2,203 research outputs found

    Testing for cointegration using induced-order statistics.

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    In this paper we explore the usefulness of induced-order statistics in the characterization of integrated series and of cointegration relationships. We propose a non-parametric test statistic for testing the null hypothesis of two independent random walks against wide cointegrating alternatives including monotonic nonlinearities and certain types of level shifts in the cointegration relationship. We call our testing device the induced-order Kolmogorov?Smirnov cointegration test (KS), since it is constructed from the induced-order statistics of the series, and we derive its limiting distribution. This non-parametric statistic endows the test with a number of desirable properties: invariance to monotonic transformations of the series, and robustness for the presence of important parameter shifts. By Monte Carlo simulations we analyze the small sample properties of this test. Our simulation results show the robustness of the induced order cointegration test against departures from linear and constant parameter models.Unit root tests; Cointegration tests; Nonlinearity; Robustness; Induced order statistics; Engle and Granger test;

    Guía de campo post-congreso, 21-24 de Octubre de 2019: Ediacárico y Terreneuviense en los alrededores del Geoparque de la UNESCO Villuercas-Ibores-Jara

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    One of the corners of the geographical maps that link the provinces of Badajoz, Cáceres and Toledo contains some key outcrops necessary to understand the Ediacaran-Cambrian transition in the Central-Iberian Zone. In the cores of the Extremenian Anticlinorium and the Ibor and Valdelacasa anticlines, the Lower Alcudian-Domo Extremeño Supergroup (including the diamictites of the Orellana Formation), the most spectacular microbial reefs with Cloudina of the Villarta Formation, and the palaeoichnological base of the Cambrian in the Arrocampo Formation (both the Villarta and Arrocampo formations belong to the Ibor Group) stand out. The exposures that were traditionally considered as representatives of the Precambrian-Cambrian boundary and base of the Cordubian regional Stage are located in the lower member of the Pusa Formation, unconformably overlying the Ibor Group, and are considered at present as intra-Terreneuvian in age.Una de las esquinas de los mapas geográficos que enlazan las provincias de Badajoz, Cáceres y Toledo contiene unos afloramientos claves para entender el tránsito Ediacárico-Cámbrico de la Zona Centroibérica. En los núcleos del Anticlinorio Extremeño y de los Anticlinales de Ibor y Valdelacasa afloran el Supergrupo del Alcudiense inferior-Domo Extremeño (donde destacan las diamictitas de la Formación de Orellana), los arrecifes microbianos más espectaculares con Cloudina de la Formación de Villarta y la base paleoicnológica del Cámbrico en la Formación de Arrocampo (las dos últimas formaciones pertenecen al Grupo de Ibor). Los afloramientos que tradicionalmente se consideraban como representantes del límite Precámbrico-Cámbrico y base del piso regional Cordubiense se sitúan en el miembro inferior de la Formación del Pusa, suprayacentes al Grupo de Ibor y considerados actualmente como intra-terreneuvienses

    Guía de campo pre-congreso, 17-18 de Octubre de 2019: Ediacárico, Paleozoico Inferior y panorámicas en el Geoparque de la UNESCO Villuercas-Ibores-Jara

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    Several stratigraphic units characteristic of the Ediacaran-Cambrian transition between Guadalupe and Castañar de Ibor, north of the Villuercas-Ibores-Jara Geopark (Cáceres), are described and illustrated here. The outcrops of (i) the Castañar and Villarta formations (Ibor Group, terminal Ediacaran and Terreneuvian), together with their content in vendotaenids, sabelliditids and microbial reefs with Cloudina; and (ii) the San Lorenzo Formation (Terreneuvian) and its palaeoichnological content, are detailed. Finally, the palaeoichnological record of the Armorican Quartzite (Lower Ordovician), mainly of Cruziana and Daedalus, which characterize some sites of geological interest (geosites) in the Geopark, are highlighted.Se describen y figuran aquí varias unidades estratigráficas características del tránsito Ediacárico-Cámbrico entre Guadalupe y Castañar de Ibor, al norte del Geoparque de Villuercas-Ibores-Jara (Cáceres). Se detallan los afloramientos (i) de las formaciones de Castañar y Villarta (Grupo de Ibor, Ediacárico terminal y Terreneuviense), junto a su contenido en vendoténidos, sabellidítidos y arrecifes microbianos con Cloudina; y (ii) de la Formación de San Lorenzo (Terreneuviense) y su contenido paleoicnológico. Por último, se destaca el registro paleoicnológico de la Cuarcita Armoricana (Ordovícico Inferior), principalmente de Cruziana y Daedalus, que caracteriza algunos puntos de interés geológico (LIG) en el Geoparque

    Correlations and invariance of seismicity under renormalization-group transformations

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    The effect of transformations analogous to those of the real-space renormalization group are analyzed for the temporal occurrence of earthquakes. The distribution of recurrence times turns out to be invariant under such transformations, for which the role of the correlations between the magnitudes and the recurrence times are fundamental. A general form for the distribution is derived imposing only the self-similarity of the process, which also yields a scaling relation between the Gutenberg-Richter b-value, the exponent characterizing the correlations, and the recurrence-time exponent. This approach puts the study of the structure of seismicity in the context of critical phenomena.Comment: Short paper. I'll be grateful to get some feedbac

