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IDENTIFICATION IN A CLASS OF NONPARAMETRIC SIMULTANEOUS EQUATIONS MODELS. Steven T. Berry and Philip A. Haile. March 2011 Revised April 2011
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1 IDENTIFICATION IN A CLASS OF NONPARAMETRIC SIMULTANEOUS EQUATIONS MODELS By Steven T. Berry and Philip A. Haile March 2011 Revised April 2011 COWLES FOUNDATION DISCUSSION PAPER NO. 1787R COWLES FOUNDATION FOR RESEARCH IN ECONOMICS YALE UNIVERSITY Box New Haven, Connecticut
2 Identi cation in a Class of Nonparametric Simultaneous Equations Models Steven T. Berry Yale University Department of Economics Cowles Foundation and NBER Philip A. Haile Yale University Department of Economics Cowles Foundation and NBER April 5, 2011 Abstract We consider identi cation in a class of nonseparable nonparametric simultaneous equations models introduced by Matzkin (2008). These models combine standard exclusion restrictions with a requirement that each structural error enter through a residual index function. We provide constructive proofs of identi cation under several sets of conditions, demonstrating tradeo s between restrictions on the support of the instruments, restrictions on the joint distribution of the structural errors, and restrictions on the form of the residual index function. We received helpful comments from Alex Torgovitzky. We also thank Zhentao Shi for capable research assistance and the National Science Foundation for nancial support.
3 1 Introduction There is substantial recent interest in the identi cation of nonparametric economic models that feature endogenous regressors and nonseparable errors. For a simultaneous equations setting, a general nonparametric model can be written m j (Y; Z; U) = 0 j = 1; : : : ; J (1) where J 2, Y = (Y 1 ; : : : ; Y J ) 2 R J are the endogenous variables, U = (U 1 ; : : : ; U J ) 2 R J are the structural errors, and Z is a vector of exogenous variables. Assuming m is invertible in U, this system of equations can be written in its residual form U j = j (Y; Z) j = 1; : : : ; J: (2) Unfortunately, there are no known identi cation results for this fully general model, and most recent work has considered a triangular restriction of (1) that rules out many important economic applications. In this paper we consider identi cation in a class of fully simultaneous models introduced by Matzkin (2008). These models take the form m j (Y; Z; ) = 0 j = 1; : : : ; J: where = ( 1 (Z; X 1 ; U 1 ) ; : : : ; J (Z; X J ; U J )) 0 and j (Z; X j ; U j ) = g j (Z; X j ) + U j : (3) Here X = (X 1 ; : : : ; X J ) 2 R J are observed exogenous variables speci c to each equation and each g j (Z; X j ) is assumed to be strictly increasing in X j. This formulation respects traditional exclusion restrictions in that X j is excluded from equations k 6= j (e.g., a demand shifter enters only the demand equation). However, it 1
4 restricts (1) by requiring X j and U j to enter through a residual index j (Z; X j ; U j ). If we again assume invertibility of m (now in see the examples below), we obtain the analog of (2), j (Z; X j ; U j ) = r j (Y; Z) j j = 1; : : : ; J or, equivalently, r j (Y; Z) = g j (Z; X j ) + U j j = 1; : : : ; J: (4) Below we provide several examples of important economic applications in which this structure can arise. Matzkin (2008, section 4.2) considered a two-equation model of the form (4) and showed that it is identi ed when X has large support and the joint density of U satis es certain shape restrictions. 1 Matzkin (2010), relying on the same proof of identi cation, considers estimation of a restricted version of this model, where each function j is linear in X j (with coe cient normalized to 1). 2 We provide a further investigation of identi cation in this class of models under several alternative sets of conditions. We begin with the model and assumptions of Matzkin (2008). We o er a constructive proof of identi cation and show that the model is overidenti ed. We then move to the main contribution of the paper, where we show that there is a trade-o between assumptions on the support of X, on the joint density of U, and on the functions g j (Z; X j ). 3 We rst show that Matzkin s (2008, 2010) large support assumption can be dropped if one modi es the density restriction. Here we provide two results. The rst (Theorem 2) leaves each g j (Z; X j ) fully nonparametric and requires only arbitrarily little variation in the instruments X. However, like Matzkin s results, it requires a global restriction on the density of U. The second result (Theorem 3) imposes the linear residual index structure of Matzkin (2010) but 1 Precise statements of these restrictions and other technical conditions are given below. 2 In Matzkin (2010) the index structure and restriction g j (X j ) = X j follow from Assumption 3.2 (see also equation T.3.1). 3 To our knowledge these results are all new with exception of Theorem 4, which was rst shown by Berry and Haile (2010) for a system of simultaneous equations obtained from a model of di erentiated products supply and demand. 2
5 allows trade-o s between the strength of the density restrictions and the variation in the instruments. We then show (Theorem 4) that one can take this trade-o to the opposite extreme: under the linear index structure, by retaining the large support assumption, all restrictions on the joint density can be dropped. Finally, we explore an alternative rank condition for which we lack su cient conditions on primitives, but which could in principle be checked in applications. All our proofs are constructive; i.e., they provide a mapping from the observables to the functions that characterize the model. Constructive proofs can make clear how observable variation reveals the economic primitives of interest. They may also suggest possible estimation approaches, although that is a topic we leave for future work. Prior Results for Nonparametric Simultaneous Equations Brown (1983), Roehrig (1988), Brown and Matzkin (1998), and Brown and Wegkamp (2002) have previously considered identi cation of simultaneous equations models, assuming one structural error per equation and focusing on cases where the structural model (1) can be inverted to solve for the residual equation (2). A claim made in Brown (1983) and relied upon by the others implied that traditional exclusion restrictions would identify the model when U is independent of Z. Benkard and Berry (2006) recently showed that this claim is incorrect, leaving uncertain the nonparametric identi ability of fully simultaneous models. For models of the form (2) with U independent of Z, Matzkin (2008) provided a new characterization of observational equivalence and showed how this could be used to prove identi cation in several special cases. These included a linear simultaneous equations model, a single equation model, a triangular (recursive) model, and a fully simultaneous nonparametric model (her supply and demand example) of the form (4) with J = 2. To our knowledge, the last of these is the only prior result demonstrating identi cation in a fully simultaneous nonparametric model with nonseparable errors. Relation to Transformation Models The model (4) considered here can be interpreted as a generalization of the transformation model to a system of simultaneous equations. The 3
