Stability tests for heterogeneous panel data

This paper proposes a new test for structural instability in heterogeneous panels. The test builds on the seminal work of Andrews (2003) originally developed for time series. It is robust to non-normal, heteroskedastic and serially correlated errors, and allows for the number of post break observations to be small. Importantly, the test considers the alternative of a break affecting only some - and not all - individuals of the panel. Under mild assumptions the test statistic is shown to be asymptotically normal, thanks to the additional cross sectional dimension of panel data. This greatly facilitates the calculation of critical values. Monte Carlo experiments show that the test has good size and power under a wide range of circumstances. The test is then applied to investigate the effect of the Euro on trade.structural change ; end-of-sample instability tests ; heterogeneous panels ; Monte Carlo ; Euro effect on trade

Stability tests for heterogeneous panel data

This paper proposes a new test for structural instability in heterogeneous panels. The test builds on the seminal work of Andrews (2003) originally developed for time series. It is robust to non-normal, heteroskedastic and serially correlated errors, and allows for the number of post break observations to be small. Importantly, the test considers the alternative of a break affecting only some - and not all - individuals of the panel. Under mild assumptions the test statistic is shown to be asymptotically normal, thanks to the additional cross sectional dimension of panel data. This greatly facilitates the calculation of critical values. Monte Carlo experiments show that the test has good size and power under a wide range of circumstances. The test is then applied to investigate the effect of the Euro on trade.Ce papier propose un nouveau test pour détecter des changements structurels en fin d'échantillon dans des panels hétérogènes. Le test se construit sur le travail de Andrews (2003) conçu à l'origine pour des données temporelles. Le test est robuste à des erreurs non normales, hétéroscédastiques et autocorrélées. De plus, il permet au nombre d'observations suivant le changement structurel d'être petit. Le test considère l'hypothèse alternative que le changement structurel affecte seulement certains individus. Malgré des suppositions générales, la statistique du test est distribuée telle une normale. Cette propriété facilite grandement le calcul de valeurs critiques. Des résultats d'expériences de type Monte Carlo démontrent les excellentes propriétés du test. Pour finir, l'utilisation du test est illustré dans une évaluation de l'impact de l'Euro sur le commerce européen

A biologically inspired meta-control navigation system for the Psikharpax rat robot

A biologically inspired navigation system for the mobile rat-like robot named Psikharpax is presented, allowing for self-localization and autonomous navigation in an initially unknown environment. The ability of parts of the model (e. g. the strategy selection mechanism) to reproduce rat behavioral data in various maze tasks has been validated before in simulations. But the capacity of the model to work on a real robot platform had not been tested. This paper presents our work on the implementation on the Psikharpax robot of two independent navigation strategies (a place-based planning strategy and a cue-guided taxon strategy) and a strategy selection meta-controller. We show how our robot can memorize which was the optimal strategy in each situation, by means of a reinforcement learning algorithm. Moreover, a context detector enables the controller to quickly adapt to changes in the environment-recognized as new contexts-and to restore previously acquired strategy preferences when a previously experienced context is recognized. This produces adaptivity closer to rat behavioral performance and constitutes a computational proposition of the role of the rat prefrontal cortex in strategy shifting. Moreover, such a brain-inspired meta-controller may provide an advancement for learning architectures in robotics

Imaging of 316H SENT creep sample subjected to oxidation at high temperature

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Intergranular creep crack monitoring in 316H using Digital Image Correlation

International audienceAt elevated temperature (550°C) intergranular creep cracks have been observed in thermally and environmentally aged 316H stainless steel. To improve the understanding of mechanisms responsible of creep cracking, micromechanical experiments are proposed. An identification procedure of the crack tip position based on kinematic measurements is presented. Finite element simulations of intergranular cracks in bycristals have been performed and used as test fields to deform experimental images and to validate the image processing used for the identification

Algorithmic differentiation applied to the optimal calibration of a shallow water model

