End-of-Sample Cointegration Breakdown Tests

This paper introduces tests for cointegration breakdown that may occur over a relatively short time period, such as at the end of the sample. The breakdown may be due to a shift in the cointegrating vector or due to a shift in the errors from being I(0) to being I(1). Tests are introduced based on the post-breakdown sum of squared residuals and the post-breakdown sum of squared reverse partial sums of residuals. Critical values are provided using a parametric subsampling method. The regressors in the model are taken to be arbitrary linear combinations of deterministic, stationary, and integrated random variables. The tests are asymptotically valid when the number of observations in the breakdown period, m, is fixed and finite as the total sample size, T+m, goes to infinity. The tests are asymptotically valid under weak conditions. Simulation results indicate that the tests work well in the scenarios considered. Use of the tests is illustrated by testing for interest rate parity breakdown during the Asian financial crisis of 1997.Cointegration, Least squares estimator, Model breakdown, Parameter change test, Structural change

End-of-Sample Cointegration Breakdown Tests

This paper introduces tests for cointegration breakdown that may occur over a relatively short time period, such as at the end of the sample. The breakdown may be due to a shift in the cointegrating vector or due to a shift in the errors from being I (0) to being I (1). Tests are introduced based on the post-breakdown sum of squared residuals and the post-breakdown sum of squared reverse partial sums of residuals. Critical values are provided using a parametric subsampling method. The regressors in the model are taken to be arbitrary linear combinations of deterministic, stationary, and integrated random variables. The tests are asymptotically valid when the number of observations in the breakdown period, m , is fixed and finite as the total sample size, T + m , goes to infinity. The tests are asymptotically valid under weak conditions. Simulation results indicate that the tests work well in the scenarios considered. Use of the tests is illustrated by testing for interest rate parity breakdown during the Asian financial crisis of 1997

Mechanism of Enhancement in Electromagnetic Properties of MgB2 by Nano SiC Doping

A comparative study of pure, SiC, and C doped MgB2 wires has revealed that the SiC doping allowed C substitution and MgB2 formation to take place simultaneously at low temperatures. C substitution enhances Hc2, while the defects, small grain size, and nanoinclusions induced by C incorporation and low-temperature processing are responsible for the improvement in Jc. The irreversibility field (Hirr) for the SiC doped sample reached the benchmarking value of 10 T at 20 K, exceeding that of NbTi at 4.2 K. This dual reaction model also enables us to predict desirable dopants for enhancing the performance properties of MgB2

Enhancement of electrical properties in Al-doped ZnO films by tuning dc bias voltage during radio frequency magnetron sputtering

Al-doped ZnO (AZO) thin films were deposited at room temperature on glass substrates by rf magnetron sputtering with simultaneous dc bias through an external inductor coil. The deposition rates of AZO films deposited using simultaneous rf and dc power along with an inductor coil were 20 higher than those deposited using only rf power. The effects of simultaneous rf and dc bias voltage during the deposition of AZO films were investigated in terms of their resistivity and compressive stress. It was observed that the AZO films deposited at 120 W rf power with 600 μH inductor coil exhibit the lowest resistivity of 6.71 à 10-4 Ïṡcm. © 2012 Elsevier B.V. All rights reserved

Constraint on teleportation over multipartite pure states

We first define a quantity exhibiting the usefulness of bipartite quantum states for teleportation, called the quantum teleportation capability, and then investigate its restricted shareability in multi-party quantum systems. In this work, we verify that the quantum teleportation capability has a monogamous property in its shareability for arbitrary three-qutrit pure states by employing the monogamy inequality in terms of the negativity.Comment: 4 pages, 1 figur

Bistable Organic Memory Device with Gold Nanoparticles Embedded in a Conducting Poly(N-vinylcarbazole) Colloids Hybrid

We report on the nonvolatile memory characteristics of a bistable organic memory (BOM) device with Au nanopartides (NPs) embedded in a conducting poly(N-vinylcarbazole) (PVK) colloids hybrid layer deposited on flexible poly(ethylenete-rephthalate) (PET) substrates. Transmission electron microscopy (TEM) images show the Au nanoparticles distributed isotropically around the surface of a PVK colloid. The average induced charge on Au nanoparticles, estimated using the C-V hysteresis curve, was large, as much as 5 holes/NP at a sweeping voltage of +/-3 V. The maximum ON/OFF ratio of the current bistability in the BOM devices was as large as 1 x 10(5). The cycling endurance tests of the ON/OFF switching exhibited a high endurance of above 1.5 x 10(5) cycles, and a high ON/OFF ratio of similar to 10(5) could be achieved consistently even after quite a long retention time of more than 1 x 10(6) s. To clarify the memory mechanism of the hole-mediated bistable organic memory device, the interactions between Au nanoparticles and poly(N-vinylcarbazole) colloids was studied by estimating the density of states and projected density of state calculations using density functional theory. Au atom interactions with a PVK unit decreased the band gap by 2.96 eV with the new induced gap states at 5.11 eV (HOMO, E(0)) and LUMO 4.30 eV and relaxed the HOMO level by 0.5 eV (E(1)). E(1) at similar to 6.2 eV is very close to the pristine HOMO, and thus the trapped hole in E(1) could move to the HOMO of pristine PVK From the experimental data and theoretical calculation, it was revealed that a low-conductivity state resulted from a hole trapping at E(o) and E(1) states and subsequent hole transportation through Fowler-Nordheim tunneling from E(1) state to Au NPs and/or interface trap states leads to a high conductivity state

