probability cross section and rate constant

... calculations of the total reaction cross sections␴Rand interaction cross sections␴I, induced by stable and unstable He, Li, C, and O isotopes on 12C target at Elab⬇0.8 and 1 GeV/nucleon have been performed, ... than the total reaction cross section ␴R which in-cludes also the cross section of inelastic scattering to excited states in both the target and projectile as well as cross section of nucleon removal ... folded optical potential and in-elastic form factors, the integrated cross sections␴2 +and␴3 − of inelastic scattering to the first excited 2+and 3−states of 12C target at 4.44 and 9.64 MeV, respectively...

Ngày tải lên: 16/12/2017, 00:27

... Trang 2Econometric Analysis of Cross Section and Panel DataJe¤rey M Wooldridge The MIT Press Cambridge, Massachusetts London, England Trang 31.1 Causal Relationships and Ceteris Paribus Analysis ... special-topics courses, and it should serve as a general reference My focus on cross section and panel data methods—in particular, what is often dubbed microeconometrics—is novel, and it recognizes ... an increasingly popular approach is to treat advanced cross section and panel data methods in one semester and time series methods in a separate semester This division reflects the current state...

Ngày tải lên: 06/07/2014, 08:20

... Because we will rely heavily on random sampling, it is impo rtant to know what it allows and what it rules out. Random sampling is often reasonable for cross section data, where, at a given point ... exclude cases of some interest for cross section analysis. For example, the identical distribution assumption is unlikely to hold for a pooled cross section, where random samples are obtained from ... identically distributed across observations, and so the random sampling assumption technically excludes the classical linear model. This result is actually desirable for our purposes. In Section 1.4 we...

Ngày tải lên: 06/07/2014, 08:20

... Expectations 2.2.1 Definition and Examples Let y be a random variable, which we refer to in this section as the explained variable, and let x 1ðx1; x2; ; xKÞ be a 1
K random vector of explanatory ... ofiterated expectations, which we mentioned previously Here we cover the most gen-eral statement needed in this book Suppose that w is a random vector and y is arandom variable Let x be a random ... independence relates to tional expectations If u is a random variable independent of the random vector x,then Eðu j xÞ ¼ EðuÞ, so that if EðuÞ ¼ 0 and u and x are independent, then Eðu j xÞ ¼ condi-0...

Ngày tải lên: 06/07/2014, 08:20

... 0 Trang 23.2 Convergence in Probability and Bounded in Probabilitydefinition3.3: (1) A sequence of random variablesfxN: N¼ 1; 2; g converges in probability to the constant a if for alle > ... If cN is a nonrandom sequence, then cN ¼ Opð1Þ if and only if cN ¼ Oð1Þ; cN ¼ opð1Þ if and only if cN ¼ oð1Þ A simple, and very useful, fact is that if a sequence converges in probability to ... write xN ¼ opð1Þ or xN !p 0 (3) A sequence of random variables fxNg is bounded in probability if and only if for every e > 0, there exists a be< yand an integer Nesuch that P½jxNj b be <...

Ngày tải lên: 06/07/2014, 08:20

... observable random scalars (that is, we can observethem in a random sample of the population), u is the unobservable random distur-bance or error, and b0;b1;b2; ;bKare the parameters (constants) ... population equations is small relative to the (cross section) sample size.This allows us to cover seemingly unrelated regression models for cross section data as well as begin our analysis of ... we begin our econometric analysis of linear models for cross section andpanel data In Chapter 4 we review the single-equation linear model and discussordinary least squares estimation Although...

Ngày tải lên: 06/07/2014, 08:20

... includes several other controls In the equation with experience and itssquare, a black indicator, southern and urban indicators, and regional and urbanindicators for 1966, the instrumental variables ... Eðx0zÞ½Eðz0zÞ1Eðz0xÞ and this matrix is nonsingular if and only if Eðz0xÞ has rank K; that is, if and only ifAssumption 2SLS.2b holds If 2SLS.2b fails, then Eðx 0xÞ is singular and b is notidentified ... aj¼ bjþ bKdj, and l1¼ bKy1 By ourassumptions, v is uncorrelated with all explanatory variables in equation (5.6), and soOLS consistently estimates the reduced form parameters, the ajand l1 Estimates...

