Trimethoprim resistance in Streptococcus pneumoniae can be conferred by a single amino acid substitution (I100-L) in dihydrofolate reductase (DHFR), but resistant clinical isolates usually carry multiple DHFR mutations. DHFR genes from five trimethoprim-resistant isolates from the United Kingdom were compared to susceptible isolates and used to transform a susceptible control strain (CP1015). A...

This paper proposes a study of a Factor Analysis (FA) segmentation and classification system. Our approach is inspired by language recognition systems where every input sequence is a language. Following this idea, a study between the classic segmentation systems based on HMM/GMM and FA is done over the output of a perfect segmentation system (oracle boundaries). It can be seen how FA improves t...

This paper examines GMM and ML estimation of econometric models and the theory of Hausman tests with sampling weights. Weighted conditional GMM can be more e$cient than weighted conditional MLE, an ine$cient alternative to full information MLE under choice-based sampling, unless regressions have homoscedastic additive disturbances or sampling weights are independent of exogenous variables. GMM ...

in a general classification, the economy of any country is divided into two parts of official and invisible economies. invisible activities drop outside the scope of the law and official economy and strongly affect socioeconomic development and the formal sector of all countries.these activities which are known under various titles including the shadow economy are influenced by various factors....

This paper develops a new asymptotic theory for two-step GMM estimation and inference in the presence of clustered dependence. The key feature of alternative asymptotics is the number of clusters G is regarded as small or fixed when the sample size increases. Under the small-G asymptotics, this paper shows the centered two-step GMM estimator and the two continuously-updating GMM estimators we c...

In an effort to improve the small sample properties of generalized method of moments (GMM) estimators, a number of alternative estimators have been suggested. These include empirical likelihood (EL), continuous updating, and exponential tilting estimators. We show that these estimators share a common structure, being members of a class of generalized empirical likelihood (GEL) estimators. We us...

In an effort to improve the small sample properties of generalized method of moments (GMM) estimators, a number of alternative estimators have been suggested. These include empirical likelihood (EL), continuous updating, and exponential tilting estimators. We show that these estimators share a common structure, being members of a class of generalized empirical likelihood (GEL) estimators. We us...

Gaussian mixture models (GMM), trained using the generative criterion of maximum likelihood estimation, have been the most popular approach in speaker recognition during the last decades. This approach is also widely used in many other classification tasks and applications. Generative learning in not however the optimal way to address classification problems. In this paper we first present a ne...

When the overidentifying restrictions of the constant-effect linear instrumental variables model fail, common IV estimators converge to different probability limits. I characterize the estimands of two stage least squares, two step GMM, and limited information maximum likelihood as functions of the single-instrument estimands from the just-identified IV regressions which consider each instrumen...

In this paper we test for the inclusion of the bid-ask spread in the consumption CAPM, in the UK stock market over the time period of 1980-2000. Two econometric models are used; first, Fisher’s (1994) asset pricing model is estimated by GMM, and secondly, the VAR approach proposed by Campbell and Shiller is extended to include the bid-ask spread. Overall the statistical tests are unable to reje...