946 resultados para Simulated method of moments


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The fluctuation in water demand in the Redland community of Miami-Dade County was examined using land use data from 2001 and 2011 and water estimation techniques provided by local and state agencies. The data was converted to 30 m mosaicked raster grids that indicated land use change, and associated water demand measured in gallons per day per acre. The results indicate that, first, despite an increase in population, water demand decreased overall in Redland from 2001 to 2011. Second, conversion of agricultural lands to residential lands actually caused a decrease in water demand in most cases while acquisition of farmland by public agencies also caused a sharp decline. Third, conversion of row crops and groves to nurseries was substantial and resulted in a significant increase in water demand in all such areas converted. Finally, estimating water demand based on land use, rather than population, is a more accurate approach.

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We show that a set of fundamental solutions to the parabolic heat equation, with each element in the set corresponding to a point source located on a given surface with the number of source points being dense on this surface, constitute a linearly independent and dense set with respect to the standard inner product of square integrable functions, both on lateral- and time-boundaries. This result leads naturally to a method of numerically approximating solutions to the parabolic heat equation denoted a method of fundamental solutions (MFS). A discussion around convergence of such an approximation is included.

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Congenital vertebral malformations are common in brachycephalic “screw-tailed” dog breeds such as French bulldogs, English bulldogs, Boston terriers, and Pugs. Those vertebral malformations disrupt the normal vertebral column anatomy and biomechanics, potentially leading to deformity of the vertebral column and subsequent neurological dysfunction. The initial aim of this work was to study and determine whether the congenital vertebral malformations identified in those breeds could be translated in a radiographic classification scheme used in humans to give an improved classification, with clear and well-defined terminology, with the expectation that this would facilitate future study and clinical management in the veterinary field. Therefore, two observers who were blinded to the neurologic status of the dogs classified each vertebral malformation based on the human classification scheme of McMaster and were able to translate them successfully into a new classification scheme for veterinary use. The following aim was to assess the nature and the impact of vertebral column deformity engendered by those congenital vertebral malformations in the target breeds. As no gold standard exists in veterinary medicine for the calculation of the degree of deformity, it was elected to adapt the human equivalent, termed the Cobb angle, as a potential standard reference tool for use in veterinary practice. For the validation of the Cobb angle measurement method, a computerised semi-automatic technique was used and assessed by multiple independent observers. They observed not only that Kyphosis was the most common vertebral column deformity but also that patients with such deformity were found to be more likely to suffer from neurological deficits, more especially if their Cobb angle was above 35 degrees.

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This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation, and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

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A novel analysis to compute the admittance characteristics of the slots cut in the narrow wall of a rectangular waveguide, which includes the corner diffraction effects and the finite waveguide wall thickness, is presented. A coupled magnetic field integral equation is formulated at the slot aperture which is solved by the Galerkin approach of the method of moments using entire domain sinusoidal basis functions. The externally scattered fields are computed using the finite difference method (FDM) coupled with the measured equation of invariance (MEI). The guide wall thickness forms a closed cavity and the fields inside it are evaluated using the standard FDM. The fields scattered inside the waveguide are formulated in the spectral domain for faster convergence compared to the traditional spatial domain expansions. The computed results have been compared with the experimental results and also with the measured data published in previous literature. Good agreement between the theoretical and experimental results is obtained to demonstrate the validity of the present analysis.

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The objective of this paper is to investigate the pricing accuracy under stochastic volatility where the volatility follows a square root process. The theoretical prices are compared with market price data (the German DAX index options market) by using two different techniques of parameter estimation, the method of moments and implicit estimation by inversion. Standard Black & Scholes pricing is used as a benchmark. The results indicate that the stochastic volatility model with parameters estimated by inversion using the available prices on the preceding day, is the most accurate pricing method of the three in this study and can be considered satisfactory. However, as the same model with parameters estimated using a rolling window (the method of moments) proved to be inferior to the benchmark, the importance of stable and correct estimation of the parameters is evident.

