Testing for multicointegration in panel data with common factors

The paper addresses the concept of multicointegration in panel data frame- work. The proposal builds upon the panel data cointegration procedures developed in Pedroni (2004), for which we compute the moments of the parametric statistics. When individuals are either cross-section independent or cross-section dependence can be re- moved by cross-section demeaning, our approach can be applied to the wider framework of mixed I(2) and I(1) stochastic processes analysis. The paper also deals with the issue of cross-section dependence using approximate common factor models. Finite sample performance is investigated through Monte Carlo simulations. Finally, we illustrate the use of the procedure investigating inventories, sales and production relationship for a panel of US industries.

New evidence of the real interest rate parity for OECD countries using panel unit root tests with breaks

This paper tests for real interest parity (RIRP) among the nineteen major OECD countries over the period 1978:Q2-1998:Q4. The econometric methods applied consist of combining the use of several unit root or stationarity tests designed for panels valid under cross-section dependence and presence of multiple structural breaks. Our results strongly support the fulfilment of the weak version of the RIRP for the studied period once dependence and structural breaks are accounted for.

Level shifts in a panel data based unit root test : an application to the rate of unemployment

Several unit root tests in panel data have recently been proposed. The test developed by Harris and Tzavalis (1999 JoE) performs particularly well when the time dimension is moderate in relation to the cross-section dimension. However, in common with the traditional tests designed for the unidimensional case, it was found to perform poorly when there is a structural break in the time series under the alternative. Here we derive the asymptotic distribution of the test allowing for a shift in the mean, and assess the small sample performance. We apply this new test to show how the hypothesis of (perfect) hysteresis in Spanish unemployment is rejected in favour of the alternative of the natural unemployment rate, when the possibility of a change in the latter is considered.

Seasonal dependence in the solar neutrino flux

Mikheyev-Smirnov-Wolfenstein (MSW) solutions of the solar neutrino problem predict a seasonal dependence of the zenith angle distribution of the event rates, due to the nonzero latitude at the Super-Kamiokande site. We calculate this seasonal dependence and compare it with the expectations in the no-oscillation case as well as just-so scenario, in the light of the latest Super-Kamiokande 708-day data. The seasonal dependence can be sizable in the large mixing angle MSW solution and would be correlated with the day-night effect. This may be used to discriminate between MSW and just-so scenarios and should be taken into account in refined fits of the data.

Zenith angle distributions at Super-Kamiokande and SNO and the solution of the solar neutrino problem

We have performed a detailed study of the zenith angle dependence of the regeneration factor and distributions of events at SNO and SK for different solutions of the solar neutrino problem. In particular, we discuss the oscillatory behavior and the synchronization effect in the distribution for the LMA solution, the parametric peak for the LOW solution, etc. A physical interpretation of the effects is given. We suggest a new binning of events which emphasizes the distinctive features of the zenith angle distributions for the different solutions. We also find the correlations between the integrated day-night asymmetry and the rates of events in different zenith angle bins. The study of these correlations strengthens the identification power of the analysis.

Analysis of the role of mobility-lifetime products in the performance of amorphous silicon p-i-n solar cells

An analytical model of an amorphous silicon p-i-n solar cell is presented to describe its photovoltaic behavior under short-circuit conditions. It has been developed from the analysis of numerical simulation results. These results reproduce the experimental illumination dependence of short-circuit resistance, which is the reciprocal slope of the I(V) curve at the short-circuit point. The recombination rate profiles show that recombination in the regions of charged defects near the p-i and i-n interfaces should not be overlooked. Based on the interpretation of the numerical solutions, we deduce analytical expressions for the recombination current and short-circuit resistance. These expressions are given as a function of an effective ¿¿ product, which depends on the intensity of illumination. We also study the effect of surface recombination with simple expressions that describe its influence on current loss and short-circuit resistance.

L'ocupació altimperial del solar del mercat de Santa Caterina. Un possible centre productor ceràmic

En aquest article es presenta la fase de la intervenció realitzada al mercat de Santa Caterina que es desenvolupa en l’època altimperial romana i està relacionada amb els inicis de la ciutat de Barcino. En funció de les estructures recuperades i la gran quantitat de material d’escòries ceràmiques recollides, les restes documentades s’han identificat amb una zona de producció ceràmica suburbial, on podrien produir-se tant ceràmiques comunes com recipients amfòrics. Aquests últims són els que han aportat més informació, tant per la quantitat com per la diversitat de marques recollides, que han permès ampliar el coneixement sobre les possibles produccions a la ciutat i els circuits del vi a la zona.

Forecasting the Earth"s radiation belts and modeling solar energetic particle events: Recent results from SPACECAST

High-energy charged particles in the van Allen radiation belts and in solar energetic particle events can damage satellites on orbit leading to malfunctions and loss of satellite service. Here we describe some recent results from the SPACECAST project on modelling and forecasting the radiation belts, and modelling solar energetic particle events. We describe the SPACECAST forecasting system that uses physical models that include wave-particle interactions to forecast the electron radiation belts up to 3 h ahead. We show that the forecasts were able to reproduce the >2 MeV electron flux at GOES 13 during the moderate storm of 7-8 October 2012, and the period following a fast solar wind stream on 25-26 October 2012 to within a factor of 5 or so. At lower energies of 10- a few 100 keV we show that the electron flux at geostationary orbit depends sensitively on the high-energy tail of the source distribution near 10 RE on the nightside of the Earth, and that the source is best represented by a kappa distribution. We present a new model of whistler mode chorus determined from multiple satellite measurements which shows that the effects of wave-particle interactions beyond geostationary orbit are likely to be very significant. We also present radial diffusion coefficients calculated from satellite data at geostationary orbit which vary with Kp by over four orders of magnitude. We describe a new automated method to determine the position at the shock that is magnetically connected to the Earth for modelling solar energetic particle events and which takes into account entropy, and predict the form of the mean free path in the foreshock, and particle injection efficiency at the shock from analytical theory which can be tested in simulations.

Centre d’Assistència Primària, Aparcament i Urbanització exterior al solar d'equipament Can Bruguera, Vilassar de Dalt

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