6 usual (single-equation) semiparametric transformation model (e.g., Horowitz (1996)) takes the form t (Y j ) = Z j + U j (5) where Y i 2 R, U i 2 R, and the unknown transformation function t is strictly increasing. In addition to replacing Z j with g j (Z; X j ), 4 (4) generalizes (5) by (a) allowing a vector of outcomes Y to enter the unknown transformation function, (b) dropping the requirement of a monotonic transformation function, and (c) allowing most exogenous variables (all besides X) to enter the fully nonparametric transformation functions r j. Relation to Triangular Models Much recent work has focused on models with a triangular (recursive) structure (see, e.g., Chesher (2003), Imbens and Newey (2009), and Torgovitsky (2010)). A two-equation version of the triangular model is Y 1 = m 1 (Y 2 ; Z; X 1 ; U 1 ) Y 2 = m 2 (Z; X 1 ; X 2 ; U 2 ) with U 2 a scalar monotonic error and with X 2 excluded from the rst equation. In a supply and demand system, for example, Y 1 might be the quantity of the good, with Y 2 being its price. The rst equation would be the structural demand equation, in which case the second equation would be the reduced-form equation for price, with X 2 as a supply shifter excluded from demand. However, in a supply and demand context as in many other traditional simultaneous equations settings the triangular structure is di cult to reconcile with economic theory. Typically both the demand error and the supply error will enter the reduced form for price. Thus, one obtains a triangular model only in the special case that the two structural errors monotonically enter the reduced form for price through a single index. 4 A recent paper by Chiappori and Komunjer (2009) considers a nonparametric version of the singleequation transformation model. See also the related paper by Berry and Haile (2009). 4
7 The triangular framework therefore requires that at least one of the reduced-form equations feature a monotone index of the all original structural errors. This is an index assumption that is simply di erent from the index restriction of the model we consider. Our structure arises naturally from a fully simultaneous structural model with a nonseparable residual index; the triangular model will be generated by other kinds of restrictions on the functional form of simultaneous equations models. Examples of simultaneous models that do reduce to a triangular system can be found in Benkard and Berry (2006), Blundell and Matzkin (2010) and Torgovitsky (2010). Blundell and Matzkin (2010) have recently provided a necessary and su cient condition for the simultaneous model to reduce to the triangular model, pointing out that this condition is quite restrictive. Outline We begin with some motivating examples in section 2. Section 3 then completes the setup of the model. Our main results are presented in sections 4 through 6, followed by our exploration of a rank condition in section 7. 2 Examples Example 1. Consider a nonparametric version of the classical simultaneous equations model, where the structural equations are given by Y j = j (Y j ; Z; X j ; U j ) j = 1; : : : ; J: Examples include classical supply and demand models or models of peer e ects. The residual index structure is imposed by requiring j (Y j ; Z; X j ; U j ) = j (Y j ; Z; j (Z; X j ; U j )) 8j where j (Z; X j ; U j ) = g j (Z; X j ) + U j. This model features nonseparable structural errors but requires them to enter the nonseparable nonparametric function j through the index 5
8 j (Z; X j ; U j ). If each function j is invertible (e.g., strictly increasing) in j (Z; X j ; U j ) then one obtains (4) from the inverted structural equations by letting r j = 1 j. Identi cation of the functions r j and g j implies identi cation of j. Example 2. Consider a nonparametric version of the Berry, Levinsohn, and Pakes (1995) model of di erentiated products markets. Market shares of each product j in market t are given by S jt = j (P t ; g (X t ) + t ) (6) where g (X t ) = (g 1 (X 1t ) g J (X Jt )) 0, P t 2 R J are the prices of products 1; : : : ; J, X t 2 R J is a vector of product characteristics (all other observables have been conditioned out), and t 2 R J is a vector of unobserved characteristics associated with each product j and market t. Prices are determined through oligopoly competition, yielding a reduced form pricing equation P jt = j (X t ; g (X t ) + ; h(z t ) + t ) j = 1; : : : ; J (7) where Z t 2 R J is a vector of observed cost shifters associated with each product (other observed cost shifters have been conditioned out), and t 2 R J is a vector of unobserved cost shifters. Parallel to the demand model, h takes the form h (Z t ) = (h 1 (Z 1t ) h J (Z Jt )) 0, with each h j strictly increasing. Berry and Haile (2010) show that this structure follows from a nonparametric random utility model of demand and standard oligopoly models of supply under appropriate residual index restrictions on preferences and costs. Unlike Example 1, here the structural equations specify each endogenous variable (S jt or P jt ) as a function of multiple structural errors. Nonetheless, Berry, Gandhi, and Haile (2011) and Berry and Haile (2010) show that the system can be inverted, yielding a 2J 2J system of equations g j (X jt ) + jt = 1 j (S t ; P t ) h j (Z jt ) + jt = 1 j (S t ; P t ) where S t = (S 1t ; : : : ; S Jt ), P t = (P 1t ; : : : ; P Jt ). This system takes the form of (4). Berry 6
9 and Haile (2010) show that identi cation of the functions 1 j and 1 j for all j allows identi cation of demand, marginal costs, and the mode of imperfect competition among rms. Example 3. Consider identi cation of a production function in the presence of unobserved shocks to the marginal product of each input. Output is given by Q = F (Y; U), where Y 2 R J is a vector of inputs and U 2 R J is a vector of unobserved productivity shocks. Let P and W denote the (exogenous) prices of the output and inputs, respectively. The observables are (Q; P; W; Y ). conditions With this structure, input demand is determined by a system of (y; u) p = w j j = 1; : : : ; J j whose solution can be written y j = j (p; w; u) j = 1; : : : ; J: Observe that the reduced form for each Y j depends on the entire vector of shocks U. The index structure is imposed by assuming that each structural error U j enters as a multiplicative shock to the marginal product of the associated input, (y; j = f j (y) u j for some function f j. The rst-order conditions (8) then take the form (after taking logs) ln (f j (y)) = ln wj p ln (u j ) j = 1; : : : ; J: which have the form of our model (4). The results below will imply identi cation of the functions f j and, therefore, the realizations of each U j. Since Q is observed, this implies identi cation of the production function F. 7
