Residual-based Inference for Common Nonlinear Features

This paper investigates common nonlinear features in multivariate nonlinear autore-gressive models via testing the estimated residuals. A Wald-type test is proposed and itis asymptotically Chi-squared distributed. Simulation studies are given to examine thefinite-sample properties of the proposed test.

Likelihood estimate of treatment effects under selection bias

We consider methods for estimating causal effects of treatment in the situation where the individuals in the treatment and the control group are self selected, i.e., the selection mechanism is not randomized. In this case, simple comparison of treated and control outcomes will not generally yield valid estimates of casual effects. The propensity score method is frequently used for the evaluation of treatment effect. However, this method is based onsome strong assumptions, which are not directly testable. In this paper, we present an alternative modeling approachto draw causal inference by using share random-effect model and the computational algorithm to draw likelihood based inference with such a model. With small numerical studies and a real data analysis, we show that our approach gives not only more efficient estimates but it is also less sensitive to model misspecifications, which we consider, than the existing methods.

Gymnasisters skrivande : En studie av genre, textstruktur och sammanhang

Students in upper secondary school write in a number of different genres, and do this in school contexts as well as in their spare time. The study presented here is an overview of this activity and the genres concerned. The theoretical framework of the study is that of genre theory whereby genre is understood as a socially situated concept. The study is based on 2 000 texts gathered from students on different study programmes all over Sweden in the school year of 1996-97. The texts were written in different situations. The most important distinction made here is between test texts (i.e. texts from national tests) and self-chosen texts, which may come from schoolwriting or spare-time writing. The texts are categorized according to genre. This text inventory shows a repertoire of 33 different genres in the text material. A small number of genres, such as story, book-review and expository essay dominate the school writing. The test genres differ from this pattern in that they clearly imitate texts with a genuine communicative intent. The most frequent genres are studied further and each of them is demonstrated by an interpretative reading. This reading shows that the genres differ considerably with respect to genre character and stability of text structure. A quantitative study of text length and variation in vocabulary further shows that texts written by two categories of students, those on vocationally oriented programmes and those on programmes preparing for higher education, differ significantly. Reference cohesion is studied in a smaller sample of the texts. This lexico-semantic mechanism of cohesion proves to exhibit an interrelation with variation in vocabulary as well as with text type. One particular cohesive tie, inference, shows different patterns in texts written by the two categories of students mentioned above.

Towards a Methodology for Coordination Mechanism Selection in Open Systems

Agent-oriented software engineering (AOSE) is a promising approach to developing applications for dynamic open systems. If well developed, these applications can be opportunistic, taking advantage of services implemented by other developers at appropriate times. However, methodologies are needed to aid the development of systems that are both flexible enough to be opportunistic and tightly defined by the application requirements. In this paper, we investigate how developers can choose the coordination mechanisms of agents so that the agents will best fulfil application requirements in an open system.

Adaptive device with underlying mechanism defined by a programming language

An adaptive device is made up of an underlying mechanism, for instance, an automaton, a grammar, a decision tree, etc., to which is added an adaptive mechanism, responsible for allowing a dynamic modification in the structure of the underlying mechanism. This article aims to investigate if a programming language can be used as an underlying mechanism of an adaptive device, resulting in an adaptive language.

Mechanism of Muscle Vibrations During Stimulated and Voluntary Isometric Contractions of Mammalian Skeletal Muscle

When a muscle contracts it produces vibrations. The origin of these vibrations is not known in detail. The purpose of this study was to determine the mechanism associated with muscle vibrations. Mechanisms which have been proposed in the literature were described as theories (cross-bridge cycling, vibrating string and unfused motor unit theories). Specific predictions were derived from each theory, and tested in three conceptually different studies. In the first study, the influence of recruitment strategies of motor units (MUs) on the vibromyographic (VMG) signal was studied in the in-situ cat soleus using electrical stimulation of the soleus nerve. VMG signals increased with increasing recruitment and decreased with increasing firing rates of MUs. Similar results were obtained for the human rectus femoris (RF) muscle using percutaneous electrical stimulation of the femoral nerve. The influence of MU activation on muscle vibrations was studied in RF by analyzing VMG signals at different percentages (0-100%) of the maximal voluntary contraction (MVC). In our second study, we tested the effects of changing the material properties of the in-situ cat soleus (through muscle length changes) on the VMG signal. The magnitude of the VMG signal was higher for intermediate muscle lengths compared to the longest and the shortest muscle lengths. The decreased magnitude of the VMG signal at the longest and at the shortest muscle lengths was associated with increased passive stiffness and with decreased force transients during unfused contractions, respectively. In the third study, the effect of fatigue on muscle vibrations was studied in human RF and vastus lateralis (VL) musc1es during isometric voluntary contractions at a leveI of 70% MVC. A decrease in the VMG signal magnitude was observed in RF (presumably due to derecruitment of MUs) and an increase in VL (probably related to the enhancement of physiological tremor, which may have occurred predorninantly in a mediolateral direction) with fatigue. The unfused MU theory, which is based on the idea that force transients produced by MUs during unfused tetanic contraction is the mechanism for muscle vibrations, was supported by the results obtained in the above three studies.

