Estimating autocorrelations in the presence of deterministic trends

This paper considers the impact of ordinary least squares (OLS) detrending and the first difference (FD) detrending on autocorrelation estimation in the presence of long memory and deterministic trends. We show that the FD detrending results in inconsistent autocorrelation estimates when the error term is stationary. Thus, the FD detrending should not be employed for autocorrelation estimation of the detrended series when constructing e.g. portmanteau-type tests. In an empirical application of volume in Dow Jones stocks, we show that for some stocks, OLS and FD detrending result in substantial differences in ACF estimates.autocorrelations, OLS, first difference detrending, long memory.

The Fall of Emily Grierson: a Jungian Analysis of a Rose for Emily

This paper discusses the tragic life of Faulkner\u27s Emily Grierson, a life dominated by patriarchy and traditional Southern social values, which concludes with her living as a lonely recluse in her family\u27s decaying aristocratic house for more than forty years until her death. The key of the tragedy is her father, who isolates Emily from the outside world and tortures her with traditional patriarchal rules and Southern family duty. Emily is expected to lead a life like other girls; however, under the burden of old-fashioned, patriarchal responsibilities, her inner world collapses. This study uses the Jungian concepts of archetypes, persona and shadow, anima and animus to interpret Emily\u27s transitions and her fall. By examining the process through the lens of Jungian theories, the aspects that affect her fall in the patriarchal, aristocratic society, as well as the inherited social values, can be revealed and specified

Gravitational radiations of generic isolated horizons and non-rotating dynamical horizons from asymptotic expansions

Instead of using a three dimensional analysis on quasi-local horizons, we adopt a four dimensional asymptotic expansion analysis to study the next order contributions from the nonlinearity of general relativity. From the similarity between null infinity and horizons, the proper reference frames are chosen from the compatible constant spinors for an observer to measure the energy-momentum and flux near quasi-local horizons. In particular, we focus on the similarity of Bondi-Sachs gravitational radiation for the quasi-local horizons and compare our results to Ashtekar-Kirshnan flux formular. The quasi-local energy momentum and flux of generic isolated horizons and non-rotating dynamical horizons are discussed in this paper.Comment: PRD, 15 page

W-Band GaAs HEMT MMIC Subharmonically Pumped Diode Mixers with 20 GHz IF Bandwidth

Two subharmonically pumped (SHP) diode mixers are designed for wideband W-band RF frequencies, fixed LO frequency operation. These mixers are fabricated on a 4-mil substrate using 0.1- µµµµm GaAs MMIC process. Both simulation and test results show that the mixers are with 12.25 and 11.75 dB average conversion losses, respectively. Both mixers have IF bandwidth wider than 20 GHz. The conversion loss flatness of the symmetric circuit is within ±1.25 dB. To our knowledge, these are the state-of-the-art result on low-conversion-loss wideband MMIC SHP diode mixers