10 3 Model 3.1 Setup The observables are (Y; X; Z). The exogenous observables Z, while important in applications, add no complications to the analysis of identi cation. Thus, from now on we drop Z from the notation. All assumptions and results should be interpreted to hold conditional on a given value of Z. Stacking the equations in (4), we then consider the model r (Y ) = g (X) + U (9) where g = (g 1 ; : : : ; g J ) 0 and each g j is a strictly increasing continuously di erentiable function of X j. We let X = int(supp(x)), require X 6= ;, and assume that the cumulative distribution of X is strictly increasing on X. We let Y = int(supp (Y )). We assume r is twice continuously di erentiable and one-to-one. The latent random variables U are independent of X and have a continuously di erentiable joint density f U with support R J : Finally, we assume that the determinant jj(y)j of the Jacobian matrix 2 J(y) = : : J 1 : : J J is nonzero for all y 2 Y. Some useful implications of these assumptions are summarized in the following lemma. Lemma 1. (i) 8y 2 Y, supp(xjy = y) =supp(x); (ii) 8x 2 X,supp(Y jx = x) =supp(y ); (iii) Y is path-connected. Proof. Part (i) follows from (9) and the assumption that U is independent of X with support R J. Because r is one-to-one, continuously di erentiable, and has nonzero Jacobian determinant, it has a continuous inverse r 1 such that Y = r 1 (g(x) + U). Since supp(ujx) = R J, 8
11 part (ii) follows immediately while part (iii) follows from the fact that the image of a pathconnected set (here R J ) under a continuous mapping is path-connected. 3.2 Normalizations We make two types of normalizations without loss. 5 First, we normalize the location and scale of the unobservables U j. To do this, we use (9), take an arbitrary x 0 2 X and y 0 2 Y (recalling part (i) of Lemma 1) and set r j y 0 g j (x 0 j) = 0 8j j x 0 j = 1 8j: (11) Second, since adding a constant j to both sides of (9) would leave all relationships between (Y; X; U) unchanged, we can normalize the location of one of the functions r j or g j for each j. We therefore set r j y 0 = 0 8j: (12) With (10), this implies g j x 0 j = 0 8j: (13) 3.3 Change of Variables All of our arguments below start with the standard strategy of relating the joint density of observables to the joint distribution of the unobservables U. Let (y; x) denote the (observable) conditional density of Y jx evaluated at y 2 Y, x 2 X. This density exists under the conditions above and can be expressed as (y; x) = f U (r (y) g(x)) jj(y)j : (14) 5 Alternatively we could follow Matzkin (2008), who makes no normalizations in her supply and demand example, instead showing that the derivatives of r and g are identi ed up to scale. 9
12 We treat (y; x) as known for all x 2 X, y 2 Y: Taking logs of (14) and di erentiating, we ln (y; ln f U (r (y) j (x j ) j ln (y; x) = ln f U (r (y) j ln jj(y)j + j j (16) Substituting (15) into (16) ln (y; x) = X ln (y; j (y) = j (x j ) =dx ln jj(y)j : (17) 4 A Constructive Proof of Matzkin s Result We begin by providing a constructive proof of the identi cation result in Matzkin (2008, section 4.2), which relies on the following additional assumptions. 6 Assumption 1. supp(g (X)) = R J : Assumption 2. 9u 2 R J such U j = 0 8j: Assumption 3. For all j and almost all ^u j 2 R, 9 ^u j 2 R J 1 such that for ^u = (^u j ; ^u j ) U j 6= 0 U k = 0 8k 6= j: Theorem 1. Under Assumptions 1 3, the model (r; g; f U ) is identi ed. Proof. For every y 2 Y, Assumptions 1 and 2 imply that there exists x (y) such U (r (y) g (x (y))) = 0 j 6 We allow J > 2 although this does not change the argument, as observed by Matzkin (2010). Our Assumption 3 is weaker than its analog in Matzkin (2008), which uses the quanti er for all ^u j instead of for almost all ^u j. We interpret the weaker version as implicit in Matzkin (2008). The stronger version would rule out many standard densities; for example, with a standard j = 0 for all ^u j when ^u j = 0. 10
13 With (15), the maintained j(x j ) > 0 U (r (y) g (x)) = 0 ln (y; x) = 0 (18) so x (y) may be treated as known for all y 2 Y. Further, by ln (y; x (y)) ln jj(y)j so we can rewrite (17) ln (y; ln (y; x (y)) = X ln (y; j (y) = : j (x j ) = Take an arbitrary (j; x j ) and observe that with (18) and U j= X, Assumptions 1 and 3 imply that for almost all y there exists ^x j (y; x j ) 2 R J such that ^x j j (y; x j) = x j ln (y; ^x j (y; x j )) 6= 0 ln (y; ^x j (y; x j k = 0 8k 6= j: (21) Since the ln Taking x j = x 0 j, (11), (19) and (21) yield are observed, the points ^x j (y; x j ) can be treated as ln y; ^x j y; x 0 ln (y; x (y)) ln y; ^xj y; x 0 j (y) k = 1; : : : ; J: By (20) and continuity j(y), these equations j(y) for all j; k, and y 2 Y. Now x Y at an arbitrary value ~y 2 Y. For any j and x j 6= x 0 j, (19) and (21) ln (~y; ^x j (~y; x j ln (~y; x (~y)) ln (~y; ^xj (y; x j j (~y) = k = 1; : : : ; j (x j ) =dx j (22) 11
14 By (20), (22) uniquely j (x j ) =dx j as long as the known j(~y) is nonzero for some k. This is guaranteed by the maintained assumption jj(y)j 6= 0 8y 2 Y. j (x) is identi ed for all j and x 2 X. With the boundary conditions (12) and (13) and part (iii) of Lemma 1, we then obtain identi cation of the functions g j and r j. Identi cation of f u then follows from (9). The argument also makes clear that the model is overidenti ed, since the choice of ~y before (22) was arbitrary. Remark 1. Under Assumptions 1 3, the model is testable. Proof. Solving (22) j (x j ) =dx j at ~y = y 0 and at ~y = y 00, we obtain the overidentifying ln (y 0 ;^x j (y 0 ;x j j (y 0 ) ln (y 0 ;^x j (y 0 ;x j ln (y 0 ;x(y 0 ln (y 00 ;^x j (y 00 ;x j j (y 00 ln (y 00 ;^x j (y 00 ;x j ln (y 00 ;x(y 00 )) for all j; k; x j and y 0 ; y 00 2 Y. 5 Identi cation without Large Support A large support assumption (Assumption 1 above) is not essential. Drop Assumptions 1 3 and instead assume the following. 7 Assumption 4. For all j, supp(x j ) is convex. Assumption 5. f U is twice continuously di erentiable, ln f U (u) 0 everywhere: nonsingular almost For a twice di erentiable function on R J, we use the (z) J to denote the matrix 12
15 Assumption 4 requires a weak notion of connected support for X, but allows this support to be arbitrarily small. 8 joint probability distributions. Assumption 5 is a density restriction satis ed by many standard One su cient condition is ln f U (u) 0 be negative de nite almost everywhere a restriction on the class of log-concave densities (see, e.g., Bagnoli and Bergstrom (2005) and Cule, Samworth, and Stewart (2010)). Examples of densities that violate this condition are those with at or log-linear regions. Theorem 2. Under Assumptions 4 and 5, the model (r; g; f U ) is identi ed. Proof. For any y 2 Y, di erentiating (16) at x 0 2 ln (y; x 0 = X 2 ln f u (r (y) g (x 0 j (y) 8k; `: Further, di erentiating (15) at x 0 2 ln f u (r (y) g (x 0 ln (y; x 0 ) : Thus, we obtain A = B C where A ln (y;x 0 ) 0 ; B ln (y;x 0 ) 0, and C = J (y). The matrices A and B are known and, given (24) and Assumption 5, B is invertible for almost all y. This gives identi cation j(y) for all j; k and y 2 Y. To complete the proof, observe that with j(y) evaluating (17) at x 0 identi lnjj(y)j for all k; y 2 Y. So (17) can be rearranged as known, D = E F 8 If supp(x j ) were instead the union of two or more intervals, the argument below would still prove identi cation of r, j (x j ) = for all j and x j ; and of each g j on one of the intervals (that containing x 0 j ). Identi cation of g j on each additional interval would hold up to an additional unknown location parameter. This partial identi cation would be su cient to answer some types of questions. 13
