Essays on bootstrap in econometrics

Ma thèse est composée de trois essais sur l'inférence par le bootstrap à la fois dans les modèles de données de panel et les modèles à grands nombres de variables instrumentales #VI# dont un grand nombre peut être faible. La théorie asymptotique n'étant pas toujours une bonne approximation de la distribution d'échantillonnage des estimateurs et statistiques de tests, je considère le bootstrap comme une alternative. Ces essais tentent d'étudier la validité asymptotique des procédures bootstrap existantes et quand invalides, proposent de nouvelles méthodes bootstrap valides. Le premier chapitre #co-écrit avec Sílvia Gonçalves# étudie la validité du bootstrap pour l'inférence dans un modèle de panel de données linéaire, dynamique et stationnaire à effets fixes. Nous considérons trois méthodes bootstrap: le recursive-design bootstrap, le fixed-design bootstrap et le pairs bootstrap. Ces méthodes sont des généralisations naturelles au contexte des panels des méthodes bootstrap considérées par Gonçalves et Kilian #2004# dans les modèles autorégressifs en séries temporelles. Nous montrons que l'estimateur MCO obtenu par le recursive-design bootstrap contient un terme intégré qui imite le biais de l'estimateur original. Ceci est en contraste avec le fixed-design bootstrap et le pairs bootstrap dont les distributions sont incorrectement centrées à zéro. Cependant, le recursive-design bootstrap et le pairs bootstrap sont asymptotiquement valides quand ils sont appliqués à l'estimateur corrigé du biais, contrairement au fixed-design bootstrap. Dans les simulations, le recursive-design bootstrap est la méthode qui produit les meilleurs résultats. Le deuxième chapitre étend les résultats du pairs bootstrap aux modèles de panel non linéaires dynamiques avec des effets fixes. Ces modèles sont souvent estimés par l'estimateur du maximum de vraisemblance #EMV# qui souffre également d'un biais. Récemment, Dhaene et Johmans #2014# ont proposé la méthode d'estimation split-jackknife. Bien que ces estimateurs ont des approximations asymptotiques normales centrées sur le vrai paramètre, de sérieuses distorsions demeurent à échantillons finis. Dhaene et Johmans #2014# ont proposé le pairs bootstrap comme alternative dans ce contexte sans aucune justification théorique. Pour combler cette lacune, je montre que cette méthode est asymptotiquement valide lorsqu'elle est utilisée pour estimer la distribution de l'estimateur split-jackknife bien qu'incapable d'estimer la distribution de l'EMV. Des simulations Monte Carlo montrent que les intervalles de confiance bootstrap basés sur l'estimateur split-jackknife aident grandement à réduire les distorsions liées à l'approximation normale en échantillons finis. En outre, j'applique cette méthode bootstrap à un modèle de participation des femmes au marché du travail pour construire des intervalles de confiance valides. Dans le dernier chapitre #co-écrit avec Wenjie Wang#, nous étudions la validité asymptotique des procédures bootstrap pour les modèles à grands nombres de variables instrumentales #VI# dont un grand nombre peu être faible. Nous montrons analytiquement qu'un bootstrap standard basé sur les résidus et le bootstrap restreint et efficace #RE# de Davidson et MacKinnon #2008, 2010, 2014# ne peuvent pas estimer la distribution limite de l'estimateur du maximum de vraisemblance à information limitée #EMVIL#. La raison principale est qu'ils ne parviennent pas à bien imiter le paramètre qui caractérise l'intensité de l'identification dans l'échantillon. Par conséquent, nous proposons une méthode bootstrap modifiée qui estime de facon convergente cette distribution limite. Nos simulations montrent que la méthode bootstrap modifiée réduit considérablement les distorsions des tests asymptotiques de type Wald #$t$# dans les échantillons finis, en particulier lorsque le degré d'endogénéité est élevé.

