Weighted and two-stage least squares estimation of semiparametric truncated regression models

This paper provides a root-n consistent, asymptotically normal weighted least squares estimator of the coefficients in a truncated regression model. The distribution of the errors is unknown and permits general forms of unknown heteroskedasticity. Also provided is an instrumental variables based two-stage least squares estimator for this model, which can be used when some regressors are endogenous, mismeasured, or otherwise correlated with the errors. A simulation study indicates that the new estimators perform well in finite samples. Our limiting distribution theory includes a new asymptotic trimming result addressing the boundary bias in first-stage density estimation without knowledge of the support boundary. © 2007 Cambridge University Press.

Asset pricing in created markets

We investigate the applicability of the present-value asset pricing model to fishing quota markets by applying instrumental variable panel data estimation techniques to 15 years of market transactions from New Zealand's individual transferable quota (ITQ) market. In addition to the influence of current fishing rents, we explore the effect of market interest rates, risk, and expected changes in future rents on quota asset prices. The results indicate that quota asset prices are positively related to declines in interest rates, lower levels of risk, expected increases in future fish prices, and expected cost reductions from rationalization under the quota system. © 2007 American Agricultural Economics Association.

The Evolution of the Russian Romance Through the Nineteenth and Twentieth centuries

This performance dissertation traced the evolution of the Russian romance from 1800 to the present. The Russian romance is a relatively unknown and greatly neglected genre of classical art songs. It is commonly believed that the Russian romance began with Dargomizhsky and Glinka proceeding directly to Tchaikovsky and Rachmaninoff. Forgotten are the composers before Dargornizhsky and Glinka, the bridge composers, and the post-Tchaikovsky and post-Rachmaninoff composers. This may be, in part, because of the difficulties in obtaining Russian vocal scores. While most of the musical world is acquainted with the magnificent Russian instrumental music, the "true soul" of the Russian people lies in its romances. I presented examples of the two different schools of composition, reflecting their philosophical differences in thinking that came about in the 1860s: (1) Russian National school, (2) Western European school. Each school's influence on generations of Russian composers and their pupils have been represented in the recital programs. Also represented was the effect of the October Revolution on music and the voice of the Russian people, Anna Akhmatova. The amount of music that could be included in this dissertation greatly exceeds the amount of available performance time and represents a selected portion of the repertoire. The first recital included repertoire from the beginning of the romance in the early nineteenth century to the beginning of the twentieth century and the second recital focused on the music of the twentieth century, pre and post, the October Revolution. Finally, given the status of Anna Akhmatova and her contributions, the third recital was devoted entirely to her poetry. The "Russian soul" is one of deep, heartfelt emotions and sorrow. Happiness and joy are also present, but always with a touch of melancholy. The audience did not simply go through a musical journey, but took a journey through the "Russian soul". With the strong response of the audience to these recitals, my belief that this repertoire deserves a prominent place in recital programming was confirmed.

Selected Solo Music for Saxophone by United States Composers: 1975-2005

This dissertation project identifies important works for solo saxophone by United States composers between 1975 and 2005. The quality, variety, expressiveness, and difficulty of the solo saxophone repertoire during these thirty years is remarkable and remedies, to some extent, the fact that the saxophone had been a largely neglected instrument in the realm of classical music. In twentieth-century music, including Jazz, the saxophone developed, nevertheless, a unique and significant voice as is evident in the saxophone repertoire that expands immensely in many instrumental settings, including the orchestra, solo works, and a wide variety of chamber ensembles. Historically, the saxophone in the United States first found its niche in Vaudeville, military bands, and jazz ensembles, while in Europe composers such as Debussy, D'Indy, Schmitt, Ibert, Glazounov, Heiden, and Desenclos recognized the potential of the instrument and wrote for it. The saxophone is well suited to the intimacy and unique timbral explorations of the solo literature, but only by the middle twentieth century did the repertoire allow the instrument to flourish into a virtuosic and expressive voice presented by successive generations of performers – Marcel Mule, Sigurd Rascher, Cecil Leeson, Jean-Marie Londeix, Fred Hemke, Eugene Rousseau, and Donald Sinta. The very high artistic level of theses soloists was inspiring and dozens of new compositions were commissioned. Through the 1960’s American composers such as Paul Creston, Leslie Bassett, Henry Cowell, Alec Wilder, and others produced eminent works for the saxophone, to be followed by an enormous output of quality compositions between 1975 and 2005. The works chosen for performance were selected from thousands of compositions between 1975 and 2005 researched for this project. The three recital dates were: April 6, 2005, in Gildenhorn Recital Hall, December 4, 2005, in Ulrich Recital Hall, and April 15, 2006, in Gildenhorn Recital Hall. Recordings of these recitals may be obtained in person or online from the Michelle Smith Performing Arts Library of the University of Maryland, College Park.