16 where D [ln (y; x) jj (y)j] and is known, E = J (y)0 and is known, and 0 F ln 1 1 (x 1 ln J J (x J J 1 C A : Since J (y) 0 is nonzero, each ln (y;x) j (x j )= of the matrix F is uniquely determined at every x 2 X ; y 2 Y. This implies j(x j ) is identi ed for all x j 2supp(X j ) as long as for each such x j the (known) value ln (y;(x j;x j )) is nonzero for some y and x j. To con rm this, take any x j and any x j and suppose to the contrary ln (y;(x j;x j )) = 0 for all y. Then by ln f U (r(y) j = 0 for all y. This for all y; k, i.e., 2 ln f U (r `=1 Stacking these J equations, we obtain g (y) = 0 8y; ln fu (r(y) j = 0 J (y) 0 z = 0 where 0 z 2 ln f U 2 ln f U (r(y) g(x)) g(x)) 1 C A J Since J (y) 0 is full rank, this requires z = 0 for all y, which is ruled out by Assumption 5. This contradiction implies j(x j ) is identi ed for all j; x j. The remainder of the proof then follows that for Theorem 1, using the boundary conditions (12) and (13) with Assumption 4. As with the assumptions of Theorem 1, Assumptions 4 and 5 lead to overidenti cation. Remark 2. Under Assumptions 4 and 5, the model is testable. Proof. In the nal step (beginning with To con rm: : : ) of the proof of Theorem 2, we 14
17 demonstrated ln (y;(x j;x j )) is nonzero for some y given any x = (x j ; x j ), leading to identi cation j(x j ). j(x j ;x j ) be the value j(x j ) implied when x = (x j ; x j ), we obtain the testable j x j ; x 0 j j x j ; x 00 j 8j; x j ; x 0 j; x 00 j: We can weaken the global restriction on the density (Assumption 5) if we assume that each function g j is known up to scale or, equivalently, that g j (x j ) = x j j. Assumption 6. g j (x j ) = x j j 8j; x j : Assumption 7. (i) f U is twice continuously di erentiable; and (ii) for almost all y 2 Y there exists x (y) 2 X such that the ln f U (r(y) g(x (y))) 0 is nonsingular. With Assumption 6 we are still free to make the scale normalization (11); thus, without further loss we set j = 1 8j. The restricted model we consider here is then identical to that studied in Matzkin (2010). Assumption 7 weakens Assumption 5 by requiring invertibility of the ln f U (u) 0 only at one (unknown) point in supp(ujy = y). Theorem 3. Under Assumptions 6 and 7 the model (r; f U ) is identi ed. Proof. Di erentiation of (16) gives (after setting g j (x j ) = x j 2 ln (y; = X 2 ln f u (r (y) j (y) 8y; x; k; Assumption 7 ensures that for almost all ln f U (r(y) x) 0 is invertible at a point x = x (y), giving identi cation j(y) for all j; k; y 2 Y. Identi cation of r (y) then follows as in Theorem 1, using the boundary condition (12). Identi cation of f U then follows from the equations U j = r j (Y ) X j. This result o ers a trade-o between assumptions on the support of X and restrictions on the density f U. At one extreme, Assumption 7 holds with arbitrarily little variation 15
18 in X when f U satis es Assumption 5. At the opposite extreme, with large support for X, Assumption 7 holds when there is a single point u at ln f U (u ) 0 Between these extremes are cases in ln f U (u) 0 is nonsingular. is nonsingular in a neighborhood (or set of neighborhoods) that can be reached for any value of Y through the available variation in X. 6 Identi cation without Density Restrictions The trade-o illustrated above can be taken to the opposite extreme. If we restrict attention to linear residual index functions by requiring g j (x j ) = x j j, then under the large support condition of Matzkin (2008) there is no need for any restriction on the joint density f U. The following result was rst given in Berry and Haile (2010) for a class of models of demand and supply in di erentiated products oligopoly markets. Theorem 4. Under Assumptions 1 and 6, the model (r; f u ) is identi ed. Proof. Recall that we have normalized j = 1 8j without loss. Since Z 1 1 Z 1 f U (r (y) x) dx = 1; 1 from (14) we obtain f U (r (y) x) = (y; x) R 1 R (y; t) dt: 1 11 Thus the value of f U (r (y) x) is uniquely determined by the observables for all (y; x). Since Z ~x j x j ;~x j f U (r (y) ^x) d^x = F Uj (r j (y) x j ) (25) the value of F Uj (r j (y) x j ) is identi ed for every (y; x). By the normalization (11), F Uj r j y 0 x 0 j = FUj (0) : 16
19 For any y we can then nd the value o x (y) such that F Uj r j (y) o x (y) = F Uj (0), which reveals r j (y) = o x (y). in the previous results. This identi es each function r j. Identi cation of f U then follows as The restricted model considered here is identical to that considered by Matzkin (2010). We have retained her large support condition but dropped all restrictions on derivatives of f U. Thus, this result provides an even stronger foundation for estimation of this type of model, using the methods proposed in Matzkin (2010) or others. 7 A Rank Condition Here we explore an alternative invertibility condition that is su cient for identi cation and may allow additional trade-o s between the support of X and the properties of the joint density f U. Like the classical rank condition for linear models (or completeness conditions for nonparametric models e.g., Newey and Powell (2003) or Chernozhukov and Hansen (2005)) the condition we obtain is not easily derived from primitives. However, in principle it could be checked in applications. For simplicity, we restrict attention here to the case J = 2. Fix Y = y and consider seven values of X; x 0 = (x 0 1; x 0 2) ; x 2 = (x 0 1; x 0 2) ; x 1 = (x 0 1; x 0 2) ; x 3 = (x 0 1; x 0 2) ; x 5 = (x 00 1; x 0 2) ; x 4 = (x 0 1; x 00 2) ; x 6 = (x 00 1; x 00 2) (26) where x 0 is as in (11), and x 00 j 6= x 0 j 6= x 0 j. For ` 2 f0; 1; : : : ; 6g, rewrite (17) 1 (y) A`k = B`1 2 (y) + B`2 k jj (y)j k = 1; 2 2 x`1 x`2 17
20 where A`k = B`j ln y; ln y; x` : A`k and B`j are known. Stacking the equations (27) obtained at all `; we obtain a system of fourteen linear equations in the fourteen j (y) = j; k = 1; 2; x j 2 x j (x j ) j; x 0 j; x 00 j jj (y)j k = 1; 2: (28) These unknowns are identi ed if the matrix B 01 0 B B 01 0 B B 12 0 B B 12 0 B B B B B B 31 0 B B 31 0 B B B B B B 52 0 B B 52 0 B B 61 0 B B 61 0 B (29) representing the known coe cients of the linear system (27) has full rank. This holds i the 18
