Kernel Estimation for Panel Data with Heterogeneous Dynamics

This paper proposes nonparametric kernel-smoothing estimation for panel data to examine the degree of heterogeneity across cross-sectional units. We first estimate the sample mean, autocovariances, and autocorrelations for each unit and then apply kernel smoothing to compute their density functions. The dependence of the kernel estimator on bandwidth makes asymptotic bias of very high order affect the required condition on the relative magnitudes of the cross-sectional sample size (N) and the time-series length (T). In particular, it makes the condition on N and T stronger and more complicated than those typically observed in the long-panel literature without kernel smoothing. We also consider a split-panel jackknife method to correct bias and construction of confidence intervals. An empirical application and Monte Carlo simulations illustrate our procedure in finite samples

Bounds of the logarithmic mean

We give tight bounds for logarithmic mean. We also give new Frobenius norm inequalities for two positive semidefinite matrices. In addition, we give some matrix inequalities on matrix power mean.Comment: The second assertion in (i) of Proposition 5.2 was modified. (This modification shows our means are better bounds than the standard Riemann sum for the logarithmic mean.

Two types of s-wave pairing due to magnetic and orbital fluctuations in the two-dimensional 16-band d-p model for iron-based superconductors

We study superconductivity in the two-dimensional 16-band d-p model extracted from a tight-binding fit to the band structure of LaFeAsO, using the random phase approximation. When the intraorbital repulsion U is larger than the interorbital one U', an extended s-wave (s+--wave) pairing with sign reversal of order parameter is mediated by antiferromagnetic spin fluctuations, while when U<U' another kind of s-wave (s++-wave) pairing without sign reversal is mediated by ferro-orbital fluctuations. The s++-wave pairing is enhanced due to the electron-phonon coupling and then can be expanded over the realistic parameter region with U>U'.Comment: 10 pages, 8 figures, added discussions and references, published in Phys. Rev.