The Experts below are selected from a list of 360 Experts worldwide ranked by ideXlab platform
Nader Behdad - One of the best experts on this subject based on the ideXlab platform.
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a Generalized Method for synthesizing low profile band pass frequency selective surfaces with non resonant constituting elements
IEEE Transactions on Antennas and Propagation, 2010Co-Authors: Mudar A Aljoumayly, Nader BehdadAbstract:We present a comprehensive synthesis procedure for designing low-profile, band-pass frequency selective surfaces composed of non-resonant constituting elements. The proposed FSSs use arrays of sub-wavelength periodic structures with non-resonant constituting unit cells with unit cell dimensions and periodicities in the range of , where is the free space wavelength. The main advantages of this type of FSS, compared to traditional ones, are that they allow for the design of low-profile and ultra-thin FSSs that can provide sharp frequency selectivity and stable frequency responses as functions of angle and polarization of incidence of the EM wave. An order FSS designed using this technique typically has an electrical thickness in the order of which is significantly smaller than the overall thickness of a traditionally designed order FSS . The proposed synthesis procedure is validated for two FSS prototypes having third- and fourth-order band-pass responses. Principles of operation, detailed synthesis procedure, measurement results of a fabricated prototype, and implementation guidelines for this type of FSS are presented and discussed in this paper.
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a Generalized Method for synthesizing low profile band pass frequency selective surfaces with non resonant constituting elements
IEEE Transactions on Antennas and Propagation, 2010Co-Authors: Mudar A Aljoumayly, Nader BehdadAbstract:We present a comprehensive synthesis procedure for designing low-profile, band-pass frequency selective surfaces composed of non-resonant constituting elements. The proposed FSSs use arrays of sub-wavelength periodic structures with non-resonant constituting unit cells with unit cell dimensions and periodicities in the range of , where is the free space wavelength. The main advantages of this type of FSS, compared to traditional ones, are that they allow for the design of low-profile and ultra-thin FSSs that can provide sharp frequency selectivity and stable frequency responses as functions of angle and polarization of incidence of the EM wave. An order FSS designed using this technique typically has an electrical thickness in the order of which is significantly smaller than the overall thickness of a traditionally designed order FSS . The proposed synthesis procedure is validated for two FSS prototypes having third- and fourth-order band-pass responses. Principles of operation, detailed synthesis procedure, measurement results of a fabricated prototype, and implementation guidelines for this type of FSS are presented and discussed in this paper.
Frank Windmeijer - One of the best experts on this subject based on the ideXlab platform.
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Generalized Method of moments with many weak moment conditions
Econometrica, 2009Co-Authors: Whitney K Newey, Frank WindmeijerAbstract:Using many moment conditions can improve efficiency but makes the usual Generalized Method of moments (GMM) inferences inaccurate. Two-step GMM is biased. Generalized empirical likelihood (GEL) has smaller bias, but the usual standard errors are too small in instrumental variable settings. In this paper we give a new variance estimator for GEL that addresses this problem. It is consistent under the usual asymptotics and, under many weak moment asymptotics, is larger than usual and is consistent. We also show that the Kleibergen (2005) Lagrange multiplier and conditional likelihood ratio statistics are valid under many weak moments. In addition, we introduce a jackknife GMM estimator, but find that GEL is asymptotically more efficient under many weak moments. In Monte Carlo examples we find that t-statistics based on the new variance estimator have nearly correct size in a wide range of cases.
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Generalized Method of moments with many weak moment conditions
Econometrica, 2009Co-Authors: Whitney K Newey, Frank WindmeijerAbstract:Using many moment conditions can improve efficiency but makes the usual Generalized Method of moments (GMM) inferences inaccurate. Two-step GMM is biased. Generalized empirical likelihood (GEL) has smaller bias, but the usual standard errors are too small in instrumental variable settings. In this paper we give a new variance estimator for GEL that addresses this problem. It is consistent under the usual asymptotics and, under many weak moment asymptotics, is larger than usual and is consistent. We also show that the Kleibergen (2005) Lagrange multiplier and conditional likelihood ratio statistics are valid under many weak moments. In addition, we introduce a jackknife GMM estimator, but find that GEL is asymptotically more efficient under many weak moments. In Monte Carlo examples we find that t-statistics based on the new variance estimator have nearly correct size in a wide range of cases. Copyright 2009 The Econometric Society.
