991 resultados para Stand-off
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Tesis (Maestría en Ciencias Forestales) U.A.N.L.
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Recent work shows that a low correlation between the instruments and the included variables leads to serious inference problems. We extend the local-to-zero analysis of models with weak instruments to models with estimated instruments and regressors and with higher-order dependence between instruments and disturbances. This makes this framework applicable to linear models with expectation variables that are estimated non-parametrically. Two examples of such models are the risk-return trade-off in finance and the impact of inflation uncertainty on real economic activity. Results show that inference based on Lagrange Multiplier (LM) tests is more robust to weak instruments than Wald-based inference. Using LM confidence intervals leads us to conclude that no statistically significant risk premium is present in returns on the S&P 500 index, excess holding yields between 6-month and 3-month Treasury bills, or in yen-dollar spot returns.
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La multiplication dans le corps de Galois à 2^m éléments (i.e. GF(2^m)) est une opérations très importante pour les applications de la théorie des correcteurs et de la cryptographie. Dans ce mémoire, nous nous intéressons aux réalisations parallèles de multiplicateurs dans GF(2^m) lorsque ce dernier est généré par des trinômes irréductibles. Notre point de départ est le multiplicateur de Montgomery qui calcule A(x)B(x)x^(-u) efficacement, étant donné A(x), B(x) in GF(2^m) pour u choisi judicieusement. Nous étudions ensuite l'algorithme diviser pour régner PCHS qui permet de partitionner les multiplicandes d'un produit dans GF(2^m) lorsque m est impair. Nous l'appliquons pour la partitionnement de A(x) et de B(x) dans la multiplication de Montgomery A(x)B(x)x^(-u) pour GF(2^m) même si m est pair. Basé sur cette nouvelle approche, nous construisons un multiplicateur dans GF(2^m) généré par des trinôme irréductibles. Une nouvelle astuce de réutilisation des résultats intermédiaires nous permet d'éliminer plusieurs portes XOR redondantes. Les complexités de temps (i.e. le délais) et d'espace (i.e. le nombre de portes logiques) du nouveau multiplicateur sont ensuite analysées: 1. Le nouveau multiplicateur demande environ 25% moins de portes logiques que les multiplicateurs de Montgomery et de Mastrovito lorsque GF(2^m) est généré par des trinômes irréductible et m est suffisamment grand. Le nombre de portes du nouveau multiplicateur est presque identique à celui du multiplicateur de Karatsuba proposé par Elia. 2. Le délai de calcul du nouveau multiplicateur excède celui des meilleurs multiplicateurs d'au plus deux évaluations de portes XOR. 3. Nous determinons le délai et le nombre de portes logiques du nouveau multiplicateur sur les deux corps de Galois recommandés par le National Institute of Standards and Technology (NIST). Nous montrons que notre multiplicateurs contient 15% moins de portes logiques que les multiplicateurs de Montgomery et de Mastrovito au coût d'un délai d'au plus une porte XOR supplémentaire. De plus, notre multiplicateur a un délai d'une porte XOR moindre que celui du multiplicateur d'Elia au coût d'une augmentation de moins de 1% du nombre total de portes logiques.
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We consider two new approaches to nonparametric estimation of the leverage effect. The first approach uses stock prices alone. The second approach uses the data on stock prices as well as a certain volatility instrument, such as the CBOE volatility index (VIX) or the Black-Scholes implied volatility. The theoretical justification for the instrument-based estimator relies on a certain invariance property, which can be exploited when high frequency data is available. The price-only estimator is more robust since it is valid under weaker assumptions. However, in the presence of a valid volatility instrument, the price-only estimator is inefficient as the instrument-based estimator has a faster rate of convergence. We consider two empirical applications, in which we study the relationship between the leverage effect and the debt-to-equity ratio, credit risk, and illiquidity.
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In the present investigation, an attempt is made to study late Quaternary foraminiferal and pteropod records of the shelf of northern Kerala and to evaluate their potentiality in paleocenographic and paleoclimatic reconstruction. The study gives details of sediment cores, general characteristics of foraminifera and pteropod species recorded from the examined samples and their systematic classification, spatial distribution of Recent foraminifera and pteropods and their response to varying bathymetry, nature of substrate, organic matter content in sediment and hydrography across the shelf. An attempt is also made to establish an integrated chronostratigraphy for the examined core sections. An effort is also made to identify microfaunal criteria useful in biostratigraphic division in shallow marine core sections. An attempt is made to infer various factors responsible for the change in microfaunal assemblage. Reconstruction of sea level changes during the last 36,000 years was attempted based on the pteropod record. The study reveals a bathymetric control on benthic/planktic (BF/PF) foraminiferal and pteropods/planktic foraminiferal (Pt/PF) abundance ratio. Bathymetric distribution pattern of BF/PF ratio is opposite to the (Pt/PF) ratio with decreasing trend of former from the shore across the shelf. Quantitative benthic foraminiferal record in the surficial sediments reveals a positive correlation between the diversity and bathymetry. R-mode cluster analysis performed on 30n significant Recent benthic foraminiferal, determines three major assemblage.
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In this thesis, a detailed attempt has been made to understand the general hydrography of the upper 300m of the water column, in the eastern Arabian Sea and the western Bay of Bengal, the two contrasting basins in the northern Indian Ocean, using recently collected data sets of Marine Research-Living Resources (MR-LR) assessment programme, funded by Department of Ocean Development, from various cruises, pertaining to different seasons. Initially it discuss the general hydrography of the west and east coasts of India are covered, in the context of mixed layer processes. The study describes the materials and methods . To compare the hydrography of the AS and BOB, a unique MLD(Mixed Layer Depth) definition for AS and BOB is essential, for which the 275 CTD profiles were used. A comparison has been made among the various MLD criteria with the actual MLD. The monthly evolution of MLD, barrier layer thickness and the role of atmospheric forcing on the dynamics of the mixed layer in the AS and BOB were studied. The general hydrography along the west coast of India is described. The upwelling/downwelling, winter cooling processes, in the context of chemical and biological parameters, are also addressed. Finally the general hydrography of the Bay of Bengal is covered. The most striking feature in the hydrography are the signature of an anticyclonic subtropical gyre during spring intermonsoon and a cold core eddy during winter monsoon. The TTS(Typical Tropical Structure) of the euphotic layer was also investigated.
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The dynamics of plasma plume, formed by the laser-blow-off of multicomponent LiF-C thin film under various ambient pressures ranging from high vacuum to argon pressure of 3 Torr, has been studied using fast imaging technique. In vacuum, the plume has ellipsoidal shape. With the increase in the ambient pressure, sharp plume boundary is developed showing a focusing-like confinement in the lateral space behavior in the front end, which persists for long times. At higher ambient pressure (> 10−1 Torr ), structures are developed in the plasma plume due to hydrodynamic instability/turbulences.
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School Of Industrial Fisheries, Cochin University of Science and Technology