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Robust Bartlett adjustment for hypotheses testing on cointegrating vectors: A bootstrap approach
Johansen's (2000) Bartlett correction factor for the LR test of linear restrictions on cointegrated vectors is derived under the i.i.d. Gaussian assumption for the innovation terms. However, the distribution of most data relating to financial variables are fat-tailed and often skewed, there is therefore a need to examine small sample inference procedures that require weaker assumptions for the innovation term. This paper suggests that using a non-parametric bootstrap to approximate a Bartlett-type correction provides a statistic that does not require specification of the innovation distribution and can be used by applied econometricians to perform a small sample inference procedure that is less computationally demanding than estimating the p-value of the observed statistic
Looking for SUSY at the Tevatron
The latest results of searches for Supersymmetry in up to 4 fb−1 of proton-antiproton collisions produced at the Tevatron and analyzed by the CDF and D0 Collaborations are reported
A magnetic field probe for hostile environments
Peer Reviewe
Study of the isotropic contribution to the analysis of photoelectron diffraction experiments at the ALOISA beamline
The angular distribution of the intensity in photoemission experiments is
affected by electron diffraction patterns and by a smoothly varying ISO
contribution originated by both intrumental details and physical properties of
the samples. The origin of the various contributions to the ISO component has
been identified since many years. Nonetheless in this work we present original
developement of the ED analysis, which arises from the evolution of
instrumental performance, in terms of analyzers positioning and angular
resolution, as well as collimation and size of X-ray beams in third generation
synchrotron sources. The analytical treatement of the instrumental factors is
presented in detail for the end station of the ALOISA beamline (Trieste
Synchrotron), where a wide variety of scattering geometries is available for ED
experiments. We present here the basic formulae and their application to
experimental data taken on the Fe/Cu3Au(001) system in order to highlight the
role of the various parameters included in the distribution function. A
specific model for the surface illumination has been developed as well as the
overlayer thickness and surface roughness have been considered.Comment: RevTex, nine pages with five eps figures; to be published in J.
Electron Spectrosc. Relat. Pheno
Local law-of-the-wall in complex topography: a confirmation from wind tunnel experiments
It is well known that in a neutrally-stratified turbulent flow in a deep
constant-stress layer above a flat surface, the variation of the mean velocity
with respect to the distance from the surface obeys the logarithmic law (the
so-called ``law-of-the-wall''). More recently, the same logarithmic law has
been found also in the presence of non flat surfaces. It governs the dynamics
of the mean velocity (i.e. all the smaller scales are averaged out) and
involves renormalized effective parameters. Recent numerical simulations
analyzed by the authors of the present Letter show that a more intrinsic
logarithmic shape actually takes place also at smaller scales. Such a
generalized law-of-the-wall involves effective parameters smoothly depending on
the position along the underlying topography. Here, we present wind tunnel
experimental evidence confirming and corroborating this new-found property. New
results and their physical interpretation are also presented and discussed.Comment: 9 pages, (Latex), 4 figure
Surfactant-like Effect and Dissolution of Ultrathin Fe Films on Ag(001)
The phase immiscibility and the excellent matching between Ag(001) and
Fe(001) unit cells (mismatch 0.8 %) make Fe/Ag growth attractive in the field
of low dimensionality magnetic systems. Intermixing could be drastically
limited at deposition temperatures as low as 140-150 K. The film structural
evolution induced by post-growth annealing presents many interesting aspects
involving activated atomic exchange processes and affecting magnetic
properties. Previous experiments, of He and low energy ion scattering on films
deposited at 150 K, indicated the formation of a segregated Ag layer upon
annealing at 550 K. Higher temperatures led to the embedding of Fe into the Ag
matrix. In those experiments, information on sub-surface layers was attained by
techniques mainly sensitive to the topmost layer. Here, systematic PED
measurements, providing chemical selectivity and structural information for a
depth of several layers, have been accompanied with a few XRD rod scans,
yielding a better sensitivity to the buried interface and to the film long
range order. The results of this paper allow a comparison with recent models
enlightening the dissolution paths of an ultra thin metal film into a different
metal, when both subsurface migration of the deposit and phase separation
between substrate and deposit are favoured. The occurrence of a surfactant-like
stage, in which a single layer of Ag covers the Fe film is demonstrated for
films of 4-6 ML heated at 500-550 K. Evidence of a stage characterized by the
formation of two Ag capping layers is also reported. As the annealing
temperature was increased beyond 700 K, the surface layers closely resembled
the structure of bare Ag(001) with the residual presence of subsurface Fe
aggregates.Comment: 4 pages, 3 figure
Elucidating the Structure of the Magnesium Aluminum Chloride Complex electrolyte for Magnesium-ion batteries
We present a rigorous analysis of the Magnesium Aluminum Chloro Complex
(MACC) in tetrahydrofuran (THF), one of the few electrolytes that can
reversibly plate and strip Mg. We use \emph{ab initio} calculations and
classical molecular dynamics simulations to interrogate the MACC electrolyte
composition with the goal of addressing two urgent questions that have puzzled
battery researchers: \emph{i}) the functional species of the electrolyte, and
\emph{ii}) the complex equilibria regulating the MACC speciation after
prolonged electrochemical cycling, a process termed as conditioning, and after
prolonged inactivity, a process called aging. A general computational strategy
to untangle the complex structure of electrolytes, ionic liquids and other
liquid media is presented. The analysis of formation energies and
grand-potential phase diagrams of Mg-Al-Cl-THF suggests that the MACC
electrolyte bears a simple chemical structure with few simple constituents,
namely the electro-active species MgCl and AlCl in equilibrium with
MgCl and AlCl. Knowledge of the stable species of the MACC electrolyte
allows us to determine the most important equilibria occurring during
electrochemical cycling. We observe that Al deposition is always preferred to
Mg deposition, explaining why freshly synthesized MACC cannot operate and needs
to undergo preparatory conditioning. Similarly, we suggest that aluminum
displacement and depletion from the solution upon electrolyte resting (along
with continuous MgCl regeneration) represents one of the causes of
electrolyte aging. Finally, we compute the NMR shifts from shielding tensors of
selected molecules and ions providing fingerprints to guide future experimental
investigations
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