11,303 research outputs found

    UNDERSTANDING THE FUNCTIONAL CENTRAL LIMIT THEOREMS WITH SOME APPLICATIONS TO UNIT ROOT TESTING WITH STRUCTURAL CHANGE

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    This paper analyzes and employs two versions of the Functional Central Limit Theorem within the framework of a unit root with a structural break. Initial attention is focused on the probabilistic structure of the time series to be considered. Later, attention is placed on the asymptotic theory for nonstationary time series proposed by Phillips (1987a), which is applied by Perron (1989) to study the effects of an (assumed) exogenous structural break on the power of the augmented Dickey-Fuller test and by Zivot and Andrews (1992) to criticize the exogeneity assumption and propose a method for estimating an endogenous breakpoint. A systematic method for dealing with e¢ ciency issues is introduced by Perron and RodrÌguez (2003), which extends the Generalized Least Squares detrending approach due to Elliott, Rothenberg, and Stock (1996)Hypothesis Testing, Unit Root, Structural Break, Functional Central Limit Theorem, Weak Convergence, Wiener Process, Ornstein-Uhlenbeck Process

    Continuous harmonic analysis and power quality measurements in three-phase systems

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    A virtual instrument, named Power Quality Meter, is presented for (a) measuring power consumption and harmonics in three-phase systems, under non-sinusoidal and imbalance conditions (b) detecting, classifying and organizes power disturbance events. Measurement of the power consumption follows the formulation proposed by the members of the IEEE Working Group on Nonsinusoidal Situations (1996). So, definitions are based on the analysis of functions in the frequency domain, separating the fundamental terms from the harmonic terms of the Fourier series. The virtual instrument has been developed too for monitoring and measuring power disturbances, which are automatically classified and organized in a database while they are being recorded. Software tools use the database structure to present summaries of power disturbances and locate an event by severity or time of occurrence. Records of actual measurements are included to demonstrate the versatility of the instrument

    Some notes for reading Freud after the First World War

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    Three Outbreaks on the Literary Horizon of Modernity and Postmodernity (Notes on Jacobson, Sterne, The Invisible Woman and Godard’s Dictionary)

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    Considero que la estética es una de las maneras de configurar la imagen del “yo-soy-libre porque he nacido libre por naturaleza”. Que es a su vez el eje del inconsciente ideológico/ libidinal del capitalismo. Pues no olvidemos que por un lado están las relaciones socio-vitales existentes y por otro lado la forma en que esas relaciones sociales nos configuran: configuran nuestra manera de vivirlas, de pensarlas, de experienciarlas; nuestra forma de concebir tales realidades vitales. A eso lo llamo nuestro inconsciente ideológico/ libidinal. No sin problemas o enigmas
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