Testing for distributional features in varying coefficient panel data models

This article provides several tests for skewness and kurtosis for the error terms in a one-way fixed-effects varying coefficient panel data model. To obtain these tests, estimators of higher-order moments of both error components are obtained as solutions of estimating equations. Additionally, to obtain the nonparametric residuals, a local constant estimator based on a pairwise differencing transformation is proposed. The asymptotic properties of these estimators and tests are established. The proposed estimators and test statistics are augmented by simulation studies, and they are also illustrated in an empirical analysis regarding the technical efficiency of European Union companies.The authors would like to thank two anonymous referees for their very helpful comments and suggestions. Furthermore, the authors gratefully acknowledge financial support from the Programa Estatal de Fomento de la Investigaci´on Cient´ıfica y T´ecnica de Excelencia/Spanish Ministry of Economy and Competitiveness. Ref. ECO2016-76203-C2-1-P. In addition, this work is part of the Research Project APIE 1/2015-17: “New methods for the empirical analysis of financial markets” of the Santander Financial Institute (SANFI) of UCEIF Foundation resolved by the University of Cantabria and funded with sponsorship from Banco Santander. Stute’s work was partly done while he was on leave at BCAM, the Basque Center of Applied Mathematics in Bilba

Coronal hard X-ray sources revisited

This paper reports on the re-analysis of solar flares in which the hard X-rays (HXRs) come predominantly from the corona rather than from the more usual chromospheric footpoints. All of the 26 previously analyzed event time intervals, over 13 flares, are re-examined for consistency with a flare model in which electrons are accelerated near the top of a magnetic loop that has a sufficiently high density to stop most of the electrons by Coulomb collisions before they can reach the footpoints. Of particular importance in the previous analysis was the finding that the length of the coronal HXR source increased with energy in the 20 - 30 keV range. However, after allowing for the possibility that footpoint emission at the higher energies affects the inferred length of the coronal HXR source, and using analysis techniques that suppress the possible influence of such footpoint emission, we conclude that there is no longer evidence that the length of the HXR coronal sources increase with increasing energy. In fact, for the 6 flares and 12 time intervals that satisfied our selection criteria, the loop lengths decreased on average by 1.0 +/- 0.2 arcsec between 20 and 30 keV, with a standard deviation of 3.5 arcsec. We find strong evidence that the peak of the coronal HXR source increases in altitude with increasing energy. For the thermal component of the emission, this is consistent with the standard CHSKP flare model in which magnetic reconnection in a coronal current sheet results in new hot loops being formed at progressively higher altitudes. The explanation for the nonthermal emission is not so clear.Comment: Accepted for publication in the Astrophysical Journal. 24 pages, 8 figure

La financiación de los objetivos del milenio del IV Plan Director de la Cooperación Española : análisis de la ayuda oficial al desarrollo 2013 y 2014

Partiendo de un análisis de los datos disponibles de la Ayuda Oficial al Desarrollo española en los años 2013-2014, este estudio se ha centrado en responder a las siguientes preguntas: Cómo ha sido la cobertura de las orientaciones estratégicas en la implementación del IV Plan Director, incluyendo distribución geográfica y nivel de renta de los países socios; cuáles han sido los mecanismos de implementación utilizados; cuál ha sido la aportación de los diferentes actores de la cooperación española; y, cómo ha sido la coherencia entre las acciones financiadas y las orientaciones estratégicas definidas.Resumen ejecutivo (6 p.) ; Anexos (71 p.

