Single-Particle Spectrum of Pure Neutron Matter

We have calculated the self-consistent auxiliary potential effects on the binding energy of neutron matter using the Brueckner Hartree Fock approach by adopting the Argonne V18 and CD-Bonn potentials. The binding energy with the four different choices for the self-consistent auxiliary potential is discussed. Also, the binding energy of neutron matter has been computed within the framework of the self-consistent Green s function approach. We also compare the binding energies obtained in this study with those obtained by various microscopic approaches.Comment: 5 pages,4 figures in Journal of the Physical Society of Japan Volume 84, Issue 3 (March 15, 2015) Journal of the Physical Society of Japan Volume 84, Issue 2 (February 15, 2015). arXiv admin note: text overlap with arXiv:1310.1547 by other author

Impact of Financial Liberalization on Financial Depth in Iraq

This paper examines the Mackinnon-Show hypothesis i.e. financial liberalization promotes financial depth in case of Iraq. Iraq launched a comprehensive program of economic and financial liberalization since 2003. Thus, this paper aims to answer the key question that “is financial liberalization stimulated the financial depth in Iraq?”. By applying the ARDL Autoregressive Distributed Lag model on quarterly data during the period 2005- 2010, the paper finds that the liberalization of interest rates as a proxy of financial liberalization stimulated the financial depthonly in the long-run in the case of Iraq.

Structural Change in Covariance and Exchange Rate Pass-Through: The Case of Canada

The authors address empirically the implications of structural breaks in the variance-covariance matrix of inflation and import prices for changes in pass-through. They define pass-through within a correlated vector autoregression (VAR) framework as the response of domestic inflation to an impulse in import price inflation. This approach allows them to examine changes in both the amount and the duration of pass-through.Econometric and statistical methods

Testing the Stability of the Canadian Phillips Curve Using Exact Methods

Postulating two different specifications for the Canadian Phillips curve (a purely backwardlooking model, and a partly backward-, partly forward-looking model), the authors test for structural breaks in the parameters of the equation. In each case, they account for the possibilities that: (i) breaks can be discrete, or continuous, and (ii) available data samples may be too small to justify using asymptotically valid structural-change tests. Thus, the authors use recent testing procedures that are valid in finite samples, applying the Dufour-Kiviet (1996) methodology for discrete-type breaks, and the Dufour (2002) Maximized Monte Carlo test method for continuous-type shifts. The second test accounts for nuisance parameters that appear only under the alternative. The proposed alternative is a Kalman-filter-based time-varying-parameter specification, with coefficients that follow random walks. The authors find evidence for linear and non-linear breaks, the latter being characterized by continuous and unpredictable-type shifts in the inflation-dynamics coefficients.Econometric and statistical methods

Shift insulators: rotation-protected two-dimensional topological crystalline insulators

We study a two-dimensional (2D) tight-binding model of a topological crystalline insulator (TCI) protected by rotation symmetry. The model is built by stacking two Chern insulators with opposite Chern numbers which transform under conjugate representations of the rotation group, e.g. $p_\pm$ orbitals. Despite its apparent similarity to the Kane-Mele model, it does not host stable gapless surface states. Nevertheless the model exhibits topological responses including the appearance of quantized fractional charge bound to rotational defects (disclinations) and the pumping of angular momentum in response to threading an elementary magnetic flux, which are described by a mutual Chern-Simons coupling between the electromagnetic gauge field and an effective gauge field corresponding to the rotation symmetry. In addition, we show that although the filled bands of the model do not admit a symmetric Wannier representation, this obstruction is removed upon the addition of appropriate atomic orbitals, which implies `fragile' topology. As a result, the response of the model can be derived by representing it as a superposition of atomic orbitals with positive and negative integer coefficients. Following the analysis of the model, which serves as a prototypical example of 2D TCIs protected by rotation, we show that all TCIs protected by point group symmetries which do not have protected surface states are either atomic insulators or fragile phases. Remarkably, this implies that gapless surface states exist in free electron systems if and only if there is a stable Wannier obstruction. We then use dimensional reduction to map the problem of classifying 2D TCIs protected by rotation to a zero-dimensional (0D) problem which is then used to obtain the complete non-interacting classification of such TCIs as well as the reduction of this classification in the presence of interactions.Comment: 33 pages, 16 figure

On a batch arrival queuing system equipped with a stand-by server during vacation periods or the repairs times of the main server