On insurance markets with endogenous information acquisition: A robust mechanism design approach

Neste trabalho propomos a aplicação das noções de equilíbrio da recente literatura de desenho de mecanismo robusto com aquisição de informação endógena a um problema de divisão de risco entre dois agentes. Através deste exemplo somos capazes de motivar o uso desta noção de equilíbrio, assim como discutir os efeitos da introdu ção de uma restrição de participação que seja dependente da informação. A simplicidade do modelo nos permite caracterizar a possibilidade de implementar a alocação Pareto efiente em termos do custo de aquisição da informação. Além disso, mostramos que a precisão da informação pode ter um efeito negativo sobre a implementação da alocação efi ciente. Ao final, sao dados dois exemplos específicos de situações nas quais este modelo se aplica.

A monetary mechanism for sharing capital: Diamond and Dybvig meet Kiyotaki and Wright

A model is presented in which banks accept deposits of fiat money and intermediate capital. Alt though theories about the coexistence of money and credit are inherently difficult, the model offers a simple explanation for the dual role of financial institutions: Banks are well monitored, and can credibly allow fiat-money withdraws to whom needs its, thus qualifying to become safe brokers of idle capital. The model shares some features with those of Diamond and Dybvig (1983) and Kiyotaki and Wright (1989).

Semiparametric estimation and inference using doubly robust moment conditions

We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step. The key difference is that we do not impose any parametric restriction on the nuisance functions that are estimated in a first stage, but retain a fully nonparametric model instead. We call these estimators semiparametric doubly robust estimators (SDREs), and show that they possess superior theoretical and practical properties compared to generic semiparametric two-step estimators. In particular, our estimators have substantially smaller first-order bias, allow for a wider range of nonparametric first-stage estimates, rate-optimal choices of smoothing parameters and data-driven estimates thereof, and their stochastic behavior can be well-approximated by classical first-order asymptotics. SDREs exist for a wide range of parameters of interest, particularly in semiparametric missing data and causal inference models. We illustrate our method with a simulation exercise.

Convexity in multidimensional mechanism design

The present article initiates a systematic study of the behavior of a strictly increasing, C2 , utility function u(a), seen as a function of agents' types, a, when the set of types, A, is a compact, convex subset of iRm . When A is a m-dimensional rectangle it shows that there is a diffeomorphism of A such that the function U = u o H is strictly increasing, C2 , and strictly convexo Moreover, when A is a strictly convex leveI set of a nowhere singular function, there exists a change of coordinates H such that B = H-1(A) is a strictly convex set and U = u o H : B ~ iR is a strictly convex function, as long as a characteristic number of u is smaller than a characteristic number of A. Therefore, a utility function can be assumed convex in agents' types without loss of generality in a wide variety of economic environments.

A monetary mechanism for sharing capital: Diamond and Dybvig meet Kiyotaki and Wright

Historically, payment systems and capital intermediation interact. Friedman (1959), and many observers of bank instabilities, have ad- vocated separating depositary from credit institutions. His proposal meets today an ever-increasing provision of inside money, and a short- age of monetary models of bank intermediation. In this paper, we eval- uate the proposal from a new angle, with a model in which isolating a safe payments system from commercial intermediation undermines information complementarities in banking activities. Some features of the environment resemble the models in Diamond and Dybvig (1983), and Kiyotaki and Wright (1989).

The effects of a centralized college admission mechanism on migration and college enrollment: evidence from Brazil

No Brasil, a recente reformulação do Exame Nacional de Ensino Médio (ENEM) e a criação do Sistema de Seleção Unificada (SISU), um mecanismo de admissão centralizado que aloca os alunos às instituições, promoveram mudanças relevantes no Ensino Superior. Neste artigo, investigamos os efeitos da introdução do SISU na migração e evasão dos alunos ingressantes a partir dos dados do Censo de Educação Superior. Para tal, exploramos a variação temporal na adesão das instituições ao SISU e encontramos que a adoção do SISU está associada a um aumento da mobilidade entre municípios e entre estados dos alunos ingressantes em 3.8 pontos percentuais (p.p) e 1.6 p.p., respectivamente. Além disso, encontramos um aumento da evasão em 4.5 p.p. Nossos resultados indicam que custos associados à migração e comportamento estratégico são importantes determinantes da evasão dos alunos.