Stationarity and ergodicity of vector STAR models

Smooth transition autoregressive models are widely used to capture nonlinearities in univariate and multivariate time series. Existence of stationary solution is typically assumed, implicitly or explicitly. In this paper, we describe conditions for stationarity and ergodicity of vector STAR models. The key condition is that the joint spectral radius of certain matrices is below 1. It is not sufficient to assume that separate spectral radii are below 1. Our result allows to use recently introduced toolboxes from computational mathematics to verify the stationarity and ergodicity of vector STAR models.Peer reviewe

Signature of two-electron interference in angular resolved double photoionization of Mg

The double photoionization of Mg has been studied experimentally and theoretically in a kinematic where the two photoelectrons equally share the excess energy. The observation of a symmetrized gerade amplitude, which strongly deviates from the Gaussian ansatz, is explained by a two-electron interference predicted theoretically, but never before observed experimentally. Similar to the Cooper minima in the single photoionization cross section, the effect finds its origin in the radial extent and oscillation of the target wave function

Signature of two-electron interference in angular resolved double photoionization of Mg

The double photoionization of Mg has been studied experimentally and theoretically in a kinematic where the two photoelectrons equally share the excess energy. The observation of a symmetrized gerade amplitude, which strongly deviates from the Gaussian ansatz, is explained by a two-electron interference predicted theoretically, but never before observed experimentally. Similar to the Cooper minima in the single photoionization cross section, the effect finds its origin in the radial extent and oscillation of the target wave function

Interpreting Attoclock Measurements of Tunnelling Times

Resolving in time the dynamics of light absorption by atoms and molecules, and the electronic rearrangement this induces, is among the most challenging goals of attosecond spectroscopy. The attoclock is an elegant approach to this problem, which encodes ionization times in the strong-field regime. However, the accurate reconstruction of these times from experimental data presents a formidable theoretical challenge. Here, we solve this problem by combining analytical theory with ab-initio numerical simulations. We apply our theory to numerical attoclock experiments on the hydrogen atom to extract ionization time delays and analyse their nature. Strong field ionization is often viewed as optical tunnelling through the barrier created by the field and the core potential. We show that, in the hydrogen atom, optical tunnelling is instantaneous. By calibrating the attoclock using the hydrogen atom, our method opens the way to identify possible delays associated with multielectron dynamics during strong-field ionization.Comment: 33 pages, 10 figures, 3 appendixe

Mechanisms of photo double ionization of helium by 530 eV photons

We have measured fully differential cross sections for photo double ionization of helium 450eV above the threshold. We have found an extremely asymmetric energy sharing between the photoelectrons and an angular asymmetry parameter β≃2 and β≃0 for the fast and slow electrons, respectively. The electron angular distributions show a dominance of the shakeoff for 2eV electrons and clear evidence of an inelastic electron-electron scattering at an electron energy of 30eV. The data are in excellent agreement with convergent close-coupling calculations

High-dimensional IV cointegration estimation and inference

SMU Lee Kong Chian Fellowshi

Fully modified least squares cointegrating parameter estimation in multicointegrated systems

Multicointegration is traditionally defined as a particular long run relationship among variables in a parametric vector autoregressive model that introduces additional cointegrating links between these variables and partial sums of the equilibrium errors. This paper departs from the parametric model, using a semiparametric formulation that reveals the explicit role that singularity of the long run conditional covariance matrix plays in determining multicointegration. The semiparametric framework has the advantage that short run dynamics do not need to be modeled and estimation by standard techniques such as fully modified least squares (FM-OLS) on the original I (1) system is straightforward. The paper derives FM-OLS limit theory in the multicointegrated setting, showing how faster rates of convergence are achieved in the direction of singularity and that the limit distribution depends on the distribution of the conditional one-sided long run covariance estimator used in FM-OLS estimation. Wald tests of restrictions on the regression coefficients have nonstandard limit theory which depends on nuisance parameters in general. The usual tests are shown to be conservative when the restrictions are isolated to the directions of singularity and, under certain conditions, are invariant to singularity otherwise. Simulations show that approximations derived in the paper work well in finite samples. The endings are illustrated empirically in an analysis of fiscal sustainability of the US government over the post-war period

Parametrizations and dynamical analysis of angle-integrated cross sections for double photoionization including nondipole effects

Similarly to differential cross sections for one-electron photoionization, the doubly differential cross section for double photoionization (DPI) may be conveniently described by four parameters: the singly differential (with respect to energy sharing) cross section (sigma0), the dipole asymmetry parameter (beta), and two nondipole asymmetry parameters (gamma and delta). Here we derive two model-independent representations for these parameters for DPI from a 1S0 atomic bound state: (i) in terms of one-dimensional integrals of the polarization-invariant DPI amplitudes and (ii) in terms of the exact two-electron reduced matrix elements. For DPI of He at excess energies, Eexc, of 100 eV, 450 eV, and 1 keV, we present numerical results for the asymmetry parameters within the framework of the convergent close-coupling theory and compare them with results of lowest-order (in the interelectron interaction) perturbation theory (LOPT). The results for Eexc=1 keV exhibit a nondipole asymmetry that is large enough to be easily measured experimentally. We find excellent agreement between our LOPT results and other theoretical predictions and experimental data for total cross sections and ratios of double to single ionization cross sections for K-shell DPI from several multielectron atoms