Threshold quantile autoregressive models

We study in this article threshold quantile autoregressive processes. In particular we propose estimation and inference of the parameters in nonlinear quantile processes when the threshold parameter defining nonlinearities is known for each quantile, and also when the parameter vector is estimated consistently. We derive the asymptotic properties of the nonlinear threshold quantile autoregressive estimator. In addition, we develop hypothesis tests for detecting threshold nonlinearities in the quantile process when the threshold parameter vector is not identified under the null hypothesis. In this case we propose to approximate the asymptotic distribution of the composite test using a p-value transformation. This test contributes to the literature on nonlinearity tests by extending Hansen’s (Econometrica 64, 1996, pp.413-430) methodology for the conditional mean process to the entire quantile process. We apply the proposed methodology to model the dynamics of US unemployment growth after the Second World War. The results show evidence of important heterogeneity associated with unemployment, and strong asymmetric persistence on unemployment growth

Site-dependent hydrogenation on graphdiyne

Graphene is one of the most important materials in science today due to its unique and remarkable electronic, thermal and mechanical properties. However in its pristine state, graphene is a gapless semiconductor, what limits its use in transistor electronics. In part due to the revolution created by graphene in materials science, there is a renewed interest in other possible graphene-like two-dimensional structures. Examples of these structures are graphynes and graphdiynes, which are two-dimensional structures, composed of carbon atoms in sp2 and sp-hybridized states. Graphdiynes (benzenoid rings connecting two acetylenic groups) were recently synthesized and some of them are intrinsically nonzero gap systems. These systems can be easily hydrogenated and the relative level of hydrogenation can be used to tune the band gap values. We have investigated, using fully reactive molecular dynamics (ReaxFF), the structural and dynamics aspects of the hydrogenation mechanisms of graphdiyne membranes. Our results showed that the hydrogen bindings have different atom incorporation rates and that the hydrogenation patterns change in time in a very complex way. The formation of correlated domains reported to hydrogenated graphene is no longer observed in graphdiyne cases.Comment: Submitted to Carbo

Surface Effects on the Mechanical Elongation of AuCu Nanowires: De-alloying and the Formation of Mixed Suspended Atomic Chains

We report here an atomistic study of the mechanical deformation of AuxCu(1-x) atomic-size wires (NWs) by means of high resolution transmission electron microscopy (HRTEM) experiments. Molecular dynamics simulations were also carried out in order to obtain deeper insights on the dynamical properties of stretched NWs. The mechanical properties are significantly dependent on the chemical composition that evolves in time at the junction; some structures exhibit a remarkable de-alloying behavior. Also, our results represent the first experimental realization of mixed linear atomic chains (LACs) among transition and noble metals; in particular, surface energies induce chemical gradients on NW surfaces that can be exploited to control the relative LAC compositions (different number of gold and copper atoms). The implications of these results for nanocatalysis and spin transport of one-atom-thick metal wires are addressed.Comment: Accepted to Journal of Applied Physics (JAP