11,011 research outputs found

    Regression with strongly correlated data

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    This paper discusses linear regression of strongly correlated data that arises, for example, in magnetohydrodynamic equilibrium reconstructions. We have proved that, generically, the covariance matrix of the estimated regression parameters for fixed sample size goes to zero as the correlations become unity. That is, in this limit the estimated parameters are known with perfect accuracy. Simple examples are shown to illustrate this effect and the nature of the exceptional cases in which the estimate covariance does not go to zero

    Argentina's recovery and "excess" capital shallowing of the 1990s

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    The paper examines Argentina’s economic expansion in the 1990s through the lens of a parsimonious neoclassical growth model. The main finding is that investment remained considerably weaker than what the model would have predicted. The resulting excessive “capital shallowing” could be identified as a weakness of the rapid economic growth of the 1990s that may have played a role in Argentina’s ultimate inability to escape the crisis that started to unfold towards the end of that decade. ; Economic Research Working Paper 0204Capital

    Parity-expanded variational analysis for non-zero momentum

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    In recent years, the use of variational analysis techniques in lattice QCD has been demonstrated to be successful in the investigation of the rest-mass spectrum of many hadrons. However, due to parity-mixing, more care must be taken for investigations of boosted states to ensure that the projected correlation functions provided by the variational analysis correspond to the same states at zero momentum. In this paper we present the Parity-Expanded Variational Analysis (PEVA) technique, a novel method for ensuring the successful and consistent isolation of boosted baryons through a parity expansion of the operator basis used to construct the correlation matrix.Comment: 9 pages, 3 figures, 1 tabl
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