Higgs(general) at ATLAS

The ATLAS Higgs results are reviewed using Run-2 data taken at a center-of-mass energy of 13 TeV with up to an integrated luminosity of 80 fb$^{-1}$. So far, the data are consistent with the standard model expectations. ATLAS now has observed the Higgs Yukawa coupling to the third generation fermions with $H\rightarrow \tau\tau$, ttH, and $H\rightarrow b b$ in the VH process. The Higgs boson will continue to provide an important probe for new physics and beyond.Comment: Proceeding for International Workshop on Top Quark Physics, Bad Neuenahr, Germany September 16-21 2018. 5 pages with 9 figure

Teaching Edith Eaton/Sui Sin Far: Multiple Approaches

This essay compares pedagogical approaches to teaching the literature of Edith Eaton in two distinct contexts: a course on Asian American Literature and a course on Asian Americans of Mixed Heritage. This is a comparison of the variant pedagogical approaches in these two different contexts

A New Test of the Martingale Difference Hypothesis

In this paper we propose a new class of tests for the martingale difference hypothesis based on the moment conditions derived by Bierens (1982). In contrast with the existing consistent tests, the proposed test has a standard limiting distribution and is easy to implement. Comparing with the commonly used autocorrelation- and spectrum-based tests, it has power against a much larger class of alternatives that may be serially correlated or uncorrelated. Moreover, this test does not rely on the assumption of conditional homoskedasticity and requires a weaker moment condition. Our simulations confirm that the proposed test is powerful against various linear and nonlinear alternatives and is quite robust to the failure of higher-order moments. Our empirical study on exchange rate returns also shows that the conclusion resulted from the proposed test is different from that of the conventional tests.autocorrelation-based test, Bierens’ equivalence result, martingale difference sequence, multivariate exponential distribution, spectrum-based test

Testing Over-Identifying Restrictions without Consistent Estimation of the Asymptotic Covariance Matrix

We extend the KVB approach of Kiefer, Vogelsang, and Bunzel (2000, Econometrica) and Kiefer and Vogelsang (2002b, Econometric Theory) to construct a class of robust tests for over-identifying restrictions in the context of GMM. The proposed test does not require consistent estimation of the asymptotic covariance matrix but relies on kernel-based normalizing matrices to eliminate the nuisance parameters in the limit. Moreover, the proposed test is valid for any consistent GMM estimator, in contrast with the conventional test that requires the optimal GMM estimator, and hence is easy to implement. Our simulations show that the proposed test is properly sized and may even be more powerful than the conventional test computed with an inappropriate user-chosen parameter.generalized method of moments, kernel function, KVB approach, overidentifying restrictions, robust test