Studies on a syntax based approach for translation between structurally different languages and the development of a prototype for Malayalam to English translation

This thesis summarizes the results on the studies on a syntax based approach for translation between Malayalam, one of Dravidian languages and English and also on the development of the major modules in building a prototype machine translation system from Malayalam to English. The development of the system is a pioneering effort in Malayalam language unattempted by previous researchers. The computational models chosen for the system is first of its kind for Malayalam language. An in depth study has been carried out in the design of the computational models and data structures needed for different modules: morphological analyzer , a parser, a syntactic structure transfer module and target language sentence generator required for the prototype system. The generation of list of part of speech tags, chunk tags and the hierarchical dependencies among the chunks required for the translation process also has been done. In the development process, the major goals are: (a) accuracy of translation (b) speed and (c) space. Accuracy-wise, smart tools for handling transfer grammar and translation standards including equivalent words, expressions, phrases and styles in the target language are to be developed. The grammar should be optimized with a view to obtaining a single correct parse and hence a single translated output. Speed-wise, innovative use of corpus analysis, efficient parsing algorithm, design of efficient Data Structure and run-time frequency-based rearrangement of the grammar which substantially reduces the parsing and generation time are required. The space requirement also has to be minimised

Collaborative design procedures for architects and engineers

This book argues for novel strategies to integrate engineering design procedures and structural analysis data into architectural design. Algorithmic procedures that recently migrated into the architectural practice are utilized to improve the interface of both disciplines. Architectural design is predominately conducted as a negotiation process of various factors but often lacks rigor and data structures to link it to quantitative procedures. Numerical structural design on the other hand could act as a role model for handling data and robust optimization but it often lacks the complexity of architectural design. The goal of this research is to bring together robust methods from structural design and complex dependency networks from architectural design processes. The book presents three case studies of tools and methods that are developed to exemplify, analyze and evaluate a collaborative work flow.

Hierarchies of conceptual scales

Formal Concept Analysis allows to derive conceptual hierarchies from data tables. Formal Concept Analysis is applied in various domains, e.g., data analysis, information retrieval, and knowledge discovery in databases. In order to deal with increasing sizes of the data tables (and to allow more complex data structures than just binary attributes), conceputal scales habe been developed. They are considered as metadata which structure the data conceptually. But in large applications, the number of conceptual scales increases as well. Techniques are needed which support the navigation of the user also on this meta-level of conceptual scales. In this paper, we attack this problem by extending the set of scales by hierarchically ordered higher level scales and by introducing a visualization technique called nested scaling. We extend the two-level architecture of Formal Concept Analysis (the data table plus one level of conceptual scales) to many-level architecture with a cascading system of conceptual scales. The approach also allows to use representation techniques of Formal Concept Analysis for the visualization of thesauri and ontologies.

Network properties of folksonomies

Social resource sharing systems like YouTube and del.icio.us have acquired a large number of users within the last few years. They provide rich resources for data analysis, information retrieval, and knowledge discovery applications. A first step towards this end is to gain better insights into content and structure of these systems. In this paper, we will analyse the main network characteristics of two of the systems. We consider their underlying data structures – socalled folksonomies – as tri-partite hypergraphs, and adapt classical network measures like characteristic path length and clustering coefficient to them. Subsequently, we introduce a network of tag co-occurrence and investigate some of its statistical properties, focusing on correlations in node connectivity and pointing out features that reflect emergent semantics within the folksonomy. We show that simple statistical indicators unambiguously spot non-social behavior such as spam.

Network properties of folksonomies

Social resource sharing systems like YouTube and del.icio.us have acquired a large number of users within the last few years. They provide rich resources for data analysis, information retrieval, and knowledge discovery applications. A first step towards this end is to gain better insights into content and structure of these systems. In this paper, we will analyse the main network characteristics of two of these systems. We consider their underlying data structures – so-called folksonomies – as tri-partite hypergraphs, and adapt classical network measures like characteristic path length and clustering coefficient to them. Subsequently, we introduce a network of tag cooccurrence and investigate some of its statistical properties, focusing on correlations in node connectivity and pointing out features that reflect emergent semantics within the folksonomy. We show that simple statistical indicators unambiguously spot non-social behavior such as spam.

