scholarly journals Consistent Parameter Estimators for Second-order Modulus Systems with Non-additive Disturbances

2020 ◽  
Vol 53 (2) ◽  
pp. 1132-1137
Author(s):  
Fredrik Ljungberg ◽  
Martin Enqvist
1988 ◽  
Vol 4 (2) ◽  
pp. 329-335 ◽  
Author(s):  
David Grubb ◽  
Lonnie Magee

Second-order approximations to the variances of OLS and GLS estimators are compared when the covariance matrix is locally nonscalar. Using a result of Rothenberg, the comparison of OLS and GLS variances is shown to be asymptotically equivalent to a weighted mean square error comparison of the error covariance parameter estimators used in those two procedures. When there is only one covariance parameter, this comparison depends only on the noncentrality parameter of a classical hypothesis test for a scalar covariance matrix.


SERIEs ◽  
2021 ◽  
Author(s):  
Dante Amengual ◽  
Gabriele Fiorentini ◽  
Enrique Sentana

AbstractWe propose simple specification tests for independent component analysis and structural vector autoregressions with non-Gaussian shocks that check the normality of a single shock and the potential cross-sectional dependence among several of them. Our tests compare the integer (product) moments of the shocks in the sample with their population counterparts. Importantly, we explicitly consider the sampling variability resulting from using shocks computed with consistent parameter estimators. We study the finite sample size of our tests in several simulation exercises and discuss some bootstrap procedures. We also show that our tests have non-negligible power against a variety of empirically plausible alternatives.


Author(s):  
W. L. Bell

Disappearance voltages for second order reflections can be determined experimentally in a variety of ways. The more subjective methods, such as Kikuchi line disappearance and bend contour imaging, involve comparing a series of diffraction patterns or micrographs taken at intervals throughout the disappearance range and selecting that voltage which gives the strongest disappearance effect. The estimated accuracies of these methods are both to within 10 kV, or about 2-4%, of the true disappearance voltage, which is quite sufficient for using these voltages in further calculations. However, it is the necessity of determining this information by comparisons of exposed plates rather than while operating the microscope that detracts from the immediate usefulness of these methods if there is reason to perform experiments at an unknown disappearance voltage.The convergent beam technique for determining the disappearance voltage has been found to be a highly objective method when it is applicable, i.e. when reasonable crystal perfection exists and an area of uniform thickness can be found. The criterion for determining this voltage is that the central maximum disappear from the rocking curve for the second order spot.


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