685 research outputs found

    Estimating a semi-parametric duration model without specifying heterogeneity

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    This paper presents a new estimator for the mixed proportional hazard model that allows for a nonparametric baseline hazard and time-varying regressors. In particular, this paper allows for discrete measurement of the durations as happens often in practice.

    Dynamic time series binary choice

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    This paper considers dynamic time series binary choice models. It shows in a time series setting the validity of the dynamic probit likelihood procedure when lags of the dependent binary variable are used as regressors, and it establishes the asymptotic validity of Horowitz' smoothed maximum score estimation of dynamic binary choice models with lags of the dependent variable as regressors. The latent error is explicitly allowed to be correlated. It turns out that no long-run variance estimator is needed for the validity of the smoothed maximum score procedure in the dynamic time series framework. One novel aspect of this paper is a proof that weak dependence properties hold for dynamic binary choice models with correlated errorsbinary choice; near epoch dependence; asymptotic theory; smoothed maximum score

    Dynamic time series binary choice

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    This paper considers dynamic time series binary choice models. It proves near epoch dependence and strong mixing for the dynamic binary choice model with correlated errors. Using this result, it shows in a time series setting the validity of the dynamic probit likelihood procedure when lags of the dependent binary variable are used as regressors, and it establishes the asymptotic validity of Horowitz?smoothed maximum score estimation of dynamic binary choice models with lags of the dependent variable as regressors. For the semiparametric model, the latent error is explicitly allowed to be correlated. It turns out that no long-run variance estimator is needed for the validity of the smoothed maximum score procedure in the dynamic time series framework.

    Polarization-modulation setup for ultrafast infrared anisotropy experiments to study liquid dynamics

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    An infrared pump-probe setup using rapid polarization modulation has been developed to perform time-resolved vibrational anisotropy measurements. A photo-elastic modulator is used as a rapidly switchable half-wave plate, enabling the measurement of transient absorptions for parallel and perpendicular polarizations of the pump and probe pulses on a shot-to-shot basis. In this way, infrared intensity fluctuations are nearly completely canceled, significantly enhancing the accuracy of the transient-anisotropy measurement. The method is tested on the OD-stretch vibration of HDO in H2O, for which the signal-to-noise ratio is found to be 4 times better than with conventional methods

    On the origin of the extremely different solubilities of polyethers in water

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    The solubilities of polyethers are surprisingly counter-intuitive. The best-known example is the difference between polyethylene glycol ([–CH2–CH2–O–]n) which is infinitely soluble, and polyoxymethylene ([–CH2–O–]n) which is completely insoluble in water, exactly the opposite of what one expects from the C/O ratios of these molecules. Similar anomalies exist for oligomeric and cyclic polyethers. To solve this apparent mystery, we use femtosecond vibrational and GHz dielectric spectroscopy with complementary ab initio calculations and molecular dynamics simulations. We find that the dynamics of water molecules solvating polyethers is fundamentally different depending on their C/O composition. The ab initio calculations and simulations show that this is not because of steric effects (as is commonly believed), but because the partial charge on the O atoms depends on the number of C atoms by which they are separated. Our results thus show that inductive effects can have a major impact on aqueous solubilities

    Two-Dimensional Infrared Spectroscopy of Antiparallel β-Sheet Secondary Structure

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    We investigate the sensitivity of femtosecond Fourier transform two-dimensional infrared spectroscopy to protein secondary structure with a study of antiparallel β-sheets. The results show that 2D IR spectroscopy is more sensitive to structural differences between proteins than traditional infrared spectroscopy, providing an observable that allows comparison to quantitative models of protein vibrational spectroscopy. 2D IR correlation spectra of the amide I region of poly-L-lysine, concanavalin A, ribonuclease A, and lysozyme show cross-peaks between the IR-active transitions that are characteristic of amide I couplings for polypeptides in antiparallel hydrogen-bonding registry. For poly-L-lysine, the 2D IR spectrum contains the eight-peak structure expected for two dominant vibrations of an extended, ordered antiparallel β-sheet. In the proteins with antiparallel β-sheets, interference effects between the diagonal and cross-peaks arising from the sheets, combined with diagonally elongated resonances from additional amide transitions, lead to a characteristic “Z”-shaped pattern for the amide I region in the 2D IR spectrum. We discuss in detail how the number of strands in the sheet, the local configurational disorder in the sheet, the delocalization of the vibrational excitation, and the angle between transition dipole moments affect the position, splitting, amplitude, and line shape of the cross-peaks and diagonal peaks.
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