21 determinant (B 12 B 31 B 42 B 51 B 22 B 01 B 12 B 31 B 62 B 51 B 22 B 01 B 12 B 31 B 42 B 61 B 22 B 01 (30) +B 21 B 02 B 42 B 61 B 52 B 31 + B 42 B 61 B 52 B 31 B 12 B 01 B 42 B 61 B 52 B 31 B 12 B 21 +B 12 B 51 B 62 B 41 B 22 B 01 B 21 B 02 B 11 B 32 B 42 B 51 + B 21 B 02 B 11 B 32 B 62 B 51 B 21 B 02 B 32 B 51 B 62 B 41 B 32 B 51 B 62 B 41 B 12 B 01 + B 32 B 51 B 62 B 41 B 12 B 21 B 21 B 02 B 11 B 42 B 61 B 52 + B 21 B 02 B 11 B 32 B 42 B 61 ) 2 is nonzero. With (17) and our normalizations, knowledge j(x 0 j)= for all y, j, and k leads to identi cation of the model following the arguments above. Thus, we can state the following proposition. Proposition 5. Suppose that for almost all y 2 Y there exist points x 0 ; x 1 ; : : : ; x 6 with the structure (26) such that x` 2supp(XjY = y) 8` = 0; 1; : : : ; 6, and such that (30) is nonzero. Then the model (r; g; f U ) is identi ed. Our approach here exploits linearity of the system (27) in the j(x`j)= in order to provide a rank condition that is su cient for identi cation, despite the highly nonlinear model. Two observations should be made, however. One is that we have not used all the information available from the seven values of X; in particular, we used j j(x 0 j)= at each y; j,k to identify the model, yet the values of directly obtained by solving j jj (y)j and for ` 6= 0 are also This provides a set of overidentifying restrictions and suggests that it may be possible to obtain identi cation under weaker conditions. Second, 19
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text:
Local chefs open new eatery in Natomas
By Brandon Darnell - Sacramento Press
Date Published : 10/24/2011 -
A group of central city restaurateurs is teaming up to branch out into Natomas, but in a more casual setting than their full-service Midtown and East Sacramento locations.
Pork Belly Grub Shack is scheduled to open this week and is a collaboration between the owners of Kru, a Japanese restaurant at 2516 J St., and Formoli's Bistro, which recently moved to 3839 J St.
"It's going to be really casual – burgers, sandwiches, soups and salads," said Billy Ngo, owner of Kru. "It's going to be simple, good food, and it's going to be cheap."
First Impressions: Chez Daniel and Pork Belly Grub Shack score strongly
Date Published : 1/1/2012 - Sac Bee
Pork Belly Grub Shack
4261 Truxel Road, Sacramento
From a small strip mall in Folsom to strip mall sprawl in Natomas, we're chasing after the newest and best food going.
Armed with two iPhones and with Siri barking directions – and misdirections – we finally stumbled upon this modest but exciting venture nestled among a series of shopping centers.
The name is cool, the menu is cool, and it's owned and operated by two of the cool young chefs in town, Billy Ngo of Kru fame and Aimel Formoli of Formoli's Bistro.
The Grub Shack is a chance for Ngo and Formoli to go downscale and informal while still showing off their inventiveness and their ability to showcase flavors and textures.
Pork Belly Grub Shack: Fine swining
By Greg Lucas
Date Published : 6/21/2012 - News Review.com
Pork Belly Grub Shack encourages its customers to pig out. A prominent painting carries the mantra, "Swine is Fine." It is very fine, but the cut from the underside of the pig hovers near 90 percent fat with multiple hundreds of calories per serving. Explaining it a different way, when cured and smoked, pork belly is bacon. The words "pork belly" just scream south of the Mason-Dixon Line: "Hey, y'all, let's git us some grits and pork belly and maybe fry us up a mess o' catfish." But, usually cubed or diced, pork belly is routinely showcased in Asian cooking, and now appears with increasing regularity at swanky white-cloth restaurants.
As the name implies, Pork Belly Grub Shack is anything but swanky with its red-and-white checkered tablecloths and towering plastic self-serve napkin dispenser. The space is sunny and utilitarian. It is a joint venture of Aimel Formoli—of Formoli's Bistro—and Billy Ngo, creator of Kru Contemporary Japanese Cuisine and the great, lamentably late Red Lotus Kitchen & Bar. The shack sits in a Natomas strip mall, and, on an initial visit, patrons may recognize a friendly face behind the counter: Kim, the waitress who brightened all visits to Momiji Sushi and Grill, the downtown Japanese joint. Now she's helping Ngo at the Grub Shack, and the eatery is a better place for having her there.
Instant Reaction: Pork Belly Grub Shack
Date Published : 11/8/2011 - Cowtown Eats.
Pork Belly Grub Shack, a collaboration between Kru owner Billy Ngo and Formoli Bistro's Aimal Formoli, had its soft opening last night, and Cowtown Eats was there to let you know whether it's worth the drive to Natomas or not.
The concept of the restaurant is pretty simple. Pork belly is awesome, so they're going to try to find as many creative and tasty ways as possible to put it into their food.
Given that yesterday was their soft opening, it would be unfair to give their restaurant a full review. This post will focus mostly on their vision and flavors, and not their service or execution.
The restaurant, tucked away in a strip mall on Truxel Ave. between Arena and Del Paso, is in a smaller space – akin to the space you'd see a lot of Subways or Quiznos taking up. Its tables, mostly two and four tops, were covered with red and white checkered table cloths, invoking a picnic feel. When we got there at just 30 minutes shy of its 6 p.m. closing time, and the place was bustling but not packed. But enough of the ambiance. Let's talk about the food.
I went with my wife, and we asked the cashier (it's the type of restaurant where you stand in line to order your food and they'll bring it to your table) which menu items had pork belly in them. He rattled off about half the menu - the street tacos, Pork Belly Fries, Belly Mac & Cheese, Bahn Mi and Notorious PIG burger, PLT (Pork Belly, Lettuce & Tomato) and Pork Belly House Salad. They were out of the Belly Mac, so we ordered the street tacos, fries and bahn mi.
Pork Belly Grub Shack
Published : Gayot
Pork Belly Grub Shack Restaurant Review
: An unlikely partnership between a sushi master and a classically trained locavore has resulted in a casual eatery that pays homage to the humble hog. Housed in an otherwise ordinary suburban strip mall, Pork Belly Grub Shack is reminiscent of a Southern barbecue pit, with red-and-white checkered tablecloths and paper-lined serving baskets. The vibe is laid back, with diners ordering at the counter and seating themselves, but the food is anything but. Not surprisingly, pork belly takes center stage, whether sandwiched between bread, loaded into a tortilla or piled onto a salad. The pork belly fries were expectedly decadent, with tender meat and french fries balanced with blue cheese and a tangy house sauce. The PLT --- pancetta, lettuce and tomato --- was equally rich, the crispy pork standing up to the citrusy garlic aïoli. Belly mac took an unusual spin on the classic, topped with pork and melted Brie. Other popular dishes include a roasted pork belly banh mi, Asian street tacos and the Notorious P.I.G. burger with pancetta and house sauce.