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This thesis studies the interest-rate policy of the ECB by estimating monetary policy rules using real-time data and central bank forecasts. The aim of the estimations is to try to characterize a decade of common monetary policy and to look at how different models perform at this task.The estimated rules include: contemporary Taylor rules, forward-looking Taylor rules, nonlinearrules and forecast-based rules. The nonlinear models allow for the possibility of zone-like preferences and an asymmetric response to key variables. The models therefore encompass the most popular sub-group of simple models used for policy analysis as well as the more unusual non-linear approach. In addition to the empirical work, this thesis also contains a more general discussion of monetary policy rules mostly from a New Keynesian perspective. This discussion includes an overview of some notable related studies, optimal policy, policy gradualism and several other related subjects. The regression estimations are performed with either least squares or the generalized method of moments depending on the requirements of the estimations. The estimations use data from both the Euro Area Real-Time Database and the central bank forecasts published in ECB Monthly Bulletins. These data sources represent some of the best data that is available for this kind of analysis. The main results of this thesis are that forward-looking behavior appears highly prevalent, but that standard forward-looking Taylor rules offer only ambivalent results with regard to inflation. Nonlinear models are shown to work, but on the other hand do not have a strong rationale over a simpler linear formulation. However, the forecasts appear to be highly useful in characterizing policy and may offer the most accurate depiction of a predominantly forward-looking central bank. In particular the inflation response appears much stronger while the output response becomes highly forward-looking as well.

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The accurate solution of 3D full-wave Method of Moments (MoM) on an arbitrary mesh of a package-board structure does not guarantee accuracy, since the discretizations may not be fine enough to capture rapid spatial changes in the solution variable. At the same time, uniform over-meshing on the entire structure generates large number of solution variables and therefore requires an unnecessarily large matrix solution. In this work, a suitable refinement criterion for MoM based electromagnetic package-board extraction is proposed and the advantages of the adaptive strategy are demonstrated from both accuracy and speed perspectives.

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Part I.

The interaction of a nuclear magnetic moment situated on an internal top with the magnetic fields produced by the internal as well as overall molecular rotation has been derived following the method of Van Vleck for the spin-rotation interaction in rigid molecules. It is shown that the Hamiltonian for this problem may be written

HSR = Ῑ · M · Ĵ + Ῑ · M” · Ĵ”

Where the first term is the ordinary spin-rotation interaction and the second term arises from the spin-internal-rotation coupling.

The F19 nuclear spin-lattice relaxation time (T1) of benzotrifluoride and several chemically substituted benzotrifluorides, have been measured both neat and in solution, at room temperature by pulsed nuclear magnetic resonance. From these experimental results it is concluded that in benzotrifluoride the internal rotation is crucial to the spin relaxation of the fluorines and that the dominant relaxation mechanism is the fluctuating spin-internal-rotation interaction.

Part II.

The radiofrequency spectrum corresponding to the reorientation of the F19 nuclear moment in flurobenzene has been studied by the molecular beam magnetic resonance method. A molecular beam apparatus with an electron bombardment detector was used in the experiments. The F19 resonance is a composite spectrum with contributions from many rotational states and is not resolved. A detailed analysis of the resonance line shape and width by the method of moments led to the following diagonal components of the fluorine spin-rotational tensor in the principal inertial axis system of the molecule:

F/Caa = -1.0 ± 0.5 kHz

F/Cbb = -2.7 ± 0.2 kHz

F/Ccc = -1.9 ± 0.1 kHz

From these interaction constants, the paramagnetic contribution to the F19 nuclear shielding in C6H5F was determined to be -284 ± ppm. It was further concluded that the F19 nucleus in this molecule is more shielded when the applied magnetic field is directed along the C-F bond axis. The anisotropy of the magnetic shielding tensor, σ - σ, is +160 ± 30 ppm.