International audienceThe information on sensitivity provided by derivatives is indispensable in many fields of science. In numerical analysis, computing the accurate value of the derivatives of a function can be a challenge. The classical Finite Differences (FD) method is a simple solution to implement when estimating the value of a derivative. However, it remains highly sensitive numerically and costly in calculation time. Conversely, the Algorithmic Differentiation Method (AD) is a powerful tool for calculating the derivatives of a function described by a computer program. Whatever the complexity of the algorithms implemented in the expression of a function, AD calculates its derivative accurately and reduces development efforts. This article presents the contribution of AD in comparison to FD in the problem of calibrating an industrial class 1D shallow water model. Model calibration is performed by a deterministic mathematical optimiser requiring accurate calculation of the sensitivity of the water surface profile in relation to the friction on a river bed. Two comparative real test cases are presented. They permit validating the better performance expected from AD as a tool used to obtain optimal calibration.Les informations de sensibilité fournies par les dérivées sont indispensables en science dans de nombreux domaines. En analyse numérique, calculer très précisément la valeur des dérivées d'une fonction d'un simulateur physique peut relever du défi. La méthode classique des Différences Finies (DF) est une solution simple à mettre en oeuvre pour estimer la valeur d'une dérivée. Cependant, elle reste très sensible numériquement et coûteuse en temps de calcul. A contrario la méthode de la Différentiation Algorithmique (DA) est une aide puissante pour le calcul des dérivées d'une fonction décrite au moyen d'un programme informatique. Quelle que soit la complexité des algorithmes mis en oeuvre dans l'expression d'une fonction, elle calcule précisément sa dérivée en minimisant les efforts de développement. Cet article montre l'apport de la DA en comparaison des DF sur le problème du calage d'un modèle hydraulique à surface libre 1D de classe industrielle. Le calage du modèle est réalisé par un optimiseur mathématique déterministe nécessitant le calcul précis de la sensibilité de la cote d'eau par rapport au frottement sur le fond de la rivière. Deux cas tests réels de comparaison sont présentés. Ils permettent de valider la supériorité attendue de la DA comme outil d'aide à l'obtention d'un calage optimal

Anomalous crustal movements with low seismic efficiency - Campi Flegrei, Italy and some examples in Japan

Campi Flegrei is a unique volcanic region located near Naples, Italy. Anomalous crustal movements at Pozzuoli in Campi Flegrei have been documented since the Roman period. The movements were gradual and have continued to the present, occasionally accompanying swarms of local earthquakes and volcanic eruptions. Generally the movements proceed with low seismicity. After the 1538 eruption of Monte Nuovo, Pozzuoli had subsided monotonously, but it changed to uplift abruptly in 1969. The uplift accelerated in 1983 and 1984 reaching more than 2 m, and thereafter began to subside. Many discussions of this event have been published. In Japan, we have examples of deformations similar to those at Campi Flegrei, mainly in volcanic areas, and rarely in non-volcanic areas. The former includes Iwojima, Miyakejima and Aira caldera while the latter is represented by Cape Omaezaki. Iwojima is a volcano island, and its secular uplifts since the 18th century are recognized as an unusual event. Miyakejima volcano and Aira caldera exhibited anomalous movements with low seismicity after their eruptions. Cape Omaezaki is not situated in volcanic zone but near a subduction zone, and gradually and continuously subsides as a precursor to a large earthquake. In such cases as Campi Flegrei and the Japanese localities, we would question whether the deformations are accompanied by normal seismicity or low seismicity. To examine quantitatively the relationship between seismicity and related deformation, seismic efficiency is generally useful. The crustal deformations in all the regions cited above are characterized by exceptionally low seismic efficiencies. In the present paper, the deformations at Pozzuoli and Iwojima are mainly described and a comparative discussion among these and other localities in Japan is supplemented. It is concluded that such anomalous phenomena in volcanic areas are attributable to peculiar rheological aspects of the material composing the local upper crust, and the deformation in a non-volcanic area is of tectonic origin

Comparison of MRI properties between multimeric DOTAGA and DO3A gadolinium-dendron conjugates

The inherent lack of sensitivity of MRI needs the development of new Gd contrast agents in order to extend 20Hz,37%, the application of this technique to cellular imaging. For this purpose, two multimeric MR contrast agents obtained by peptidic coupling between an amido amine dendron and GdDOTAGA chelates (premetalation strategy, G1-4GdDOTAGA) or DO3A derivatives which then were postmetalated (G1-4GdDO-3A) have been prepared. By comparison to the monomers, an increase of longitudinal relaxivity has been observed for both structures. Especially for G1-4GdDO-3A, a marked increase is observed between 20 and 60 MHz. This structure differs from G1-4GdDOTAGA by an increased rigidity due to the aromatic linker between each chelate and the organic framework. This has the effect of limiting local rotational movements, which has a positive impact on relaxivity