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A tradução na Era Vargas de 1930 a 1940. O Tarzan brasileiro de Manuel Bandeira, Monteiro Lobato e Godofredo Rangel; Translation under the dictatorial regime from 1930 to 1940. The brazilian Tarzan by Manuel Bandeira, Monteiro Lobato and Godofredo Rangel

Prado, Celia Luiza Andrade
Fonte: Biblioteca Digitais de Teses e Dissertações da USP Publicador: Biblioteca Digitais de Teses e Dissertações da USP
Tipo: Tese de Doutorado Formato: application/pdf
Publicado em 25/03/2015 Português
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Este trabalho tem como objetivo estabelecer o nexo entre a tradução do romance de aventura e o seu contexto, transcendendo o texto e seu valor estético. A tradução envolve uma relação dinâmica entre várias instâncias de práticas culturais. Tais relações demonstram que as obras não acontecem em um vazio e não se pode dissociá-las de seu contexto de produção e recepção. A adoção de obras de literatura de entretenimento como corpus deste estudo, concorda com a abertura às novas temáticas adotadas pela história cultural e revela seu valor para o enriquecimento do discurso historiográfico. Partindo da hipótese de que na prosa as condições de recepção e o momento histórico são fatores decisivos no resultado da tradução e do pressuposto que o gênero literário, além da questão da língua, restringe o caráter autoral e criativo da atividade, o estudo analisou três traduções da série Tarzan, publicadas pela Companhia Editora Nacional na primeira década de 1930: O tesouro de Tarzan, por Manuel Bandeira, Tarzan, o terrível, por Monteiro Lobato e Tarzan, o rei da jângal, por Godofredo Rangel. A partir desse cotejamento se organiza a discussão sobre como o tradutor negocia as condicionantes impostas pelo gênero e pelo contexto e até que ponto a "voz" dos tradutores se manifesta...

Progressing Toward Data Intimacy: A Review of Within-Session Data Analysis

Fahmie, Tara A; Hanley, Gregory P
Fonte: The Society for the Experimental Analysis of Behavior Publicador: The Society for the Experimental Analysis of Behavior
Tipo: Artigo de Revista Científica
Publicado em //2008 Português
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Visual inspection of data is a common method for understanding, responding to, and communicating important behavior–environment relations in single-subject research. In a field that was once dominated by cumulative, moment-to-moment records of behavior, a number of graphic forms currently exist that aggregate data into larger units. In this paper, we describe the continuum of aggregation that ranges from distant to intimate displays of behavioral data. To aid in an understanding of the conditions under which a more intimate analysis is warranted (i.e., one that provides a richer analysis than that provided by condition or session aggregates), we review a sample of research articles for which within-session data depiction has enhanced the visual analysis of applied behavioral research.

Essais en économetrie et économie de l'éducation

TChuente Nguembu, Guy
Fonte: Université de Montréal Publicador: Université de Montréal
Tipo: Thèse ou Mémoire numérique / Electronic Thesis or Dissertation
Português
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Cette thèse est organisée en trois chapitres. Les deux premiers s'intéressent à l'évaluation, par des méthodes d'estimations, de l'effet causal ou de l'effet d'un traitement, dans un environnement riche en données. Le dernier chapitre se rapporte à l'économie de l'éducation. Plus précisément dans ce chapitre j'évalue l'effet de la spécialisation au secondaire sur le choix de filière à l'université et la performance. Dans le premier chapitre, j'étudie l'estimation efficace d'un paramètre de dimension finie dans un modèle linéaire où le nombre d'instruments peut être très grand ou infini. L'utilisation d'un grand nombre de conditions de moments améliore l'efficacité asymptotique des estimateurs par variables instrumentales, mais accroit le biais. Je propose une version régularisée de l'estimateur LIML basée sur trois méthodes de régularisations différentes, Tikhonov, Landweber Fridman, et composantes principales, qui réduisent le biais. Le deuxième chapitre étend les travaux précédents, en permettant la présence d'un grand nombre d'instruments faibles. Le problème des instruments faibles est la consequence d'un très faible paramètre de concentration. Afin d'augmenter la taille du paramètre de concentration...

