Invariant tests in an instrumental variables model with unknown data generating process

In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests introduced by Moreira and Moreira (2013). This new boundary condition is motivated by the score e ciency under strong identi cation. It allows reducing computational costs of WAP tests by replacing the strongly unbiased condition. This latter restriction imposes, under the null hypothesis, the test to be uncorrelated to a given statistic with dimension given by the number of instruments. The new proposed boundary condition only imposes the test to be uncorrelated to a linear combination of the statistic. WAP tests under both restrictions to perform similarly numerically. We apply the di erent tests discussed to an empirical example. Using data from Yogo (2004), we assess the e ect of weak instruments on the estimation of the elasticity of inter-temporal substitution of a CCAPM model.

Contributions to the Theory of Optimal Tests

This paper considers tests which maximize the weighted average power (WAP). The focus is on determining WAP tests subject to an uncountable number of equalities and/or inequalities. The unifying theory allows us to obtain tests with correct size, similar tests, and unbiased tests, among others. A WAP test may be randomized and its characterization is not always possible. We show how to approximate the power of the optimal test by sequences of nonrandomized tests. Two alternative approximations are considered. The rst approach considers a sequence of similar tests for an increasing number of boundary conditions. This discretization allows us to implement the WAP tests in practice. The second method nds a sequence of tests which approximate the WAP test uniformly. This approximation allows us to show that WAP similar tests are admissible. The theoretical framework is readily applicable to several econometric models, including the important class of the curved-exponential family. In this paper, we consider the instrumental variable model with heteroskedastic and autocorrelated errors (HAC-IV) and the nearly integrated regressor model. In both models, we nd WAP similar and (locally) unbiased tests which dominate other available tests.

Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We introduce two weights which are invariant to orthogonal transformations of the instruments; e.g., changing the order in which the instruments appear. While tests using the MM1 weight can be severely biased, optimal tests based on the MM2 weight are naturally two-sided when errors are homoskedastic. We propose two boundary conditions that yield two-sided tests whether errors are homoskedastic or not. The locally unbiased (LU) condition is related to the power around the null hypothesis and is a weaker requirement than unbiasedness. The strongly unbiased (SU) condition is more restrictive than LU, but the associated WAP tests are easier to implement. Several tests are SU in nite samples or asymptotically, including tests robust to weak IV (such as the Anderson-Rubin, score, conditional quasi-likelihood ratio, and I. Andrews' (2015) PI-CLC tests) and two-sided tests which are optimal when the sample size is large and instruments are strong. We refer to the WAP-SU tests based on our weights as MM1-SU and MM2-SU tests. Dropping the restrictive assumptions of normality and known variance, the theory is shown to remain valid at the cost of asymptotic approximations. The MM2-SU test is optimal under the strong IV asymptotics, and outperforms other existing tests under the weak IV asymptotics.

Peak-to-average power ratio of IEEE 802.11a PHY layer signals

In this chapter we propose clipping with amplitude and phase corrections to reduce the peak-to-average power ratio (PAR) of orthogonal frequency division multiplexed (OFDM) signals in high-speed wireless local area networks defined in IEEE 802.11a physical layer. The proposed techniques can be implemented with a small modification at the transmitter and the receiver remains standard compliant. PAR reduction as much as 4dB can be achieved by selecting a suitable clipping ratio and a correction factor depending on the constellation used. Out of band noise (OBN) is also reduced.

Interleaved PC-OFDM to reduce peak-to-average power ratio

Parallel combinatory orthogonal frequency division multiplexing (PC-OFDM yields lower maximum peak-to-average power ratio (PAR), high bandwidth efficiency and lower bit error rate (BER) on Gaussian channels compared to OFDM systems. However, PC-OFDM does not improve the statistics of PAR significantly. In this chapter, the use of a set of fixed permutations to improve the statistics of the PAR of a PC-OFDM signal is presented. For this technique, interleavers are used to produce K-1 permuted sequences from the same information sequence. The sequence with the lowest PAR, among K sequences is chosen for the transmission. The PAR of a PC-OFDM signal can be further reduced by 3-4 dB by this technique. Mathematical expressions for the complementary cumulative density function (CCDF)of PAR of PC-OFDM signal and interleaved PC-OFDM signal are also presented.

An optimal weighted-average congestion based pricing scheme for enhanced QoS

Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes under a single service class and multiple queues, and present a multi-layered pricing scheme. We propose an algorithm for finding the optimal state dependent price levels for individual queues, at each node. The pricing policy used depends on a weighted average queue length at each node. This helps in reducing frequent price variations and is in the spirit of the random early detection (RED) mechanism used in TCP/IP networks. We observe in our numerical results a considerable improvement in performance using our scheme over that of a recently proposed related scheme in terms of both throughput and delay performance. In particular, our approach exhibits a throughput improvement in the range of 34 to 69 percent in all cases studied (over all routes) over the above scheme.

An optimal weighted-average congestion based pricing scheme for enhanced QoS, , LNCS 4882, 2007

Pricing is an effective tool to control congestion and achieve quality of service (QoS) provisioning for multiple differentiated levels of service. In this paper, we consider the problem of pricing for congestion control in the case of a network of nodes under a single service class and multiple queues, and present a multi-layered pricing scheme. We propose an algorithm for finding the optimal state dependent price levels for individual queues, at each node. The pricing policy used depends on a weighted average queue length at each node. This helps in reducing frequent price variations and is in the spirit of the random early detection (RED) mechanism used in TCP/IP networks. We observe in our numerical results a considerable improvement in performance using our scheme over that of a recently proposed related scheme in terms of both throughput and delay performance. In particular, our approach exhibits a throughput improvement in the range of 34 to 69 percent in all cases studied (over all routes) over the above scheme.