Ngày tải lên: 06/07/2014, 08:20

... pure cross section analysis can be applied to pooled cross sections, including corrections for heteroskedasticity, specification testing, instrumental variables, and so on But in using pooled cross ... taking h i to be all nonconstant, unique elements of x i and xi0 x i : the levels, squares, and cross products of the regressors in the conditional mean The Breusch-Pagan and White tests have degrees ... of OLS and 2SLS has been explicitly for the case of random samples In this section we briefly discuss some issues that arise for other sampling schemes that are sometimes assumed for cross section...

Ngày tải lên: 06/07/2014, 08:20

... observations pooled across i and t We mentioned this estimator in the context of independent cross sections in Section 6.3 The estimator in equation (7.17) is for the same cross section units sampled ... discussed in the Section 7.2 examples This equation contains a variable that is constant across t, femalei , as well as variables that can change across i and t, such as educit and experit The ... in Section 7.2, and many others, as special cases Assume that we have independent, identically distributed cross section observations fXi ; yi ị: i ẳ 1; 2; ; Ng, where Xi is a G Â K matrix and...

Ngày tải lên: 06/07/2014, 08:20

... change across g, and sgh¼ Covðug; uhÞ can di¤er across g and h The system homoskedasticity assumption (8.37) necessarily holds when the ments Zi are treated as nonrandom and VarðuiÞ is constant across ... allow this generality is that we fix the row dimension of Zi and ui and let N! y Therefore, we are assuming that N, the size of the cross section, is large enough relative to T to makefixed T asymptotics ... number of children, and nonlaborincome—and u1 contains unobservables a¤ecting labor supply The labor supplyfunction can be derived from individual utility-maximizing behavior, and the nota-tion...

Ngày tải lên: 06/07/2014, 08:20

... supply and labor demand functions We assume that observed hours, h, and observed wage, w, equate supply and demand: Trang 5h¼ hsðwÞ ¼ hdðwÞThe variables in zð1Þ shift the labor supply curve, and ... estimation method Generally, supply and demand examples satisfy the autonomy requirement, gardless of the level of aggregation (individual, household, firm, city, and so on), andsimultaneous equations systems ... endogenous variables and z 1 ðz1; ; zMÞ is still the 1
M vector of all exogenous variables, and probably tains unity We maintain assumption (9.2) throughout this section and also assumethat...

Ngày tải lên: 06/07/2014, 08:20

... therandom sampling assumption in the cross section dimension is conceptually flawed Trang 5Nevertheless, if N is su‰ciently large relative to T, and we can assume rough pendence in the cross section, ... ð10:11Þwhere xitis 1
K and can contain observable variables that change across t but not i,variables that change across i but not t, and variables that change across i and t Inaddition to unobserved ... of xit that are constant across time for a subset of the cross section For ex-ample, if we have a panel of adults and one element of xit is education, we can alloweducation to be constant for some...

Ngày tải lên: 06/07/2014, 08:20

... diÔerences have been used in economics include Geronimus and Korenman (1992), Ashenfelter and Krueger (1994), Bronars and Grogger (1994), and Ashenfelter and Rouse (1998) A matched pairs sample is a special ... ; yi0 Þ are IV candidates because Duit is uncorrelated with yi; tÀh , h b Anderson and Hsiao (1982) suggested pooled IV with instruments yi; tÀ2 or Dyi; tÀ2 , whereas Arellano and Bond (1991) ... Hausman and Taylor (1981) (HT) partition zi and xit as zi ẳ zi1 ; zi2 ị, xit ẳ xit1 ; xit2 ịwhere zi1 is J1 , zi2 is  J2 , xit1 is  K1 , xit2 is  K2 —and assume that Ezi1 ci ị ẳ and Exit1...