Efficient estimation using the characteristic function : theory and applications with high frequency data

Kotchoni, Rachidi
Fonte: Université de Montréal Publicador: Université de Montréal
Tipo: Thèse ou Mémoire numérique / Electronic Thesis or Dissertation
Português
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Nous abordons deux sujets distincts dans cette thèse: l'estimation de la volatilité des prix d'actifs financiers à partir des données à haute fréquence, et l'estimation des paramétres d'un processus aléatoire à partir de sa fonction caractéristique. Le chapitre 1 s'intéresse à l'estimation de la volatilité des prix d'actifs. Nous supposons que les données à haute fréquence disponibles sont entachées de bruit de microstructure. Les propriétés que l'on prête au bruit sont déterminantes dans le choix de l'estimateur de la volatilité. Dans ce chapitre, nous spécifions un nouveau modèle dynamique pour le bruit de microstructure qui intègre trois propriétés importantes: (i) le bruit peut être autocorrélé, (ii) le retard maximal au delà duquel l'autocorrélation est nulle peut être une fonction croissante de la fréquence journalière d'observations; (iii) le bruit peut avoir une composante correlée avec le rendement efficient. Cette dernière composante est alors dite endogène. Ce modèle se différencie de ceux existant en ceci qu'il implique que l'autocorrélation d'ordre 1 du bruit converge vers 1 lorsque la fréquence journalière d'observation tend vers l'infini. Nous utilisons le cadre semi-paramétrique ainsi défini pour dériver un nouvel estimateur de la volatilité intégrée baptisée "estimateur shrinkage". Cet estimateur se présente sous la forme d'une combinaison linéaire optimale de deux estimateurs aux propriétés différentes...

Le passage à l'acte meurtrier dans Ies organisations psychotiques et non-psychotiques: Etude des significations à travers l'interaction des facteurs intrapsychique, intersubjectif et moral

Hirschelmann-Ambrosi, Astrid
Fonte: Université de Toulouse Le Miral Publicador: Université de Toulouse Le Miral
Tipo: Tese de Doutorado
Publicado em //1999 Português
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28.135269%
Tese de Doutoramento em Psicologia, especialidade em Psicopatologia, apresentada À Université Toulouse Le Miral; La présente recherche s'intéresse au phénomène criminel et trouve son origine dans un double constat ; d'un côté, celui d'une varlabilité des significations que prend un même type d’acte et de 1'autre, celui d’une varlabilité des effets de la causalité interne, et plus précisément des processus psychiques des sujets criminels. S'en dégage alors clairement 1'idée d'une dynamique interne qui, pour être mise empiriquement en évidence, demande de rompre avec une lecture linéaire hypothético-déductive, représentative des approches déterministes du phénomène criminel. Essayant également de parer à une simple juxtaposition de facteurs étiologiques, cette recherche privilégie la conception du sujet en situation, conception selon laquelle 1'acte et son auteur sont reliés entre eux et forment un ensemble complexe organisé ou un réseau de facteurs interdépendants. Ce dernier reflète la réalité interne du sujet qui, en cas de crime, se heurte à la réalité externe de la loi le sanctionnant et de la société exigeant réparation. Cela dit, 1'étude du fait criminel suppose de tenir compte de trois dimensions : psychologique...

The dynamical properties of dense filaments in the infrared dark cloud G035.39-00.33

Henshaw, Jonathan D.; Caselli, Paola; Fontani, Francesco; Jimenez-Serra, Izaskun; Tan, Jonathan C.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 06/03/2014 Português
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Infrared Dark Clouds (IRDCs) are unique laboratories to study the initial conditions of high-mass star and star cluster formation. We present high-sensitivity and high-angular resolution IRAM PdBI observations of N2H+ (1-0) towards IRDC G035.39-00.33. It is found that G035.39-00.33 is a highly complex environment, consisting of several mildly supersonic filaments (sigma_NT/c_s ~1.5), separated in velocity by <1 km s^-1 . Where multiple spectral components are evident, moment analysis overestimates the non-thermal contribution to the line-width by a factor ~2. Large-scale velocity gradients evident in previous single-dish maps may be explained by the presence of substructure now evident in the interferometric maps. Whilst global velocity gradients are small (<0.7 km s^-1 pc^-1), there is evidence for dynamic processes on local scales (~1.5-2.5 km s^-1 pc^-1 ). Systematic trends in velocity gradient are observed towards several continuum peaks. This suggests that the kinematics are influenced by dense (and in some cases, starless) cores. These trends are interpreted as either infalling material, with accretion rates ~(7 \pm 4)x10^-5 M_sun yr^-1 , or expanding shells with momentum ~24 \pm 12 M_sun km s^-1 . These observations highlight the importance of high-sensitivity and high-spectral resolution data in disentangling the complex kinematic and physical structure of massive star forming regions.; Comment: 25 pages...