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[ES] En los últimos años, las economías emergentes están tomando las primeras posiciones a nivel mundial. Las consecuencias de la crisis financiera han provocado que inversores y empresas dirijan sus capitales y esfuerzo hacia los mercados emergentes en busca de crecimiento y rentabilidad empresarial que los países desarrollados no ofrecen. En este contexto, el objetivo del presente estudio consiste en analizar el crecimiento empresarial en Brasil durante el periodo 1995-2011 y, más específicamente, sus variables explicativas y la interrelación con la rentabilidad empresarial. Para ello, en primer lugar realizamos la estimación de un modelo de regresión dinámico con datos de panel empleando el Método Generalizado de los Momentos (GMM). En segundo lugar, empleamos un sistema de Vectores Autorregresivos (VAR) para analizar la relación entre crecimiento y rentabilidad. Los principales resultados obtenidos nos indican que la obtención de mayores tasas de rentabilidad proporcionan un mayor crecimiento empresarial, pero no al contrario. Además cabe señalar que el comportamiento del crecimiento empresarial es diferente según la propiedad y el control de las empresas. Además, aportan un mayor conocimiento del comportamiento del crecimiento empresarial en Brasil, siendo útil para la toma de decisiones de empresarios e inversores, y así pueden ser utilizados para la toma de decisiones en el ámbito de la política regional y social.

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This paper investigates whether the effect of political institutions on sectoral economic performance is determined by the level of technological development of industries. Building on previous studies on the linkages among political institutions, technology and economic growth, we employ the dynamic panel Generalized Method of Moments (GMM) estimator for a sample of 4,134 country-industries from 61 industries and 89 countries over the 1990-2010 period. Our main findings suggest that changes of political institutions towards higher levels of democracy, political rights and civil liberties enhance economic growth in technologically developed industries. On the contrary, the same institutional changes might retard economic growth of those industries that are below a technological development threshold. Overall, these results give evidence of a technologically conditioned nature of political institutions to be growth-promoting.

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The state-by-state transient screening approach based on a pulse-response thin-zone TAP experiment is further developed whereby single-pulse kinetic tests are treated as small perturbations to catalyst compositions and analyzed using integral method of moments. Results on three primary kinetic characteristics, termed basic kinetic coefficients, are presented. These three coefficients were introduced as main observables from experimentally measured TAP-responses in a kinetic-model-free manner. Each was analytically determined from moments of responses with no assumption about the detailed kinetic model. In this paper, the inverse question of how well these coefficients represent the time evolution of the observed responses is addressed. Sets of three basic kinetic coefficients are calculated from model and experimental responses and these calculated values are used to generate 3-coefficient curves in a kinetic-model-free manner. The comparison of these 3-coefficient curves with original responses shows that three basic kinetic coefficients can be sufficient to describe the observed kinetics of exit flow time dependencies with no assumption regarding the detailed kinetic model.

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An efficient modelling technique is proposed for the analysis of a fractal-element electromagnetic band-gap array. The modelling is based on a method of moments modal analysis in conjunction with an interpolation scheme, which significantly accelerates the computations. The plane-wave and the surface-wave responses of the structure have been studied by means of transmission coefficients and dispersion diagrams. The multiband properties and the compactness of the proposed structure are presented. The technique is general and can be applied to arbitrary-shaped element geometries.

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Periodic loading of 1-D metallodielectric electromagnetic bandgap (MEBG) structures has been rigorously investigated. Miniaturised and broadband MEBG structures have been produced by means of periodically loading a dipole array. A study has been carried out with regard to the loading mechanism, the number of stubs, the topology of the structure and the order of loading. Simulations have been carried out using a method of moments based software. First order uniform loading stubs have yielded a significant size reduction of the MEBG array and the bandwidth has doubled. Good agreement between simulations and measurements has been achieved. The current distribution on the proposed structure has been studied, yielding valuable insight. An interdigital topology has resulted in further miniaturisation and bandwidth enhancement. Fractal-type arrays have been produced after applying second order loading. A maximum miniaturisation of 2.5:1 has been achieved.