Determination of the Number of Common Stochastic Trends under Conditional Heteroskedasticity

2021 ◽  
Vol 28 (3) ◽  
pp. 519-552
Author(s):  
Giuseppe Cavaliere ◽  
Anders Rahbek ◽  
A. M. Robert Taylor
Keyword(s):  
Small Samples ◽  
Wild Bootstrap ◽  
Financial Variables ◽  
Finite Samples ◽  
Stochastic Trends ◽  
Sequential Procedures ◽  
Bootstrap Tests ◽  
The Business Cycle ◽  
Better Than

Permanent-transitory decompositions and the analysis of the time series properties of economic variables at the business cycle frequencies strongly rely on the correct detection of the number of common stochastic trends (co-integration). Standard techniques for the determination of the number of common trends, such as the well-known sequential procedure proposed in Johansen (1996), are based on the assumption that shocks are homoskedastic. This contrasts with empirical evidence which documents that many of the key macro-economic and financial variables are driven by heteroskedastic shocks. In a recent paper, Cavaliere et al., (2010, Econometric Theory) demonstrate that Johansen's (LR) trace statistic for co-integration rank and both its i.i.d. and wild bootstrap analogues are asymptotically valid in non-stationary systems driven by heteroskedastic (martingale difference) innovations, but that the wild bootstrap performs substantially better than the other two tests in finite samples. In this paper we analyse the behaviour of sequential procedures to determine the number of common stochastic trends present based on these tests. Numerical evidence suggests that the procedure based on the wild bootstrap tests performs best in small samples under a variety of heteroskedastic innovation processes.

scholarly journals Quantitative spectrographic analysis of biological material. I-A method for the determination of lead in cerebrospinal fluid

1936 ◽  
Vol 120 (819) ◽  
pp. 380-380
Keyword(s):  
Cerebrospinal Fluid ◽  
Biological Material ◽  
Spectroscopic Method ◽  
Previous Treatment ◽  
Small Samples ◽  
Spectrographic Analysis ◽  
Better Than

A quantitative spectroscopic method of the determination of small concentrations of lead in certain biological material is described. It is valid for concentrations between 1 x 10 -8 and 2 x 10 -5 gm/cc, and the precision of a determination is better than 15%. The ability to make determinations with very small samples, and to use the material without previous treatment, are important features of the method.

Time and Latitude in South Africa

1972 ◽  
Vol 1 ◽  
pp. 27-38
Author(s):  
J. Hers
Keyword(s):  
South Africa ◽  
Cape Town ◽  
Astronomical Observations ◽  
Royal Observatory ◽  
The Republic ◽  
Astronomical Determination ◽  
Limited Accuracy ◽  
Better Than

In South Africa the modern outlook towards time may be said to have started in 1948. Both the two major observatories, The Royal Observatory in Cape Town and the Union Observatory (now known as the Republic Observatory) in Johannesburg had, of course, been involved in the astronomical determination of time almost from their inception, and the Johannesburg Observatory has been responsible for the official time of South Africa since 1908. However the pendulum clocks then in use could not be relied on to provide an accuracy better than about 1/10 second, which was of the same order as that of the astronomical observations. It is doubtful if much use was made of even this limited accuracy outside the two observatories, and although there may – occasionally have been a demand for more accurate time, it was certainly not voiced.

Determination of trace concentrations of copper by FIA-FAAS after preconcentration on chelating sorbents

1989 ◽  
Vol 54 (7) ◽  
pp. 1785-1794 ◽  
Author(s):  
Vlastimil Kubáň ◽  
Josef Komárek ◽  
Zbyněk Zdráhal
Keyword(s):  
Sampling Frequency ◽  
Copper Determination ◽  
Flow Rates ◽  
Sample Injection ◽  
Injection Flow ◽  
Chelating Sorbents ◽  
Set Up ◽  
Trace Concentrations ◽  
Better Than

A FIA-FAAS apparatus containing a six-channel sorption equipment with five 3 x 26 mm microcolumns packed with Spheron Oxin 1 000, Ostsorb Oxin and Ostsorb DTTA was set up. Combined with sorption from 0.002M acetate buffer at pH 4.2 and desorption with 2M-HCl, copper can be determined at concentrations up to 100, 150 and 200 μg l-1, respectively. For sample and eluent flow rates of 5.0 and 4.0 ml min-1, respectively, and a sample injection time of 5 min, the limit of copper determination is LQ = 0.3 μg l-1, repeatability sr is better than 2% and recovery is R = 100 ± 2%. The enrichment factor is on the order of 102 and is a linear function of time (volume) of sample injection up to 5 min and of the sample injection flow rate up to 11 ml min-1 for Spheron Oxin 1 000 and Ostsorb DTTA. For times of sorption of 60 and 300 s, the sampling frequency is 70 and 35 samples/h, respectively. The parameters of the FIA-FAAS determination (acetylene-air flame) are comparable to or better than those achieved by ETA AAS. The method was applied to the determination of traces of copper in high-purity water.