Regge calculus models of the closed vacuum $\Lambda$-FLRW universe

Liu, Rex G.; Williams, Ruth M.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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The Collins-Williams Regge calculus models of FLRW space-times and Brewin's subdivided models are applied to closed vacuum $\Lambda$-FLRW universes. In each case, we embed the Regge Cauchy surfaces into 3-spheres in $\mathbf{E}^4$ and consider possible measures of Cauchy surface radius that can be derived from the embedding. Regge equations are obtained from both global variation, where entire sets of identical edges get varied simultaneously, and local variation, where each edge gets varied individually. We explore the relationship between the two sets of solutions, the conditions under which the Regge Hamiltonian constraint would be a first integral of the evolution equation, the initial value equation for each model at its moment of time symmetry, and the performance of the various models. It is revealed that local variation does not generally lead to a viable Regge model. It is also demonstrated that the various models do satisfy their respective initial value equations. Finally, it is shown that the models reproduce the behaviour of the continuum model rather well initially, with performance improving as we increase the number of tetrahedra used to construct the Regge Cauchy surface. Eventually though, all models gradually fail to keep up with the continuum FLRW model's expansion...

The Dirac point electron in zero-gravity Kerr--Newman spacetime

Kiessling, M. K. -H.; Tahvildar-Zadeh, A. S.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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Dirac's wave equation for a point electron in the topologically nontrivial maximal analytically extended electromagnetic Kerr--Newman spacetime is studied in a zero-gravity limit; here, "zero-gravity" means $G\to 0$, where $G$ is Newton's constant of universal gravitation. The following results are obtained: the formal Dirac Hamiltonian on the static spacelike slices is essentially self-adjoint; the spectrum of the self-adjoint extension is symmetric about zero, featuring a continuum with a gap about zero that, under two smallness conditions, contains a point spectrum. Some of our results extend to a generalization of the zero-$G$ Kerr--Newman spacetime with different electric-monopole-to-magnetic-dipole-moment ratio.; Comment: 49 pages, 17 figures; referee's comments implemented; the endnotes in the published version appear as footnotes in this preprint

Compactly Supported Shearlets

Kutyniok, Gitta; Lemvig, Jakob; Lim, Wang-Q
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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27.192998%
Shearlet theory has become a central tool in analyzing and representing 2D data with anisotropic features. Shearlet systems are systems of functions generated by one single generator with parabolic scaling, shearing, and translation operators applied to it, in much the same way wavelet systems are dyadic scalings and translations of a single function, but including a precise control of directionality. Of the many directional representation systems proposed in the last decade, shearlets are among the most versatile and successful systems. The reason for this being an extensive list of desirable properties: shearlet systems can be generated by one function, they provide precise resolution of wavefront sets, they allow compactly supported analyzing elements, they are associated with fast decomposition algorithms, and they provide a unified treatment of the continuum and the digital realm. The aim of this paper is to introduce some key concepts in directional representation systems and to shed some light on the success of shearlet systems as directional representation systems. In particular, we will give an overview of the different paths taken in shearlet theory with focus on separable and compactly supported shearlets in 2D and 3D. We will present constructions of compactly supported shearlet frames in those dimensions as well as discuss recent results on the ability of compactly supported shearlet frames satisfying weak decay...

Intersection Bounds: Estimation and Inference

Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam M.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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We develop a practical and novel method for inference on intersection bounds, namely bounds defined by either the infimum or supremum of a parametric or nonparametric function, or equivalently, the value of a linear programming problem with a potentially infinite constraint set. We show that many bounds characterizations in econometrics, for instance bounds on parameters under conditional moment inequalities, can be formulated as intersection bounds. Our approach is especially convenient for models comprised of a continuum of inequalities that are separable in parameters, and also applies to models with inequalities that are non-separable in parameters. Since analog estimators for intersection bounds can be severely biased in finite samples, routinely underestimating the size of the identified set, we also offer a median-bias-corrected estimator of such bounds as a by-product of our inferential procedures. We develop theory for large sample inference based on the strong approximation of a sequence of series or kernel-based empirical processes by a sequence of "penultimate" Gaussian processes. These penultimate processes are generally not weakly convergent, and thus non-Donsker. Our theoretical results establish that we can nonetheless perform asymptotically valid inference based on these processes. Our construction also provides new adaptive inequality/moment selection methods. We provide conditions for the use of nonparametric kernel and series estimators...

