Search for single top quark production in pp̅ collisions at √s=1.96 TeV in the missing transverse energy plus jets topology

We report a search for single top quark production with the CDF II detector using 2.1 fb-1 of integrated luminosity of pbar p collisions at sqrt{s}=1.96 TeV. The data selected consist of events characterized by large energy imbalance in the transverse plane and hadronic jets, and no identified electrons and muons, so the sample is enriched in W -> tau nu decays. In order to suppress backgrounds, additional kinematic and topological requirements are imposed through a neural network, and at least one of the jets must be identified as a b-quark jet. We measure an excess of signal-like events in agreement with the standard model prediction, but inconsistent with a model without single top quark production by 2.1 standard deviations (sigma), with a median expected sensitivity of 1.4 sigma. Assuming a top quark mass of 175 GeV/c2 and ascribing the excess to single top quark production, the cross section is measured to be 4.9+2.5-2.2(stat+syst)pb, consistent with measurements performed in independent datasets and with the standard model prediction.

Search for Supersymmetry with Gauge-Mediated Breaking in Diphoton Events with Missing Transverse Energy at CDF II

We present the results of a search for supersymmetry with gauge-mediated breaking and $\NONE\to\gamma\Gravitino$ in the $\gamma\gamma$+missing transverse energy final state. In 2.6$\pm$0.2 \invfb of $p{\bar p}$ collisions at $\sqrt{s}$$=$1.96 TeV recorded by the CDF II detector we observe no candidate events, consistent with a standard model background expectation of 1.4$\pm$0.4 events. We set limits on the cross section at the 95% C.L. and place the world's best limit of 149\gevc on the \none mass at $\tau_{\tilde{\chi}_1^0}$$

Search for the Higgs Boson Using Neural Networks in Events with Missing Energy and b-Quark Jets in pp̅ Collisions at √s=1.96 TeV

We report on a search for the standard model Higgs boson produced in association with a $W$ or $Z$ boson in $p\bar{p}$ collisions at $\sqrt{s} = 1.96$ TeV recorded by the CDF II experiment at the Tevatron in a data sample corresponding to an integrated luminosity of 2.1 fb$^{-1}$. We consider events which have no identified charged leptons, an imbalance in transverse momentum, and two or three jets where at least one jet is consistent with originating from the decay of a $b$ hadron. We find good agreement between data and predictions. We place 95% confidence level upper limits on the production cross section for several Higgs boson masses ranging from 110$\gevm$ to 150$\gevm$. For a mass of 115$\gevm$ the observed (expected) limit is 6.9 (5.6) times the standard model prediction.

Top Quark Mass Measurement in the lepton+jets Channel Using a Matrix Element Method and in situ Jet Energy Calibration

A precision measurement of the top quark mass m_t is obtained using a sample of ttbar events from ppbar collisions at the Fermilab Tevatron with the CDF II detector. Selected events require an electron or muon, large missing transverse energy, and exactly four high-energy jets, at least one of which is tagged as coming from a b quark. A likelihood is calculated using a matrix element method with quasi-Monte Carlo integration taking into account finite detector resolution and jet mass effects. The event likelihood is a function of m_t and a parameter DJES to calibrate the jet energy scale /in situ/. Using a total of 1087 events, a value of m_t = 173.0 +/- 1.2 GeV/c^2 is measured.

Search for Anomalous Production of Events with a Photon, Jet, b-quark Jet, and Missing Transverse Energy

We present a signature-based search for anomalous production of events containing a photon, two jets, of which at least one is identified as originating from a b quark, and missing transverse energy. The search uses data corresponding to 2.0/fb of integrated luminosity from p-pbar collisions at a center-of-mass energy of sqrt(s)=1.96 TeV, collected with the CDF II detector at the Fermilab Tevatron. From 6,697,466 events with a photon candidate with transverse energy ET> 25 GeV, we find 617 events with missing transverse energy > 25 GeV and two or more jets with ET> 15 GeV, at least one identified as originating from a b quark, versus an expectation of 607+- 113 events. Increasing the requirement on missing transverse energy to 50 GeV, we find 28 events versus an expectation of 30+-11 events. We find no indications of non-standard-model phenomena.

