Non-Gaussian dynamic Bayesian modelling for panel data

A first order autoregressive non-Gaussian model for analysing panel data is proposed. The main feature is that the model is able to accommodate fat tails and also skewness, thus allowing for outliers and asymmetries. The modelling approach is to gain sufficient flexibility, without sacrificing interpretability and computational ease. The model incorporates individual effects and we pay specific attention to the elicitation of the prior. As the prior structure chosen is not proper, we derive conditions for the existence of the posterior. By considering a model with individual dynamic parameters we are also able to formally test whether the dynamic behaviour is common to all units in the panel. The methodology is illustrated with two applications involving earnings data and one on growth of countries.autoregressive modelling; growth convergence; individual effects; labour earnings; prior elicitation; posterior existence; skewed distributions

Model-based Clustering of non-Gaussian Panel Data

In this paper we propose a model-based method to cluster units within a panel. The underlying model is autoregressive and non-Gaussian, allowing for both skewness and fat tails, and the units are clustered according to their dynamic behaviour and equilibrium level. Inference is addressed from a Bayesian perspective and model comparison is conducted using the formal tool of Bayes factors. Particular attention is paid to prior elicitation and posterior propriety. We suggest priors that require little subjective input from the user and possess hierarchical structures that enhance the robustness of the inference. Two examples illustrate the methodology: one analyses economic growth of OECD countries and the second one investigates employment growth of Spanish manufacturing firmsautoregressive modelling; employment growth; GDP growth convergence; hierarchical prior; model comparison; posterior propriety; skewness

Radiative corrections to the three-body region of the Dalitz plot of baryon semileptonic decays with angular correlation between polarized emitted baryons and charged leptons: The initial-baryon rest frame case

We complement the results for the radiative corrections to the s2.l angular correlation of baryon semileptonic decays of Ref. [1] with the final results in the rest frame of the decaying baryon.Comment: 7 pages, Revtex4, no figure

Atomistic origins of the phase transition mechanism in Ge2Sb2Te5

Combined static and molecular dynamics first-principles calculations are used to identify a direct structural link between the metastable crystalline and amorphous phases of Ge2Sb2Te5. We find that the phase transition is driven by the displacement of Ge atoms along the rocksalt [111] direction from the stable-octahedron to high-energy-unstable tetrahedron sites close to the intrinsic vacancy regions, which give rise to the formation of local 4-fold coordinated motifs. Our analyses suggest that the high figures of merit of Ge2Sb2Te5 are achieved from the optimal combination of intrinsic vacancies provided by Sb2Te3 and the instability of the tetrahedron sites provided by GeTe

Coupled Al/Si and O/N order/disorder in BaYb[Si4–xAlxOxN7–x]sialon

The fractions of aluminium, [Al]/[Al + Si], and oxygen, [O]/[O + N], in crystallographically distinct sites of BaYb[Si4–xAlxOxN7–x] oxonitridoaluminosilicate (space group P63mc, No. 186) were refined based on the results of neutron powder diffraction for a synthetic sample with the composition of x = 2.2(2) and simulated as functions of temperature for the compositions x = 2 and x = 2.3 using a combination of static lattice energy calculations (SLEC) and Monte Carlo simulations. The SLEC calcu lations have been performed on a set of 800 structures differing in the distribution of Al/Si and O/N within the 2 × 2 × 2 supercell containing 36 formula units of BaYb[Si4–xAlxOxN7–x]. The SLEC were based on a transferable set of empirical interatomic potentials developed within the present study. The static lattice energies of these structures have been expanded in the basis set of pair-wise ordering energies and on-site chemical potentials. The ordering energies and the chemical potentials have been used to calculate the configuration energies of the oxonitridoaluminosilicates (so-called sialons) using a Monte Carlo algorithm. The simulations suggest that Al and O are distributed unevenly over two non-equivalent T(Si/Al) and three L(N/O) sites, respectively, and the distribution shows strong dependence both on the temperature and the composition. Both simulated samples exhibit order/disorder transitions in the temperature range 500–1000 K to phases with partial long-range order below these temperatures. Above the transition temperatures the Si/Al and N/O distributions are affected by short-range ordering. The predicted site occupancies are in a qualitative agreement with the neutron diffraction results

Compressibility of the nitridosilicate SrYb[Si4N7] and the oxonitridoaluminosilicates MYb[Si4−xAlxOxN7−x] (x = 2; M = Sr, Ba)

The compressibilities of the nitridosilicate SrYb[Si4N7] and the oxonitridoaluminosilicates MYb[Si4−xAlxOxN7−x] (x = 2; M = Sr, Ba) were investigated by in situ high-pressure X-ray powder diffraction. Pressures up to 42 GPa were generated using the diamond–anvil cell technique. The title compounds are structurally stable to the highest pressure obtained. A fit of a third-order Birch–Murnaghan equation-of-state to the p–V data results in V0 = 302.91 (6) Å3, B0 = 176 (2) GPa and B′ = 4.4 (2) for SrYb[Si4N7]; V0 = 310.4 (1) Å3, B0 = 161 (2) GPa and B′ = 4.6 (2) for SrYb[Si4−xAlxOxN7−x]; and V0 = 317.3 (5) Å3, B0 = 168 (2) GPa and B′ = 4.7 (2) for BaYb[Si4−xAlxOxN7−x]. While the linear compressibilities of the a and c axes of BaYb[Si4−xAlxOxN7−x] are very similar up to 30 GPa, distinct differences were observed for SrYb[Si4N7] and SrYb[Si4−xAlxOxN7−x], with the c axis being the most compressible axis. In all of the investigated compounds the bulk compressibility is dominated by the compression behaviour of the tetrahedral network, while the size of the substituted cation plays a minor role