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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
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