Semiparametric Cointegrating Rank Selection

Some convenient limit properties of usual information criteria are given for cointegrating rank selection. Allowing for a nonparametric short memory component and using a reduced rank regression with only a single lag, standard information criteria are shown to be weakly consistent in the choice of cointegrating rank provided the penalty coefficient C_n -> infinity and C_n/n -> 0 as n -> infinity. The limit distribution of the AIC criterion, which is inconsistent, is also obtained. The analysis provides a general limit theory for semiparametric reduced rank regression under weakly dependent errors. The method does not require the specification of a full model, is convenient for practical implementation in empirical work, and is sympathetic with semiparametric estimation approaches to cointegration analysis. Some simulations results on finite sample performance of the criterion are reported.Cointegrating rank, Consistency, Information criteria, Model selection, Nonparametric, Short memory, Unit roots

Cointegrating Rank Selection in Models with Time-Varying Variance

Reduced rank regression (RRR) models with time varying heterogeneity are considered. Standard information criteria for selecting cointegrating rank are shown to be weakly consistent in semiparametric RRR models in which the errors have general nonparametric short memory components and shifting volatility provided the penalty coefficient C n → infinity and C n /n → 0 as n → ∞. The AIC criterion is inconsistent and its limit distribution is given. The results extend those in Cheng and Phillips (2008) and are useful in empirical work where structural breaks or time evolution in the error variances is present. An empirical application to exchange rate data is provided

Analysis of Ωc∗(css)\Omega_c^*(css) and Ωb∗(bss)\Omega_b^*(bss) with QCD sum rules

In this article, we calculate the masses and residues of the heavy baryons $\Omega_c^*(css)$ and $\Omega_b^*(bss)$ with spin-parity ${3/2}^+$ with the QCD sum rules. The numerical values are compatible with experimental data and other theoretical estimations.Comment: 13 pages, 8 figures, slight versio

Mutational Analysis of Hedgehog Signaling Pathway Genes in Human Malignant Mesothelioma

Background The Hedgehog (HH) signaling pathway is critical for embryonic development and adult homeostasis. Recent studies have identified regulatory roles for this pathway in certain cancers with mutations in the HH pathway genes. The extent to which mutations of the HH pathway genes are involved in the pathogenesis of malignant mesothelioma (MMe) is unknown. Methodology/Principal Findings Real-time PCR analysis of HH pathway genes PTCH1, GLI1 and GLI2 were performed on 7 human MMe cell lines. Exon sequencing of 13 HH pathway genes was also performed in cell lines and human MMe tumors. In silico programs were used to predict the likelihood that an amino-acid substitution would have a functional effect. GLI1, GLI2 and PTCH1 were highly expressed in MMe cells, indicative of active HH signaling. PTCH1, SMO and SUFU mutations were found in 2 of 11 MMe cell lines examined. A non-synonymous missense SUFU mutation (p.T411M) was identified in LO68 cells. In silico characterization of the SUFU mutant suggested that the p.T411M mutation might alter protein function. However, we were unable to demonstrate any functional effect of this mutation on Gli activity. Deletion of exons of the PTCH1 gene was found in JU77 cells, resulting in loss of one of two extracellular loops implicated in HH ligand binding and the intracellular C-terminal domain. A 3-bp insertion (69_70insCTG) in SMO, predicting an additional leucine residue in the signal peptide segment of SMO protein was also identified in LO68 cells and a MMe tumour. Conclusions/Significance We identified the first novel mutations in PTCH1, SUFU and SMO associated with MMe. Although HH pathway mutations are relatively rare in MMe, these data suggest a possible role for dysfunctional HH pathway in the pathogenesis of a subgroup of MMe and help rationalize the exploration of HH pathway inhibitors for MMe therapy

Probing Kaluza-Klein Dark Matter with Neutrino Telescopes

In models in which all of the Standard Model fields live in extra universal dimensions, the lightest Kaluza-Klein (KK) particle can be stable. Calculations of the one-loop radiative corrections to the masses of the KK modes suggest that the identity of the lightest KK particle (LKP) is mostly the first KK excitation of the hypercharge gauge boson. This LKP is a viable dark matter candidate with an ideal present-day relic abundance if its mass is moderately large, between 600 to 1200 GeV. Such weakly interacting dark matter particles are expected to become gravitationally trapped in large bodies, such as the Sun, and annihilate into neutrinos or other particles that decay into neutrinos. We calculate the annihilation rate, neutrino flux and the resulting event rate in present and future neutrino telescopes. The relatively large mass implies that the neutrino energy spectrum is expected to be well above the energy threshold of AMANDA and IceCube. We find that the event rate in IceCube is between a few to tens of events per year.Comment: 13 pages, 3 figures, LaTeX; typos fixed, version to appear in PR

Parabolic stable surfaces with constant mean curvature

We prove that if u is a bounded smooth function in the kernel of a nonnegative Schrodinger operator $-L=-(\Delta +q)$ on a parabolic Riemannian manifold M, then u is either identically zero or it has no zeros on M, and the linear space of such functions is 1-dimensional. We obtain consequences for orientable, complete stable surfaces with constant mean curvature $H\in\mathbb{R}$ in homogeneous spaces $\mathbb{E}(\kappa,\tau)$ with four dimensional isometry group. For instance, if M is an orientable, parabolic, complete immersed surface with constant mean curvature H in $\mathbb{H}^2\times\mathbb{R}$, then $|H|\leq 1/2$ and if equality holds, then M is either an entire graph or a vertical horocylinder.Comment: 15 pages, 1 figure. Minor changes have been incorporated (exchange finite capacity by parabolicity, and simplify the proof of Theorem 1)

Local influence of boundary conditions on a confined supercooled colloidal liquid

We study confined colloidal suspensions as a model system which approximates the behavior of confined small molecule glass-formers. Dense colloidal suspensions become glassier when confined between parallel glass plates. We use confocal microscopy to study the motion of confined colloidal particles. In particular, we examine the influence particles stuck to the glass plates have on nearby free particles. Confinement appears to be the primary influence slowing free particle motion, and proximity to stuck particles causes a secondary reduction in the mobility of free particles. Overall, particle mobility is fairly constant across the width of the sample chamber, but a strong asymmetry in boundary conditions results in a slight gradient of particle mobility.Comment: For conference proceedings, "Dynamics in Confinement", Grenoble, March 201

A Systematic Study on Energy Dependence of Quasi-Periodic Oscillation Frequency in GRS 1915+105

Systematically studying all the RXTE/PCA observations for GRS 1915+105 before November 2010, we have discovered three additional patterns in the relation between Quasi-Periodic Oscillation (QPO) frequency and photon energy, extending earlier outcomes reported by Qu et al. (2010). We have confirmed that as QPO frequency increases, the relation evolves from the negative correlation to positive one. The newly discovered patterns provide new constraints on the QPO models

The hyperon-nucleon interaction: conventional versus effective field theory approach

Hyperon-nucleon interactions are presented that are derived either in the conventional meson-exchange picture or within leading order chiral effective field theory. The chiral potential consists of one-pseudoscalar-meson exchanges and non-derivative four-baryon contact terms. With regard to meson-exchange hyperon-nucleon models we focus on the new potential of the Juelich group, whose most salient feature is that the contributions in the scalar--isoscalar (\sigma) and vector--isovector (\rho) exchange channels are constrained by a microscopic model of correlated \pi\pi and KKbar exchange.Comment: 28 pages, 8 figures, submitted to Lecture Notes in Physic