Facilitating target search in polymer networks Effects of target size and mixed one dimensional and three dimensional diffusion

We theoretically investigate the problem of diffusive target search and mean first passage times MFPTs of a tracer in a three dimensional 3D polymer network with a particular focus on the effects of combined one dimensional 1D diffusion along the polymer chains and 3D diffusion within the network. For this, we employ computer simulations as well as limiting theories of a single diffusive tracer searching for a spherical target fixed at a cross link of a homogeneous 3D cubic lattice network. The free parameters are the target size, the ratio of the 1D and 3D friction constants, and the transition probabilities between bound and unbound states. For a very strongly bound tracer on the chains, the expected predominant set of 1D lattice diffusion LD is found. The MFPT in the LD process significantly depends on the target size, yielding two distinct scaling behaviors for target sizes smaller and larger than the network mesh size, respectively. In the limit of a pointlike target, the LD search becomes a random walk process on the lattice, which recovers the analytical solution for the MFPT previously reported by S. Condamin, O. B nichou, and M. Moreau [Phys. Rev. Lett. 95, 260601 2005 ]. For the very weakly bound tracer, the expected 3D free diffusion FD dominates, extrapolating to the well known Smoluchowski limit. A critical target size is found above which the MFPT in the FD process is faster than in the LD process. For intermediate binding, i.e., a combination of LD and FD processes, the target search time can be minimized for an optimal range of target sizes and partitions between FD and LD, for which the MFPTs are substantially faster when compared to the limiting FD or LD processes. Our study may provide a theoretical basis to better understand and predict search and reaction processes in complex structured materials, thereby contributing to practical applications such as designing nanoreactors where catalytic targets are immobilized in polymer network

Individual radial growth model for uneven-aged mixed oak forests in central Korea

This study suggested an individual radial growth model for three oak species (Quercus ariabilis, Q. acutissima and Q. mongolica) in mixed and uneven-aged oak stands in central South Korea. The site quality dependent model showed relatively better statistical performance than the site quality independent model. Different components, such as tree age, tree size, competition and growing site, were employed to build and evaluate the individual radial growth model. The components of age, tree size and competition were proven to have significant effects on the tree radial growth. The age and the competition had negative effects on the radial growth, while the tree size had a positive effect. The age effect on the radial growth was greater for larger trees and with lower competition. The tree size was also expected to have a greater effect on younger trees and with lower competition. The competition had greater negative effects on younger and bigger trees. The classical site index, derived from the mean age and dominant height, was proven to not be applicable to the individual radial growth model. Among the topographical factors, only the aspect index was proven to be statistically significant for explaining the radial growth. These analyses of the effects of the different components on the radial growth of oak species were found to be reasonable and consistent with well-known silvicultural experiences

Tuning the permeability of regular polymeric networks by the cross link ratio

The amount of cross linking in the design of polymer materials is a key parameter for the modification of numerous physical properties, importantly, the permeability to molecular solutes. We consider networks with a diamond like architecture and different cross link ratios, concurring with a wide range of the polymer volume fraction. We particularly focus on the effect and the competition of two independent component specific solute polymer interactions, i.e., we distinguish between chain monomers and cross linkers, which individually act on the solutes and are altered to cover attractive and repulsive regimes. For this purpose, we employ coarse grained, Langevin computer simulations to study how the cross link ratio of polymer networks controls the solute partitioning, diffusion, and permeability. We observe different qualitative behaviors as a function of the cross link ratio and interaction strengths. The permeability can be tuned ranging over two orders of magnitude relative to the reference bulk permeability. Finally, we provide scaling theories for the partitioning and diffusion that explicitly account for the component specific interactions as well as the cross link ratio and the polymer volume fraction. These are in overall good agreement with the simulation results and grant insight into the underlying physics, rationalizing how the cross link ratio can be exploited to tune the solute permeability of polymeric network