: Britain, Denmark, Germany and Spain. The results confirm the importance of individual-level factors, which is consistent with an economic approach to female labour supply. Nonetheless, there are significant cross-national differences in how these factors act over the risk of abandoning the labour market. First, the number of trnasitions is much lower among Danish working women than among British, German or Spanish ones, revealing the relative importance of universal provision of childcare services, vis-à-vis other elements of the family policy, as time or money.

Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments

We analyze the impact of countercyclical capital buffers held by banks on the supplyof credit to firms and their subsequent performance. Spain introduced dynamicprovisioning unrelated to specific bank loan losses in 2000 and modified its formulaparameters in 2005 and 2008. In each case, individual banks were impacteddifferently. The resultant bank-specific shocks to capital buffers, coupled withcomprehensive bank-, firm-, loan-, and loan application-level data, allow us toidentify its impact on the supply of credit and on real activity. Our estimates showthat countercyclical dynamic provisioning smooths cycles in the supply of credit andin bad times upholds firm financing and performance.

Dynamic perceptual mapping

Perceptual maps have been used for decades by market researchers to illuminatethem about the similarity between brands in terms of a set of attributes, to position consumersrelative to brands in terms of their preferences, or to study how demographic and psychometricvariables relate to consumer choice. Invariably these maps are two-dimensional and static. Aswe enter the era of electronic publishing, the possibilities for dynamic graphics are opening up.We demonstrate the usefulness of introducing motion into perceptual maps through fourexamples. The first example shows how a perceptual map can be viewed in three dimensions,and the second one moves between two analyses of the data that were collected according todifferent protocols. In a third example we move from the best view of the data at the individuallevel to one which focuses on between-group differences in aggregated data. A final exampleconsiders the case when several demographic variables or market segments are available foreach respondent, showing an animation with increasingly detailed demographic comparisons.These examples of dynamic maps use several data sets from marketing and social scienceresearch.

Hybrid consumption paths in the attribute space: A model and application with scanner data

This paper presents and estimates a dynamic choice model in the attribute space considering rational consumers. In light of the evidence of several state-dependence patterns, the standard attribute-based model is extended by considering a general utility function where pure inertia and pure variety-seeking behaviors can be explained in the model as particular linear cases. The dynamics of the model are fully characterized by standard dynamic programming techniques. The model presents a stationary consumption pattern that can be inertial, where the consumer only buys one product, or a variety-seeking one, where the consumer shifts among varied products.We run some simulations to analyze the consumption paths out of the steady state. Underthe hybrid utility assumption, the consumer behaves inertially among the unfamiliar brandsfor several periods, eventually switching to a variety-seeking behavior when the stationary levels are approached. An empirical analysis is run using scanner databases for three different product categories: fabric softener, saltine cracker, and catsup. Non-linear specifications provide the best fit of the data, as hybrid functional forms are found in all the product categories for most attributes and segments. These results reveal the statistical superiority of the non-linear structure and confirm the gradual trend to seek variety as the level of familiarity with the purchased items increases.

Measurement and explanation of socioeconomic inequality in health with longitudinal data

This paper presents a method for the measurement of changes in health inequality and income-related health inequality over time in a population.For pure health inequality (as measured by the Gini coefficient) andincome-related health inequality (as measured by the concentration index),we show how measures derived from longitudinal data can be related tocross section Gini and concentration indices that have been typicallyreported in the literature to date, along with measures of health mobilityinspired by the literature on income mobility. We also show how thesemeasures of mobility can be usefully decomposed into the contributions ofdifferent covariates. We apply these methods to investigate the degree ofincome-related mobility in the GHQ measure of psychological well-being inthe first nine waves of the British Household Panel Survey (BHPS). Thisreveals that dynamics increase the absolute value of the concentrationindex of GHQ on income by 10%.

Dynamic optimal law enforcement with learning

We incorporate the process of enforcement learning by assuming that the agency's current marginal cost is a decreasing function of its past experience of detecting and convicting. The agency accumulates data and information (on criminals, on opportunities of crime) enhancing the ability to apprehend in the future at a lower marginal cost.We focus on the impact of enforcement learning on optimal stationary compliance rules. In particular, we show that the optimal stationary fine could be less-than-maximal and the optimal stationary probability of detection could be higher-than-otherwise.

Identifying the socioeconomic determinants of crime in Spanish provinces

In this paper we study, having as theoretical reference the economic model of crime (Becker, 1968; Ehrlich, 1973), which are the socioeconomic and demographic determinants of crime in Spain paying attention on the role of provincial peculiarities. We estimate a crime equation using a panel dataset of Spanish provinces (NUTS3) for the period 1993 to 1999 employing the GMMsystem estimator. Empirical results suggest that lagged crime rate and clear-up rate are correlated to all typologies of crime rate considered. Property crimes are better explained by socioeconomic variables (GDP per capita, GDP growth rate and percentage of population with high school and university degree), while demographic factors reveal important and significant influences, in particular for crimes against the person. These results are obtained using an instrumental variable approach that takes advantage of the dynamic properties of our dataset to control for both measurement errors in crime data and joint endogeneity of the explanatory variables

Identifying the socioeconomic determinants of crime in Spanish provinces

In this paper we study, having as theoretical reference the economic model of crime (Becker, 1968; Ehrlich, 1973), which are the socioeconomic and demographic determinants of crime in Spain paying attention on the role of provincial peculiarities. We estimate a crime equation using a panel dataset of Spanish provinces (NUTS3) for the period 1993 to 1999 employing the GMMsystem estimator. Empirical results suggest that lagged crime rate and clear-up rate are correlated to all typologies of crime rate considered. Property crimes are better explained by socioeconomic variables (GDP per capita, GDP growth rate and percentage of population with high school and university degree), while demographic factors reveal important and significant influences, in particular for crimes against the person. These results are obtained using an instrumental variable approach that takes advantage of the dynamic properties of our dataset to control for both measurement errors in crime data and joint endogeneity of the explanatory variables