Scaling limits of random graph models at criticality: Universality and the basin of attraction of the Erd\H{o}s-R\'enyi random graph

Bhamidi, Shankar; Broutin, Nicolas; Sen, Sanchayan; Wang, Xuan
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 12/11/2014 Português
Relevância na Pesquisa
37.194417%
Over the last few years a wide array of random graph models have been postulated to understand properties of empirically observed networks. Most of these models come with a parameter $t$ (usually related to edge density) and a (model dependent) critical time $t_c$ which specifies when a giant component emerges. There is evidence to support that for a wide class of models, under moment conditions, the nature of this emergence is universal and looks like the classical Erd\H{o}s-R\'enyi random graph, in the sense of the critical scaling window and (a) the sizes of the components in this window (all maximal component sizes scaling like $n^{2/3}$) and (b) the structure of components (rescaled by $n^{-1/3}$) converge to random fractals related to the continuum random tree. Till date, (a) has been proven for a number of models using different techniques while (b) has been proven for only two models, the classical Erd\H{o}s-R\'enyi random graph and the rank-1 inhomogeneous random graph. The aim of this paper is to develop a general program for proving such results. The program requires three main ingredients: (i) in the critical scaling window, components merge approximately like the multiplicative coalescent (ii) scaling exponents of susceptibility functions are the same as the Erd\H{o}s-R\'enyi random graph and (iii) macroscopic averaging of expected distances between random points in the same component in the barely subcritical regime. We show that these apply to a number of fundamental random graph models including the configuration model...

Size-dependent theories of piezoelectricity: Comparisons and further developments for centrosymmetric dielectrics

Hadjesfandiari, Ali R.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 02/09/2014 Português
Relevância na Pesquisa
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Here the recently developed size-dependent piezoelectricity and the strain gradient theory of flexoelectricity are compared. In the course of this investigation, the strain gradient theory of flexoelectricity is shown to violate fundamental rules of mathematics, continuum mechanics and electromagnetism. The major difficulties are associated with ill-posed boundary conditions, the missing angular (moment) equilibrium equation and the appearance of a non-physical extraneous vectorial electrostatic law. Therefore, the strain gradient flexoelectricity must be classified as an inconsistent theory. The present investigation further reveals that the new size-dependent piezoelectricity is the more consistent theory to describe linear electromechanical coupling in dielectrics. Some new aspects of this theory are presented for isotropic and centrosymmetric cubic dielectric materials, whose coupling effect is described by only one parameter.; Comment: 30 pages, 2 figures

Backreaction and continuum limit in a closed universe filled with black holes

Korzyński, Mikołaj
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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27.655393%
We discuss the continuum limit of the initial data for a vacuum, closed cosmological model with black holes as the only sources of the gravitational field. The model we consider is an exact solution of the constraint equations and represents a vacuum universe with a number of black holes placed on a spatial slice of $S^3$ topology considered at the moment of its largest expansion when the black holes are momentary at rest. We explain how and under what conditions the FLRW metric arises as the continuum limit when the number of black holes contained in the model goes to infinity. We also dicuss the relation between the effective cosmological parameters of the model, inferred from the large scale geometry of the spacetime, and the masses of individual black holes. In particular, we prove an estimate for the difference between the total effective mass of the system and the sum of the masses of all black holes, thus quantifying the effects of the inhomogeneities in the matter distribution or the cosmological backreaction.; Comment: 34 pages, 13 figures, minor corrections

Study of the anomalous magnetic moment of the muon computed from the Adler function

