Search results

1 – 10 of over 128000
Book part
Publication date: 23 June 2016

Peter C. B. Phillips

This paper considers stationary regression models with near-collinear regressors. Limit theory is developed for regression estimates and test statistics in cases where the signal…

Abstract

This paper considers stationary regression models with near-collinear regressors. Limit theory is developed for regression estimates and test statistics in cases where the signal matrix is nearly singular in finite samples and is asymptotically degenerate. Examples include models that involve evaporating trends in the regressors that arise in conditions such as growth convergence. Structural equation models are also considered and limit theory is derived for the corresponding instrumental variable (IV) estimator, Wald test statistic, and overidentification test when the regressors are endogenous. It is shown that near-singular designs of the type considered here are not completely fatal to least squares inference, but do inevitably involve size distortion except in special Gaussian cases. In the endogenous case, IV estimation is inconsistent and both the block Wald test and Sargan overidentification test are conservative, biasing these tests in favor of the null.

Details

Essays in Honor of Aman Ullah
Type: Book
ISBN: 978-1-78560-786-8

Keywords

Book part
Publication date: 21 February 2008

Arthur S. Goldberger

Regression analyses of compensatory educational programs have been criticized on the grounds that the pupils were not randomly selected. Specifically, it has been argued that a…

Abstract

Regression analyses of compensatory educational programs have been criticized on the grounds that the pupils were not randomly selected. Specifically, it has been argued that a spurious deleterious effect of the treatment will be observed when the selection procedure systematically puts lower-ability students into the treatment group and higher-ability students into the control group.

We evaluate this argument via a simple test score model: pretest score and posttest score are fallible measures of underlying true ability and the true treatment effect is zero. Posttest is regressed on pretest and a treatment dummy. The spurious effect arises when selection of subjects for treatment is explicit on the basis of true ability, but not when it is explicit on the basis of pretest score.

Details

Modelling and Evaluating Treatment Effects in Econometrics
Type: Book
ISBN: 978-0-7623-1380-8

Book part
Publication date: 21 September 2022

Dante Amengual, Gabriele Fiorentini and Enrique Sentana

The authors propose the information matrix test to assess the constancy of mean and variance parameters in vector autoregressions (VAR). They additively decompose it into several

Abstract

The authors propose the information matrix test to assess the constancy of mean and variance parameters in vector autoregressions (VAR). They additively decompose it into several orthogonal components: conditional heteroskedasticity and asymmetry of the innovations, and their unconditional skewness and kurtosis. Their Monte Carlo simulations explore both its finite size properties and its power against i.i.d. coefficients, persistent but stationary ones, and regime switching. Their procedures detect variation in the autoregressive coefficients and residual covariance matrix of a VAR for the US GDP growth rate and the statistical discrepancy, but they fail to detect any covariation between those two sets of coefficients.

Book part
Publication date: 12 January 2016

David Zilberman and Yanhong Jin

We introduce a risk management framework to assess food security, which is interpreted as the probability of fatality or adverse health effects due to lack of food and which is a…

Abstract

Purpose

We introduce a risk management framework to assess food security, which is interpreted as the probability of fatality or adverse health effects due to lack of food and which is a product of food availability, access, and vulnerability.

Methodology/approach

We derive cost-minimizing policies to achieve food security objectives by addressing availability, access, and vulnerability, and taking into account how randomness, uncertainty, and heterogeneity affect the system.

Findings

Ignoring key sources of variability, particularly heterogeneity, may lead to biases because food security policies require targeting the most vulnerable populations, which may each have unique features such as age, location, and health status. Establishing any policy solution requires making tough choices about policy criteria. Outcomes will differ when the criteria is to minimize overall risk or to minimize risk to the most vulnerable.

Social implications

Policies addressing food security crises should balance enhanced supply with targeting available food and the provision of emergency health services to vulnerable populations.

Details

Food Security in a Food Abundant World
Type: Book
ISBN: 978-1-78560-215-3

Keywords

Book part
Publication date: 30 September 2014

Florent Bresson

This paper deals with poverty decompositions into subgroups defined with respect to intervals of income and the robustness of comparisons of the absolute contribution of such…

Abstract

This paper deals with poverty decompositions into subgroups defined with respect to intervals of income and the robustness of comparisons of the absolute contribution of such groups to poverty. For instance, world poverty estimates by the World Bank often distinguish between the extreme poor whose incomes are lower than $1.25 a day (in PPP terms) and the other poor with incomes between $1.25 and $2.5 a day. Existing dominance conditions can tell whether overall poverty and extreme poverty have declined in a robust manner when comparing countries at two points of time, but they cannot say anything for the contribution of the non-extreme poor to overall poverty. In the present paper we propose stochastic generalized dominance criteria to perform robust poverty ordering when the focus is placed on some interval of the poverty domain. Using generated data based on grouped data from World Bank’s PovcalNet tool, the paper finally investigates whether the robust decline of extreme poverty around the world during the last decades was also accompanied by a decline of the contribution of non-extreme poverty.

