On Distributions and Moments of Single-equation Estimators in a Set of Simultaneous Linear Stochastic Equations

Econometric Forecasting and High-frequency Data Analysis

Roberto S. Mariano, Yiu Kuen Tse

This important book consists of surveys of high-frequency financial data analysis and econometric forecasting, written by pioneers in these areas including Nobel laureate Lawrence Klein. Some of the chapters were presented as tutorials to an audience in the Econometric Forecasting and High-Frequency Data Analysis Workshop at the Institute for Mathematical Science, National University of Singapore in May 2006. They will be of interest to researchers working in macroeconometrics as well as financial econometrics. Moreover, readers will find these chapters useful as a guide to the literature as well as suggestions for future research. Sample Chapter(s). Foreword (32 KB). Chapter 1: Forecast Uncertainty, Its Representation and Evaluation* (97 KB). Contents: Forecasting Uncertainty, Its Representation and Evaluation (K F Wallis); The University of Pennsylvania Models for High-Frequency Macroeconomic Modeling (L R Klein & S Ozmucur); Forecasting Seasonal Time Series (P H Franses); Car and Affine Processes (C Gourieroux); Multivariate Time Series Analysis and Forecasting (M Deistler). Readership: Professionals and researchers in econometric forecasting and financial data analysis.

Large Sample Asymptotic Expansions for General Linear Simultaneous Systems Under Misspecification

Roberto S. Mariano

Description unavailable for this volume in the current provider response.

On the Effects of Multicollinearity Upon the Properties of Structural Coefficient Estimators

Roberto S. Mariano

Description unavailable for this volume in the current provider response.

A Macro-economic Model of the Philippines, 1950-1969

José Encarnación, Roberto S. Mariano, Romeo M. Bautista

Description unavailable for this volume in the current provider response.

Testing Under Non-standard Conditions in Frequency Domain

With Applications to Markov Regime Switching Models of Exchange Rates and the Federal Funds Rate

Fangxiong Gong, Roberto S. Mariano

"We propose two test statistics in the frequency domain and derive their exact asymptotic null distributions under the condition of unidentified nuisance parameters. The proposed methods are particularly applicable in unobserved components models. Also, it is shown that the tests have considerable power when applied to a class of Markov regime switching models. We show that, after transforming the Markov regime switching model into the frequency domain representation we only have to face the issue of unidentified nuisance parameters in a nonlinear context. The singularity problem disappears. Compared to Hansen's (1992, 1996) LR-bound test of the same Markov regime switching model, our LM test performs better in terms of finite sample power, except in the special case of the Markov switching model in which the model becomes a Normal mixture model. Our test needs only a one-dimensional grid search while Hansen's (1992, 1996) test requires a three-dimensional grid search. The LM test is applied to Markov regime switching models of exchange rates and the Federal Funds rate. We used the same exchange rates data in Engel and Hamilton (1990). The null of random walk is not rejected in the exchange rates model. The null is rejected for the Federal Funds rate in subsample periods 1955:1-1979:9 and 1982:10-1995:11"--Abstract

Forecasting Monthly Inflation in the Philippines

Roberto S. Mariano

Description unavailable for this volume in the current provider response.

Live-load Distribution on Glued-laminated Timber Girder Bridges

Final Report : Conclusions and Recommendations

Unknown author

Increased use of timber bridges in the U.S. transportation system has required additional research to improve the current design methodology of these bridges. For this reason, the U.S. Forest Service, Forest Products Laboratory (FPL), and the Federal Highway Administration have supported several research programs to attain the objective listed above. This report is a result of a study sponsored by the FPL, with the objective of determining how highway truckloads are distributed to girders of a glued-laminated timber bridge. The American Association of State Highway and Transportation Official (AASHTO) load and resistance factor design (LRFD) Bridge Design Specification provides live-load distribution provisions for glued-laminated girder timber bridges that were used in previous AASHTO Specifications. The AASHTO live-load distribution provisions were reviewed in this report. Field-test results were used to review the current AASHTO LRFD glued-laminated timber girder bridge-design specifications and to validate analytical results obtained by finite-element analyses. With the validated analytical models, parametric studies were performed to determine the worst-case live-load distribution factors that can be used to calculate the design moment and shear for glued-laminated timber girders. Simplified live-load distribution equations that can be used to determine these distribution factors were developed and are provided in this report. These equations take into account how load is distributed to the bridge girders, considering the effects of span length, girder spacing, and clear width of the bridge.

