Bootstrap and Fast Double Bootstrap Tests of Cointegration Rank with Financial Time Series

The likelihood ratio test of cointegration rank is the most widely used test for cointegration. Many studies have shown that its finite sample distribution is not well approximated by the limiting distribution. The article introduces and evaluates by Monte Carlo simulation experiments bootstrap and fast double bootstrap (FDB) algorithms for the likelihood ratio test. It finds that the performance of the bootstrap test is very good. The more sophisticated FDB produces a further improvement in cases where the performance of the asymptotic test is very unsatisfactory and the ordinary bootstrap does not work as well as it might. Furthermore, the Monte Carlo simulations provide a number of guidelines on when the bootstrap and FDB tests can be expected to work well. Finally, the tests are applied to US interest rates and international stock prices series. It is found that the asymptotic test tends to overestimate the cointegration rank, while the bootstrap and FDB tests choose the correct cointegration rank.

A cost effective pipelined divider for double precision floating point number

he growth of high-performance application in computer graphics, signal processing and scientific computing is a key driver for high performance, fixed latency; pipelined floating point dividers. Solutions available in the literature use large lookup table for double precision floating point operations.In this paper, we propose a cost effective, fixed latency pipelined divider using modified Taylor-series expansion for double precision floating point operations. We reduce chip area by using a smaller lookup table. We show that the latency of the proposed divider is 49.4 times the latency of a full-adder. The proposed divider reduces chip area by about 81% than the pipelined divider in [9] which is based on modified Taylor-series.

Double time window targeting technique: Real-time DMRG dynamics in the Pariser-Parr-Pople model

We present a generalized adaptive time-dependent density matrix renormalization-group (DMRG) scheme, called the double time window targeting (DTWT) technique, which gives accurate results with nominal computational resources, within reasonable computational time. This procedure originates from the amalgamation of the features of pace keeping DMRG algorithm, first proposed by Luo et al. [Phys. Rev. Lett. 91, 049701 (2003)] and the time-step targeting algorithm by Feiguin and White [Phys. Rev. B 72, 020404 (2005)]. Using the DTWT technique, we study the phenomena of spin-charge separation in conjugated polymers (materials for molecular electronics an spintronics), which have long-range electron-electron interactions and belong to the class of strongly correlated low-dimensional many-body systems. The issue of real-time dynamics within the Pariser-Parr-Pople (PPP) model which includes long-range electron correlations has not been addressed in the literature so far. The present study on PPP chains has revealed that, (i) long-range electron correlations enable both the charge and spin degree of freedom of the electron, to propagate faster in the PPP model compared to Hubbard model, (ii) for standard parameters of the PPP model as applied to conjugated polymers, the charge velocity is almost twice that of the spin velocity, and (iii) the simplistic interpretation of long-range correlations by merely renormalizing the U value of the Hubbard model fails to explain the dynamics of doped holes/electrons in the PPP model.

Double diffusive unsteady free convection on two-dimensional and axisymmetric bodies in a porous medium

The unsteady laminar free convection flow of an incompressible electrically conducting fluid over two-dimensional and axisymmetric bodies embedded in a highly porous medium with an applied magnetic field has been studied. The unsteadiness in the flow field is caused by the variation of the wall temperature and concentration with time. The coupled nonlinear partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. It is observed that the skin friction, heat transfer and mass transfer increase with the permeability parameter but decrease with the magnetic parameter. The results are strongly dependent on the variation of wall temperature and concentration with time. The skin friction and heat transfer increase or decrease as the buoyancy forces from species diffusion assist or oppose the thermal buoyancy force. However, the mass transfer is found to be higher for small values of the ratio of the buoyancy parameters than for large values

Sociolinguistic Implications of Narratology: Focalization and ‘Double Deixis’ in Conversational Storytelling

Over the last few decades, literary narratology has branched out into a wide array of ‘post-classical’ narratologies that have borrowed concepts from cognitive psychology, sociology, anthropology, history, linguistics, and other disciplines. The question arises to what extent ‘classical’ narratological concepts can also be successfully exported to other disciplines which have an interest in narrative. In this article, I apply the concept of ‘focalization’ as well as David Herman’s insights into doubly-deictic ‘you’ in second-person narratives to an interview narrative and further materials from my empirical sociolinguistic study on general practitioners’ narrative discourse on intimate partner abuse. I consider how the narrative positioning of the GP as storyteller and ‘protagonist’ of his story corresponds with his social and professional positioning with regard to his patients in the context of intimate partner violence cases and vis-à-vis the interviewer during the research interview. Focalization and double deixis are shown to become part of a narrative strategy whereby the narrator distances himself from his own personal self in the narrative and at the same time tries to align the interviewer with his viewpoint.

