Documentation for DFASUB--a program for the solution of simultaneous implicit differential and nonlinear equations,

Mode of access: Internet.

The solution of simultaneous Boolean equations.

On cover: COO-1469-0077.

Exercise sheet 6

Exercises and solutions in LaTex

Exercise sheet 6 pdf

Exercises and solutions in PDF

Use of the singular value decomposition to increase execution and storage efficiency of the Manteuffel algorithm for the solution of nonsymmetric linear systems /

Bibliography: p. 17-18.

An algorithm for solving linear recurrence systems on parallel and pipelined machines /

"UILU-ENG 78 1745."

Linear system solvers for parallel computers /

Includes bibliographical references.

Solving triangular systems on a parallel computer /

Includes bibliographical references.

Krylov subspace methods for solving large unsymmetric linear systems /

"COO-2383-0077"--P. 1 of cover.

An iterative method for solving nonsymmetric linear systems with dynamic estimation of parameters /

Vita.

Block envelope solution of finite difference systems /

"November, 1975."--T.p.

The generalized element method /

"UILU-ENG 78 1738."

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.

Addressing endogeneity in the relationship between health and employment through a simultaneous equations model

Este documento analiza la relación de doble causalidad entre salud y empleo y su comportamiento dinámico usando datos de Estados Unidos tomados del PSID (Pane Study of Income Dynamics). Este estudio usa dos variables dependientes (Estado de salud auto-reportado y Empleo), las cuales son estimadas usando un modelo probit bivariado para abordar el problema de endegeneidad presente en dicha relación. Los resultados muestran evidencia significativa de la existencia de dicha endogeneidad y del impacto positivo que tiene sobre la probabilidad de ser empleado tener un buen estado de salud y vicesersa, sin embargo, el impacto de la situación de empleo sobre el estado de salud se encuentra que no es significativa.