Details

Economic Well-Being and Inequality: Papers from the Fifth ECINEQ Meeting
Type: Book
ISBN: 978-1-78350-556-2

Keywords

Article
Publication date: 25 May 2023

Manjeet Kumar, Jai Bhagwan, Pradeep Kaswan, Xu Liu and Manjeet Kumari

The purpose of this study is to investigate the reflection of plane waves in a double-porosity (DP) thermoelastic medium.

Abstract

Purpose

The purpose of this study is to investigate the reflection of plane waves in a double-porosity (DP) thermoelastic medium.

Design/methodology/approach

To derive the theoretical formulas for elastic wave propagation velocities through the potential decomposition of wave-governing equations. The boundary conditions have been designed to incorporate the unique characteristics of the surface pores, whether they are open or sealed. This approach provides a more accurate and realistic mathematical interpretation of the situation that would be encountered in the field. The reflection coefficients are obtained through a linear system of equations, which is solved using the Gauss elimination method.

Findings

The solutions obtained from the governing equations reveal the presence of five inhomogeneous plane waves, consisting of four coupled longitudinal waves and a single transverse wave. The energy ratios of reflected waves are determined for both open and sealed pores on the stress-free, the thermally insulated surface of DP thermoelastic medium. In addition, the energy ratios are compared for the cases of a DP medium and a DP thermoelastic medium.

Originality/value

A numerical example is considered to investigate the effect of fluid type in inclusions, temperature and inhomogeneity on phase velocities and attenuation coefficients as a function of frequency. Finally, a sensitivity analysis is performed graphically to observe the effect of the various parameters on propagation characteristics, such as propagation/attenuation directions, phase shifts and energy ratios as a function of incident direction in double-porosity thermoelasticity medium.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 33 no. 8
Type: Research Article
ISSN: 0961-5539

Keywords

Article
Publication date: 10 August 2023

Igor V. Shevchuk

The purpose of this paper was to study laminar fluid flow and convective heat transfer in a conical gap at small conicity angles up to 4° for the case of disk rotation with a…

Abstract

Purpose

The purpose of this paper was to study laminar fluid flow and convective heat transfer in a conical gap at small conicity angles up to 4° for the case of disk rotation with a fixed cone.

Design/methodology/approach

In this paper, the improved asymptotic expansion method developed by the author was applied to the self-similar Navier–Stokes equations. The characteristic Reynolds number ranged from 0.001 to 2.0, and the Prandtl numbers ranged from 0.71 to 10.

Findings

Compared to previous approaches, the improved asymptotic expansion method has an accuracy like the self-similar solution in a significantly wider range of Reynolds and Prandtl numbers. Including radial thermal conductivity in the energy equation at small conicity angle leads to insignificant deviations of the Nusselt number (maximum 1.23%).

Practical implications

This problem has applications in rheometry to experimentally determine viscosity of liquids, as well as in bioengineering and medicine, where cone-and-disk devices serve as an incubator for nurturing endothelial cells.

Social implications

The study can help design more effective devices to nurture endothelial cells, which regulate exchanges between the bloodstream and the surrounding tissues.

Originality/value

To the best of the authors’ knowledge, for the first time, novel approximate analytical solutions were obtained for the radial, tangential and axial velocity components, flow swirl angle on the disk, tangential stresses on both surfaces, as well as static pressure, which varies not only with the Reynolds number but also across the gap. These solutions are in excellent agreement with the self-similar solution.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 33 no. 11
Type: Research Article
ISSN: 0961-5539

Keywords

Article
Publication date: 6 January 2021

Navya Thirumaleshwar Hegde, V. I. George, C. Gurudas Nayak and Aldrin Claytus Vaz

This paper aims to provide a mathematical modeling and design of H-infinity controller for an autonomous vertical take-off and landing (VTOL) Quad Tiltrotor hybrid unmanned aerial…

Abstract

Purpose

This paper aims to provide a mathematical modeling and design of H-infinity controller for an autonomous vertical take-off and landing (VTOL) Quad Tiltrotor hybrid unmanned aerial vehicles (UAVs). The variation in the aerodynamics and model dynamics of these aerial vehicles due to its tilting rotors are the key issues and challenges, which attracts the attention of many researchers. They carry parametric uncertainties (such as non-linear friction force, backlash, etc.), which drives the designed controller based on the nominal model to instability or performance degradation. The controller needs to take these factors into consideration and still give good stability and performance. Hence, a robust H-infinity controller is proposed that can handle these uncertainties.

