AUTOMATIC TESTS for SUPER EXOGENEITY

We develop a new automatically-computable test for super exogeneity, using a variant of general-to-specific modelling. Based on the recent developments in impulse saturation applied to marginal models under the null that no impulses matter, we select the significant impulses for testing in the conditional. The approximate analytical non-centrality of the test is derived for a failure of invariance and for a failure of weak exogeneity when there is a shift in the marginal model. Monte Carlo simulations confirm the nominal significance levels under the null, and power against the two alternatives.super exogeneity, general-to-specific, test power, indicators, cobreaking

Regression Models with Data-based Indicator Variables

OLS estimation of an impulse-indicator coefficient is inconsistent, but its variance can be consistently estimated. Although the ratio of the inconsistent estimator to its standard error has a tdistribution, that test is inconsistent: one solution is to form an index of indicators. We provide Monte Carlo evidence that including a plethora of indicators need not distort model selection, permitting the use of many dummies in a general-to-specific framework. Although White’s (1980) heteroskedasticity test is incorrectly sized in that context, we suggest an improvement. Finally, a possible modification to impulse ‘intercept corrections’ is considered.

Regression Models with Data-based Indicator Variables

OLS estimation of an impulse-indicator coefficient is inconsistent, but its variance can be consistently estimated. Although the ratio of the inconsistent estimator to its standard error has a t-distribution, that test is inconsistent: one solution is to form an index of indicators. We provide Monte Carlo evidence that including a plethora of indicators need not distort model selection, permitting the use of many dummies in a general-to-specific framework. Although White's (1980) heteroskedasticity test is incorrectly sized in that context, we suggest an improvement. Finally, a possible modification to impulse intercept corrections is considered.

Selecting a Regression Saturated by Indicators

We consider selecting a regression model, using a variant of Gets, when there are more variables than observations, in the special case that the variables are impulse dummies (indicators) for every observation. We show that the setting is unproblematic if tackled appropriately, and obtain the finite-sample distribution of estimators of the mean and variance in a simple location-scale model under the null that no impulses matter. A Monte Carlo simulation confirms the null distribution, and shows power against an alternative of interest.indicators; regression saturation; subset selection; model selection

Saturation in autoregressive models

In this paper, we extend the impulse saturation algorithm to a class of dynamic models. We show that the procedure is still correctly sized for stationary AR(1) processes, independently of the number of splits used for sample partitions. We derive theoretical power when there is an additive outlier in the data, and present simulation evidence showing good empirical rejection frequencies against such an alternative. Extensive Monte Carlo evidence is presented to document that the procedure has good power against a level shift in the last rT% of the sample observations. This result does not depend on the level of serial correlation of the data and does not require the use of a (mis-specified) location-scale model, thus opening the door to an automatic class of break tests that could outperform those of the Bai-Perron type

Holographic Collisions in Non-conformal Theories

We numerically simulate gravitational shock wave collisions in a holographic model dual to a non-conformal four-dimensional gauge theory. We find two novel effects associated to the non-zero bulk viscosity of the resulting plasma. First, the hydrodynamization time increases. Second, if the bulk viscosity is large enough then the plasma becomes well described by hydrodynamics before the energy density and the average pressure begin to obey the equilibrium equation of state. We discuss implications for the quark-gluon plasma created in heavy ion collision experiments.Comment: 10 pages, 3 figures; published versio

Recovery of raptors from displacement by wind farms – a response

Dohm et al. (2019) describe temporal trends in the displacement of resident raptors at a single wind farm. They report the recovery of overall raptor abundances 7–8 years post‐construction, although with varying displacement trends among species (or species/groups), and this finding is used to suggest that displacement of raptors caused by wind farms may be temporary. They also state that “In the absence of longer‐term monitoring, our findings may be broadly applicable to the US wind industry”. Even though this study provides valuable long‐term data on raptor displacement by wind farms, we found weaknesses in its analysis and conclusions that warrant further discussion.info:eu-repo/semantics/publishedVersio

Burkitt's Lymphoma in a pregnant woman: case report and review of the literature

"Burkitt’s lymphoma (BL) is an aggressive B-cellmalignancy with very high proliferation rate,more common inmales than females. Here, we describe a case of Burkitt’s lymphoma in a 24-week pregnant woman with cervical and abdominal involvement. The common genetic event of virtually all BL is a reciprocal chromosomal translocation involving the proto-oncogene MYC and one of the Ig gene heavy or light chain loci. Supportive treatment was administered until early delivery, after which the patient was treated according to protocol LMB96. Pregnancy and tumorogenesis share some important events such as immunologic tolerance, angiogenesis, and editing the host immune response. Little is known about the relationship between these events in pregnancy and in tumorogenesis.