Evaluación del diseño del IV Plan Director de la Cooperación Española

Bibliogr.: p. 46Resumen: El objetivo de esta evaluación ha sido identificar las fortalezas y limitaciones en la formulación del IV Plan Director como documento de planificación estratégica, y proporcionar información útil para la articulación del V Plan Directo

Two-dimensional Navier--Stokes simulation of deformation and break up of liquid patches

The large deformations and break up of circular 2D liquid patches in a high Reynolds number (Re=1000) gas flow are investigated numerically. The 2D, plane flow Navier--Stokes equations are directly solved with explicit tracking of the interface between the two phases and a new algorithm for surface tension. The numerical method is able to pursue the simulation beyond the breaking or coalescence of droplets. The simulations are able to unveil the intriguing details of the non-linear interplay between the deforming droplets and the vortical structures in the droplet's wake.Comment: 13 pages including 4 postscript figures; Revised version as resubmitted to PRL. Title has change

Computational neuroscience: a frontier of the 21st century

The human brain is a biological organ, weighing about three pounds or 1.4 kg, that determines our behaviors, thoughts, emotions and consciousness. Although comprising only 2% of the total body weight, the brain consumes about 20% of the oxygen entering the body. With the expensive energy demand, the brain enables us to perceive and act upon the external world, as well as reflect on our internal thoughts and feelings. The brain is actually never at ‘rest’. Brain activities continue around the clock, ranging from functions enabling human–environment interactions to housekeeping during sleep, including processes such as synaptic homeostasis and memory formation. Whereas one could argue that sciences in the last century were dominated by physics and molecular biology, in the current century one of our major challenges is to elucidate how the brain works. A full understanding of brain functions and malfunctions is likely the most demanding task we will ever have

Photonic Analogue of Two-dimensional Topological Insulators and Helical One-Way Edge Transport in Bi-Anisotropic Metamaterials

Recent progress in understanding the topological properties of condensed matter has led to the discovery of time-reversal invariant topological insulators. Because of limitations imposed by nature, topologically non-trivial electronic order seems to be uncommon except in small-band-gap semiconductors with strong spin-orbit interactions. In this Article we show that artificial electromagnetic structures, known as metamaterials, provide an attractive platform for designing photonic analogues of topological insulators. We demonstrate that a judicious choice of the metamaterial parameters can create photonic phases that support a pair of helical edge states, and that these edge states enable one-way photonic transport that is robust against disorder.Comment: 13 pages, 3 figure

Entrainment of slow oscillations of auditory thalamic neurons by repetitive sound stimuli

2008-2009 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study.

Recently, some new techniques have been proposed for the estimation of semi-parametric fixed effects varying coefficient panel data models. These new techniques fall within the class of the so-called differencing estimators. In particular, we consider first-differences and within local linear regression estimators. Analyzing their asymptotic properties it turns out that, keeping the same order of magnitude for the bias term, these estimators exhibit different asymptotic bounds for the variance. In both cases, the consequences are suboptimal non-parametric rates of convergence. In order to solve this problem, by exploiting the additive structure of this model, a one-step backfitting algorithm is proposed. Under fairly general conditions, it turns out that the resulting estimators show optimal rates of convergence and exhibit the oracle efficiency property. Since both estimators are asymptotically equivalent, it is of interest to analyze their behavior in small sample sizes. In a fully parametric context, it is well-known that, under strict exogeneity assumptions the performance of both first-differences and within estimators is going to depend on the stochastic structure of the idiosyncratic random errors. However, in the non-parametric setting, apart from the previous issues other factors such as dimensionality or sample size are of great interest. In particular, we would be interested in learning about their relative average mean square error under different scenarios. The simulation results basically confirm the theoretical findings for both local linear regression and one-step backfitting estimators. However, we have found out that within estimators are rather sensitive to the size of number of time observations

Topological Photonics

Topology is revolutionizing photonics, bringing with it new theoretical discoveries and a wealth of potential applications. This field was inspired by the discovery of topological insulators, in which interfacial electrons transport without dissipation even in the presence of impurities. Similarly, new optical mirrors of different wave-vector space topologies have been constructed to support new states of light propagating at their interfaces. These novel waveguides allow light to flow around large imperfections without back-reflection. The present review explains the underlying principles and highlights the major findings in photonic crystals, coupled resonators, metamaterials and quasicrystals.Comment: progress and review of an emerging field, 12 pages, 6 figures and 1 tabl