Pork Belly Grub...Yum !
Date Published : 11/10/2011
View Us on CBS :
Pork Belly Grub Shack
See other Customers farvorites here:
KCRA 3 Kitchen: Hot Mess Burger

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Inspirational Readings|57 Songs:Devotional of Beloved Hymns - What A Friend We Have In Jesus
Do You Know This Song?
Are You Familiar With The Hymn?
A Favorite Hymn Of Peace
Of all the hymns that come to mind this is the one I recall most often. If you ask me about hymns in general out of the blue, this one is probably the first I would mention. It's a song I recall hearing quite often as a young girl growing up and living with my grandmother for several years during the most impressionable block of time in a child's life.
In my mind's eye I can still picture myself walking down the long South Chicago street nearing my Bigmama's house as I was returning home from school. I can hear the familiar welcoming sweet sound of the piano coming from the store-front Baptist church which was also our home as I continued to get closer. As I open the gate I can also now hear Bigmama singing along as she plays …"O what peace we often forfeit, O what needless pain we bear…" It must have been her favorite hymn too because she played and sang that one more often than all of the other hymns. And the peace and tranquility I saw on my grandmother's face each time she played it confirmed that it was.
The Story Behind What A Friend We Have In Jesus:YouTube Video
Praise be to the Lord,
To God our Savior,
Who daily bears our burdens
Psalms 68:19 NIV
A Hymn Of Comfort To Numerous Cultures
There is usually a reason a song finds its way into our heart; so much so that we're singing it out loud or playing it on our instruments all the time. Perhaps it's a catchy melody, compelling words or both. For many millions of God trusting people throughout numerous generations and covering a wide cross-section of church denominations, only God truly knows the number, this hymn has both a catchy, memorable tune as well as compelling and comforting words that tell of a savior who has born all of our sins (1 Peter 2:24,25) and griefs.
Now I can just hear someone mumbling indignantly that they really don't need anyone to do that for them. Well I'll dare to say that you know that you do. We all do.
This Savior that many resist, preferring to handle life all on their own is mankind's savior. His name is Jesus. He is also a friend. And not just any friend. He's the kind of friend that will stand the test of time. He's a friend that's not always pointing a finger at us in judgment. No, Jesus is a true friend who loves us, is always there through all of our ups and downs. He's there when we're right. He's there when we're dead wrong.
Jesus is there when our circumstances suddenly turn very sour through illness, death, divorce or loss of employment. He's the one who's always eager to listen - tirelessly as we pour out our hearts to Him in brokenness, sorrow or shame. Jesus is there with His arms open wide offering fresh compassion and forgiveness as often as we need it. And He'll carry not just some, but all of our burdens each and every day(Psalms 68:19) if we allow Him to, because He won't force His help on anyone. You have to want it.
In my book that kind of friendship is well beyond human capability as far as the definition of friendship goes. I couldn't do all of those things or be all of those things for anyone even if I tried really hard. It's completely over the top. Yet, I already said that Jesus is not just any friend. Oh no. He's the friend that loves us all the time (Proverbs 17:17).
His name is Jesus, our Savior, who carries our burdens willingly each and every day. It's a Biblical fact, if you believe the Bible, it can't be rationalized. You'll never be able to make sense of it. It's a fact that must be believed and experienced by each one of us individually day by day, trial by trial as we live our frequently chaotic lives, in gradual delightful, discovery that Jesus truly is our friend.
Listen To Merle Haggard's Rendition: YouTube Video
Will relax you and draw you into the Lord's presence right away. Beautiful and uplifting. It may bring you to tears.
What A Friend We Have In Jesus: The Lyrics
The hymn, written by Joseph M. Scriven in 1855, has many different versions with a variety of lyrics in numerous languages. The following is the most traditional Christian version with a rarely seen fourth verse.*
1.What a Friend we have in Jesus, all our sins and griefs to bear!
What a privilege to carry everything to God in prayer!
O what peace we often forfeit, O what needless pain we bear,
All because we do not carry everything to God in prayer.
2.Have we trials and temptations? Is there trouble anywhere?
We should never be discouraged; take it to the Lord in prayer.
Can we find a friend so faithful who will all our sorrows share?
Jesus knows our every weakness; take it to the Lord in prayer.
3.Are we weak and heavy laden, cumbered with a load of care?
Precious Savior, still our refuge, take it to the Lord in prayer.
Do your friends despise, forsake you? Take it to the Lord in prayer!
In His arms He'll take and shield you; you will find a solace there.
4.*Blessed Savior, Thou hast promised Thou wilt all our burdens bear
May we ever, Lord, be bringing all to Thee in earnest prayer.
Soon in glory bright unclouded there will be no need for prayer
Rapture, praise and endless worship will be our sweet portion there.
Have a blessed and peaceful week!
2015 Barb Johnson (Babbyii)


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text:
Connecticut 50th Birthday Gifts
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text:
Factors affecting efficiency of cotton producers in rural Khorezm, Uzbekistan: Re-examining the role of knowledge indicators in technical efficiency improvement
TypeJournal Article
AccessibilityUnrestricted Access
MetadataShow full item record
Karimov, A.A. 2014. Factors affecting efficiency of cotton producers in rural Khorezm, Uzbekistan: Re-examining the role of knowledge indicators in technical efficiency improvement. Agricultural and Food Economics 2(7):1–16.
Permanent link to cite or share this item: http://hdl.handle.net/10568/65982
Few efficiency studies, to date, have been conducted for Central Asian countries. This article fills the gap in the literature by conducting a frontier efficiency analysis using survey data obtained from the cotton producing farms in North-western Uzbekistan. The results of the restricted stochastic frontier model, which follows a three-stage procedure, demonstrate the presence of technical inefficiency in cotton production. The findings illustrate that the results from the traditional frontier models, which use black box tools, lead to biased outcomes. The model displays that farmers' educational background, farm size, water availability, the application of manure, access to formal credit, Water User Association's services, farmers' participation in off-farm work and poor drainage systems, significantly contribute to input use efficiency. A quantile regression also shows that knowledge indicators play a significant role in improving farmers' efficiency in cotton production. The impact of agricultural experience on technical efficiency is positive, but not significant, in the middle and higher efficiency percentiles. Interestingly, having a basic education is not sufficient in achieving higher efficiency, based on the results obtained. The findings suggest that the provision of agricultural training and the development of agricultural extension services will help farmers acquire new technologies and enhance their decision-making capabilities in farm production which subsequently improve resource use efficiency in cotton production.