Whitney K Newey - One of the best experts on this subject based on the ideXlab platform.
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Generalized Method of moments with many weak moment conditions
Econometrica, 2009Co-Authors: Whitney K Newey, Frank WindmeijerAbstract:Using many moment conditions can improve efficiency but makes the usual Generalized Method of moments (GMM) inferences inaccurate. Two-step GMM is biased. Generalized empirical likelihood (GEL) has smaller bias, but the usual standard errors are too small in instrumental variable settings. In this paper we give a new variance estimator for GEL that addresses this problem. It is consistent under the usual asymptotics and, under many weak moment asymptotics, is larger than usual and is consistent. We also show that the Kleibergen (2005) Lagrange multiplier and conditional likelihood ratio statistics are valid under many weak moments. In addition, we introduce a jackknife GMM estimator, but find that GEL is asymptotically more efficient under many weak moments. In Monte Carlo examples we find that t-statistics based on the new variance estimator have nearly correct size in a wide range of cases.
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Generalized Method of moments with many weak moment conditions
Econometrica, 2009Co-Authors: Whitney K Newey, Frank WindmeijerAbstract:Using many moment conditions can improve efficiency but makes the usual Generalized Method of moments (GMM) inferences inaccurate. Two-step GMM is biased. Generalized empirical likelihood (GEL) has smaller bias, but the usual standard errors are too small in instrumental variable settings. In this paper we give a new variance estimator for GEL that addresses this problem. It is consistent under the usual asymptotics and, under many weak moment asymptotics, is larger than usual and is consistent. We also show that the Kleibergen (2005) Lagrange multiplier and conditional likelihood ratio statistics are valid under many weak moments. In addition, we introduce a jackknife GMM estimator, but find that GEL is asymptotically more efficient under many weak moments. In Monte Carlo examples we find that t-statistics based on the new variance estimator have nearly correct size in a wide range of cases. Copyright 2009 The Econometric Society.
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Generalized Method of moments efficient bootstrapping and improved inference
Journal of Business & Economic Statistics, 2002Co-Authors: Bryan W Brown, Whitney K NeweyAbstract:Generalized Method of moments (GMM) has been an important innovation in econometrics. Its usefulness has motivated a search for good inference procedures based on GMM. This article presents a novel Method of bootstrapping for GMM based on resampling from the empirical likelihood distribution that imposes the moment restrictions. We show that this approach yields a large-sample improvement and is efficient, and give examples. We also discuss the development of GMM and other recent work on improved inference.
Mudar A Aljoumayly - One of the best experts on this subject based on the ideXlab platform.
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a Generalized Method for synthesizing low profile band pass frequency selective surfaces with non resonant constituting elements
IEEE Transactions on Antennas and Propagation, 2010Co-Authors: Mudar A Aljoumayly, Nader BehdadAbstract:We present a comprehensive synthesis procedure for designing low-profile, band-pass frequency selective surfaces composed of non-resonant constituting elements. The proposed FSSs use arrays of sub-wavelength periodic structures with non-resonant constituting unit cells with unit cell dimensions and periodicities in the range of , where is the free space wavelength. The main advantages of this type of FSS, compared to traditional ones, are that they allow for the design of low-profile and ultra-thin FSSs that can provide sharp frequency selectivity and stable frequency responses as functions of angle and polarization of incidence of the EM wave. An order FSS designed using this technique typically has an electrical thickness in the order of which is significantly smaller than the overall thickness of a traditionally designed order FSS . The proposed synthesis procedure is validated for two FSS prototypes having third- and fourth-order band-pass responses. Principles of operation, detailed synthesis procedure, measurement results of a fabricated prototype, and implementation guidelines for this type of FSS are presented and discussed in this paper.
