2 resultados para SERIAL RINGS
em Dalarna University College Electronic Archive
Resumo:
We have obtained numerically exact results for the spin-related geometric quantum phases that arise in p-type semiconductor ring structures. The interplay between gate-controllable (Rashba) spin splitting and quantum-confinement-induced mixing between hole-spin states causes a much higher sensitivity of magnetoconductance oscillations to external parameters than previously expected. Our results imply a much-enhanced functionality of hole-ring spin-interference devices and shed new light on recent experimental findings.
Testing for Seasonal Unit Roots when Residuals Contain Serial Correlations under HEGY Test Framework
Resumo:
This paper introduces a corrected test statistic for testing seasonal unit roots when residuals contain serial correlations, based on the HEGY test proposed by Hylleberg,Engle, Granger and Yoo (1990). The serial correlations in the residuals of test regressionare accommodated by making corrections to the commonly used HEGY t statistics. Theasymptotic distributions of the corrected t statistics are free from nuisance parameters.The size and power properties of the corrected statistics for quarterly and montly data are investigated. Based on our simulations, the corrected statistics for monthly data havemore power compared with the commonly used HEGY test statistics, but they also have size distortions when there are strong negative seasonal correlations in the residuals.