Threshold autoregression with a near unit root

unit root;autoregressive models

Tests for cointegration with infinite variance errors

Cataloged from PDF version of article.This paper develops the asymptotic theory for residual-based tests and quasi-likelihood ratio tests for cointegration under the assumption of infinite variance errors. This article extends the results of Phillips and Ouliaris (1990) and Johansen (1988, 1991) which are derived under the assumption of square-integrable errors. Here the limit laws are expressed in terms of functionals of symmetric stable laws rather than Brownian motion. Critical values of the residual-based tests of Phillips and Ouliaris (1990) and likelihood-ratio-based tests of Johansen (1991) are calculated and tabulated. We also investigate whether these tests are robust to infinite variance errors. We found that regardless of the index of stability a, the residual-based tests are more robust to infinite variance errors than the likelihood-ratio-based tests. (C) 1998 Elsevier Science S.A. All rights reserved

Photonuclear reactions with Zinc: A case for clinical linacs

The use of bremsstrahlung photons produced by a linac to induce photonuclear reactions is wide spread. However, using a clinical linac to produce the photons is a new concept. We aimed to induce photonuclear reactions on zinc isotopes and measure the subsequent transition energies and half-lives. For this purpose, a bremsstrahlung photon beam of 18 MeV endpoint energy produced by the Philips SLI-25 linac has been used. The subsequent decay has been measured with a well-shielded single HPGe detector. The results obtained for transition energies are in good agreement with the literature data and in many cases surpass these in accuracy. For the half-lives, we are in agreement with the literature data, but do not achieve their precision. The obtained accuracy for the transition energies show what is achievable in an experiment such as ours. We demonstrate the usefulness and benefits of employing clinical linacs for nuclear physics experiments

Measurement of the Associated γ+μ±\gamma + \mu^\pm Production Cross Section in ppˉp \bar p Collisions at s=1.8\sqrt{s} = 1.8 TeV

We present the first measurement of associated direct photon + muon production in hadronic collisions, from a sample of 1.8 TeV $p \bar p$ collisions recorded with the Collider Detector at Fermilab. Quantum chromodynamics (QCD) predicts that these events are primarily from the Compton scattering process $cg \to c\gamma$, with the final state charm quark producing a muon. Hence this measurement is sensitive to the charm quark content of the proton. The measured cross section of $29\pm 9 pb^{-1}$ is compared to a leading-order QCD parton shower model as well as a next-to-leading-order QCD calculation.Comment: 12 pages, 4 figures Added more detailed description of muon background estimat

Inclusive jet cross section in pˉp{\bar p p} collisions at s=1.8\sqrt{s}=1.8 TeV

The inclusive jet differential cross section has been measured for jet transverse energies, $E_T$, from 15 to 440 GeV, in the pseudorapidity region 0.1$\leq | \eta| \leq$0.7. The results are based on 19.5 pb$^{-1}$ of data collected by the CDF collaboration at the Fermilab Tevatron collider. The data are compared with QCD predictions for various sets of parton distribution functions. The cross section for jets with $E_T>200$ GeV is significantly higher than current predictions based on O($\alpha_s^3$) perturbative QCD calculations. Various possible explanations for the high-$E_T$ excess are discussed.Comment: 8 pages with 2 eps uu-encoded figures Submitted to Physical Review Letter

Measurement of the B0 anti-B0 oscillation frequency using l- D*+ pairs and lepton flavor tags

The oscillation frequency Delta-md of B0 anti-B0 mixing is measured using the partially reconstructed semileptonic decay anti-B0 -> l- nubar D*+ X. The data sample was collected with the CDF detector at the Fermilab Tevatron collider during 1992 - 1995 by triggering on the existence of two lepton candidates in an event, and corresponds to about 110 pb-1 of pbar p collisions at sqrt(s) = 1.8 TeV. We estimate the proper decay time of the anti-B0 meson from the measured decay length and reconstructed momentum of the l- D*+ system. The charge of the lepton in the final state identifies the flavor of the anti-B0 meson at its decay. The second lepton in the event is used to infer the flavor of the anti-B0 meson at production. We measure the oscillation frequency to be Delta-md = 0.516 +/- 0.099 +0.029 -0.035 ps-1, where the first uncertainty is statistical and the second is systematic.Comment: 30 pages, 7 figures. Submitted to Physical Review

Bottom Production

We review the prospects for bottom production physics at the LHC.Comment: 74 pages, Latex, 71 figures, to appear in the Report of the ``1999 CERN Workshop on SM physics (and more) at the LHC'', P. Nason, G. Ridolfi, O. Schneider G.F. Tartarelli, P. Vikas (conveners

Pd-catalysed amidation of 2,6-dihalopurine nucleosides. Replacement of iodine at 0 ºC

Pd-catalysed reactions of 2-Cl, 2-Br and 2-I derivatives of a 6-chloropurine nucleoside with benzamide have been compared, using Pd2dba3, Xantphos and Cs2CO3 in toluene, between 20 and 80 °C. The reactivity order was 2-I > 2-Br > 6-Cl ≫ 2-Cl. The 2-I substituent could be replaced even at 0 °C, under conditions disclosed here for the first time. On the other hand, the replacement of the chlorine atom at position 2 (2-Cl) required 110 °C