scholarly journals Measuring the quartic Higgs self-coupling at a multi-TeV muon collider

2020 ◽  
Vol 2020 (9) ◽  
Author(s):  
M. Chiesa ◽  
F. Maltoni ◽  
L. Mantani ◽  
B. Mele ◽  
F. Piccinini ◽  
...  
Keyword(s):  
Higgs Boson ◽  
Center Of Mass ◽  
Mass Energy ◽  
Simple Analysis ◽  
Proton Proton ◽  
Coupling Interaction ◽  
Center Of Mass Energy ◽  
Muon Collider ◽  
Better Than

Abstract Measuring the shape of the Higgs boson potential is of paramount importance, and will be a challenging task at current as well as future colliders. While the expectations for the measurement of the trilinear Higgs self-coupling are rather promising, an accurate measurement of the quartic self-coupling interaction is presently considered extremely challenging even at a future 100 TeV proton-proton collider. In this work we explore the sensitivity that a muon collider with a center of mass energy in the multi-TeV range and luminosities of the order of 1035cm−2s−1, as presently under discussion, might provide, thanks to a rather large three Higgs-boson production and to a limited background. By performing a first and simple analysis, we find a clear indication that a muon collider could provide a determination of the quartic Higgs self-coupling that is significantly better than what is currently considered attainable at other future colliders.

scholarly journals Performance of the SoLid reactor neutrino detector

2019 ◽  
Vol 219 ◽  
pp. 08003
Author(s):  
Maja Verstraeten
Keyword(s):  
Quality Control ◽  
Energy Resolution ◽  
Neutrino Detector ◽  
Channel Response ◽  
In Situ Calibration ◽  
Reactor Neutrino ◽  
Li Isotope ◽  
Better Than

The SoLid Collaboration is currently operating a 1.6 ton neutrino detector near the Belgian BR2 reactor. Its main goal is the observation of the oscillation of electron antineutrinos to previously undetected flavour states. The highly segmented SoLid detector employs a compound scintillation technology based on PVT scintillator in combination with LiF-ZnS(Ag) screens containing the 6Li isotope. The experiment has demonstrated a channel-to-channel response that can be controlled to the level of a few percent, an energy resolution of better than 14% at 1 MeV, and a determination of the interaction vertex with a precision of 5 cm. This contribution highlights the major outcomes of the R&D program, the quality control during component manufacture and integration, the current performance and stability of the full-scale system, as well as the in-situ calibration of the detector with various radioactive sources.

scholarly journals The Application of Baum-Welch Algorithm in Multistep Attack

2014 ◽  
Vol 2014 ◽  
pp. 1-7 ◽  
Author(s):  
Yanxue Zhang ◽  
Dongmei Zhao ◽  
Jinxing Liu
Keyword(s):  
Markov Model ◽  
Hidden Markov Model ◽  
Hidden Markov Models ◽  
Viterbi Algorithm ◽  
Markov Models ◽  
Hidden Markov ◽  
Simulation Experiments ◽  
Forward Algorithm ◽  
Better Than

The biggest difficulty of hidden Markov model applied to multistep attack is the determination of observations. Now the research of the determination of observations is still lacking, and it shows a certain degree of subjectivity. In this regard, we integrate the attack intentions and hidden Markov model (HMM) and support a method to forecasting multistep attack based on hidden Markov model. Firstly, we train the existing hidden Markov model(s) by the Baum-Welch algorithm of HMM. Then we recognize the alert belonging to attack scenarios with the Forward algorithm of HMM. Finally, we forecast the next possible attack sequence with the Viterbi algorithm of HMM. The results of simulation experiments show that the hidden Markov models which have been trained are better than the untrained in recognition and prediction.

A SIMPLE RAPID METHOD FOR DETERMINATION OF SPECIFIC GRAVITY OF SMALL SAMPLES OF URINE

PEDIATRICS ◽  
1959 ◽  
Vol 24 (5) ◽  
pp. 814-818
Author(s):  
Allen S. Goldman
Keyword(s):  
Specific Gravity ◽  
Present Report ◽  
Total Sample ◽  
Mineral Oil ◽  
Small Samples ◽  
Gradient System ◽  
Small Opening ◽  
Flotation Method ◽  
Made In

