Testing for Cointegration with Nonstationary Volatility

The paper generalises recent unit root tests for nonstationary volatility to a multivariate context. Persistent changes in the innovation variance matrix lead to size distortions in conventional cointegration tests, and possibilities of increased power by taking the time-varying volatilities and correlations into account. The testing procedures are based on a likelihood analysis of the vector autoregressive model with a conditional covariance matrix that may be estimated nonparametrically. We find that under suitable conditions, adaptation with respect to the volatility matrix process is possible, in the sense that nonparametric volatility estimation does not lead to a loss of asymptotic local power

Enhanced flux pinning in YBa2Cu3O7-d films by nano-scaled substrate surface roughness

Nano-scaled substrate surface roughness is shown to strongly influence the critical current density Jc in YBCO films made by pulse-laser-deposition on the crystalline LaAlO3 substrates consisting of two separate twin-free and twin-rich regions. The nano-scaled corrugated surface was created in the twin-rich region during the deposition process. Using magneto-optical imaging techniques coupled with optical and atomic force microscopy, we observed an enhanced flux pinning in the YBCO films in the twin-rich region, resulted in \~30% increase in Jc, which was unambiguously confirmed by the direct transport measurement.Comment: 16 pages, 3 figures, accepted by Applied Physics Letter

Constraining the HI-Halo Mass Relation From Galaxy Clustering

We study the dependence of galaxy clustering on atomic gas mass using a sample of $\sim$16,000 galaxies with redshift in the range of $0.0025<z<0.05$ and HI mass of $M_{\rm HI}>10^8M_{\odot}$, drawn from the 70% complete sample of the Arecibo Legacy Fast ALFA survey. We construct subsamples of galaxies with $M_{\rm HI}$ above different thresholds, and make volume-limited clustering measurements in terms of three statistics: the projected two-point correlation function, the projected cross-correlation function with respect to a reference sample selected from the Sloan Digital Sky Survey, and the redshift-space monopole moment. In contrast to previous studies, which found no/weak HI-mass dependence, we find both the clustering amplitude on scales above a few Mpc and the bias factors to increase significantly with increasing HI mass for subsamples with HI mass thresholds above $10^9M_{\odot}$. For HI mass thresholds below $10^9M_{\odot}$, while the measurements have large uncertainties caused by the limited survey volume and sample size, the inferred galaxy bias factors are systematically lower than the minimum halo bias factor from mass-selected halo samples. The simple halo model, in which galaxy content is only determined by halo mass, has difficulties in interpreting the clustering measurements of the HI-selected samples. We extend the simple model by including the halo formation time as an additional parameter. A model that puts HI-rich galaxies into halos that formed late can reproduce the clustering measurements reasonably well. We present the implications of our best-fitting model on the correlation of HI mass with halo mass and formation time, as well as the halo occupation distributions and HI mass functions for central and satellite galaxies. These results are compared with the predictions from semi-analytic galaxy formation models and hydrodynamic galaxy formation simulations.Comment: Accepted for publication in ApJ. The 2PCF measurements are available at http://sdss4.shao.ac.cn/guoh