The Scherzo in Selected Works for Piano

This performance project will cover performing issues in terms of technique in the scherzo. The Dictionary of Musical Terms defines technique as "the system of creating music, the musical slull to show personality by controlling tones that is not an abstract theory but a practical ability in composition or performance." My project focuses on techniques in fast tempos, specifically those found in the scherzo form and in concertos containing a scherzo character. The term scherzo has varied in its meaning and form throughout history. In the Baroque period, a scherzo was a work of light vocal or instrumental character. In the Classical period, scherzo still meant light in style, but it also indicated a quick tempo, often in 2/4 time. The scherzo was usually a single movement in a suite or multi-movement work. Like the minuet form, the scherzo contained a contrasting trio section. The scherzo was also standard in Romantic and post-Romantic symphonies and related genres. Because of the high degree of subjectivity in Romantic music, genres that stressed emotional content over abstract form developed rapidly. Some composers even wrote one-movement pieces entitled scherzo. These pieces became very important because they usually expressed a particular character or mood. The objective of my dissertation project is to research scherzo-like concertos, scherzo as single movements in larger forms, and scherzo as independent works. My first recital will consist of two concertos with a scherzo-like character. These are Mozart's Piano Concerto No. 9 i ?nl Major; K. 271 and Ravel's Piano Concerto in G Major. I will perform these works in December 2002 with a second piano. In addition, I will perform the Ravel with an orchestra in 2003. My second recital will consist of two parts. The fxst half presents multi-movement works with scherzo movements. The pieces are Haydn's Piano Sonata No. 3 in F Majol; Hob. WI/9, Beethoven's Piano Sonata No. 10 in G Major; Op. 14, No. 2. The second half presents independent four scherzi by Chopin. The final program will also include multi-movement works containing scherzo and independent scherzo. These are Prokofiev's Piano Sonata No. 2 in D minor, Op. 14, Grieg Lyric Pieces Op. 54, Schubert Zwei Scherzi D. 593 and Copland Scherzo humoristique; Le Chat et la Souris (The Cat and the Mouse).

CONSERVATIVE AND PROGFESSIVE ASPECTS OF THE SONATA FROM LATE BEETHOVEN TO PROKOFIEV

The term 'sonata' arose in the early seventeenth-century Baroque period and was originally used to distinguish instrumental (sonata) music from vocal music. Later. the sonata style, as a reliable yet flexible compositional framework, was extensively shaped and utilized throughout the Classical period. Subsequently, in the Romantic period, freer creative, individualistic. and expressive musical elements began to be preferred by composers in their use of harmonj., tone color, form, and rhythm. However, even during the revolutionary Romantic period in music. the compositions which did not have a pre-defined format (character pieces, etc) were often comfortably framed and limited within the recognizable boundaries provided by the Classical sonata style. The sonata format, when used as a tool in musical composition, provides logical boundaries that may serve to organize any unexpected emotional expressions on the part of the composer. Yet the sonata framework is also flexible enough to allow freedom of expression. In the Romantic period and beyond, composers had relied, some more than others, upon the sonata's adaptable blend of stability and flexibility. In my opinion, it is more persuasive to express oneself musically within the framework of an established musical style. Thus, I have chosen my dissertation topic as the performance of six pieces incorporating elements of the reliable and flexible sonata style. The sonata of each composer that I have selected clearly demonstrates a tension between logic and emotion expressed within the sonata framework. However, the compositions can be divided interestingly into two groups, such as 'conservative' and 'progressive' group. The 'conservative' group consists of composers who seemed to strive for greater freedom of self-expression within the constraints of the traditional sonata form. On the other hand, the 'progressive' group consists of composers who seemed more to rely upon the sonata form to rein in and add stability to their highly individual and emotional musical ideas. It is my hope that this project will provide a stimulating viewpoint from which to consider the evolution and utilization of the sonata style especially as it is applied to the composition and performance of these six diverse and interesting pieces.

