scholarly journals Selection of the Number of Factors in Presence of Structural Instability: A Monte Carlo study

2016 ◽  
Vol 91 (1-2) ◽  
pp. 177-233 ◽  
Author(s):  
Charles Olivier Mao Takongmo ◽  
Dalibor Stevanovic

In this paper we study the selection of the number of primitive shocks in exact and approximate factor models in the presence of structural instability. The empirical analysis shows that the estimated number of factors varies substantially across several selection methods and over the last 30 years in standard large macroeconomic and financial panels. Using Monte Carlo simulations, we suggest that the structural instability, expressed as time-varying factor loadings, can alter the estimation of the number of factors and therefore provides an explanation for the empirical findings.

2020 ◽  
Vol 6 (2) ◽  
pp. 20
Author(s):  
Maxim N. Popov ◽  
Thomas Dengg ◽  
Dominik Gehringer ◽  
David Holec

In this paper, we report the results of hydrogen adsorption properties of a new 2D carbon-based material, consisting of pentagons and octagons (Penta-Octa-Penta-graphene or POP-graphene), based on the Grand-Canonical Monte Carlo simulations. The new material exhibits a moderately higher gravimetric uptake at cryogenic temperatures (77 K), as compared to the regular graphene. We discuss the origin of the enhanced uptake of POP-graphene and offer a consistent explanation.


Author(s):  
Cesare Chiccoli ◽  
Paolo Pasini ◽  
Luiz Roberto Evangelista ◽  
Rodolfo Teixeira de Souza ◽  
Claudio Zannoni

The molecular organization of a nematic film sandwiched between two planar randomly aligned surfaces is studied by means of detailed Monte Carlo simulations. The formation as well as the evolution of topological defects induced by these particular boundary conditions are investigated. The resulting defect structure is compared with the one induced by hybrid aligned surfaces. The observation of such defects and some features of their structures can be associated with geometric parameters of the film and with properties of the confining surfaces.


Soft Matter ◽  
2018 ◽  
Vol 14 (20) ◽  
pp. 4087-4100 ◽  
Author(s):  
C. Hofzumahaus ◽  
P. Hebbeker ◽  
S. Schneider

A Monte Carlo study of the pH-dependent ionization and swelling behavior of weak polyelectrolyte microgels.


2011 ◽  
Vol 72 (3) ◽  
pp. 357-374 ◽  
Author(s):  
Samuel B. Green ◽  
Roy Levy ◽  
Marilyn S. Thompson ◽  
Min Lu ◽  
Wen-Juo Lo

A number of psychometricians have argued for the use of parallel analysis to determine the number of factors. However, parallel analysis must be viewed at best as a heuristic approach rather than a mathematically rigorous one. The authors suggest a revision to parallel analysis that could improve its accuracy. A Monte Carlo study is conducted to compare revised and traditional parallel analysis approaches. Five dimensions are manipulated in the study: number of observations, number of factors, number of measured variables, size of the factor loadings, and degree of correlation between factors. Based on the results, the revised parallel analysis method, using principal axis factoring and the 95th percentile eigenvalue rule, offers promise.


2016 ◽  
Vol 22 (1) ◽  
pp. 5-9
Author(s):  
Samuel Okon Inyang ◽  
Alan Chamberlain

Abstract The use of a dual electron multileaf collimator (eMLC) to collimate therapeutic electron beam without the use of cutouts has been previously shown to be feasible. Further Monte Carlo simulations were performed in this study to verify the nature and appearance of the isodose distribution in water phantom of irregular electron beams delivered by the eMLC. Electron fields used in this study were selected to reflect those used in electron beam therapy. Results of this study show that the isodose distribution in a water phantom obtained from the simulation of irregular electron beams through the eMLC conforms to the pattern of the eMLC used in the delivery of the beam. It is therefore concluded that the dual eMLC could deliver isodose distributions reflecting the pattern of the eMLC field that was used in the delivery of the beam.


2015 ◽  
Vol 17 (5) ◽  
pp. 3050-3058 ◽  
Author(s):  
O. A. Pinto ◽  
P. M. Pasinetti ◽  
A. J. Ramirez-Pastor ◽  
F. D. Nieto

The adsorption of binary mixtures with non-additive lateral interactions has been studied through grand canonical Monte Carlo simulations in the framework of the lattice-gas model.


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