Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

Third order nonlinear optical studies in europium naphthalocyanine using degenerate four wave mixing and Z-scan

Third order nonlinear susceptibility χ(3) and second hyperpolarizability (γ) of a bis-naphthalocyanine viz. europium naphthalocyanines, Eu(Nc)2, were measured in dimethyl formamide solution using degenerate four wave mixing at 532 nm under nanosecond pulse excitation. Effective nonlinear absorption coefficient, βeff and imaginary part of nonlinear susceptibility, Im(χ(3)) were obtained using open aperture /Z-scan technique at the same wavelength. Optical limiting property of the sample was also investigated. The role of excited state absorption in deciding the nonlinear properties of this material is discussed.

Martensitic transitions and the nature of ferromagnetism in the austenitic and martensitic states of Ni-Mn-Sn alloys

Structural and magnetic transformations in the Heusler-based system Ni0.50Mn0.50¿xSnx are studied by x-ray diffraction, optical microscopy, differential scanning calorimetry, and magnetization. The structural transformations are of austenitic-martensitic character. The austenite state has an L21 structure, whereas the structures of the martensite can be 10M , 14M , or L10 depending on the Sn composition. For samples that undergo martensitic transformations below and around room temperature, it is observed that the magnetic exchange in both parent and product phases is ferromagnetic, but the ferromagnetic exchange, characteristic of each phase, is found to be of different strength. This gives rise to different Curie temperatures for the austenitic and martensitic states.

Orthogonal polynomials and recurrence equations, operator equations and factorization

This article surveys the classical orthogonal polynomial systems of the Hahn class, which are solutions of second-order differential, difference or q-difference equations. Orthogonal families satisfy three-term recurrence equations. Example applications of an algorithm to determine whether a three-term recurrence equation has solutions in the Hahn class - implemented in the computer algebra system Maple - are given. Modifications of these families, in particular associated orthogonal systems, satisfy fourth-order operator equations. A factorization of these equations leads to a solution basis.

Double photoionization of argon into the {3s3p^5} {^1P}- and {^3P}-states

Double photoionization of argon was studied by photon induced fluorescence spectroscopy (PIFS). Cross sections for the double photoionization into the {3s3p^5} {^1P}, {^3P} states of Ar^{+ +} are presented for exciting photon energies between threshold and 120 eV. In the threshold range the energy dependencies of these cross sections were determined for the first time. Singlet and triplet states are populated with comparable probabilities at equal excess energies, in contrast to predictions of the extended Wannier theory. At hv = 100eV the spin-or-bit splitting of the 3s3p^5 ^3P state was resolved, and a cross section for the production of Ar^{+ +} {3s^0}{3p^6 } {^1S_0} was determined for the first time.

Thermodynamic functions of element 105 in neutral and ionized states

The basic thermodynamic functions, the entropy, free energy, and enthalpy, for element 105 (hahnium) in electronic configurations d^3 s^2, d^3 sp, and d^4s^1 and for its +5 ionized state (5f^14) have been calculated as a function of temperature. The data are based on the results of the calculations of the corresponding electronic states of element 105 using the multiconfiguration Dirac-Fock method.

Fronts from integrodifference equations and persistence effects on the Neolithic transition

We extend a previous model of the Neolithic transition in Europe [J. Fort and V. Méndez, Phys. Rev. Lett. 82, 867 (1999)] by taking two effects into account: (i) we do not use the diffusion approximation (which corresponds to second-order Taylor expansions), and (ii) we take proper care of the fact that parents do not migrate away from their children (we refer to this as a time-order effect, in the sense that it implies that children grow up with their parents, before they become adults and can survive and migrate). We also derive a time-ordered, second-order equation, which we call the sequential reaction-diffusion equation, and use it to show that effect (ii) is the most important one, and that both of them should in general be taken into account to derive accurate results. As an example, we consider the Neolithic transition: the model predictions agree with the observed front speed, and the corrections relative to previous models are important (up to 70%)