Comparing the model-simulated global warming signal to observations using empirical estimates of unforced noise.

The comparison of observed global mean surface air temperature (GMT) change to the mean change simulated by climate models has received much public and scientific attention. For a given global warming signal produced by a climate model ensemble, there exists an envelope of GMT values representing the range of possible unforced states of the climate system (the Envelope of Unforced Noise; EUN). Typically, the EUN is derived from climate models themselves, but climate models might not accurately simulate the correct characteristics of unforced GMT variability. Here, we simulate a new, empirical, EUN that is based on instrumental and reconstructed surface temperature records. We compare the forced GMT signal produced by climate models to observations while noting the range of GMT values provided by the empirical EUN. We find that the empirical EUN is wide enough so that the interdecadal variability in the rate of global warming over the 20(th) century does not necessarily require corresponding variability in the rate-of-increase of the forced signal. The empirical EUN also indicates that the reduced GMT warming over the past decade or so is still consistent with a middle emission scenario's forced signal, but is likely inconsistent with the steepest emission scenario's forced signal.

WORKS BY FRANCO-BELGIAN COMPOSERS AND THE VIOLINISTS WHO INSPIRED THEM

In the late nineteenth century, French composers such as Camille Saint- Saens, Cesar Franck, and Claude Debussy worked to elevate instrumental music in late-Romantic period France, creating symphonies, concertos, and chamber ensembles, including duo sonatas. These composers and followers like, Ernest Chausson and Guillaume Lekeu were all influenced by a particular violinist to whom they dedicated their compositions. The primary violinist who inspired these composers was Eugene Ysaye (1858-1931), a brilliant performer and composer. His freedom of expression motivated many prominent French composers to dedicate major works to him. For example, Debussy dedicated his string quartet to Ysaye, who established the Ysaye Quartet and premiered Debussy's composition. In 1886, Franck completed his sonata for violin and piano which he also dedicated to Ysaye. Fritz Kreisler (1875-1962), one of the most talented violinists of his era, had a relationship withYsaye that was quite special. They respected, supported, and befriended each other. To Ysaye, Kreisler dedicated his Recitativo and Scherzo. To Kreisler, Ysaye dedicated one ofhis celebrated Sonatas for Solo Violin. Pablo de Sarasate (1844-1908) was a magnificent Spanish violinist of the late nineteenth century, and his music and performances influenced many composers, especially Saint-Saens, who included Spanish gypsy fragments in his works. These motifs may found in his Havanaise, Introduction and Rondo Capriccioso and Violin Concerto No.3 which were dedicated to Sarasate. My goal for this dissertation project has been to find and present, in three recitals, works by French composers and also works by the violinists who inspired them. As a violinist, I have endeavored to understand the influence of the various violinists on these French composers and how that knowledge can inform my approach to performing these works. In my first recital, with pianist Soo Young Jung, I performed works by Saint-Saens, Ysaye and Sarasate. With pianist Sun Ha Yoon, I performed works by Ysaye, Debussy, Kreisler and Franck in my second recital. My third recital, again with pianist Sun Ha Yoon, featured works by Ysaye, Chausson, and Lekeu. All recitals were recorded and performed at the University ofMaryland, College Park.

FROM THE AETHIOPICA TO THE RENAISSANCE: RECOVERING A STAGE TRADITION OF POSITIVE REPRESENTATION OF AFRICANS IN EARLY MODERN ENGLAND

