To cointegrate or not to cointegrate? That's a topological question

We show that for any multivariate I( 1) process which does not cointegrate, it is possible to find another process sufficient1y elose to it where cointegration applies. Closeness is defined in terms of the spectral density matrices of the respective processes in differences, i.e., a metric which takes into account only the information in the (centred) second moments. The result may explain why in practice cointegration is found a bit "too often". Examples developing this point and simulations giving an insight on the metric used are also presented.

Continuously deformable topological structure

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Disclosing the generic behavior of topological solutions: An orbit-based approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Nonpolynomial potentials with deformable topological structures

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Black string corrections in variable tension braneworld scenarios

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Topological K-equivalence of analytic function-germs

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Finiteness theorem for topological contact equivalence of map germs

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Integrable hierarchy for multidimensional Toda equations and topological-anti-topological fusion

The negative symmetry flows are incorporated into the Riemann-Hilbert problem for the homogeneous A(m)-hierarchy and its (gl) over cap (m + 1, C) extension.A loop group automorphism of order two is used to define a sub-hierarchy of (gl) over cap (m + 1, C) hierarchy containing only the odd symmetry flows. The positive and negative flows of the +/-1 grade coincide with equations of the multidimensional Toda model and of topological-anti-topological fusion. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Quadratic gravity in (2+1)D with a topological Chern-Simons term

Three-dimensional quadratic gravity, unlike general relativity in (2+1)D, is dynamically nontrivial and has a well behaved nonrelativistic potential. Here we analyse the changes that occur when a topological Chem-Simons term is added to this theory. It is found that the harmless massive scalar mode of the latter gives rise to a troublesome massive spin-0 ghost, while the massive spin-2 ghost is replaced by two massive physical particles both of spin 2. We also found that light deflection does not have the 'wrong sign' such as in the framework of three-dimensional quadratic gravity.

Entropy of bosonic open string and boundary conditions

The entropy of the states associated to the solutions of the equations of motion of the bosonic open string with combinations of Neumann and Dirichlet boundary conditions is given. Also, the entropy of the string in the states \A(i)] = alpha(-1)(i)\0] and \phi(a)]= alpha(-1)(a)\0] that describe the massless fields on the world-volume of the Dp-brane is computed. (C) 2002 Elsevier B.V. B.V. All rights reserved.