Implementing Distributed Systems Using Linear Naming

Linear graph reduction is a simple computational model in which the cost of naming things is explicitly represented. The key idea is the notion of "linearity". A name is linear if it is only used once, so with linear naming you cannot create more than one outstanding reference to an entity. As a result, linear naming is cheap to support and easy to reason about. Programs can be translated into the linear graph reduction model such that linear names in the program are implemented directly as linear names in the model. Nonlinear names are supported by constructing them out of linear names. The translation thus exposes those places where the program uses names in expensive, nonlinear ways. Two applications demonstrate the utility of using linear graph reduction: First, in the area of distributed computing, linear naming makes it easy to support cheap cross-network references and highly portable data structures, Linear naming also facilitates demand driven migration of tasks and data around the network without requiring explicit guidance from the programmer. Second, linear graph reduction reveals a new characterization of the phenomenon of state. Systems in which state appears are those which depend on certain -global- system properties. State is not a localizable phenomenon, which suggests that our usual object oriented metaphor for state is flawed.

Lecture 1 - Starting out

What is Programming? A useful definition Object Orientation (and it’s counterparts) Thinking OO Programming Blocks Variables Logic Data Structures Methods

Network externalities across financial institutions

We propose and estimate a financial distress model that explicitly accounts for the interactions or spill-over effects between financial institutions, through the use of a spatial continuity matrix that is build from financial network data of inter bank transactions. Such setup of the financial distress model allows for the empirical validation of the importance of network externalities in determining financial distress, in addition to institution specific and macroeconomic covariates. The relevance of such specification is that it incorporates simultaneously micro-prudential factors (Basel 2) as well as macro-prudential and systemic factors (Basel 3) as determinants of financial distress. Results indicate network externalities are an important determinant of financial health of a financial institutions. The parameter that measures the effect of network externalities is both economically and statistical significant and its inclusion as a risk factor reduces the importance of the firm specific variables such as the size or degree of leverage of the financial institution. In addition we analyze the policy implications of the network factor model for capital requirements and deposit insurance pricing.

A comparison-based diagnosis algorithm tailored for crossed cube multiprocessor systems

Comparison-based diagnosis is an effective approach to system-level fault diagnosis. Under the Maeng-Malek comparison model (NM* model), Sengupta and Dahbura proposed an O(N-5) diagnosis algorithm for general diagnosable systems with N nodes. Thanks to lower diameter and better graph embedding capability as compared with a hypercube of the same size, the crossed cube has been a promising candidate for interconnection networks. In this paper, we propose a fault diagnosis algorithm tailored for crossed cube connected multicomputer systems under the MM* model. By introducing appropriate data structures, this algorithm runs in O(Nlog(2)(2) N) time, which is linear in the size of the input. As a result, this algorithm is significantly superior to the Sengupta-Dahbura's algorithm when applied to crossed cube systems. (C) 2004 Elsevier B.V. All rights reserved.

Modula-2 applied

Programming is a skill which requires knowledge of both the basic constructs of the computer language used and techniques employing these constructs. How these are used in any given application is determined intuitively, and this intuition is based on experience of programs already written. One aim of this book is to describe the techniques and give practical examples of the techniques in action - to provide some experience. Another aim of the book is to show how a program should be developed, in particular how a relatively large program should be tackled in a structured manner. These aims are accomplished essentially by describing the writing of one large program, a diagram generator package, in which a number of useful programming techniques are employed. Also, the book provides a useful program, with an in-built manual describing not only how the program works, but also how it does it, with full source code listings. This means that the user can, if required, modify the package to meet particular requirements. A floppy disk is available from the publishers containing the program, including listings of the source code. All the programs are written in Modula-2, using JPI's Top Speed Modula-2 system running on IBM-PCs and compatibles. This language was chosen as it is an ideal language for implementing large programs and it is the main language taught in the Cybernetics Department at the University of Reading. There are some aspects of the Top Speed implementation which are not standard, so suitable comments are given when these occur. Although implemented in Modula-2, many of the techniques described here are appropriate to other languages, like Pascal of C, for example. The book and programs are based on a second year undergraduate course taught at Reading to Cybernetics students, entitled Algorithms and Data Structures. Useful techniques are described for the reader to use, applications where they are appropriate are recommended, but detailed analyses of the techniques are not given.