CGIAR Affiliations
AGROVOC Keywords
SubjectsAGRICULTURE; CROPS; INNOVATION SYSTEMS;
RegionsASIA; CENTRAL ASIA
- ILRI articles in journals [4809]


text:
Genre: Action/Adventure, Drama, Thriller, War
Current rating:
Rate Movie | Not yet Reviewed
Bruce Willis returns in his most iconic role as John McClane - the "real" hero with the skills and attitude to always be the last man standing. This time the take-no-prisoners cop is really in the wrong place at the wrong time after traveling to Moscow to help his estranged son Jack.
With the Russian underworld in pursuit, and battling a countdown to war, the two McClanes discover that their opposing methods make them unstoppable heroes.
John Moore


text:
Friend's Email:
Subject: I have found a CD that I think you would enjoy
|Various Artists
Windham Hill Signature Series: Piano Sampler
Genres: Jazz, Special Interest, New Age, Pop
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CD Details
Similar CDs
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CD Reviews
(5 out of 5 stars)
"This is possibly the best collection of Piano tunes ever. The variety and selections are awesome. I've owned this for 10 years and have never tired of it. Listening will transform you to a place of peace. I love this one and you will too."
Simply Beautiful
Jariell Alexis Perlman | 03/19/2004
(5 out of 5 stars)
"I first heard this CD in 1989. I still listen to it in 2004. My wife and I curl up on the floor every once in a while, turn off all the lights and just listen to this CD from beginning to end. Moody, beautiful, elegant...everything it should be. I love classic rock and heavy metal mostly. This is not like my usual thing, but I love it nontheless."
Beautiful, moving
Thomas J. Conmy | Sparta, NJ USA | 12/25/2003
(5 out of 5 stars)
"First off, two things. One, this was issued in 1986, not 1974 (maybe corrected since), so it's not some experimental prog rock something or other. Two, the song samples above aren't even close (also maybe corrected). In reality, it's a collection of some early, exquisite Windham Hill gems, just when that label began to hit its stride, that gave new age the credibility it needed. In fact, I call it contemporary instrumental, since I think that term reflects this type of music, more real and emotional. Just perfect. The yearly WH samplers throughout the 80's are also very highly recommended - every one a treat. For someone who is not very "new-agey" and likes a very wide selection of music from alternative rock to jazz to bluegrass, etc., this cd remains one of my favorites."


text: Here is the setup. a. One Asus RT-N12 D1 with latest Tomato by Toastman. It has access control as described in this post: all users have their MAC addresses in the static IP table and DHCP is issuing only one address 192.168.1.100 which has a rule in Access control to be always denied Internet access. b. A Zyxel NBG-146N router with stock firmware that has four operating modes: c. A desktop PC without wireless adapter. What I need is just to use Zyxel as a wireless adapter. What I did is put Zyxel MAC address into Tomato's static IP list and it connects just fine. I also put PC's LAN cart MAC into this list and it gets issued this address but no Internet access whatsoever, it can't even ping the Tomato router. (Zyxel can be pinged by other devices in the network) The only way I was able to get Internet access on PC is deleting it's MAC from static list so it gets issued the 192.168.1.100 IP and disabling access control rule for this IP. The funny thing - this IP (192.168.1.100) gets listed twice on the Device page - once with the Zyxel MAC and also with the PC's LAN card MAC and I have a hunch that is why it's working. Well, the question is can I get it to work as with other normal adapters? Am I missing something or trying to do the impossible? P. S. Zyxel didn't have any problems connecting to a wireless network with only WEP2-PSK as security measure.


text:
Open Studio: Freer in Focus
Washington | Website
This event occurred in the past.
Say goodbye to the Freer before it closes for renovation! Make your own mini gallery using Freer objects during an art-filled afternoon. Experiment with art materials, solve creative challenges, and collaborate with friends and family. All ages welcome with adult companions.


text:
"Frontline's" "The Mind of Hussein" never quite lives up to the promise of its title. But the report, which airs at 9 tonight on MPT (Channels 22 and 67), is still smart and engaging television.
The topic is a fascinating one and about as timely as you can get. In terms of execution, there is some good research, and it is presented in a way that goes down easy.
Host Hodding Carter admits almost nothing is known about Hussein's early years. But once the report gets to Hussein's teen years as a thug, it starts to rock and roll.


text:
LG Optimus L9 Overview:
LG Optimus L9 leapfrogs over the previous flagship of the line and is equipped with a 4.7 inch IPS display. Under the hood is a dual-core 1GHz processor with 1GB of RAM on board and a 5MP camera on back. A VGA shooter is on front. A 2150mAh battery keeps things humming and Android 4.0 is installed. A redesigned virtual QWERTY is included as is a new language translation app. The former is called My Style Keyboard and lets you change the placement of keys for easier one handed typing. In landscape, the virtual QWERTY splits down the middle to make typing easier. The latter is called QTranslator which translates different sentences and phrases from 44 different languages into 64 native languages.
to use any where in the world with any supported service provider like
AT&T, Straight talk, T-mobile, Vodafone, Personal, Claro, O2, Digicel, Telcel, Orange, Telenor, Optus, Tele2, MTN Rogers, Fido, Chatr, Bell, Virgin, Sasktel, MTS, PC telecom, Tbaytel, Telus, Koodo
You can request the code by submitting your imei
Your phone will also keep working with your current lock to service provider.
Take Your Telenor Norway LG Optimus L9 with you on vacations and use the local service provider sim card in your phone and save roaming fees.
Telenor Norway LG Optimus L9 Unlocking Instructions
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Your phone will be permanently Unlocked,it will not erase your contacts or any data from your phone.
Reasons to remote unlock your Telenor Norway LG Optimus L9 :
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* 100% Guaranteed, if we cannot get you your unlock code we will refund you no questions asked.


text:
Freelance videos after effects jobs
I require a skilled video editor to make a video that will be about 10 minutes long.
Hi there, I need to make an after effects animation exactly like the one attached. It needs to use SVG format image. I just need the after effects file when you are done. Would like this done within the next 4 hours. Should be fairly simple. Thanks!
I have a 9 second intro video for my YouTube channel and I need to have sound effects added to it. the intro starts with two characters in Karate suites jumping in a dojo scene and taking poses, then the camera zooms in for the the door, where it slides and show a title (see file attached)
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I need you to write a research article. I need a research paper of 6 pages with bibliography and word cited notation
...Web/Html Individual Freelancer Strong in Who is Strong in Using Latest Trends, Animation Effects with JQurey, Js, Css, Bootstrap, Html Who is an Expert in Creating Websites with Perfect Layouts, With Pleasant/Suitable Colors & Creativity by using Animation effects.. Please send your portfolio in Reply A documentation, check list need to be created
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I'm managing a project which requires a 90second bold font style video in the style of an apple commercial...bold font style video in the style of an apple commercial. Would love to hire someone this weekend to create this video. If you are skilled with AE and have created similar videos in the past please contact me. (Removed by Freelancer.com admin)
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I require a skilled video editor to make a video that will be about 10 minutes long.
