3,001 research outputs found

    Testing for Breaks Using Alternating Observations

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    This paper proposes several new tests for structural change in the multivariate linear regression model. One of the most popular alternatives are Sup-Wald type tests along the lines of Bai, Lumsdaine and Stock (1998), which Bernard,Idoudi, Khalaf and YĆ©lou (2007) show to have very large size distortions, especially for high dimensional systems. They propose the use of Monte Carlo type tests to control for size in finite samples. In this paper we propose several procedures that find a balance between the two previous approaches. We first estimate the break point using alternating observations, and then use the estimated breakpoint to create a test statistic either with the whole sample or with the observations not used for the breakpoint estimation. For the latter approach, it is then possible to use Monte Carlo methods to control size. In contrast to the Sup-Wald type tests, which have non-standard asymptotic distributions, we show that our tests are asymptotically distributed Chisquare using methods similar to those in Andrews (2004). Additionally, our tests stay asymptotically valid even when the distributional assumption made for the Monte Carlo adjustments is incorrect. We illustrate the new test statistics in the univariate context of discount rates and changes in the interest rates, and also in the multivariate setting of the Capital Asset Pricing Model.structural stability; structural change; multivariage linear regression model; breaks; Monte Carlo test; CAPM; discount rate

    Two-electron lateral quantum-dot molecules in a magnetic field

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    Laterally coupled quantum dot molecules are studied using exact diagonalization techniques. We examine the two-electron singlet-triplet energy difference as a function of magnetic field strength and investigate the magnetization and vortex formation of two- and four-minima lateral quantum dot molecules. Special attention is paid to the analysis of how the distorted symmetry affects the properties of quantum-dot molecules.Comment: 18 pages, 26 figure

    Presenting Distributive Laws

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    Distributive laws of a monad T over a functor F are categorical tools for specifying algebra-coalgebra interaction. They proved to be important for solving systems of corecursive equations, for the specification of well-behaved structural operational semantics and, more recently, also for enhancements of the bisimulation proof method. If T is a free monad, then such distributive laws correspond to simple natural transformations. However, when T is not free it can be rather difficult to prove the defining axioms of a distributive law. In this paper we describe how to obtain a distributive law for a monad with an equational presentation from a distributive law for the underlying free monad. We apply this result to show the equivalence between two different representations of context-free languages

    Vulnerability in illness: household healthcare-seeking processes during maternal and child illness in rural Lao PDR

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    Background: Despite considerable progress, m aternal and child mortality persists and continues to affect many low-income countries, to the extent that the Millennium Development Goals (MDG) 4 and 5 will not be reached. This calls for a broader range of information that will enhance the understanding of the different dimensions of healthcare-seeking. This must be grounded in peopleā€™s social reality, not least among remote, rural populations. Aim: The overall aim is to contribute new knowledge on household healthcare-seeking processes, and coping strategies during maternal and child illness, in the context of Lao PDR. Methods: The data originates from two main studies. The first one took place in Xekong and Savannakhet provinces (Articles I-III) and explored how healthcare-seeking takes place and the rationales behind those processes during child illness, pregnancy and childbir th. In each of six rural communities, focus group discussions (FGDs) and in-depth semi-structured interviews were conducted with mothers and fathers to children under five; pregnant women and grandmothers; and a variety of healthcare providers. The second study took place in the provinces of Phongsaly, Vientiane and Attapeu and aimed to describe householdsā€™ experiences of shocks when facing drought, pest infestation, divorce and disease (article IV). In 11 communities, FGDs and in-depth semi-structured interviews were conducted. Interviews with households that had experienced serious maternal and child illness were analyzed for sources of vulnerability, coping strategies and shock consequences. Transcripts of the data collected were analyzed and guided by in terpretive description. Results: Several households had experienced serious health shocks. High costs (medical and non-medical), limited possibilities to rapidly mobilize cash and long distances to health facilities were barriers for seeking healthcare (IV ). Only in communities with poor access to healthcare facilities had the death of children - after only consulting traditional healers ā€“ occurred (I). In healthcare-seeking processes, delays were observed at household level due to either difficulty in asse ssing the severity of illness symptoms or to disagreements between spouses and between parents and grandparents (I). During important situations such as the first trimester of pregnancy and childbirth, grandmothers were considered important sources of advi ce for young women. Their status was in part based on the impressive changes they had themselves experienced in childbirth practices (III). The risks of dying outside the community had influenced women to seek local healthcare providers (I ), as had their l ack of knowledge about the expectations and social norms of health facilities (II). Conclusions: Sources of vulnerability are many, including the inability to mobilize cash to pay for healthcare despite severe illness; and the spending of savings and sell ing assets, which nevertheless would not always result in the recovery of the family member. Understanding if, how and when healthcare-seeking is initiated, stopped or continued is important in reaching out to groups in areas that are poorly served or not yet using healthcare services. This is one of many challenges in achieving MDG 4 and 5

    Far-infrared spectra of lateral quantum dot molecules

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    We study effects of electron-electron interactions and confinement potential on the magneto-optical absorption spectrum in the far-infrared range of lateral quantum dot molecules. We calculate far-infrared (FIR) spectra for three different quantum dot molecule confinement potentials. We use accurate exact diagonalization technique for two interacting electrons and calculate dipole-transitions between two-body levels with perturbation theory. We conclude that the two-electron FIR spectra directly reflect the symmetry of the confinement potential and interactions cause only small shifts in the spectra. These predictions could be tested in experiments with nonparabolic quantum dots by changing the number of confined electrons. We also calculate FIR spectra for up to six noninteracting electrons and observe some additional features in the spectrum.Comment: For better quality Figs download manuscript from http://www.fyslab.hut.fi/~mma/FIR/Helle_qdmfir.ps.g

    Singlet-triplet oscillations and far-infrared spectrum of four-minima quantum-dot molecule

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    We study ground states and far-infrared spectra (FIR) of two electrons in four-minima quantum-dot molecule in magnetic field by exact diagonalization. Ground states consist of altering singlet and triplet states, whose frequency, as a function of magnetic field, increases with increasing dot-dot separation. When the Zeeman energy is included, only the two first singlet states remain as ground states. In the FIR spectra, we observe discontinuities due to crossing ground states. Non-circular symmetry induces anticrossings, and also an additional mode above Ļ‰+\omega_+ in the spin-triplet spectrum. In particular, we conclude that electron-electron interactions cause only minor changes to the FIR spectra and deviations from the Kohn modes result from the low-symmetry confinement potential.Comment: 4 pages, 3 figures, QD2004 conference paper, accepted in Physica

    Scaling Laws of Stress and Strain in Brittle Fracture

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    A numerical realization of an elastic beam lattice is used to obtain scaling exponents relevant to the extent of damage within the controlled, catastrophic and total regimes of mode-I brittle fracture. The relative fraction of damage at the onset of catastrophic rupture approaches a fixed value in the continuum limit. This enables disorder in a real material to be quantified through its relationship with random samples generated on the computer.Comment: 4 pages and 6 figure
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