Ngày tải lên: 06/07/2014, 08:20

... initially seem It covers cross sectionmodels with many equations, and it also covers panel data settings with small timeseries dimension The extension to independently pooled cross sections is almost ... 4short-yo1¼ 4 and yo2¼ 1:5 We will never know the actual yo1 and yo2 (unless we how control the way the data have been generated), but, if the model is correctlyspecified, then these values exist, and we ... like to estimate them Generic can-didates for yo1 and yo2 are labeled y1 and y2, and, without further information, y1some-is any positive number and y2 is any real number: the parameter space is...

Ngày tải lên: 06/07/2014, 08:20

... settings with large cross sections andrelatively small time periods are encompassed, since the appropriate asymptoticanalysis is with the time dimension fixed and the cross section dimension tending ... to understand that the subsequent results apply any time we haverandom sampling in the cross section dimension Thus, the general theory applies tosystem estimation, as in Chapters 7 and 9, provided ... given xi, and not just one of many candidates It will be useful to let X H RK denote the possible values for xi and Y denote the possible values of yi; Xand Y are called the supports of the random...

Ngày tải lên: 06/07/2014, 08:20

... i Þ is a known function of x i and yo and can be easily estimated; this statement is true of linear SEMs under conditional mean assumptions (see Chapters and 9) and of multivariate nonlinear regression, ... iẳ1 ^ ^ ^^ and Avarðy Þ is estimated as Ầ1 BAÀ1 =N, where ^ ^ ^^ A G XG; ^ ^^^^ ^ B G XLXG ð14:14Þ and ^ G N À1 N X i¼1 ^ ‘y g i ðy Þ ð14:15Þ 424 Chapter 14 As in the linear case in Section 8.3.3, ... absorbed in an intercept in x it Let wit contain cit , ci; tÀ1 , ait , and x it Then condition (14.48) holds, and l o and bo can be estimated by GMM Returning to condition (14.48), valid instruments...

Ngày tải lên: 06/07/2014, 08:20

... contributions, and this price diÔers across families because of diÔerent marginal tax rates and diÔerent state tax codesand b determines the marginal utility of charitable contributions Take mi and pi ... finc101, wealth89, and prftshr Why might you compute heteroskedasticity-robust standard errors? b The sample contains separate observations for some husband-wife pairs Compute standard errors of ... practice For the linear probability model, Gzị ẳ z is the identity function, which means that the response probabilities cannot be between and for all x and b In this section we assume that GðÁÞ...

Ngày tải lên: 06/07/2014, 08:20

... implies constant partial e¤ects Further, for the sample at hand, predicted values for y can be negative for many combinations of x and b These are very sim-ilar to the shortcomings of the linear probability ... can be reported, and, in tion, we should report estimated partial e¤ects on Eð y j x; y > 0Þ and Eð y j xÞ The addi-formulas for these are given in Section 16.2, where b and s are replaced ... meaning, call it y
,and we are interested in the population regression Eð y
j xÞ If y
and x were ob-served for everyone in the population, there would be nothing new: we could usestandard regression...

Ngày tải lên: 06/07/2014, 08:20

... endogenous in the wage o¤er equation, and. .. under random sampling in the cross section: for any i, yit ¼ x it b þ ci þ uit ; t ¼ 1; ; T 17: 49Þ where x it is 1 Â K and b is the K Â 1 vector of ... of the population, obtain a random sample from that part of the population, and proceed with standard econometric methods. The following are some examples with nonrandomly selected samples. Example ... nonrandom nature of the sample we have for estimating the wage o¤er equation. In the next several sections we cover a variety of sample selection issues, including tests and corrections. Section...

Ngày tải lên: 06/07/2014, 08:20

... relatively ine‰cient unless Varð y j xÞ isconstant (see Chapter 12), and all of the standard distributions for count data implyheteroskedasticity In Section 19.2 we discuss the most popular model ... distribution is not Poisson.esti-In Section 19.3 we discuss other count data models, and in Section 19.4 we coverquasi-MLEs for other nonnegative response variables In Section 19.5 we cover mul-tiplicative ... standard error, as we discussed in Section19.2.3 Multiple hypotheses tests can be carried out using the Wald, quasi–likelihoodratio, or score test We covered these generally in Sections 12.6 and...

Ngày tải lên: 06/07/2014, 08:20