Design/methodology/approach

A unique VTOL Quad Tiltrotor hybrid UAV, which operates in three flight modes, is mathematically modeled using Newton–Euler equations of motion. The contribution of the model is its ability to combine high-speed level flight, VTOL and transition between these two phases. The transition involves the tilting of the proprotors from 90° to 0° and vice-versa in 15° intervals. A robust H-infinity control strategy is proposed, evaluated and analyzed through simulation to control the flight dynamics for different modes of operation.

Findings

The main contribution of this research is the mathematical modeling of three flight modes (vertical takeoff–forward, transition–cruise-back, transition-vertical landing) of operation by controlling the revolutions per minute and tilt angles, which are independent of each other. An autonomous flight control system using a robust H-infinity controller to stabilize the mode of transition is designed for the Quad Tiltrotor UAV in the presence of uncertainties, noise and disturbances using MATLAB/SIMULINK. This paper focused on improving the disturbance rejection properties of the proposed UAV by designing a robust H-infinity controller for position and orientation trajectory regulation in the presence of uncertainty. The simulation results show that the Tiltrotor achieves transition successfully with disturbances, noise and uncertainties being present.

Originality/value

A novel VTOL Quad Tiltrotor UAV mathematical model is developed with a special tilting rotor mechanism, which combines both aircraft and helicopter flight modes with the transition taking place in between phases using robust H-infinity controller for attitude, altitude and trajectory regulation in the presence of uncertainty.

Details

International Journal of Intelligent Unmanned Systems, vol. 9 no. 3
Type: Research Article
ISSN: 2049-6427

Keywords

Article
Publication date: 13 June 2020

Tahir Nazir, Muhammad Abbas and Muhammad Kashif Iqbal

The purpose of this paper is to present a new cubic B-spline (CBS) approximation technique for the numerical treatment of coupled viscous Burgers’ equations arising in the study…

Abstract

Purpose

The purpose of this paper is to present a new cubic B-spline (CBS) approximation technique for the numerical treatment of coupled viscous Burgers’ equations arising in the study of fluid dynamics, continuous stochastic processes, acoustic transmissions and aerofoil flow theory.

Design/methodology/approach

The system of partial differential equations is discretized in time direction using the finite difference formulation, and the new CBS approximations have been used to interpolate the solution curves in the spatial direction. The theoretical estimation of stability and uniform convergence of the proposed numerical algorithm has been derived rigorously.

Findings

A different scheme based on the new approximation in CBS functions is proposed which is quite different from the existing methods developed (Mittal and Jiwari, 2012; Mittal and Arora, 2011; Mittal and Tripathi, 2014; Raslan et al., 2017; Shallal et al., 2019). Some numerical examples are presented to validate the performance and accuracy of the proposed technique. The simulation results have guaranteed the superior performance of the presented algorithm over the existing numerical techniques on approximate solutions of coupled viscous Burgers’ equations.

Originality/value

The current approach based on new CBS approximations is novel for the numerical study of coupled Burgers’ equations, and as far as we are aware, it has never been used for this purpose before.

Article
Publication date: 3 July 2017

Tomáš Neustupa

The paper aims to theoretically study the mathematical model of a steady flow of a heat-conductive incompressible viscous fluid through a spatially periodic plane profile cascade.

Abstract

Purpose

The paper aims to theoretically study the mathematical model of a steady flow of a heat-conductive incompressible viscous fluid through a spatially periodic plane profile cascade.

Design/methodology/approach

Reduction of the infinite periodical problem to one period. Leray-Schauder fixed point principle was used.

Findings

This study proves the existence of a weak solution for arbitrarily large given data (i.e. the inflow velocity and the acting specific body force).

Practical implications

The author proposed a special boundary condition on the outflow of the domain not only for the velocity and pressure but also for the temperature.

Originality/value

To the author’s knowledge, the problem has not been studied earlier. More detailed overview is given in the paper in the first part.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 27 no. 7
Type: Research Article
ISSN: 0961-5539

Keywords

1 – 10 of over 128000