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

Superselection Sectors in Asymptotic Quantization of Gravity

Using the continuity of the scalar $\Psi_2$ (the mass aspect) at null infinity through $i_o$ we show that the space of radiative solutions of general relativity can be thought of a fibered space where the value of $\Psi_2$ at $i_o$ plays the role of the base space. We also show that the restriction of the available symplectic form to each ``fiber'' is degenerate. By finding the orbit manifold of this degenerate direction we obtain the reduced phase space for the radiation data. This reduced phase space posses a global structure, i.e., it does not distinguishes between future or past null infinity. Thus, it can be used as the space of quantum gravitons. Moreover, a Hilbert space can be constructed on each ``fiber'' if an appropriate definition of scalar product is provided. Since there is no natural correspondence between the Hilbert spaces of different foliations they define superselection sectors on the space of asymptotic quantum states.Comment: 22 pages, revtex fil

Corrections to the SU(3)×SU(3){\bf SU(3)\times SU(3)} Gell-Mann-Oakes-Renner relation and chiral couplings L8rL^r_8 and H2rH^r_2

Next to leading order corrections to the $SU(3) \times SU(3)$ Gell-Mann-Oakes-Renner relation (GMOR) are obtained using weighted QCD Finite Energy Sum Rules (FESR) involving the pseudoscalar current correlator. Two types of integration kernels in the FESR are used to suppress the contribution of the kaon radial excitations to the hadronic spectral function, one with local and the other with global constraints. The result for the pseudoscalar current correlator at zero momentum is $\psi_5(0) = (2.8 \pm 0.3) \times 10^{-3} GeV^{4}$, leading to the chiral corrections to GMOR: $\delta_K = (55 \pm 5)$. The resulting uncertainties are mostly due to variations in the upper limit of integration in the FESR, within the stability regions, and to a much lesser extent due to the uncertainties in the strong coupling and the strange quark mass. Higher order quark mass corrections, vacuum condensates, and the hadronic resonance sector play a negligible role in this determination. These results confirm an independent determination from chiral perturbation theory giving also very large corrections, i.e. roughly an order of magnitude larger than the corresponding corrections in chiral $SU(2) \times SU(2)$. Combining these results with our previous determination of the corrections to GMOR in chiral $SU(2) \times SU(2)$, $\delta_\pi$, we are able to determine two low energy constants of chiral perturbation theory, i.e. $L^r_8 = (1.0 \pm 0.3) \times 10^{-3}$, and $H^r_2 = - (4.7 \pm 0.6) \times 10^{-3}$, both at the scale of the $\rho$-meson mass.Comment: Revised version with minor correction

Numerical simulation of a binary communication channel: Comparison between a replica calculation and an exact solution

The mutual information of a single-layer perceptron with $N$ Gaussian inputs and $P$ deterministic binary outputs is studied by numerical simulations. The relevant parameters of the problem are the ratio between the number of output and input units, $\alpha = P/N$, and those describing the two-point correlations between inputs. The main motivation of this work refers to the comparison between the replica computation of the mutual information and an analytical solution valid up to $\alpha \sim O(1)$. The most relevant results are: (1) the simulation supports the validity of the analytical prediction, and (2) it also verifies a previously proposed conjecture that the replica solution interpolates well between large and small values of $\alpha$.Comment: 6 pages, 8 figures, LaTeX fil

Carbon storage in the soil under different land uses in the south of Portugal

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Dietary elimination of children with food protein induced gastrointestinal allergy – micronutrient adequacy with and without a hypoallergenic formula?

Background: The cornerstone for management of Food protein-induced gastrointestinal allergy (FPGIA) is dietary exclusion; however the micronutrient intake of this population has been poorly studied. We set out to determine the dietary intake of children on an elimination diet for this food allergy and hypothesised that the type of elimination diet and the presence of a hypoallergenic formula (HF) significantly impacts on micronutrient intake. Method: A prospective observational study was conducted on children diagnosed with FPIGA on an exclusion diet who completed a 3 day semi-quantitative food diary 4 weeks after commencing the diet. Nutritional intake where HF was used was compared to those without HF, with or without a vitamin and mineral supplement (VMS). Results: One-hundred-and-five food diaries were included in the data analysis: 70 boys (66.7%) with median age of 21.8 months [IQR: 10 - 67.7]. Fifty-three children (50.5%) consumed a HF and the volume of consumption was correlated to micronutrient intake. Significantly (p <0.05) more children reached their micronutrient requirements if a HF was consumed. In those without a HF, some continued not to achieve requirements in particular for vitamin D and zinc, in spite of VMS. Conclusion: This study points towards the important micronutrient contribution of a HF in children with FPIGA. Children, who are not on a HF and without a VMS, are at increased risk of low intakes in particular vitamin D and zinc. Further studies need to be performed, to assess whether dietary intake translates into actual biological deficiencies

The diel variation of the surf zone hyperbenthos at an Ecuadorian sandy beach: an exploratory study

The diel patterns of the hyperbenthic species composition in the surf zone of an Ecuadorian sandy beach were investigated over a 24-hour cycle in February 2000. The total density of the hyperbenthos varied between 130 and 3000 ind.100 m-2. 169 functional morphospecies were found, of which only 26 could be identified to species level because of the poor availability of species descriptions for the region. Crustacea (mainly Brachyura, Anomura, Penaeid larvae) and Pisces (larvae and eggs) were the most dominant phyla. A higher density and diversity was encountered during the night and this was caused by migration of species into the surf zone. Among them there were shrimp larvae, fish eggs, fish larvae and megalopa of Brachyura. Three communities could be established using classification and ordination techniques: a day - high water, a day - low water and a night group. The diurnal effects showed to be stronger than the tidal effects. The chlorophyll a content was the most important factor explaining the diel variation in the Canonical Correspondence Analysis. Usually, at spring tide high water, the surf zone of the selected beach is intensively used by artisan fishermen for the collection of larval penaeid shrimp (used as a source for the local aquaculture industry). The sampling campaign coincided with exceptionally cold and dry climate conditions (La Niña phenomenon - February 2000). This study might therefore not be completely representative. However, it was possible to state that the artisan postlarval shrimp fisheries in the surf zone of the sampling area probably have a greater negative impact on the local and off-shore ecosystem when performed at night time high water instead of during daytime high water