89 resultados para Panel Cointegration

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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In this paper, we propose new cointegration tests for single equations and panels. Inboth cases, the asymptotic distributions of the tests, which are derived with N fixed andT → ∞, are shown to be standard normals. The effects of serial correlation and crosssectionaldependence are mopped out via long-run variances. An effective bias correctionis derived which is shown to work well in finite samples; particularly when N is smallerthan T. Our panel tests are robust to possible cointegration across units.

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The introduction of advanced welding methods as an alternative joining process to riveting in the manufacture of primary aircraft structure has the potential to realize reductions in both manufacturing costs and structural weight. Current design and analysis methods for aircraft panels have been developed and validated for riveted fabrication. For welded panels, considering the buckling collapse design philosophy of aircraft stiffened panels, strength prediction methods considering welding process effects for both local-buckling and post-buckling behaviours must be developed and validated. This article reports on the work undertaken to develop analysis methods for the crippling failure of stiffened panels fabricated using laser beam and friction stir welding. The work assesses modifications to conventional analysis methods and finite-element analysis methods for strength prediction. The analysis work is validated experimentally with welded single stiffener crippling specimens. The experimental programme has demonstrated the potential static strength of laser beam and friction stir welded sheet-stiffener joints for post-buckling panel applications. The work undertaken has demonstrated that the crippling behaviour of welded stiffened panels may be analysed considering standard-buckling behaviour. However, stiffened panel buckling analysis procedures must be altered to account for the weld joint geometry and process altered material properties. © IMechE 2006.

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The impact of parental child-rearing practices on child outcomes has been the subject of much research and debate for many years. Studies carried out within a variety of disciplines and across a number of different countries in the world have indicated that parents tend to use a different pattern of rearing their sons than their daughters, and that child-rearing practices are related to the gender of the parent, as well as to the age and developmental stage of the child. However, there has been little research in Northern Ireland on child-rearing behaviours. In order to address this shortfall, this paper presents an analysis of parents’ perceptions of their interactions with their children. Data from Wave 3 of the Northern Ireland Household Panel Survey were analysed to explore aspects of ‘‘negative’’ parenting practices (arguing, yelling and use of physical punishment) as well as ‘‘positive’’ parenting practices (talking, praising and hugging). The participants were all parents (aged 16 years and over) with children under the age of 16 years living in the same household. Each parent reported his/her interaction with each child (up to a maximum of six children), and in total 1,629 responses were recorded. The results of the research supported previous findings from the United Kingdom and elsewhere, and indicated that the parenting styles of respondents in Northern Ireland were indeed related to the gender and age of the children and to the gender of the parents. The survey found that parents in Northern Ireland tend to have a harsher, more negative style of parenting boys than girls and that children in their teenage years have fewer positive interactions with their parents than younger children. The same parents and children will be followed up in 2007 in order to provide a longitudinal analysis of parent/child relationships in Northern Ireland.

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Eleven minisatellite DNA locus specific probes, isolated from Atlantic salmon (Salmo salar) and brown trout (Salmo trutta) partial genomic DNA libraries, were tested for cross-hybridization to eleven other salmonid species, i.e. sockeye salmon (Oncorhynchus nerka); coho salmon (O. kisutch), chum salmon (O. keta); pink salmon (O. gorbuscha); chinook salmon (O. tshawytscha); rainbow trout (O. mykiss); brook trout (Salvelinus fontinalis); Arctic charr (S. alpinus); grayling (Thymallus thymallus); huchen (Hucho hucho); pollan (Coregonus autumnalis). Simple single locus profiles for each of these species were revealed by, from two to ten SLPs. These markers are likely to be of great value in addressing several problems in aquaculture of these species.

