A Consistent Test for the Martingale Difference Hypothesis

This paper considers testing that an economic time series follows a martingale difference process. The martingale difference hypothesis has been typically tested using information contained in the second moments of a process, that is, using test statistics based on the sample autocovariances or in the periodograms. Tests based on these statistics are inconsistent since they just test necessary conditions of the null hypothesis. In this paper we consider tests that are consistent against all fixed alternatives and against Pitman's local alternatives. Since the asymptotic distributions of the tests statistics depend on the data generating process, the tests are implemented using a modification of the wild bootstrap procedure. The paper justifies theoretically the proposed tests and examines their finite sample behavior by means of Monte Carlo experiments. In addition we include an application to exchange rate data.nonlinear dependence,nonparametric, correlation, bootstrap

Size Corrected Power for Bootstrap Tests

This note provides an alternative perspective for size-corrected power for a test. The advantage of this approach is that it allows the calculation of size-corrected power for bootstrap tests.Size-adjusted power, Monte Carlo

Large quantum gravity effects and nonlocal variables

We reconsider here the model where large quantum gravity effects were first found, but now in its Null Surface Formulation (NSF). We find that although the set of coherent states for $Z$, the basic variable of NSF, is as restricted as it is the one for the metric, while some type of small deviations from these states may cause huge fluctuations on the metric, the corresponding fluctuations on $Z$ remain small.Comment: 4 pages, accepted in PR

Universal Gelation of Metal Oxide Nanocrystals via Depletion Attractions

Nanocrystal gelation provides a powerful framework to translate nanoscale properties into bulk materials and to engineer emergent properties through the assembled microstructure. However, many established gelation strategies rely on chemical reactions and specific interactions, e.g., stabilizing ligands or ions on the surface of the nanocrystals, and are therefore not easily transferrable. Here, we report a general gelation strategy via non-specific and purely entropic depletion attractions applied to three types of metal oxide nanocrystals. The gelation thresholds of two compositionally distinct spherical nanocrystals agree quantitatively, demonstrating the adaptability of the approach for different chemistries. Consistent with theoretical phase behavior predictions, nanocrystal cubes form gels at a lower polymer concentration than nanocrystal spheres, allowing shape to serve as a handle to control gelation. These results suggest that the fundamental underpinnings of depletion-driven assembly, traditionally associated with larger colloidal particles, are also applicable at the nanoscale

A self-degradable hydrogel sensor for a nerve agent tabun surrogate through a self-propagating cascade

Nerve agents that irreversibly deactivate the enzyme acetylcholin- esterase are extremely toxic weapons of mass destruction. Thus, developing methods to detect these lethal agents is important. To create an optical sensor for a surrogate of the nerve agent tabun, as well as a physical barrier that dissolves in response to this analyte, we devise a network hydrogel that decomposes via a self-propagating cascade. A Meldrums acid-derived linker is incor- porated into a hydrogel that undergoes a declick reaction in response to thiols, thereby breaking network connections, which re- leases more thiols, propagating the response throughout the gel. A combination of chemical reactions triggered by the addition of the tabun mimic initiates the cascade. The dissolving barrier is used to release dyes, as well as nanocrystals that undergo a spontaneous aggregation. Thus, this sensing system for tabun generates a phys- ical response and the delivery of chemical agents in response to an initial trigger.This work was supported primarily by the National Science Foundation (NSF) through the Center for Dynamics and Control of Materials: an NSF Materials Research Science and Engineering Center (MRSEC) under Cooperative Agreement DMR-1720595 and NMR instruments obtained through NIH grant 1 S10 OD021508- 01. For this project, S.A.V. received funding from the NSF Graduate Research Fellowship Program (DGE-1610403). Additional funding for this project came from the Welch Foundation (F-1848 and F-1696). E.V.A. acknowledges support from the Welch Regents Chair (F-0046). D.-H.L. acknowledges support from ROKA. M.O. received support from the Japan Society for the Promotion of Science (JSPS) Overseas Challenge Program for Young Researchers.Center for Dynamics and Control of Material

Colorimetric quantification of linking in thermoreversible nanocrystal gel assemblies

Nanocrystal gels can be responsive, tunable materials, but designing their structure and properties is challenging. By using reversibly bonded molecular linkers, gelation can be realized under conditions predicted by thermody- namics. However, simulations have offered the only microscopic insights, with no experimental means to monitor linking leading to gelation. We introduce a metal coordination linkage with a distinct optical signature allowing us to quantify linking in situ and establish structural and thermodynamic bases for assembly. Because of coupling between linked indium tin oxide nanocrystals, their infrared absorption shifts abruptly at a chemically tunable gelation temperature. We quantify bonding spectroscopically and use molecular simulation to understand temperature-dependent bonding motifs, revealing that gel formation is governed by reaching a critical number of effective links that extend the nanocrystal network. Microscopic insights from our colorimetric linking chemistry enable switchable gels based on thermodynamic principles, opening the door to rational design of programmable nanocrystal networks.We would like to thank the University of Texas at Austin Mass Spectrometry and NMR Facility for the use of the Bruker AVANCE III 500: NIH grant number 1 S10 OD021508-01 and the Texas Materials Institute for the use of the SAXSLAB Ganesha, acquired using an NSF MRI grant CBET-1624659. We thank the Texas Advanced Computing Center (TACC) at the University of Texas at Austin for HPC resources. Funding: This research was primarily supported by the National Science Foundation through the Center for Dynamics and Control of Materials: an NSF Materials Research Science and Engineering Center (NSF MRSEC) under Cooperative Agreement DMR-1720595. E.V.A. acknowledges support from the Welch Regents Chair (F-0046). D.J.M. and T.M.T. also acknowledge support by the Welch Foundation (F-1696 and F-1848). This work was also supported by an NSF Graduate Research Fellowships (DGE-1610403) to S.A.V. and Arnold O. Beckman Postdoctoral Fellowship to Z.M.S.Center for Dynamics and Control of Material

Elucidating the neuropathologic mechanisms of SARS-CoV-2 infection

Acknowledgements We want to express our gratitude to the Union Medical University Clinic, Dominican Republic, for their support and collaboration in the development of this research project. We also want to express our gratitude to the Mexican families who have donated the brain of their loved ones affected with Alzheimer's disease and made our research possible. This work is dedicated to the memory of Professor Dr. José Raúl Mena López†.Peer reviewedPublisher PD