Monte Carlo evidence on cointegration and causation

The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR and WALD) are compared to a Wald test based on multivariate least squares estimation of a modified VAR (MWALD). In large samples all test statistics perform well in terms of size and power. For smaller samples, the LR and WALD tests perform better than the MWALD test. Overall, the LR test outperforms the other two in terms of size and power in small samples.

Laboratory wear testing of polyurethane elastomers

A dry sand-rubber wheel abrasion test was used to investigate the wear behaviour of polyurethanes. The dry sand-rubber wheel abrasion test (DSRW test) is an approved ASTM test designed primarily for testing metals, therefore, in this study the set of test conditions was optimized for use with polyurethane elastomers. The wear performance of polyurethanes was assessed for the range of Shore hardness 85A to 65D, and a correlation was identified between the wear rate and the sample hardness. Polyurethane elastomers can be separated into three classes according to their hardness and wear performance, and each class shows a different dependence on the specimen temperature. This work has implications for use of the DSRW test for the prediction of field performance of polyurethanes. (C) Elsevier Science S.A.

Finite element analysis of mechanical properties in discontinuously reinforced metal matrix composites with ultrafine microstructure

This investigation focused on the finite element analyses of elastic and plastic properties of aluminium/alumina composite materials with ultrafine microstructure. The commonly used unit cell model was used to predict the elastic properties. By combining the unit cell model with an indentation model, coupled with experimental indentation measurements, the plastic properties of the composites and the associated strengthening mechanism within the metal matrix material were investigated. The grain size of the matrix material was found to be an important factor influencing the mechanical properties of the composites studied. (C) 1997 Elsevier Science S.A.

Investigating the influence of achievement on self-concept using an intra-class design and a comparison of the PASS and SDQ-1 self-concept tests

Background. The formation and measurement of self-concept were the foci of this research. Aims. The study aimed to investigate the influence of achievement on academic self-concept and to compare the Perception of Ability Scale for Students (PASS, Boersma & Chapman, 1992) with the Self-Description Questionnaire-1 (SDQ-1, Marsh, 1988). Sample. The participants were 479 grade 5 (mean age 126.6 months) coeducational Australian students, located in 18 schools. Method. An intra-class research design was used to investigate the influence of frame-of-reference on self-concept development. Results. As students' academic scores rose above their class mean their self-concepts increased and as students' academic scores fell below their class mean their self-concepts decreased. Students' difference from class mean predicted their self-concept scores. This finding was consistently shown across the reading, spelling, and mathematics domains using test and teaching rating data. A comparison between the PASS and the SDQ-1 demonstrated concurrent validity across self-concept domains. Conclusion. The findings support the notions that the social environment is a significant agent that influences self-concept, and that teacher ratings and standardised tests of achievement and the PASS and the SDQ-1 are valid measures for self-concept research.

Phase-dependent fluorescence linewidth narrowing in a three-level atom damped by a finite-bandwidth squeezed vacuum

We examine subnatural phase-dependent linewidths in the fluorescence spectrum of a three-level atom damped by a narrow-bandwidth squeezed vacuum in a cavity. Using the dressed-atom model approach of a strongly driven three-level cascade system, we derive the master equation of the system from which we obtain simple analytical expressions for the fluorescence spectrum. We show that the phase effects depend on the bandwidths of the squeezed vacuum and the cavity relative to the Rabi frequency of the driving fields. When the squeezing bandwidth is much larger than the Rabi frequency, the spectrum consists of five lines with only the central and outer sidebands dependent on the phase. For a squeezing bandwidth much smaller than the Rabi frequency the number of lines in the spectrum and their phase properties depend on the frequency at which the squeezing and cavity modes are centered. When the squeezing and cavity modes are centered on the inner Rabi sidebands, the spectrum exhibits five lines that are completely independent of the squeezing phase with only the inner Rabi sidebands dependent on the squeezing correlations. Matching the squeezing and cavity modes to the outer Rabi sidebands leads to the disappearance of the inner Rabi sidebands and a strong phase dependence of the central line and the outer Rabi sidebands. We find that in this case the system behaves as an individual two-level system that reveals exactly the noise distribution in the input squeezed vacuum. [S1050-2947(97)00111-X].