This dissertation looks at the connection between Heliodorus's fifth-century prose romance, An Aethiopian History, certain Renaissance texts, and how these texts helped influence an alternate representation of Africans in the early modern world. Through their portrayals of Africans, early modern English playwrights frequently give the impression that Africans, especially black Africans, were people without accomplishments, without culture. Previously, however, this was not the case. Africans were depicted with dignity, as a tradition existed for this kind of representation--and Renaissance Europe had long been acquainted with the achievements of Africans, dating back to antiquity. As the source of several lost plays, the Aethiopica is instrumental in dramatizing Africans favorably, especially on the early modern stage, and helped shape a stage tradition that runs alongside the stereotyping of Africans. This Heliodoran tradition can be seen in works of Greene, Heywood, Jonson, Shakespeare, and others in the motifs of crosscultural and transracial romance, male and female chastity, racial metamorphosis, lost or abandoned babies, wandering heroes, and bold heroines. In Jonson's Masque of Blackness and Masque of Beauty, I establish a connection between these two masques and Heliodorus's Aethiopica and argue for a Heliodoran stage tradition implicit in both masques through the conceit of blanching. In The English Moore, I explore how Richard Brome uses the Heliodoran and Jonsonian materials to create a negative quality of blackness that participates in the dramatic tradition of the degenerate African on the English Renaissance stage. With Othello, I contend that it is a drama that can be seen in the Heliodoran tradition by stressing certain motifs found in the play that derives from the Aethiopica. Reading Othello this way provides us with a more layered and historicized interpretation of Shakespeare's protagonists. Othello's nationality and faith make his exalted position in Venice and the Venetian army credible and logical. His nobility and heroic status become more sharply defined, giving us a fuller understanding of the emphasis he places on chastity--both for himself and for Desdemona. Instead of a traditional, compliant, and submissive Desdemona, a courageous, resourceful, witty, and pure heroine emerges--one who lives by the dictates of her conscience than by the constraints of societal norms. Recovering the tradition of positive portrayal of Africans that originated from the Aethiopica necessitated an examination of eleven plays that I contend helped to frame the dramatic tradition under investigation. Six of these plays are continental dramas, and five are English. Although three of the English plays are lost and the other two are seventeenth-century dramas, their titles and names of their protagonists, like those of the six extant continental plays, share the names of Heliodorus's hero and heroine, making an exploration of the continental plays imperative to facilitate their use as paradigms in reconstructing the three lost English plays. These continental dramas show that plays whose titles derive from the Aethiopica itself or reflect the names of its major characters follow Heliodorus's text closely, enabling an investigation of the Heliodoran tradition on the early modern English stage. Recovering the Heliodoran tradition adds to the exploration of racial politics and the understanding of the dramatic tradition that constrained and enabled Renaissance playwrights' representation of race and gender.

INNOVATIONS IN FRENCH CHAMBER MUSIC AND MÉLODIE (1886 – 1962) – A COLLABORATIVE PIANIST’S PERSPECTIVE

French chamber music in the last quarter of the nineteenth century displayed significant advances in musical innovations and technical developments. As the Parisian public began to favor instrumental music and mélodie over opera, vocal and chamber music with piano became one of the main genres to express French composers’ creativity and individuality. The composers Franck, Debussy, Fauré, Duparc, Ravel, Chausson and Poulenc were the major contributors to this unusually creative period in French music. French mélodies of this period blend precision with lyricism, and demand the performer’s elegance and wit. They show careful settings of the French language’s rhythmic subtleties and increased expressiveness in and importance of the piano accompaniment. The chamber works of this period demanded superior pianistic and instrumental virtuosity while displaying wide ranges of sonority, multiple tone colors, and rhythmic fluidity. The three recitals which comprise this dissertation project were performed at the University of Maryland Gildenhorn Recital Hall on 27 October 2006, All Nations Mission Church (Dayton, NJ) on 5 December 2009, and the Leah M. Smith Lecture Hall of the University of Maryland on 11 May 2010. The repertoire included Poulenc’s Sonata for Oboe and Piano (1962) with oboist Yeongsu Kim, French mélodies by Fauré, Chausson, Debussy, Ravel and Duparc with soprano Jung-A Lee and baritone Hyun-Oh Shin, Poulenc’s Sextet for Piano, Flute, Oboe, Clarinet, Bassoon and Horn (1932-1939) with flutist Katrina Smith, clarinetist Jihoon Chang, bassoonist Erich Heckscher, hornist Heidi Littman and oboist Yeongsu Kim, Debussy’s Sonata for Cello and Piano (1915) with cellist Ji-Sook Shin, Poulenc’s Sonata for Violin and Piano (1942-1949) with violinist Ji-Hee Lim, Franck’s Sonata for Violin and Piano (1886) with violinist Na-Young Cho, Ravel’s Piano Trio (1915) with cellist Ji-Sook Shin and violinist Yu-Jeong Lee and Ravel’s Sonata for Violin and Piano (1927) with violinist Yu-Jeong Lee. The recitals were recorded on compact discs and are archived within the Digital Repository at the University of Maryland (DRUM).