Topics in Spatial Econometrics - With Applications to House Prices

Topics in Spatial Econometrics — With Applications to House Prices Spatial effects in data occur when geographical closeness of observations influences the relation between the observations. When two points on a map are close to each other, the observed values on a variable at those points tend to be similar. The further away the two points are from each other, the less similar the observed values tend to be. Recent technical developments, geographical information systems (GIS) and global positioning systems (GPS) have brought about a renewed interest in spatial matters. For instance, it is possible to observe the exact location of an observation and combine it with other characteristics. Spatial econometrics integrates spatial aspects into econometric models and analysis. The thesis concentrates mainly on methodological issues, but the findings are illustrated by empirical studies on house price data. The thesis consists of an introductory chapter and four essays. The introductory chapter presents an overview of topics and problems in spatial econometrics. It discusses spatial effects, spatial weights matrices, especially k-nearest neighbours weights matrices, and various spatial econometric models, as well as estimation methods and inference. Further, the problem of omitted variables, a few computational and empirical aspects, the bootstrap procedure and the spatial J-test are presented. In addition, a discussion on hedonic house price models is included. In the first essay a comparison is made between spatial econometrics and time series analysis. By restricting the attention to unilateral spatial autoregressive processes, it is shown that a unilateral spatial autoregression, which enjoys similar properties as an autoregression with time series, can be defined. By an empirical study on house price data the second essay shows that it is possible to form coordinate-based, spatially autoregressive variables, which are at least to some extent able to replace the spatial structure in a spatial econometric model. In the third essay a strategy for specifying a k-nearest neighbours weights matrix by applying the spatial J-test is suggested, studied and demonstrated. In the final fourth essay the properties of the asymptotic spatial J-test are further examined. A simulation study shows that the spatial J-test can be used for distinguishing between general spatial models with different k-nearest neighbours weights matrices. A bootstrap spatial J-test is suggested to correct the size of the asymptotic test in small samples.

Cobreaking of Stock Prices and Contagion

Financial crises have shown that dramatic movements in one financial market can have a powerful impact on other markets. The paper proposes to use cobreaking to model comovements between financial markets during crises and to test for conta-gion. It finds evidence of cobreaking between stock returns in developed markets. Finding cobreaking has implications for the diversification of international investments. For emerging mar-ket stock returns the evidence of cobreaking is mainly due to the non-financial event of the 9/11 terrorist attacks in 2001. Fi-nancial crises originating in one emerging market do not spread to other markets, i.e., no contagion.

An Empirical Study of the Mixture of Time and Movements in Prices

This paper investigates the persistent pattern in the Helsinki Exchanges. The persistent pattern is analyzed using a time and a price approach. It is hypothesized that arrival times are related to movements in prices. Thus, the arrival times are defined as durations and formulated as an Autoregressive Conditional Duration (ACD) model as in Engle and Russell (1998). The prices are defined as price changes and formulated as a GARCH process including duration measures. The research question follows from market microstructure predictions about price intensities defined as time between price changes. The microstructure theory states that long transaction durations might be associated with both no news and bad news. Accordingly, short durations would be related to high volatility and long durations to low volatility. As a result, the spread will tend to be larger under intensive moments. The main findings of this study are 1) arrival times are positively autocorrelated and 2) long durations are associated with low volatility in the market.

Customer Energy in Relationships

All companies have a portfolio of customer relationships. From a managerial standpoint the value of these customer relationships is a key issue. The aim of the paper is to introduce a conceptual framework for customers’ energy towards a service provider. Customer energy is defined as the cognitive, affective and behavioural effort a customer puts into the purchase of an offering. It is based on two dimensions: life theme involvement and relationship commitment. Data from a survey study of 425 customers of an online gambling site was combined with data about their individual purchases and activity. Analysis showed that involvement and commitment influence both customer behaviour and attitudes. Customer involvement was found to be strongly related to overall spending within a consumption area, whereas relationship commitment is a better predictor of the amount of money spent at a particular company. Dividing the customers into four different involvement / commitment segments revealed differences in churn rates, word-of-mouth, brand attitude, switching propensity and the use of the service for socializing. The framework provides a tool for customer management by revealing differences in fundamental drivers of customer behaviour resulting in completely new customer portfolios. Knowledge of customer energy allows companies to manage their communication and offering development better and provides insight into the risk of losing a customer.

Khα1,2 hypersatellites of 3d transition metals and their photoexcitation energy dependence

Hollow atoms in which the K shell is empty while the outer shells are populated allow studying a variety of important and unusual properties of atoms. The diagram x-ray emission lines of such atoms, the K-h alpha(1,2) hypersatellites (HSs), were measured for the 3d transition metals, Z=23-30, with a high energy resolution using photoexcitation by monochromatized synchrotron radiation. Good agreement with ab initio relativistic multiconfigurational Dirac-Fock calculations was found. The measured HS intensity variation with the excitation energy yields accurate values for the excitation thresholds, excludes contributions from shake-up processes, and indicates domination near threshold of a nonshake process. The Z variation of the HS shifts from the diagram line K alpha(1,2), the K-h alpha(1)-K-h alpha(2) splitting, and the K-h alpha(1)/K-h alpha(2) intensity ratio, derived from the measurements, are also discussed with a particular emphasis on the QED corrections and Breit interaction.