THE THERAPY of infants with disturbances in fluid balance is greatly assisted by knowledge of the specific gravity of the urine. Frequently only a few milliliters can be collected at any one time, while a minimum sample of 25 ml is necessary for use of the smallest urinometers currently available. The existing methods of determining specific gravity of one drop of urine are somewhat laborious, and require expensive equipment and the services of a relatively skilled technician. The present report describes a method which is rapid and simple and requires only a few drops of urine in its use. It is similar in principle to the determination of specific gravity of blood by the copper-sulfate method. For use with urine, mixtures are employed of two relatively nonvolatile liquids, immiscible with water, and with specific gravities nearly equally above and below the range in urine. The specific gravity of urine is determined by allowing one drop to fall into each of a series of tubes containing a mixture of the two liqquids made up to various specific gravities ranging from 1.005 to 1.030 (Fig. 1). That mixture in which the drop of urine comes most nearly to remaining still (neither rising nor falling after coming to rest) approximates the specific gravity of the urine. The total sample needed is only a few drops, which can be quite small if a dropper with a small opening (2 mm) is used. The determination takes a few minutes. A year's supply of the mixtures can be made in one afternoon and costs less than $6.00. MATERIALS The two solutions used were selected from the flotation method of Kirk, using a density gradient system. These are Liquid 1, dibutyl-n-phthalate (Eastman), specific gravity 1.04820°; and Liquid 2, kerosene, specific gravity 0.8220°. (Similar results were obtained by substituting California mineral oil, specific gravity 0.842-0.88420°, for kerosene.)

scholarly journals Mass determination of the 1:3:5 near-resonant planets transiting GJ 9827 (K2-135)

2018 ◽  
Vol 618 ◽  
pp. A116 ◽  
Author(s):  
J. Prieto-Arranz ◽  
E. Palle ◽  
D. Gandolfi ◽  
O. Barragán ◽  
E. W. Guenther ◽  
...  
Keyword(s):  
Planetary System ◽  
Initial Conditions ◽  
Dynamical Evolution ◽  
Space Mission ◽  
Mass Determination ◽  
Velocity Measurements ◽  
Orbital Periods ◽  
The Masses ◽  
Better Than

Context. Multiplanet systems are excellent laboratories to test planet formation models as all planets are formed under the same initial conditions. In this context, systems transiting bright stars can play a key role, since planetary masses, radii, and bulk densities can be measured. Aims. GJ 9827 (K2-135) has recently been found to host a tightly packed system consisting of three transiting small planets whose orbital periods of 1.2, 3.6, and 6.2 days are near the 1:3:5 ratio. GJ 9827 hosts the nearest planetary system (~30 pc) detected by NASA’s Kepler or K2 space mission. Its brightness (V = 10.35 mag) makes the star an ideal target for detailed studies of the properties of its planets. Methods. Combining the K2 photometry with high-precision radial-velocity measurements gathered with the FIES, HARPS, and HARPS-N spectrographs we revised the system parameters and derive the masses of the three planets. Results. We find that GJ 9827 b has a mass of Mb = 3.69−0.46+0.48 M⊕ and a radius of Rb = 1.58−0.13+0.14 R⊕, yielding a mean density of ρb = 5.11−1.27+1.74 g cm−3. GJ 9827 c has a mass of Mc = 1.45−0.57+0.58 M⊕, radius of Rc = 1.24−0.11+0.11 R⊕, and a mean density of ρc = 4.13−1.77+2.31 g cm−3. For GJ 9827 d, we derive Md = 1.45−0.57+0.58 M⊕, Rd = 1.24−0.11+0.11 R⊕, and ρd = 1.51−0.53+0.71 g cm−3. Conclusions. GJ 9827 is one of the few known transiting planetary systems for which the masses of all planets have been determined with a precision better than 30%. This system is particularly interesting because all three planets are close to the limit between super-Earths and sub-Neptunes. The planetary bulk compositions are compatible with a scenario where all three planets formed with similar core and atmosphere compositions, and we speculate that while GJ 9827 b and GJ 9827 c lost their atmospheric envelopes, GJ 9827 d maintained its primordial atmosphere, owing to the much lower stellarirradiation. This makes GJ 9827 one of the very few systems where the dynamical evolution and the atmosphericescape can be studied in detail for all planets, helping us to understand how compact systems form and evolve.

Dosage du Sr-90 dans l'eau des lacs et des rivières du Québec par précipitation avec l'oxine et comptage β

1988 ◽  
Vol 66 (1) ◽  
pp. 174-177 ◽  
Author(s):  
E. Haddad ◽  
L. Zikovsky
Keyword(s):  
Detection Limit ◽  
Surface Waters ◽  
New Method ◽  
The Mean ◽  
Better Than

A new method for the determination of Sr-90 dissolved in surface waters has been developed. It is based on the precipitation of Sr with 8-hydroxyquinoline at pH 11.3 and counting of β particles with energy above 150 keV. The detection limit obtained is 0.5 mBq/L and the mean yield is 28%. The decontamination factors from other β emitters achieved are better than 10 000. This method has been used to measure the Sr-90 in 5 lakes and 5 rivers in Québec and activities ranging from 3 to 15 mBq/L were obtained. This new method is as efficient and reliable as conventional techniques while being less tedious.

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