Unsteady mixed convection with double diffusion over a horizontal cylinder and a sphere within a porous medium

The combined effects of the permeability of the medium, magnetic field, buoyancy forces and dissipation on the unsteady mixed convection flow over a horizontal cylinder and a sphere embedded in a porous medium have been studied. The nonlinear coupled partial differential equations with three independent variables have been solved numerically using an implicit finite-difference scheme in combination with the quasilinearization technique. The skin friction, heat transfer and mass transfer increase with the permeability of the medium, magnetic field and buoyancy parameter. The heat and mass transfer continuously decrease with the stream-wise distance, whereas the skin friction increases from zero, attains a maximum and then decreases to zero. The skin friction, heat transfer and mass transfer are significantly affected by the free stream velocity distribution. The effect of dissipation parameter is found to be more pronounced on the heat transfer than on the skin friction and mass transfer

Antibodies raised against denatured DNA bind to double-stranded DNA

Antibodies raised against denatured DNA complexed with methylated bovine serum albumin have been reported to react with ssDNA but not with dsDNA. Using a highly sensitive avidin-biotin microELISA, we report that such antibodies also bind to dsDNA. Antibodies which reacted with ssDNA and dsDNA were found to be IgG type. The antibodies did not react with tRNA and rRNA. The binding of antibodies to dsDNA was partially inhibited dy individual deoxyribonucleotides. ssDNA as well as dsDNA inhibited the binding of antibodies to dsDNA. The binding of these antibodies to supercoiled and relaxed forms of pBR322 DNA was demonstrated by gel retardation assay. The cross-reaction with ssDNA was observed even after affinity purification on native DNA-cellulose. The antibodies were also shown to bind to poly(dA-dT)·poly(dA-dT)

Effect of various factors influencing the delamination behavior of surfactant intercalated layered double hydroxides

The delamination-restacking behavior of a number of layered double hydroxides (LDHs) differing in [M-II]/[M-III] ratio, constituent metal ions and intercalated surfactant anions in different organic solvents has been studied. Colloidal dispersion due to delamination and the stability of the colloid obtained have been found to be not affected much by the nature of the constituent metal ions but increase with increase in the size of the surfactant anion. LDHs with low [M-II]/[M-III] ratio delaminate better than the ones with high [M-II]/[M-III] ratio. Delamination is best in alcohols such as 1-butanol, 1-hexanol, 1-octanol and I-decanol, while a little delamination occurs in nonpolar solvents such as hexane. In all the cases, the original layered solid could be obtained through restacking of layers from the colloidal dispersion.

Binding of deoxyadenylate and deoxycytidylate antibodies to double-stranded DNA

Antibodies raised against deoxyadenylate and deoxycytidylate were found to react with double stranded DNA as assessed by highly sensitive avidin-biotin microELISA. The binding was specific as it was completely inhibited by the homologous hapten. The antibodies did not react with tRNA and rRNA. These antibodies were also shown to react with supercoiled and relaxed forms of pBR322 DNA as demonstrated by gel retardation assay. ssDNA, single-stranded DNA; dsDNA, double-stranded DNA; CT DNA, calf thymus DNA; AB microELISA, avidin-biotin microELISA; dpA, deoxyadenylate; dpC, deoxycytidylate; avidin-HRP, avidin-horseradish peroxidase

Evidence for double valence fluctuation in metallic oxides of lead

The possible role of double valence fluctuation in both lead and oxide ions with reference to metallization in oxides of lead is examined by x-ray-photoemission spectroscopy, ultraviolet-photoemission spectroscopy (UPS), and 207Pb NMR studies. The double valence fluctuations may be viewed as Pb4++2O2-⇄Pb2+O22-. While the insulating oxides PbO, Pb3O4, and Sr2PbO4 show a single oxide ion, O2- characterized by O(1s) at 529.7 eV, the insulating peroxide BaO2 is characterized by the ion O22- with a single O(1s) at 533 eV. The metallic PbO2, BaPbO3, BaBiPbO3, and SrPbO3 showed the occurrence of both O2- and O22- ions. The valence band in these compounds has also been studied by UPS, and clear evidence for the coexistence of O2- and O22- is seen in PbO2. A simultaneous study of 207Pb NMR suggests that the Pb ion could also exist in mixed-valence states. Qualitative arguments are presented to rationalize the existence of such mixed valences of the anion in metal oxides in general and their role in superconductivity.

Non-darcy double-diffusive mixed convection from heated vertical and horizontal plates in saturated porous media

The non-darcy mixed convection flows from heated vertical and horizontal plates in saturated porous media have been considered using boundary layer approximations. The flows are considered to be driven by multiple buoyancy forces. The similarity solutions for both vertical and horizontal plates have been obtained. The governing equations have been solved numerically using a shooting method. The heat transfer, mass transfer and skin friction are reduced due to inertial forces. Also, they increase with the buoyancy parameter for aiding flow and decrease for the opposing flow. For aiding flow, the heat and mass transfer coefficients are found to approach asymptotically the forced or free convection values as the buoyancy parameter approaches zero or infinity.

System effects in double‐channel gated‐integrator‐based deep‐level transient spectroscopy

The effects of the two sampling gate positions, and their widths and the integrator response times on the position, height, and shape of the peaks obtained in a double‐channel gated‐integrator‐based deep‐level transient spectroscopy (DLTS) system are evaluated. The best compromise between the sensitivity and the resolution of the DLTS system is shown to be obtained when the ratio of the two sampling gate positions is about 20. An integrator response time of about 100 ms is shown to be suitable for practical values of emission time constants and heating rates generally used.