Cointegration: Bayesian Significance Test

To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926). To deal with this problem, one can work either with differenced series or multivariate models: VAR (VEC or VECM) models. These models usually include at least one cointegration relation. Although the Bayesian literature on VAR/VEC is quite advanced, Bauwens et al. (1999) highlighted that "the topic of selecting the cointegrating rank has not yet given very useful and convincing results". The present article applies the Full Bayesian Significance Test (FBST), especially designed to deal with sharp hypotheses, to cointegration rank selection tests in VECM time series models. It shows the FBST implementation using both simulated and available (in the literature) data sets. As illustration, standard non informative priors are used.

Estimate of corrected values and the effect of correction for measurement error in dietary data obtained by the Food Frequency Questionnaire for Adolescents (AFFQ)

The scope of this study was to estimate calibrated values for dietary data obtained by the Food Frequency Questionnaire for Adolescents (FFQA) and illustrate the effect of this approach on food consumption data. The adolescents were assessed on two occasions, with an average interval of twelve months. In 2004, 393 adolescents participated, and 289 were then reassessed in 2005. Dietary data obtained by the FFQA were calibrated using the regression coefficients estimated from the average of two 24-hour recalls (24HR) of the subsample. The calibrated values were similar to the the 24HR reference measurement in the subsample. In 2004 and 2005 a significant difference was observed between the average consumption levels of the FFQA before and after calibration for all nutrients. With the use of calibrated data the proportion of schoolchildren who had fiber intake below the recommended level increased. Therefore, it is seen that calibrated data can be used to obtain adjusted associations due to reclassification of subjects within the predetermined categories.

Error Autocorrelation and Linear Regression for Temperature-Based Evapotranspiration Estimates Improvement

Estimates of evapotranspiration on a local scale is important information for agricultural and hydrological practices. However, equations to estimate potential evapotranspiration based only on temperature data, which are simple to use, are usually less trustworthy than the Food and Agriculture Organization (FAO)Penman-Monteith standard method. The present work describes two correction procedures for potential evapotranspiration estimates by temperature, making the results more reliable. Initially, the standard FAO-Penman-Monteith method was evaluated with a complete climatologic data set for the period between 2002 and 2006. Then temperature-based estimates by Camargo and Jensen-Haise methods have been adjusted by error autocorrelation evaluated in biweekly and monthly periods. In a second adjustment, simple linear regression was applied. The adjusted equations have been validated with climatic data available for the Year 2001. Both proposed methodologies showed good agreement with the standard method indicating that the methodology can be used for local potential evapotranspiration estimates.

Finite-size corrections of the entanglement entropy of critical quantum chains

Using the density matrix renormalization group, we calculated the finite-size corrections of the entanglement alpha-Renyi entropy of a single interval for several critical quantum chains. We considered models with U(1) symmetry such as the spin-1/2 XXZ and spin-1 Fateev-Zamolodchikov models, as well as models with discrete symmetries such as the Ising, the Blume-Capel, and the three-state Potts models. These corrections contain physically relevant information. Their amplitudes, which depend on the value of a, are related to the dimensions of operators in the conformal field theory governing the long-distance correlations of the critical quantum chains. The obtained results together with earlier exact and numerical ones allow us to formulate some general conjectures about the operator responsible for the leading finite-size correction of the alpha-Renyi entropies. We conjecture that the exponent of the leading finite-size correction of the alpha-Renyi entropies is p(alpha) = 2X(epsilon)/alpha for alpha > 1 and p(1) = nu, where X-epsilon denotes the dimensions of the energy operator of the model and nu = 2 for all the models.

Exact dynamics of single-qubit-gate fidelities under the measurement-based quantum computation scheme

Measurement-based quantum computation is an efficient model to perform universal computation. Nevertheless, theoretical questions have been raised, mainly with respect to realistic noise conditions. In order to shed some light on this issue, we evaluate the exact dynamics of some single-qubit-gate fidelities using the measurement-based quantum computation scheme when the qubits which are used as a resource interact with a common dephasing environment. We report a necessary condition for the fidelity dynamics of a general pure N-qubit state, interacting with this type of error channel, to present an oscillatory behavior, and we show that for the initial canonical cluster state, the fidelity oscillates as a function of time. This state fidelity oscillatory behavior brings significant variations to the values of the computational results of a generic gate acting on that state depending on the instants we choose to apply our set of projective measurements. As we shall see, considering some specific gates that are frequently found in the literature, the fast application of the set of projective measurements does not necessarily imply high gate fidelity, and likewise the slow application thereof does not necessarily imply low gate fidelity. Our condition for the occurrence of the fidelity oscillatory behavior shows that the oscillation presented by the cluster state is due exclusively to its initial geometry. Other states that can be used as resources for measurement-based quantum computation can present the same initial geometrical condition. Therefore, it is very important for the present scheme to know when the fidelity of a particular resource state will oscillate in time and, if this is the case, what are the best times to perform the measurements.

Theoretical and experimental study of the excitonic binding energy in GaAs/AlGaAs single and coupled double quantum wells

This paper discusses the theoretical and experimental results obtained for the excitonic binding energy (Eb) in a set of single and coupled double quantum wells (SQWs and CDQWs) of GaAs/AlGaAs with different Al concentrations (Al%) and inter-well barrier thicknesses. To obtain the theoretical Eb the method proposed by Mathieu, Lefebvre and Christol (MLC) was used, which is based on the idea of fractional-dimension space, together with the approach proposed by Zhao et al., which extends the MLC method for application in CDQWs. Through magnetophotoluminescence (MPL) measurements performed at 4 K with magnetic fields ranging from 0 T to 12 T, the diamagnetic shift curves were plotted and adjusted using two expressions: one appropriate to fit the curve in the range of low intensity fields and another for the range of high intensity fields, providing the experimental Eb values. The effects of increasing the Al% and the inter-well barrier thickness on Eb are discussed. The Eb reduction when going from the SQW to the CDQW with 5 Å inter-well barrier is clearly observed experimentally for 35% Al concentration and this trend can be noticed even for concentrations as low as 25% and 15%, although the Eb variations in these latter cases are within the error bars. As the Zhao's approach is unable to describe this effect, the wave functions and the probability densities for electrons and holes were calculated, allowing us to explain this effect as being due to a decrease in the spatial superposition of the wave functions caused by the thin inter-well barrier.