This article analyses the school performance of migrants dependent on peer groups in different international schooling environments. Using data from the international OECD PISA test, we consider social interaction within and between groups of natives and migrants. Results based on social multipliers (Glaeser et al. 2000, 2003) suggest that both native-tonative and migrant-to-migrant peer effect...

Lars Lindbom, Mikael Sternad and Anders Ahlén Signals and Systems, Uppsala University, PO Box 528, SE-75120, Uppsala, Sweden. [email protected], ms,aa @signal.uu.se Abstract: Adaptation laws with constant gains, that adjust parameters of linear regression models, are investigated. The class of algorithms includes LMS as its simplest member. Closed-form expressions for the tracking MSE...

Maravall and del Río (2001), analized the time aggregation properties of the Hodrick-Prescott (HP) filter, which decomposes a time series into trend and cycle, for the case of annual, quarterly, and monthly data, and showed that aggregation of the disaggregate component cannot be obtained as the exact result from direct application of an HP filter to the aggregate series. The present paper show...

In the recent years, the distribution of possible future losses for portfolios, such as bonds or loans, exhibits strongly asymmetric behavior. In this paper, we have analyzed the effective portfolio risk management through a computational state space model by using particle filter through sequential estimation of volatility. The computational model comprises with Extended weight Moving Average ...

Recent developments in the theory and application of the HardyLittlewood method are discussed, concentrating on aspects associated with diagonal diophantine problems. Recent efficient differencing methods for estimating mean values of exponential sums are described first, concentrating on developments involving smooth Weyl sums. Next, arithmetic variants of classical inequalities of Bessel and ...

Adaptation algorithms with constant gains are designed for tracking smoothly time-varying parameters of linear regression models, in particular channel models occurring in mobile radio communications. In a companion paper, an application to channel tracking in the IS-136 TDMA system is discussed. The proposed algorithms are based on two key concepts. First, the design is transformed into a Wien...

Computing the gaussian likelihood for a nonstationary state-space model is a difficult problem which has been tackled by the literature using two main strategies: data transformation and diffuse likelihood. The data transformation approach is cumbersome, as it requires nonstandard filtering. On the other hand, in some nontrivial cases the diffuse likelihood value depends on the scale of the dif...

An integrable current-tunable sinusoidal quadrature oscillator is presented. A current-tunable all-pass filter is used as the frequency-selective network. The implementation is fullybalanced so as to enable accurate quadrature signals with symmetry. The oscillation frequency is currenttunable over a wide-freqency sweep range of approximately three orders of magnitude. The quadrature signals pos...