Selected Piano Works by Schumann, Liszt, and Brahms Incorporating or Based on Pre-existing Music

This dissertation shows how Schumann, Liszt and Brahms composed piano works based in a variety of ways on other music that already existed. My idea to do this project came through my fascination with Brahms’s Variations on a Theme by Paganini, which was the first piece selected. Brahms composed six sets of variations for solo piano, and I also chose Variations and Fugue on a Theme by Handel. Besides the variations, I included Brahms’s Ballade in D minor, Op. 10 No. 1, based on the Scottish ballad “Edward”. This piece demonstrates that Brahms applied pre-existing music not only in the form of variations, but also in other genres. Among Romantic composers, Schumann and Liszt are two others besides Brahms whose music frequently quotes pre-existing materials. In Schumann’s output, the inspiration from Clara Wieck is significant. The best examples may be the Impromptus Op. 5 and the third movement of the Grand Sonata No. 3, Op. 14, in which Schumann quotes the music by Clara Wieck as the theme of the variations and in the other movements as well to unify the entire piece. In addition, Schumann quotes the old German folk song “Grossvater Tanz” (Grandfather Dance) in the finale of Papillons. The same tune also appears in Carnaval for a programmatic purpose. These two pieces are a clear illustration that Schumann applies pre-existing music, and in addition they represent the spirit of literary reference. Liszt is well known for his superb transformations of other composers’ works into glorious piano compositions. Liszt drew his inspirations from different genres, including both vocal and instrumental music. His ability to turn earlier musical materials into virtuosic solo piano pieces that demonstrate his brilliance in creating imaginative keyboard sounds is remarkable. Among those pieces composed by Liszt, terms such paraphrase, reminiscence, or fantasy frequently appear as titles. I selected two such pieces: Rigoletto: Paraphrase de concert, S. 434 and Rondeau fantastique sur un thème espagnol, S. 252. In addition, Liszt also uses variation form to explore the possibilities of pre-existing themes. The piece I chose to represent this is Variations on the Theme “Weinen, Klagen, Sorgen, Zagen” and Crucifixus from the Mass in B minor by J.S Bach, S.180. This dissertation comprises three piano recitals that were performed in 2010 and 2011 in Ulrich Recital Hall and Gildenhorn Recital Hall of the Clarice Smith Performing Arts Center of the University of Maryland. The recordings are documented on compact discs that are housed within the University of Maryland Library System.

CABARET: MIRROR OF SOCIETIES

The basic definition of a cabaret is a café that offers live entertainment performed by singers, musicians and dancers and serves food and drink. It is generally housed in small, intimate spaces. Starting in the middle of the nineteenth century, artists, composers and writers met at Parisian cafés and salons to share their works. The cabaret was a suitable place for social activities. Artists could meet, discuss their opinions, and share their art in a relaxed setting. Even though cabaret music was often based on popular idioms, social and political commentary coupled with satirical settings represented the true soul of the genre. This trend flourished in the late nineteenth and early twentieth centuries. The first cabaret in Paris, Le Chat Noir inspired the growth of similar places in major cities throughout Europe besides Paris. The three recitals that comprise this dissertation project were performed at University of Maryland venues: the Robert & Arlene Kogod Theatre on 11 May 2011, Ulrich Recital Hall on 4 December 2011, and Gildenhorn Recital Hall on 4 March 2012. The repertoire for the first recital included works by Erik Satie with mezzo-soprano Monica Soto-Gil, Friedrich Hollaender with soprano Gabrielle DeMers, William Bolcom with baritone Ethan Watermeier and mezzo-soprano Stepanie Sadownik, and Poulenc with baritone Andrew McLaughlin. André Previn‘s Tango Song and Dance with violinist Jennifer Kim served as the instrumental interlude. The second recital included songs by Friedrich Hollaender with mezzo-soprano Monica Soto-Gil, Hanns Eisler and Viktor Ullmann with mezzo-soprano Stephanie Sadownik, and Mischa Spoliansky with soprano CarrieAnne Winter. Victor Hollaender‘s Romance and Albumblatt were the instrumental interludes with violinist Jennifer Kim. The last recital featured works for piano and violin, the Graceful Ghost Rag by William Bolcom with violinist Jenny Wu, Four Souvenirs by Paul Schoenfield with violinist Jennifer Kim, Cabaret Songs by Benjamin Britten with soprano Linda Mabbs, and Souvenirs for piano four-hands by Samuel Barber with pianist Rita Sloan. The recitals were recorded on compact discs and are archived within the Digital Repository at the University of Maryland (DRUM).