This Article is provided by the Brunel Open Access Publishing Fund - Copyright @ 2011 Hindawi PublishingWe study a queuing system which is equipped with a stand-by server in addition to the main server. The stand-by server provides service to customers only during the period of absence of the main server when either the main server is on a vacation or it is in the state of repairs due to a sudden failure from time to time. The service times, vacation times, and repair times are assumed to follow general arbitrary distributions while the stand-by service times follow exponential distribution. Supplementary variables technique has been used to obtain steady state results in explicit and closed form in terms of the probability generating functions for the number of customers in the queue, the average number of customers, and the average waiting time in the queue while the MathCad software has been used to illustrate the numerical results in this work

Factors Affecting the Formation, Severity and Location of White Spot Lesions during Orthodontic Treatment with Fixed Appliances

Date of Acceptance: 24/02/2014 Copyright © Khalaf K. Published in the JOURNAL OF ORAL & MAXILLOFACIAL RESEARCH (http://www.ejomr.org), 1 April 2014. This is an open-access article, first published in the JOURNAL OF ORAL & MAXILLOFACIAL RESEARCH, distributed under the terms of the Creative Commons Attribution-Noncommercial-No Derivative Works 3.0 Unported License, which permits unrestricted non-commercial use, distribution, and reproduction in any medium, provided the original work and is properly cited. The copyright, license information and link to the original publication on (http://www.ejomr.org) must be included. Acknowledgements: The author report no conflicts of interest related to this study. The author would like to thank Kim-Weng Tan (Dental School, University of Aberdeen) for his help in the collection of some of the data and Dr. Tatiana Macfarlane (Dental School, University of Aberdeen) for her comments on the manuscript.Non peer reviewedPublisher PD

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and in certain cases outperform the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth. Cet article propose des procédures exactes pour tester la spécification SURE (régressions empilées) dans le contexte des régressions linéaires multivariées, i.e. si les perturbations des différentes équations sont corrélées ou non. Nous appliquons la technique des tests de Monte Carlo (MC) [Dwass (1957), Barnard (1963)] pour obtenir des tests d'indépendance exacts fondés sur les critères du quotient de vraisemblance (LR) et du multiplicateur de Lagrange (LM). Nous suggérons aussi un critère du type quasi-quotient de vraisemblance (QLR) dérivé sur base des moindres carrés généralisés réalisables (FGLS). Nous démontrons que ces statistiques sont libres de paramètres de nuisance sous l'hypothèse nulle, ce qui justifie l'application des tests de Monte Carlo. Par ailleurs, nous généralisons le test exact proposé par Harvey et Phillips (1982) au contexte des équations multiples. En particulier, nous proposons plusieurs tests induits basés sur des tests de type Harvey-Phillips et nous suggérons une technique basée sur des simulations afin de résoudre le problème de combinaison de tests. Nous évaluons les propriétés des tests que nous proposons dans le cadre d'une étude de Monte Carlo. Nos résultats montrent que les tests asymptotiques usuels présentent de sérieuses distorsions de niveau, alors que les tests de MC contrôlent parfaitement le niveau et ont une bonne puissance. De plus, les tests QLR se comportent bien du point de vue de la puissance; ce résultat est intéressant vu que les tests (multivariés) que nous proposons sont basés sur des simulations. La puissance des tests de MC induits augmente sensiblement par rapport aux tests fondés sur l'inégalité de Bonferroni et, dans certains cas, dépasse la puissance des tests de MC fondés sur la vraisemblance. Nous appliquons les tests sur des données utilisées par Fischer (1993) pour analyser des modèles de croissance.Seemingly unrelated regressions, SURE system, multivariate linear regression, contemporaneous correlation, exact test, finite-sample test, Monte Carlo test, bootstrap, induced test, LM test, likelihood ratio test, specification test, macroeconomics, growth, Régressions empilées, système SURE, test d'indépendance, régression linéaire multivariée, corrélation contemporaine, test exact, test à distance finie, test de Monte Carlo, bootstrap, test induit, test LM, quotient de vraisemblance, test de spécification, macroéconomie, croissance

Finite-Sample Simulation-Based Tests in Seemingly Unrelated Regressions

In this paper, we propose finite and large sample likelihood based test procedures for possibly non-linear hypotheses on the coefficients of SURE systems. Two complementary approaches are described. First, we propose an exact Monte Carlo bounds test based on the standard likelihood ratio criterion. Second, we consider alternative Monte Carlo tests which can be run whenever the bounds are not conclusive. These include, in particular, quasi-likelihood ratio criteria based on non-maximum-likelihood estimators. Illustrative Monte Carlo experiments show that: (i) the bounds are sufficiently tight to yield conclusive results in a large proportion of cases, and (ii) the randomized procedures correct all the usual size distortions in such contexts. The procedures proposed are finally applied to test restrictions on a factor demand model.Multivariate linear regression, Seemingly unrelated regressions, Monte Carlo test, Bounds test, Nonlinear hypothesis, Finite-sample test, Exact test, Bootstrap, Factor demand, Cost function