Della Morte, Michele; Francis, Anthony; Herdoiza, Gregorio; Horch, Hanno; Jäger, Benjamin; Jüttner, Andreas; Meyer, Harvey; Wittig, Hartmut
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 05/11/2014 Português
Relevância na Pesquisa
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We compute the Adler function on the lattice from vacuum polarization data with twisted boundary conditions using numerical derivatives. The study is based on CLS ensembles with two flavours of $O(a)$ improved Wilson fermions. We extrapolate the lattice data for the Adler function to the continuum limit and to the physical pion mass and analyze its dependence on the momentum transfer. We discuss the application of this method to the extraction of the $u,d$ contribution to $a_\mu^{\mathrm{HLO}}$.; Comment: 7 pages, 3 figures, presented at the 32nd International Symposium on Lattice Field Theory (Lattice 2014), June 23-28 2014, New York, USA

Constitutive-law Modeling of Microfilaments from their Discrete-Structure Simulations - A Method based on an Inverse Approach Applied to a Static Rod Model

Hinkle, Adam R.; Goyal, Sachin; Palanthandalam-Madapusi, Harish J.
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Português
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27.488955%
Twisting and bending deformations are crucial to the biological functions of microfilaments such as DNA molecules. Although continuum-rod models have emerged as efficient tools to describe the nonlinear dynamics of these deformations, a major roadblock in the continuum-mechanics-based description of microfilaments is the accurate modeling of the constitutive law, which follows from its atomistic structure and bond-stiffnesses. Since first-principle derivation of the constitutive law from atomistic structure is impractical and so are direct experimental measurements due to the small length-scales, a natural alternative is to estimate the constitutive law from discrete-structure simulations such as molecular-dynamics (MD) simulations. In this paper, we present a two-step inverse method for estimating the constitutive law using rod theory and data generated from discrete-structure simulations. We illustrate the method on a filament with an artificial and simplistic discrete-structure. We simulate its deformation in response to a prescribed loading using a multi-body dynamics (MBD) solver. Using data generated from the MBD solver, we first estimate the curvature of the filament and subsequently use it in the two-step method to estimate the effective constitutive-law relationship between the restoring moment and curvature. Finally...

Kinetic models of heterogeneous dissipation

Holm, Darryl D.; Putkaradze, Vakhtang; Tronci, Cesare
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 03/12/2007 Português
Relevância na Pesquisa
27.483992%
We suggest kinetic models of dissipation for an ensemble of interacting oriented particles, for example, moving magnetized particles. This is achieved by introducing a double bracket dissipation in kinetic equations using an oriented Poisson bracket, and employing the moment method to derive continuum equations for magnetization and density evolution. We show how our continuum equations generalize the Debye-Hueckel equations for attracting round particles, and Landau-Lifshitz-Gilbert equations for spin waves in magnetized media. We also show formation of singular solutions that are clumps of aligned particles (orientons) starting from random initial conditions. Finally, we extend our theory to the dissipative motion of self-interacting curves.; Comment: 28 pages, 2 figures. Submitted to J. Phys. A

Dielectric response of a polar fluid trapped in a spherical nanocavity

Blaak, Ronald; Hansen, Jean-Pierre
Fonte: Universidade Cornell Publicador: Universidade Cornell
Tipo: Artigo de Revista Científica
Publicado em 10/01/2006 Português
Relevância na Pesquisa
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We present extensive Molecular Dynamics simulation results for the structure, static and dynamical response of a droplet of 1000 soft spheres carrying extended dipoles and confined to spherical cavities of radii $R=2.5$, 3, and 4 nm embedded in a dielectric continuum of permittivity $\epsilon' \geq 1$. The polarisation of the external medium by the charge distribution inside the cavity is accounted for by appropriate image charges. We focus on the influence of the external permittivity $\epsilon'$ on the static and dynamic properties of the confined fluid. The density profile and local orientational order parameter of the dipoles turn out to be remarkably insensitive to $\epsilon'$. Permittivity profiles $\epsilon(r)$ inside the spherical cavity are calculated from a generalised Kirkwood formula. These profiles oscillate in phase with the density profiles and go to a ``bulk'' value $\epsilon_b$ away from the confining surface; $\epsilon_b$ is only weakly dependent on $\epsilon'$, except for $\epsilon' = 1$ (vacuum), and is strongly reduced compared to the permittivity of a uniform (bulk) fluid under comparable thermodynamic conditions. The dynamic relaxation of the total dipole moment of the sample is found to be strongly dependent on $\epsilon'$...