New Insights into Optimal Discrete Rate Adaptation for Average Power Constrained Single and Multi-Node Systems

The throughput-optimal discrete-rate adaptation policy, when nodes are subject to constraints on the average power and bit error rate, is governed by a power control parameter, for which a closed-form characterization has remained an open problem. The parameter is essential in determining the rate adaptation thresholds and the transmit rate and power at any time, and ensuring adherence to the power constraint. We derive novel insightful bounds and approximations that characterize the power control parameter and the throughput in closed-form. The results are comprehensive as they apply to the general class of Nakagami-m (m >= 1) fading channels, which includes Rayleigh fading, uncoded and coded modulation, and single and multi-node systems with selection. The results are appealing as they are provably tight in the asymptotic large average power regime, and are designed and verified to be accurate even for smaller average powers.

A weighted average-based external clock synchronisation protocol for wireless sensor networks

Wireless Sensor Networks (WSNs) have many application scenarios where external clock synchronisation may be required because a WSN may consist of components which are not connected to each other. In this paper, we first propose a novel weighted average-based internal clock synchronisation (WICS) protocol, which synchronises all the clocks of a WSN with the clock of a reference node periodically. Based on this protocol, we then propose our weighted average-based external clock synchronisation (WECS) protocol. We have analysed the proposed protocols for maximum synchronisation error and shown that it is always upper bounded. Extensive simulation studies of the proposed protocols have been carried out using Castalia simulator. Simulation results validate our above theoretical claim and also show that the proposed protocols perform better in comparison to other protocols in terms of synchronisation accuracy. A prototype implementation of the WICS protocol using a few TelosB motes also validates the above conclusions.

A weighted average based external clock synchronization protocol for wireless sensor networks

Clock synchronization is an extremely important requirement of wireless sensor networks(WSNs). There are many application scenarios such as weather monitoring and forecasting etc. where external clock synchronization may be required because WSN itself may consists of components which are not connected to each other. A usual approach for external clock synchronization in WSNs is to synchronize the clock of a reference node with an external source such as UTC, and the remaining nodes synchronize with the reference node using an internal clock synchronization protocol. In order to provide highly accurate time, both the offset and the drift rate of each clock with respect to reference node are estimated from time to time, and these are used for getting correct time from local clock reading. A problem with this approach is that it is difficult to estimate the offset of a clock with respect to the reference node when drift rate of clocks varies over a period of time. In this paper, we first propose a novel internal clock synchronization protocol based on weighted averaging technique, which synchronizes all the clocks of a WSN to a reference node periodically. We call this protocol weighted average based internal clock synchronization(WICS) protocol. Based on this protocol, we then propose our weighted average based external clock synchronization(WECS) protocol. We have analyzed the proposed protocols for maximum synchronization error and shown that it is always upper bounded. Extensive simulation studies of the proposed protocols have been carried out using Castalia simulator. Simulation results validate our theoretical claim that the maximum synchronization error is always upper bounded and also show that the proposed protocols perform better in comparison to other protocols in terms of synchronization accuracy. A prototype implementation of the proposed internal clock synchronization protocol using a few TelosB motes also validates our claim.

Tradeoff of average power and average delay for a point-to-point link with fading

We consider a discrete time system with packets arriving randomly at rate lambda per slot to a fading point-to-point link, for which the transmitter can control the number of packets served in a slot by varying the transmit power. We provide an asymptotic characterization of the minimum average delay of the packets, when average transmitter power is a small positive quantity V more than the minimum average power required for queue stability. We show that the minimum average delay will grow either as log (1/V) or 1/V when V down arrow 0, for certain sets of values of lambda. These sets are determined by the distribution of fading gain, the maximum number of packets which can be transmitted in a slot, and the assumed transmit power function, as a function of the fading gain and the number of packets transmitted. We identify a case where the above behaviour of the tradeoff differs from that obtained from a previously considered model, in which the random queue length process is assumed to evolve on the non-negative real line.

Mode properties of off-axis one-sided hybrid resonator for novel high average power dual-slab laser

A novel dual-slab laser with off-axis one-sided hybrid resonator is presented. The mode properties of the hybrid resonator are calculated using a fast Fourier transform method (FFT). The influence of wavefront distoration on the output beam quality is considered. Results indicate that the novel dual-slab laser is better than the normal dual-slab laser with off-axis one-sided hybrid resonator.

20-W average power, high repetition rate, nanosecond pulse with diffraction limit from an all-fiber MOPA system

In this article, we report an all-fiber master oscillator power amplifier (MOPA) system, which can provide high repetition rate and nanosecond pulse with diffraction-limit. The system was constructed using a (2 + 1) X 1 multimode combiner. The Q-Switched, LD pumped Nd:YVO4 solid-state laser wets used (is master oscillator. The 976-nm fiber-coupled module is used as pump source. A 10-m long China-made Yb3+-doped D-shape double-clad large-mode-area fiber was used as amplifier fiber. The MOPA produced as much as 20-W average power with nanosecond pulse and near diffraction limited. The pulse duration is maintained at about 15 its during 50-175 kHz. The system employs a simple and compact architecture and is therefore suitable for the use in practical applications such as scientific and military airborne LIDAR and imaging. Based oil this system. the amplification performances of. the all fiber amplifier is investigated. (C) 2008 Wiley Periodicals, Inc.