    Condiciones de trabajo y morbilidad entre mineros del carbón en Guachetá, Cundinamarca: La mirada de los legos

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    Introduction: Investigations in Colombia about work and health conditions in coal mining are scarce and few have focused on the perception of the exposed population and their behaviors in response to inherent risks. Objective: To determine the association between work conditions and the perception of morbidity among coal miners in Guachetá, Cundinamarca. Materials and methods: A cross-sectional study was performed with 154 workers selected randomly from the total registered with the municipality. Information about social and demographic characteristics and work and health conditions in the mines was gathered. The prevalence was estimated for respiratory, musculoskeletal and auditory disorders. The associations between certain work conditions, and events with a prevalence over 30% were explored using bivariate and multivariate analyses with Poisson regressions with robust variance. Results: Workers were mostly men. Ages ranged from 18 to 77 years. Most frequently reported health problems were: back pain (46.1 %), pain in an upper limb (40.3%), pain in a lower limb (34.4 %), andrespiratory (17.5 %) and auditory problems (13.6 %). Significant differences in perception were found depending on time on the job and underground or ground work conditions. Conclusions: The most recognized risks were those associated with musculoskeletal disorders since they were closer in time to the work performed (time discount). Some actions to identify psychological traits are proposed in order to improve risk perception among coal miners

    Monopole and vortex content of a meron pair

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    We investigate the monopole and vortex content of a meron pair by calculating the points at which the transformation to the Laplacian Center Gauge is ill-defined and by studying the behavior of Wilson loops. These techniques reveal complementary aspects of the vortex and monopole structure, including the presence of closed monopole lines and closed vortex surfaces joining the two merons, and evidence for intersecting vortex surfaces at each meron.Comment: 14 pages, 5 figures. v2, minor changes, references added, to appear in PL

    Two mini-band model for self-sustained oscillations of the current through resonant tunneling semiconductor superlattices

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    A two miniband model for electron transport in semiconductor superlattices that includes scattering and interminiband tunnelling is proposed. The model is formulated in terms of Wigner functions in a basis spanned by Pauli matrices, includes electron-electron scattering in the Hartree approximation and modified Bhatnagar-Gross-Krook collision tems. For strong applied fields, balance equations for the electric field and the miniband populations are derived using a Chapman-Enskog perturbation technique. These equations are then solved numerically for a dc voltage biased superlattice. Results include self-sustained current oscillations due to repeated nucleation of electric field pulses at the injecting contact region and their motion towards the collector. Numerical reconstruction of the Wigner functions shows that the miniband with higher energy is empty during most of the oscillation period: it becomes populated only when the local electric field (corresponding to the passing pulse) is sufficiently large to trigger resonant tunneling.Comment: 26 pages, 3 figures, to appear in Phys. Rev.

    Determinants of HDL Cholesterol Efflux Capacity after Virgin Olive Oil Ingestion: Interrelationships with Fluidity of HDL Monolayer

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    Scope: Cholesterol efflux capacity of HDL (CEC) is inversely associated with cardiovascular risk. HDL composition, fluidity, oxidation, and size are related with CEC. We aimed to assess which HDL parameters were CEC determinants after virgin olive oil (VOO) ingestion. Methods and results: Post‐hoc analyses from the VOHF study, a crossover intervention with three types of VOO. We assessed the relationship of 3‐week changes in HDL‐related variables after intervention periods with independence of the type of VOO. After univariate analyses, mixed linear models were fitted with variables related with CEC and fluidity. Fluidity and Apolipoprotein (Apo)A‐I content in HDL was directly associated, and HDL oxidative status inversely, with CEC. A reduction in free cholesterol, an increase in triglycerides in HDL, and a decrease in small HDL particle number or an increase in HDL mean size, were associated to HDL fluidity. Conclusions: HDL fluidity, ApoA‐I concentration, and oxidative status are major determinants for CEC after VOO. The impact on CEC of changes in free cholesterol and triglycerides in HDL, and those of small HDL or HDL mean size, could be mechanistically linked through HDL fluidity. Our work points out novel therapeutic targets to improve HDL functionality in humans through nutritional or pharmacological interventions.Fil: Fernández Castillejo, Sara. Universitat Rovira I Virgili; EspañaFil: Rubió, Laura. Universitat Rovira I Virgili; España. Universidad de Lleida; EspañaFil: Hernáez, Álvaro. Centro de Investigación Biomédica en Red Fisiopatología de la Obesidad y Nutrición; EspañaFil: Catalán, Úrsula. Universitat Rovira I Virgili; EspañaFil: Pedret, Anna. Universitat Rovira I Virgili; EspañaFil: Valls, Rosa M.. Universitat Rovira I Virgili; EspañaFil: Mosse, Juana Inés. Universidad de Lleida; España. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Covas, Maria Isabel. Centro de Investigación Biomédica en Red Fisiopatología de la Obesidad y Nutrición; EspañaFil: Remaley, Alan T.. National Institutes of Health; Estados UnidosFil: Castañer, Olga. Centro de Investigación Biomédica en Red Fisiopatología de la Obesidad y Nutrición; EspañaFil: Motilva, Maria José. Universidad de Lleida; EspañaFil: Solá, Rosa. Universitat Rovira I Virgili; Españ
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