Virtual reality as a visualisation tool: benefits and constraints

The benefits and applications of virtual reality (VR) in the construction industry have been investigated for almost a decade. However, the practical implementation of VR in the construction industry has yet to reach maturity owing to technical constraints. The need for effective information management presents challenges: both transfer of building data to, and organisation of building information within, the virtual environment require consideration. This paper reviews the applications and benefits of VR in the built environment field and reports on a collaboration between Loughborough University and South Bank University to overcome constraints on the use of the overall VR model for whole lifecycle visualisation. The work at each research centre is concerned with an aspect of information management within VR applications for the built environment, and both data transfer and internal data organisation have been investigated. In this paper, similarities and differences between computer-aided design (CAD) and VR packages are first discussed. Three different approaches to the creation of VR models during the design stage are identified and described, with a view to providing sharing understanding across the interdiscipliary groups involved. The suitable organisation of building information within the virtual environment is then further investigated. This work focused on the visualisation of the degradation of a building, through its lifespan, with the view to provide a visual aid for developing an effective and economic project maintenance programme. Finally consideration is given to the potential of emerging standards to facilitate an integrated use of VR. The convergence towards similar data structures in VR and other construction packages may enable visualisation to be better utilised in the overall lifecycle model.

Issues and benefits of using 3D Interfaces: visual and verbal tasks

Spatial memory is important for locating objects in hierarchical data structures, such as desktop folders. There are, however, some contradictions in literature concerning the effectiveness of 3D user interfaces when compared to their 2D counterparts. This paper uses a task-based approach in order to investigate the effectiveness of adding a third dimension to specific user tasks, i.e. the impact of depth on navigation in a 3D file manager. Results highlight issues and benefits of using 3D interfaces for visual and verbal tasks, and introduces the possible existence of a correlation between aptitude scores achieved on the Guilford- Zimmerman Orientation Survey and Electroencephalography- measured brainwave activity as participants search for targets of variable perceptual salience in 2D and 3D environments.

Novas ferramentas para monitoramento ambiental usando SIG Web

The use of Geographic Information Systems (GIS) has becoming very important in fields where detailed and precise study of earth surface features is required. Applications in environmental protection are such an example that requires the use of GIS tools for analysis and decision by managers and enrolled community of protected areas. In this specific field, a challenge that remains is to build a GIS that can be dynamically fed with data, allowing researchers and other agents to recover actual and up to date information. In some cases, data is acquired in several ways and come from different sources. To solve this problem, some tools were implemented that includes a model for spatial data treatment on the Web. The research issues involved start with the feeding and processing of environmental control data collected in-loco as biotic and geological variables and finishes with the presentation of all information on theWeb. For this dynamic processing, it was developed some tools that make MapServer more flexible and dynamic, allowing data uploading by the proper users. Furthermore, it was also developed a module that uses interpolation to aiming spatial data analysis. A complex application that has validated this research is to feed the system with data coming from coral reef regions located in northeast of Brazil. The system was implemented using the best interactivity concept provided by the AJAX model and resulted in a substantial contribution for efficiently accessing information, being an essential mechanism for controlling events in the environmental monitoring

BSmart: desenvolvimento rigoroso de aplicações Java Card com base no método formal B

Java Card technology allows the development and execution of small applications embedded in smart cards. A Java Card application is composed of an external card client and of an application in the card that implements the services available to the client by means of an Application Programming Interface (API). Usually, these applications manipulate and store important information, such as cash and confidential data of their owners. Thus, it is necessary to adopt rigor on developing a smart card application to improve its quality and trustworthiness. The use of formal methods on the development of these applications is a way to reach these quality requirements. The B method is one of the many formal methods for system specification. The development in B starts with the functional specification of the system, continues with the application of some optional refinements to the specification and, from the last level of refinement, it is possible to generate code for some programming language. The B formalism has a good tool support and its application to Java Card is adequate since the specification and development of APIs is one of the major applications of B. The BSmart method proposed here aims to promote the rigorous development of Java Card applications up to the generation of its code, based on the refinement of its formal specification described in the B notation. This development is supported by the BSmart tool, that is composed of some programs that automate each stage of the method; and by a library of B modules and Java Card classes that model primitive types, essential Java Card API classes and reusable data structures