Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

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.

Identification, Weak Instruments and Statistical Inference in Econometrics

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on weakly identified models (or weak instruments). We point out that many hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric methods are fundamentally inappropriate for the models considered. Such situations lead to ill-defined statistical problems and are often associated with a misguided use of asymptotic distributional results. Concerning nonparametric hypotheses, we discuss three basic problems for which such difficulties occur: (1) testing a mean (or a moment) under (too) weak distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited number of parameters. Concerning weakly identified models, we stress that valid inference should be based on proper pivotal functions —a condition not satisfied by standard Wald-type methods based on standard errors — and we discuss recent developments in this field, mainly from the viewpoint of building valid tests and confidence sets. The techniques discussed include alternative proposed statistics, bounds, projection, split-sampling, conditioning, Monte Carlo tests. The possibility of deriving a finite-sample distributional theory, robustness to the presence of weak instruments, and robustness to the specification of a model for endogenous explanatory variables are stressed as important criteria assessing alternative procedures.

The validation of the rating for subdivision neighbourhood sustainability design (RSNSD) In Bangkok Metropolitan Region (BMR), Thailand

In recent years, the problems resulting from unsustainable subdivision development have become significant problems in the Bangkok Metropolitan Region (BMR), Thailand. Numbers of government departments and agencies have tried to eliminate the problems by introducing the rating tools to encourage the higher sustainability levels of subdivision development in BMR, such as the Environmental Impact Assessment Monitoring Award (EIA-MA) and the Thai’s Rating for Energy and Environmental Sustainability of New construction and major renovation (TREES-NC). However, the EIA-MA has included the neighbourhood designs in the assessment criteria, but this requirement applies to large projects only. Meanwhile, TREES-NC has focused only on large scale buildings such as condominiums, office buildings, and is not specific for subdivision neighbourhood designs. Recently, the new rating tool named “Rating for Subdivision Neighbourhood Sustainability Design (RSNSD)” has been developed. Therefore, the validation process of RSNSD is still required. This paper aims to validate the new rating tool for subdivision neighbourhood design in BMR. The RSNSD has been validated by applying the rating tool to eight case study subdivisions. The result of RSNSD by data generated through surveying subdivisions will be compared to the existing results from the EIA-MA. The selected cases include of one “Excellent Award”, two “Very Good Award”, and five non-rated subdivision developments. This paper expects to prove the credibility of RSNSD before introducing to the real subdivision development practises. The RSNSD could be useful to encourage higher sustainability subdivision design level, and then protect the problems from further subdivision development in BMR.

Rating for sustainable subdivision neighbourhood design (RSSND) : case of Bangkok metropolitan region (BMR), Thailand an eco-efficiency modelling approach

Bangkok Metropolitan Region (BMR) is the centre for various major activities in Thailand including political, industry, agriculture, and commerce. Consequently, the BMR is the highest and most densely populated area in Thailand. Thus, the demand for houses in the BMR is also the largest, especially in subdivision developments. For these reasons, the subdivision development in the BMR has increased substantially in the past 20 years and generated large numbers of subdivision developments (AREA, 2009; Kridakorn Na Ayutthaya & Tochaiwat, 2010). However, this dramatic growth of subdivision development has caused several problems including unsustainable development, especially for subdivision neighbourhoods, in the BMR. There have been rating tools that encourage the sustainability of neighbourhood design in subdivision development, but they still have practical problems. Such rating tools do not cover the scale of the development entirely; and they concentrate more on the social and environmental conservation aspects, which have not been totally accepted by the developers (Boonprakub, 2011; Tongcumpou & Harvey, 1994). These factors strongly confirm the need for an appropriate rating tool for sustainable subdivision neighbourhood design in the BMR. To improve level of acceptance from all stakeholders in subdivision developments industry, the new rating tool should be developed based on an approach that unites the social, environmental, and economic approaches, such as eco-efficiency principle. Eco-efficiency is the sustainability indicator introduced by the World Business Council for Sustainable Development (WBCSD) since 1992. The eco-efficiency is defined as the ratio of the product or service value according to its environmental impact (Lehni & Pepper, 2000; Sorvari et al., 2009). Eco-efficiency indicator is concerned to the business, while simultaneously, is concerned with to social and the environment impact. This study aims to develop a new rating tool named "Rating for sustainable subdivision neighbourhood design (RSSND)". The RSSND methodology is developed by a combination of literature reviews, field surveys, the eco-efficiency model development, trial-and-error technique, and the tool validation process. All required data has been collected by the field surveys from July to November 2010. The ecoefficiency model is a combination of three different mathematical models; the neighbourhood property price (NPP) model, the neighbourhood development cost (NDC) model, and the neighbourhood occupancy cost (NOC) model which are attributable to the neighbourhood subdivision design. The NPP model is formulated by hedonic price model approach, while the NDC model and NOC model are formulated by the multiple regression analysis approach. The trial-and-error technique is adopted for simplifying the complex mathematic eco-efficiency model to a user-friendly rating tool format. Credibility of the RSSND has been validated by using both rated and non-rated of eight subdivisions. It is expected to meet the requirements of all stakeholders which support the social activities of the residents, maintain the environmental condition of the development and surrounding areas, and meet the economic requirements of the developers.