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a Generalized Method for synthesizing low profile band pass frequency selective surfaces with non resonant constituting elements
IEEE Transactions on Antennas and Propagation, 2010Co-Authors: Mudar A Aljoumayly, Nader BehdadAbstract:We present a comprehensive synthesis procedure for designing low-profile, band-pass frequency selective surfaces composed of non-resonant constituting elements. The proposed FSSs use arrays of sub-wavelength periodic structures with non-resonant constituting unit cells with unit cell dimensions and periodicities in the range of , where is the free space wavelength. The main advantages of this type of FSS, compared to traditional ones, are that they allow for the design of low-profile and ultra-thin FSSs that can provide sharp frequency selectivity and stable frequency responses as functions of angle and polarization of incidence of the EM wave. An order FSS designed using this technique typically has an electrical thickness in the order of which is significantly smaller than the overall thickness of a traditionally designed order FSS . The proposed synthesis procedure is validated for two FSS prototypes having third- and fourth-order band-pass responses. Principles of operation, detailed synthesis procedure, measurement results of a fabricated prototype, and implementation guidelines for this type of FSS are presented and discussed in this paper.
Donald W K Andrews - One of the best experts on this subject based on the ideXlab platform.
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consistent moment selection procedures for Generalized Method of moments estimation
Econometrica, 1999Co-Authors: Donald W K AndrewsAbstract:This paper considers a Generalized Method of moments (GMM) estimation problem in which one has a vector of moment conditions, some of which are correct and some incorrect. The paper introduces several procedures for consistently selecting the correct moment conditions. The procedures also can consistently determine whether there is a sufficient number of correct moment conditions to identify the unknown parameters of interest. The paper specifies moment selection criteria that are GMM analogues of the widely used BIC and AIC model selection criteria. (The latter is not consistent.) The paper also considers downward and upward testing procedures. All of the moment selection procedures discussed in this paper are based on the minimized values of the GMM criterion function for different vectors of moment conditions. The procedures are applicable in time-series and cross-sectional contexts. Application of the results of the paper to instrumental variables estimation problems yields consistent procedures for selecting instrumental variables.
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consistent moment selection procedures for Generalized Method of moments estimation
1997Co-Authors: Donald W K AndrewsAbstract:This paper considers a Generalized Method of moments (GMM) estimation problem in which one has a vector of moment conditions, some of which are correct and some incorrect. The paper introduces several procedures for consistently selecting the correct moment conditions. The procedures also can consistently determine whether there is a sufficient number of correct moment conditions to identify the unknown parameters of interest. The paper specifies moment selection criteria that are GMM analogues of the widely used BIC and AIC model selection criteria. (The latter is not consistent.) The paper also considers downward and upward testing procedures. All of the moment selection procedures discussed in the paper are based on the minimized values of the GMM criterion function for different vectors of moment conditions. The procedures are applicable in time series and cross-sectional contexts. Application of the results of the paper to instrumental variables estimation problems yields consistent procedures for selecting instrumental variables.
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a stopping rule for the computation of Generalized Method of moments estimators
Research Papers in Economics, 1996Co-Authors: Donald W K AndrewsAbstract:To obtain consistency and asymptotic normality, a Generalized Method of moments (GMM) estimator typically is defined to be an approximate global minimizer of a GMM criterion function. To compute such an estimator, however, can be problematic because of the difficulty of global optimization. In consequence, practitioners usually ignore the problem and take the GMM estimator to be the result of a local optimization algorithm. This yields an estimator that is not necessarily consistent and asymptotically normal. The use of a local optimization algorithm also can run into the problem of instability due to flats or ridges in the criterion function, which makes it difficult to know when to stop the algorithm. To alleviate these problems of global and local optimization, we propose a stopping-rule (SR) procedure for computing GMM estimators. The SR procedure eliminates the need for global search with high probability. And, it provides an explicit SR for problems of stability that may arise with local optimization problems.