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

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

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

Leakage flow noise and related flow pattern in a low-speed axial fan with rotating shroud

The effect of rotational speed and pressure rise on the leakage flow noise radiated by a low-speed axial fan, provided with rotating shroud, has been systematically investigated. The leakage flow noise generally increases with the blade loading, with a trend which is qualitatively independent from the rotational speed but non-monotonic, as its growth is interrupted by local minima. As the loading increases, the SPL spectrum shows important modifications, since the characteristic frequency of the subharmonic narrowband humps related to the leakage noise decreases. The flow in the gap region has been studied by means of PIV measurements taken in the meridional plane. At low blade loading, the leakage flow is restrained close to the rotor ring and, at higher loading, it forms a wide recirculation zone. In the latter conditions, an unsteady flow separation likely takes place in the blade tip region which may be observed in the instantaneous flow field only. Possibly, it is responsible for the observed frequency shift of the humps