Optimal barrier subdivision for Kramers' escape rate

We examine the effect of subdividing the potential barrier along the reaction coordinate on Kramers' escape rate for a model potential. Using the known supersymmetric potential approach, we show the existence of an optimal number of subdivisions that maximizes the rate.

Spatial subdivision among assemblages of Spanish mackerel, Scomberomorus commerson (Pisces: Scombridae) across northern Australia: implications for fisheries management

Aim: This study investigated the use of stable δ13C and δ18O isotopes in the sagittal otolith carbonate of narrow-barred Spanish mackerel, Scomberomorus commerson, as indicators of population structure across Australia. Location: Samples were collected from 25 locations extending from the lower west coast of Western Australia (30°), across northern Australian waters, and to the east coast of Australia (18°) covering a coastline length of approximately 9500 km, including samples from Indonesia. Methods: The stable δ13C and δ18O isotopes in the sagittal otolith carbonate of S. commerson were analysed using standard mass spectrometric techniques. The isotope ratios across northern Australian subregions were subjected to an agglomerative hierarchical cluster analysis to define subregions. Isotope ratios within each of the subregions were compared to assess population structure across Australia. Results: Cluster analysis separated samples into four subregions: central Western Australia, north Western Australia, northern Australia and the Gulf of Carpentaria and eastern Australia. Isotope signatures for fish from a number of sampling sites from across Australia and Indonesia were significantly different, indicating population separation. No significant differences were found in otolith isotope ratios between sampling times (no temporal variation). Main conclusions: Significant differences in the isotopic signatures of S. commerson demonstrate that there is unlikely to be any substantial movement of fish among these spatially discrete adult assemblages. The lack of temporal variation among otolith isotope ratios indicates that S. commerson populations do not undergo longshore spatial shifts in distribution during their life history. The temporal persistence of spatially explicit stable isotopic signatures indicates that, at these spatial scales, the population units sampled comprise functionally distinct management units or separate ‘stocks’ for many of the purposes of fisheries management. The spatial subdivision evident among populations of S. commerson across northern and western Australia indicates that it may be advantageous to consider S. commerson population dynamics and fisheries management from a metapopulation perspective (at least at the regional level).

The extent of population genetic subdivision differs among four co-distributed shark species in the Indo-Australian archipelago

Background: The territorial fishing zones of Australia and Indonesia are contiguous to the north of Australia in the Timor and Arafura Seas and in the Indian Ocean to the north of Christmas Island. The area surrounding the shared boundary consists of a variety of bio-diverse marine habitats including shallow continental shelf waters, oceanic trenches and numerous offshore islands. Both countries exploit a variety of fisheries species, including whaler (Carcharhinus spp.) and hammerhead sharks (Sphyrna spp.). Despite their differences in social and financial arrangements, the two countries are motivated to develop complementary co-management practices to achieve resource sustainability. An essential starting point is knowledge of the degree of population subdivision, and hence fisheries stock status, in exploited species. Results: Populations of four commercially harvested shark species (Carcharhinus obscurus, Carcharhinus sorrah, Prionace glauca, Sphyrna lewini) were sampled from northern Australia and central Indonesia. Neutral genetic markers (mitochondrial DNA control region sequence and allelic variation at co-dominant microsatellite loci) revealed genetic subdivision between Australian and Indonesian populations of C. sorrah. Further research is needed to address the possibility of genetic subdivision among C. obscurus populations. There was no evidence of genetic subdivision for P. glauca and S. lewini populations, but the sampling represented a relatively small part of their distributional range. For these species, more detailed analyses of population genetic structure is recommended in the future. Conclusion: Cooperative management between Australia and Indonesia is the best option at present for P. glauca and S. lewini, while C. sorrah and C. obscurus should be managed independently. On-going research on these and other exploited shark and ray species is strongly recommended. Biological and ecological similarity between species may not be a predictor of population genetic structure, so species-specific studies are recommended to provide new data to assist with sustainable fisheries management.

Mean first passage time approach to the problem of optimal barrier subdivision for Kramer's escape rate

We consider the effect of subdividing the potential barrier along the reaction coordinate on Kramer's escape rate for a model potential, Using the known supersymmetric potential approach, we show the existence of an optimal number of subdivisions that maximizes the rate, We cast the problem as a mean first passage time problem of a biased random walker and obtain equivalent results, We briefly summarize the results of our investigation on the increase in the escape rate by placing a blow-torch in the unstable part of one of the potential wells. (C) 1999 Elsevier Science B.V. All rights reserved.

A novel optical subdivision method for dual-frequency interferometer

The theory of optical subdivision techniques of dual-frequency laser interferometers is stated. And a novel optical subdivision technique is proposed originally to enhance resolution of a commercial interferometer by adding some corner-cubes. Then the performance of the interferometer is tested. The interferometer resolution of 1.24 nm and the average error of below 2 nm are achieved by using the technique. The most novel of the optical subdivision technique is without lambda/4 plates. It is less sensitive to environmental changes, it has prodigious potential to improve resolution farther and it can reduce polarization mixing error. (C) 2007 Elsevier GmbH. All rights reserved.