On the Maxwellian Distribution, Symmetric Form, and Entropy Conservation for the Euler Equations

Suresh M. Deshpande

Description unavailable for this volume in the current provider response.

Simplified Live Load Distribution Factor Equations

BridgeTech, Inc, Dennis R. Mertz, National Cooperative Highway Research Program

This report contains the findings of research performed to develop recommended Load and Resistance Factor Design (LRFD) live load distribution factor design equations for shear and moment. The report details the development of equations that are simpler to apply and have a wider range of applicability than current methods. The appendices are not published in this report, but are available online at http://www.trb.org/news/blurb_detail.asp?id=7938.

Handbook of Nuclear Engineering

Vol. 1: Nuclear Engineering Fundamentals; Vol. 2: Reactor Design; Vol. 3: Reactor Analysis; Vol. 4: Reactors of Generations III and IV; Vol. 5: Fuel Cycles, Decommissioning, Waste Disposal and Safeguards

D. G. Cacuci

This is an authoritative compilation of information regarding methods and data used in all phases of nuclear engineering. Addressing nuclear engineers and scientists at all levels, this book provides a condensed reference on nuclear engineering since 1958.

Handbook of Polymer Synthesis, Characterization, and Processing

Enrique Saldivar-Guerra, Eduardo Vivaldo-Lima

Covering a broad range of polymer science topics, Handbook of Polymer Synthesis, Characterization, and Processing provides polymer industry professionals and researchers in polymer science and technology with a single, comprehensive handbook summarizing all aspects involved in the polymer production chain. The handbook focuses on industrially important polymers, analytical techniques, and formulation methods, with chapters covering step-growth, radical, and co-polymerization, crosslinking and grafting, reaction engineering, advanced technology applications, including conjugated, dendritic, and nanomaterial polymers and emulsions, and characterization methods, including spectroscopy, light scattering, and microscopy.

Structural Equations with Latent Variables

Kenneth A. Bollen

Analysis of Ordinal Categorical Data Alan Agresti Statistical Science Now has its first coordinated manual of methods for analyzing ordered categorical data. This book discusses specialized models that, unlike standard methods underlying nominal categorical data, efficiently use the information on ordering. It begins with an introduction to basic descriptive and inferential methods for categorical data, and then gives thorough coverage of the most current developments, such as loglinear and logit models for ordinal data. Special emphasis is placed on interpretation and application of methods and contains an integrated comparison of the available strategies for analyzing ordinal data. This is a case study work with illuminating examples taken from across the wide spectrum of ordinal categorical applications. 1984 (0 471-89055-3) 287 pp. Regression Diagnostics Identifying Influential Data and Sources of Collinearity David A. Belsley, Edwin Kuh and Roy E. Welsch This book provides the practicing statistician and econometrician with new tools for assessing the quality and reliability of regression estimates. Diagnostic techniques are developed that aid in the systematic location of data points that are either unusual or inordinately influential; measure the presence and intensity of collinear relations among the regression data and help to identify the variables involved in each; and pinpoint the estimated coefficients that are potentially most adversely affected. The primary emphasis of these contributions is on diagnostics, but suggestions for remedial action are given and illustrated. 1980 (0 471-05856-4) 292 pp. Applied Regression Analysis Second Edition Norman Draper and Harry Smith Featuring a significant expansion of material reflecting recent advances, here is a complete and up-to-date introduction to the fundamentals of regression analysis, focusing on understanding the latest concepts and applications of these methods. The authors thoroughly explore the fitting and checking of both linear and nonlinear regression models, using small or large data sets and pocket or high-speed computing equipment. Features added to this Second Edition include the practical implications of linear regression; the Durbin-Watson test for serial correlation; families of transformations; inverse, ridge, latent root and robust regression; and nonlinear growth models. Includes many new exercises and worked examples. 1981 (0 471-02995-5) 709 pp.