Photoabsorption in molecular nitrogen: A moment analysis of discrete-basis-set calculations in the static-exchange approximation

Rescigno, T. N.; Bender, C. F.; McKoy, B. V.; Langhoff, P. W.
Fonte: American Institute of Physics Publicador: American Institute of Physics
Tipo: Article; PeerReviewed Formato: application/pdf
Publicado em 01/02/1978 Português
Relevância na Pesquisa
37.4879%
Theoretical investigations of photoexcitation and ionization cross sections in molecular nitrogen are reported employing the recently devised Stieltjes–Tchebycheff moment-theory technique in the static-exchange approximation. The coupled-channel equations for photoabsorption are separated approximately by identifying the important physically distinct excitation processes associated with formation of the three lowest electronic states of the parent molecular ion. Approximate Rydberg series and pseudospectra of transition frequencies and oscillator strengths are constructed for the seven individual channel components identified using Hartree–Fock ionic core functions and normalizable Gaussian orbitals to describe the photoexcited and ejected electrons. Detailed comparisons of the theoretically determined discrete excitation series with available spectral data indicate general accord between the calculated and observed excitation frequencies and oscillator strengths, although there are some discrepancies and certain Rydberg series have apparently not yet been identified in the measured spectra. The total Stieltjes–Tchebycheff vertical photoionization cross section obtained from the discrete pseudospectra is in excellent agreement with recent electron–ion coincidence measurement of the cross section for parent–ion production from threshold to 50 eV excitation energy. Similarly...

Estimation of Financial Models Using Moment Conditions Defined on Frequency Domain

Grynkiv, Iaryna
Fonte: Universidade Duke Publicador: Universidade Duke
Tipo: Dissertação
Publicado em //2012 Português
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This dissertations presents the estimation methods of financial models for which the density function is not known in closed form, but the characteristic function (or Laplace transform) is available in the analytical form. In this case the estimation is done via Generalized Method of Moments, where moment conditions are defined on frequency domain. The dissertation consists of three chapters. The first chapter develops a method of selection of finite set of moment conditions out of infinite number of possibilities using proposed optimality criterion. The second chapter describes the estimation of parametric asset price models using finite set of moment conditions based on characteristic function. The final chapter proposes a method for estimating parametric models for stochastic volatility using moment conditions based on the integrated Laplace transforms.

Chapter 2 develops a new estimator for the case where the moment function is the difference between model-implied and data-implied characteristic functions. There is an optimal GMM estimator that attains the Cramer-Rao lower bound and uses all continuum of moment conditions. However, the implementation of continuum moments GMM is not practical. I develop a practical and consistent procedure to select small finite subset of moment conditions that yields a nearly efficient estimator. The moment selection algorithm works by approximating the span of the continuum of moment conditions by an optimal finite subset. The method involves a metric to evaluate how close the asymptotic variance is to the maximum likelihood estimator asymptotic variance in relative terms. The Monte Carlo application for a jump-diffusion model indicates that it is enough to use 9 moment conditions to have almost efficient estimator.

Chapter 3 is co-authored with Professor George Tauchen. We present parametric estimation of models for stock returns by describing price dynamic as the sum of two independent L'{e}vy components. The increments (moves) are viewed as discrete-time log price changes that follow an infinitely divisible distribution...

Empirical likelihood for random sets

Adusumilli, Karun; Otsu, Taisuke
Fonte: The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines Publicador: The London School of Economics and Political Science, Suntory and Toyota International Centres for Economics and Related Disciplines
Tipo: Monograph; NonPeerReviewed Formato: application/pdf
Publicado em /06/2014 Português
Relevância na Pesquisa
57.486%
We extend the method of empirical likelihood to cover hypotheses involving the Aumann expectation of random sets. By exploiting the properties of random sets, we convert the testing problem into one involving a continuum of moment restrictions for which we propose two inferential procedures. The first, which we term marked empirical likelihood, corresponds to constructing a non-parametric likelihood for each moment restriction and assessing the resulting process. The second, termed sieve empirical likelihood, corresponds to constructing a likelihood for a vector of moments with growing dimension. We derive the asymptotic distributions under the null and sequence of local alternatives for both types of tests and prove their consistency. The applicability of these inferential procedures is demonstrated in the context of two examples on the mean of interval observations and best linear predictors for interval outcomes.