Characterization of spatial and temporal changes in the dynamic patterns of a nonstationary process is a problem of great theoretical and practical importance. On-line monitoring of largescale power systems by means of time-synchronized Phasor Measurement Units PMUs provides the opportunity to analyze and characterize inter-system oscillations. Wide-area measurement sets, however, are often rel...

In human communication, speech understanding is greatly improvedby the bimodal acoustic-visual effect with respect to simple speech communication, in particular when the communication takes place in noisy environments. In this paper we propose a novel synchronization procedure between text and speech, to reduce the time consumption in the development of friendly audio--visual interfaces or auth...

This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten rapidly as the number of time series observations grows. We also show in numerical calculations that the b...

We conduct a panel analysis quantifying the degree to which the mixture of low-, middleand high-income males in the neighbourhood affect the subsequent labour income of individuals, and test the degree to which these effects vary by timing (lagging up to three years) duration (one to four years), and cumulative amount of exposure and to what extent these effects are persistent. We employ a fixe...

A cross-sectional time series database of U.S. data on fatalities and injuries is analysed using a fixed effects negative binomial regression. Data from 50 states over 14 years is used to examine the effect of various highway improvements on both fatalities and injuries. These include the total lane miles of capacity, total average number of lanes by functional road category (interstates, arter...

This paper analyzes the relation between commuting time and specific health outcomes using the GSOEP and the BHPS. Both countries are in the top three of European countries in which commuting time is largest. First, we analyze whether commuting time affects specific health outcomes. We analyze both subjective health outcomes like health satisfaction and health status, and objective measures lik...

In this article, we discuss the effect of removing the independence assumptions between the residuals in two-level random effect models. We first consider removing the independence between the Level 2 residuals and instead assume that the vector of all residuals at the cluster level follows a general multivariate normal distribution. We demonstrate how this assumption can allow us to fit higher...

The problem of variance estimation for a t ime series with linear trend is studied using model based procedures. The work done by Royall and Cumberland ((2), (3)) is refined and adapted to the special problems of the Current Employment Survey (790 Survey) at the Bureau of Labor Statistics. A variety of variance estimation techniques are examined; including a variation of jackknife estimation an...

The SAR model is widely used in spatial econometrics to model Gaussian processes on a discrete spatial lattice, but for large datasets, fitting it becomes computationally prohibitive, and hence, its usefulness can be limited. A computationally-efficient spatial model is the spatial random effects (SRE) model, and in this article, we calibrate it to the SAR model of interest using a generalisati...

Productivity Premia for German Manufacturing Firms Exporting to the Euro-Area and Beyond: First Evidence from Robust Fixed Effects Estimations This paper makes three contributions. (1) It summarizes in tabular form a recent literature made of 36 micro-econometric studies for 16 different countries on the relationship between export destination and firm performance. (2) It reports estimates of t...