Physical Activity, Central Adiposity, and Functional Limitations in Community-Dwelling Older Adults.

BACKGROUND AND PURPOSE: Obesity and physical inactivity are independently associated with physical and functional limitations in older adults. The current study examines the impact of physical activity on odds of physical and functional limitations in older adults with central and general obesity. METHODS: Data from 6279 community-dwelling adults aged 60 years or more from the Health and Retirement Study 2006 and 2008 waves were used to calculate prevalence and odds of physical and functional limitation among obese older adults with high waist circumference (waist circumference ≥88 cm in females and ≥102 cm in males) who were physically active versus inactive (engaging in moderate/vigorous activity less than once per week). Logistic regression models were adjusted for age, sex, race/ethnicity, education, smoking status, body mass index, and number of comorbidities. RESULTS: Physical activity was associated with lower odds of physical and functional limitations among older adults with high waist circumference (odds ratio [OR], 0.59; confidence interval [CI], 0.52-0.68, for physical limitations; OR, 0.52; CI, 0.44-0.62, for activities of daily living; and OR, 0.44; CI, 0.39-0.50, for instrumental activities of daily living). CONCLUSIONS: Physical activity is associated with significantly lower odds of physical and functional limitations in obese older adults regardless of how obesity is classified. Additional research is needed to determine whether physical activity moderates long-term physical and functional limitations.

Protocol for the "Implementation, adoption, and utility of family history in diverse care settings" study.

BACKGROUND: Risk assessment with a thorough family health history is recommended by numerous organizations and is now a required component of the annual physical for Medicare beneficiaries under the Affordable Care Act. However, there are several barriers to incorporating robust risk assessments into routine care. MeTree, a web-based patient-facing health risk assessment tool, was developed with the aim of overcoming these barriers. In order to better understand what factors will be instrumental for broader adoption of risk assessment programs like MeTree in clinical settings, we obtained funding to perform a type III hybrid implementation-effectiveness study in primary care clinics at five diverse healthcare systems. Here, we describe the study's protocol. METHODS/DESIGN: MeTree collects personal medical information and a three-generation family health history from patients on 98 conditions. Using algorithms built entirely from current clinical guidelines, it provides clinical decision support to providers and patients on 30 conditions. All adult patients with an upcoming well-visit appointment at one of the 20 intervention clinics are eligible to participate. Patient-oriented risk reports are provided in real time. Provider-oriented risk reports are uploaded to the electronic medical record for review at the time of the appointment. Implementation outcomes are enrollment rate of clinics, providers, and patients (enrolled vs approached) and their representativeness compared to the underlying population. Primary effectiveness outcomes are the percent of participants newly identified as being at increased risk for one of the clinical decision support conditions and the percent with appropriate risk-based screening. Secondary outcomes include percent change in those meeting goals for a healthy lifestyle (diet, exercise, and smoking). Outcomes are measured through electronic medical record data abstraction, patient surveys, and surveys/qualitative interviews of clinical staff. DISCUSSION: This study evaluates factors that are critical to successful implementation of a web-based risk assessment tool into routine clinical care in a variety of healthcare settings. The result will identify resource needs and potential barriers and solutions to implementation in each setting as well as an understanding potential effectiveness. TRIAL REGISTRATION: NCT01956773.

Can Cooling Technology Save Many-Core Parallel Programming from Its Programming Woes?

An abstract of this work will be presented at the Compiler, Architecture and Tools Conference (CATC), Intel Development Center, Haifa, Israel November 23, 2015.