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The introduction of advanced welding methods as an alternative joining process to riveting in the manufacture of primary aircraft structure has the potential to realize reductions in both manufacturing costs and structural weight. However, welding processes can introduce undesirable residual stresses and distortions in the final fabricated components, as well as localized loss of mechanical properties at the weld joints. The aim of this research is to determine and characterize the key process effects of advanced welding assembly methods on stiffened panel static strength performance. This in-depth understanding of the relationships between welding process effects and buckling and collapse strength is required to achieve manufacturing cost reductions without introducing structural analysis uncertainties and hence conservative over designed welded panels. This current work is focused at the sub-component level and examines the static strength of friction stir welded multi stiffener panels. The undertaken experimental and computational studies have demonstrated that local skin buckling is predominantly influenced by the magnitude of welding induced residual stresses and associated geometric distortions, whereas panel collapse behavior is sensitive to the lateral width of the physically joined skin and stiffener flange material, the strength of material in the Heat Affected Zone as well as the magnitude of the welding induced residual stresses. Copyright © 2006 by the American Institute of Aeronautics and Astronautics, Inc. All rights reserved.


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This paper presents a narrative of the operation of the European Citizens’ Panel that reported in 2007 on the future roles of rural areas. This dialogue was located within a wider and recent engagement by the EU with its citizens following rejection of the EU Constitutional Treaty. The paper draws attention to the contemporary rural development challenges in Europe that were debated by eight regional panels as a prelude to a wider European deliberation. The working method of the European Citizens’ Panel is outlined and critical commentary is provided on the interaction between planning through dialogue, EU citizenship renewal, and the shaping of bottom-up development trajectories.

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To increase the structural efficiency of integrally machined aluminium alloy stiffened panels, it is plausible to introduce plate sub-stiffening to increase the local stability and thus panel static strength performance. Reported herein is the experimental validation of prismatic sub-stiffening, and the computational verification of such concepts within larger recurring structure. The experimental work demonstrates the potential to 'control' plate buckling modes. For the tested sub-stiffening design, an initial plate buckling performance gain of +89% over an equivalent mass design was measured. The numerical simulations, modelling the tested sub-stiffening design, demonstrate equivalent behaviour and performance gains (+66%) within larger structures consisting of recurring panels. (C) 2009 Elsevier Ltd. All rights reserved.

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Previous work has demonstrated the potential to introduce plate element sub-stiffening to increase the local stability and thus static strength performance of integrally machined aluminium alloy stiffened panels. The introduction of plate element prismatic sub-stiffening modifies local plate buckling behaviour and within realistic design constraints, may produce sizable performance gains with equivalent mass designs. This article examines through experimental and computational analysis the potential of non-prismatic sub-stiffening for tailoring local plate stability performance. Using non-prismatic sub-stiffening, the experimental work demonstrates potential initial buckling performance gains with equivalent mass designs (+185%), and computationally, potential mass savings with equivalent static strength performance designs (-9.4%). (C) 2010 Elsevier Ltd. All rights reserved.

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This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.

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In this paper, we extend the heterogeneous panel data stationarity test of Hadri [Econometrics Journal, Vol. 3 (2000) pp. 148–161] to the cases where breaks are taken into account. Four models with different patterns of breaks under the null hypothesis are specified. Two of the models have been already proposed by Carrion-i-Silvestre et al.[Econometrics Journal,Vol. 8 (2005) pp. 159–175]. The moments of the statistics corresponding to the four models are derived in closed form via characteristic functions.We also provide the exact moments of a modified statistic that do not asymptotically depend on the location of the break point under the null hypothesis. The cases where the break point is unknown are also considered. For the model with breaks in the level and no time trend and for the model with breaks in the level and in the time trend, Carrion-i-Silvestre et al. [Econometrics Journal, Vol. 8 (2005) pp. 159–175]showed that the number of breaks and their positions may be allowed to differ acrossindividuals for cases with known and unknown breaks. Their results can easily be extended to the proposed modified statistic. The asymptotic distributions of all the statistics proposed are derived under the null hypothesis and are shown to be normally distributed. We show by simulations that our suggested tests have in general good performance in finite samples except the modified test. In an empirical application to the consumer prices of 22 OECD countries during the period from 1953 to 2003, we found evidence of stationarity once a structural break and cross-sectional dependence are accommodated.