Provided template from Envato Elements Resolution 1920 x 1080 Customize 8 Slides Ongoing project 1 Website intro a week Bid only what you charge per Website Intro Template Customization for 8 slides. Text and Images will be provided for each project
Short 1 minute after effects video about investment
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I want to re create the cut out effects from :7 second mark to the :19 second mark from this video [login to view URL] , with my own video, this is basically for song promo , I will give you the clips to use 1. I NEED SOMEONE WHO CAN DO THESE EXACT EFFECTS SO WATCH THE LINK 2. Its only going to be a 15 second video so my budget is 100$ maximum
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an edited video in Adobe after effects in AEP format is needed to be rendered.
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I have a couple audio files I want to put together via the app called audacity. I'd also like to add some background sound effects too.
editar proyectos con after effects en español solo
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Produce 90 second sales / explainer videos using after effects.
I need a script and tutoria to run GIMP library to edit Light Effects in a picture using Python3. The script must insert a directional spot light from 4 sides and record a new images with the result. The spot light must be inserted separately. 1- Left side 2-Right side 3-Under 4-Above The main objective is to light a side position and make shadows
3D After Effects for Our Logo. Showcase Design Ready For Quick Copy. 24 Hours We have our registered logo. We need to add advanced "after effects" to it for display. We will provide the ready sample design to be copied to make your job simpler. It can be done many softwares and few we know - Maxon 3D, Cinema 4D, 3ds Max, Adobe, NVidia etc. You must
The current ASP hosting is sluggish and outdated. We need to get this site to be modern and slick and running on a WP platform. We need a flash, lightweight, responsible WP theme, and most importantly, we need the SEO to remain intact. Existing images can be re-used. The platfor is established, but we need our current ASP site to be transformed into WP.
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I have a 1 minuet video of my talking and I need 6 titles added to the video. I already have a titles template they just need to be added to the video. I wouldn't expect this to take too long, let me know if you're up for it.
I am looking for a talented UI Designer with experience using Haiku or After Effects with Lottie. We have an upcoming development project with static designs in Adobe XD. The website will be built with GatsbyJS/React and we require the front end animations, transitions and UI assets to be created.
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Skills Test: - Video - Freeze Frame - Rotobrush - Render - Graph - Multiple Camera Effects - 2D background - Render
We need this very fast and it needs to be very well done, the footage is an static panther roaring . The background is grey not a green and we need it transparent and in detail because with keylight it seems the details are lost. We need this done very fast !
Need someone passionate and experienced in after effects to work with us on various different quick projects.
...either After Effects or Premiere Pro. Music,text details, images, videos etc will be provided. The job needs to be completed in 24 hours time. Make sure you put in the word - Star - just before writing your proposal. Budget is only Rs. 800.00 anything beyond this will not be possible. Further information on the topic will be provided after selecting
I am working on my engineering project. I have couple of photos and videos and I need someone to combine all photos and videos into video that looks like advertising new car model. The video will show case all the steps I have taken (photos available) building steps, show all the theory modeling (photos available), then show the testing (photos available)
Hello there, I am looking for someone who can edit an Adobe After Effects project. I purchased that file from Videohive. The video is around 20 seconds long. Your work is to update the images and video files in that project. I will give you all images and videos which you need to update into this file. This is a very easy work and does not take much
Hello, I have artworks which are inserted into interior images. I wou...which are inserted into interior images. I would like to create: 2 short templates where I could add artwork through smart object or add images to required places inside After effects project 1 template of 30-55 seconds which would involve more artworks Please make a REAL bid.
...to provide all, though we may opt to provide you with voice or require text instead. Your portfolio and finished product for us will need to use After Effects and may require use of bokeh and glitter effects. Bidding guidelines: NO SUBCONTRACTORS WITHOUT WRITTEN PERMISSION. Subcontractor control. [Freelancer] may not hire or assume control of subcontractors
We want to develop a simple guitar pedal with some DSP effects: distortion, graphic eq, reverb and echo/delay.
I am looking for a skilled After Effects designer to work with me on a project in the travel industry. The work involves map, photo and vector animations. The ideal candidate will have a solid understanding of Adobe Photoshop and After Effects, as well as must have the latest Adobe programs so that we can share project files. Any samples of your work
...individual who will be working with me on multimedia projects for my clients in television and film. The ideal candidate will have a solid understanding of Adobe Photoshop and After Effects, as well as being able to draw on a digital platform such as a Wacom or tablet. Candidate must have the latest Adobe programs so that we can share project files. Any samples
IEEE format 1000 words (in article ) 100% unique content (we will check plagiarism) Use 9 references use Mendeley for references and also send screenshot of mendely with references inside
we want someone to add a animation of a shark which we already have animated and rigged into a still video footage


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Finding a reliable and affordable WordPress web hosting
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Preparing for Success
Since free hosting offers typically have some underlying catch, shared hosting for the most part is the most popular choice amongst novice webmasters. This is one of the most affordable and reliable options for webmasters just starting to get their feet wet in the blogosphere and WordPress platform. Networking and talking with webmasters with similar needs is another great way to get pointed in the right direction for beginners looking for the perfect web hosting service. It's important for webmasters to understand nothing is really free or unlimited in this industry. Eventually, as the blog matures and grows, the expenses and service fees begin to increase one way or another.
One of the best ways for novice webmasters to vet some of these services is to pick ones that offer a money-back guarantee or some sort of trial period. Web hosting services that can offer a 30 day money back guarantee are usually the best choices to start out with before making any serious long-term commitments. Webmasters should take the time to prioritize the needs of the new website before making any final decisions on the best hosting service.
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The most common types of skin cancer include basal cell carcinoma, squamous cell carcinoma and melanoma, according to WebMD. Rare types of skin cancer include Merkel cell tumors and dermatofibrosarcoma protruberans.
Basal cell carcinoma and squamous cell carcinoma are typically grouped together and called non-melanoma skin cancers, WebMD explains. Melanoma is the highly aggressive skin cancer that can be fatal if it is not detected and treated early; however, melanoma comprises a small fraction of skin cancer cases. Most skin cancers are basal cell carcinomas and squamous cell carcinomas. These non-melanoma cancers usually do not spread to different parts of the body, so they are rarely deadly. They can cause disfigurement if not diagnosed and treated early.
Most skin cancer develops from a pre-cancerous lesion, WebMD reports. The lesions are changes in skin that may, but not always, become cancerous. They include rough, scaly skin that appears red or brown, which can become squamous cell carcinoma, and abnormal moles.
As of 2015, skin cancer cases are up considerably in the United States, WebMD says, but patients are reporting better outcomes because of earlier detection and treatment. Ultraviolet rays from the sun are by far the biggest cause of skin cancer. People with fair skin that freckles are the most at risk.