A novel scheme of photonic aided vector millimeter-wave (mm-wave) signal generation without a digital-to-analog converter (DAC) is proposed. Based on our scheme, 20 Gb/s 4-ary quadrature amplitude modulation (4-QAM) mm-wave generated using DAC. The experiment results demonstrate that the bit error rate (BER) 4-QAM can reach below hard-decision forward-error-correction threshold after delivery o...

Motivated by economic-theory concepts—the Fisher hypothesis and the theory of the term structure—we consider a small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of longand short-term interest rates. The set includes vector autoregressions (VAR) in levels and in differences, a cointegrated VAR, and a non-linear VAR with threshold cointegration...

Asymptotic inference in nonlinear vector error correction models (VECM) that exhibit regime-specific short-run dynamics is nonstandard and complicated. This paper contributes the literature in several important ways. First, we establish the consistency of the least squares estimator of the cointegrating vector allowing for both smooth and discontinuous transition between regimes. This is a nonr...

Non linear error correction models (NLECM) have been increasingly used recently in the econometric literature since they lead to more insightful results than the linear models in empirical studies. In this research we present alternative methods of dealing with non linearity in error correction models. We apply these models to the demand for money in Tunisia and our results show that we get bet...

This analysis is a straightforward implementation of both long-run and short-run identifying or overidentifying restrictions on a vector error correction model in the “structural VAR” framework. The framework utilizes covariance restrictions, long-run multiplier restrictions, error correction coefficient restrictions, and restrictions on slope coefficients of the stimultaneous interactions in t...

This note provides a proof of Granger's (1986) error correction model for fractionally cointegrated variables and points out a necessary assumption that has not been noted before. Moreover, a simpler, alternative error correction model is proposed which can be employed to estimate fractionally cointegrated systems in three steps. JEL Classification Code: C32

Accurate classification of dialog acts (DAs) is important for many spoken language applications. Different methods have been proposed such as hidden Markov models (HMM), maximum entropy (Maxent), graphical models, and support vector machines (SVMs). In this paper, we investigate using SVMs for multiclass DA classification in the ICSI meeting corpus. We evaluate (1) representing DA tagging direc...