Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.

PHOTOMINERALIZATION OF SALICYLIC-ACID - A KINETIC-STUDY

The kinetics of the photomineralization of salicylic acid (SA) sensitized by Degussa P25 titanium dioxide (TiO2) dispersions in oxygenated aqueous solution are reported as a function of the following experimental parameters: [TiO2], percentage of O-2, [SA], temperature (T) and light intensity (I). The kinetics of SA photomineralization conform to a Langmuir-Hinshelwood kinetic scheme with SA and O-2 adsorbed at different sites with apparent Langmuir adsorption coefficients of (6.1 +/- 1.2) x 10(4) mol(-1) dm(3) and 0.061 +/- 0.007 kPa(-1) respectively. The overall activation energy for the system was determined as 4.6 +/- 0.2 kJ mol(-1). Two major stable reaction intermediates are identified (dihydroxybenzoic acids (DHBA) and catechol (C)) and the existence of a further pathway involving one or more very unstable and, as yet, unidentified reaction intermediates is proposed. A kinetic model is presented which describes the temporal behaviour of the concentrations of SA, CO2 and the major photogenerated intermediates (DHBA and C). This model is used to predict successfully the temporal behaviour of the major intermediates in the photomineralization of SA under non-standard conditions.

Double complexes and vanishing of Novikov cohomology

We consider non-standard totalisation functors for double complexes, involving left or right truncated products. We show how properties of these imply that the algebraic mapping torus of a self map h of a cochain complex of finitely presented modules has trivial negative Novikov cohomology, and has trivial positive Novikov cohomology provided h is a quasi-isomorphism. As an application we obtain a new and transparent proof that a finitely dominated cochain complex over a Laurent polynomial ring has trivial (positive and negative) Novikov cohomology.

Intralaminar toughness characterisation of unbalanced hybrid plain weave laminates

A numerical and experimental investigation on the mode-I intralaminar toughness of a hybrid plain weave composite laminate manufactured using resin infusion under flexible tooling (RIFT) process is presented in this paper. The pre-cracked geometries consisted of overheight compact tension (OCT), double edge notch (DEN) and centrally cracked four-point-bending (4PBT) test specimens. The position as well as the strain field ahead of the crack tip during the loading stage was determined using a digital speckle photogrammetry system. The limitation on the applicability of the standard data reduction schemes for the determination of intralaminar toughness of composite materials is presented and discussed. A methodology based on the numerical evaluation of the strain energy release rate using the J-integral method is proposed to derive new geometric correction functions for the determination of the stress intensity factor for composites. The method accounts for material anisotropy and finite specimen dimension effects regardless of the geometry. The approach has been validated for alternative non-standard specimen geometries. A comparison between different methods currently available for computing the intralaminar fracture toughness in composite laminates is presented and a good agreement between numerical and experimental results using the proposed methodology was obtained. 

A potential vulnerability locus for schizophrenia on chromosome 6p24-22:evidence for genetic heterogeneity

In 265 Irish pedigrees, with linkage analysis we find evidence for a vulnerability locus for schizophrenia in region 6p24-22. The greatest lod score, assuming locus heterogeneity, is 3.51 (P = 0.0002) with D6S296. Another test, the C test, also supported linkage, the strongest results being obtained with D6S296 (P = 0.00001), D6S274 (P = 0.004) and D6S285 (P = 0.006). Non-parametric analysis yielded suggestive, but substantially weaker, findings. This locus appears to influence the vulnerability to schizophrenia in roughly 15 to 30% of our pedigrees. Evidence for linkage was maximal using an intermediate phenotypic definition and declined when this definition was narrowed or was broadened to include other psychiatric disorders.

Finite domination and Novikov rings. Laurent polynomial rings in several variables

We present a homological characterisation of those chain complexes of modules over a Laurent polynomial ring in several indeterminates which are finitely dominated over the ground ring (that is, are a retract up to homotopy of a bounded complex of finitely generated free modules). The main tools, which we develop in the paper, are a non-standard totalisation construction for multi-complexes based on truncated products, and a high-dimensional mapping torus construction employing a theory of cubical diagrams that commute up to specified coherent homotopies.

Behavioural reactivity of ewes and lambs during partial and total social isolation

This work investigated the differences in the reactivity of Sarda (primiparous n= 18, multiparous n= 17) and Dorset (multiparous n= 8) breeds of sheep and their singleton lambs to two challenging test situations involving a mother-lamb partial separation test and an isolation test. Non-parametric analysis used single behavioural variables and fear scores to evaluate the effect of parity, sex of lambs, and the association between mother-lamb behaviour. Amongst ewes, Dorset were characterised by a more calm temperament while Sarda (especially primiparous ewes) were more active in their response to challenge (i.e. more attempts to escape). As with their dams, lambs reflected to a certain extent this divergence and overall during isolation lamb fear score was on average significantly higher than dams. Correlations between measures of behavioural reactivity across tests were carried out to search for predictive measures of fear. A very strong correlation emerged linking vocalisation to locomotor activity. Vocalisation could be a good candidate as predictor factor of an active reaction of sheep to a fearful situation.

RelMDD-A Library for Manipulating Relations Based on MDDs

Relation algebras is one of the state-of-the-art means used by mathematicians and computer scientists for solving very complex problems. As a result, a computer algebra system for relation algebras called RelView has been developed at Kiel University. RelView works within the standard model of relation algebras. On the other hand, relation algebras do have other models which may have different properties. For example, in the standard model we always have L;L=L (the composition of two (heterogeneous) universal relations yields a universal relation). This is not true in some non-standard models. Therefore, any example in RelView will always satisfy this property even though it is not true in general. On the other hand, it has been shown that every relation algebra with relational sums and subobjects can be seen as matrix algebra similar to the correspondence of binary relations between sets and Boolean matrices. The aim of my research is to develop a new system that works with both standard and non-standard models for arbitrary relations using multiple-valued decision diagrams (MDDs). This system will implement relations as matrix algebras. The proposed structure is a library written in C which can be imported by other languages such as Java or Haskell.

Short run and long run causality in time series: Inference

We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.

Self-other asymmetry

In this paper, I present a non standard objection to moral impartialism. My idea is that moral impartialism is questionable when it is committed to a principle we have reasons to reject: the principle of self-other symmetry. According to the utilitarian version of the principle, the benefits and harms to the agent are exactly as relevant to the global evaluation of the goodness of his action as the benefits and harms to any other agent. But this view sits badly with the “Harm principle” which stresses the difference between harm to others and harm to the self. According to the deontological version, we have moral duties to ourselves which are exactly symmetrical to our duties to others. But there are reasons to believe that the idea of a duty to the self is not coherent.

Modèle de structuration des relations lexicales fondé sur le formalisme des fonctions lexicales

Thèse réalisée en cotutelle avec l'Université Paris Diderot (Paris 7)

Relations entre le leadership transformationnel de directions d’établissement, le contexte scolaire et les conditions favorisant l’engagement du personnel enseignant tels que perçus par des enseignants de quatre écoles primaires de Montréal lors de l’implantation du renouveau pédagogique

Cette recherche vise à examiner les relations entre la perception que des membres du personnel enseignant ont des pratiques du leadership transformationnel de la direction d’école, du contexte scolaire et des conditions favorisant leur engagement à implanter le renouveau pédagogique dans leur école. Le schéma conceptuel et le questionnaire qui sous-tendent cette recherche sont une adaptation de ceux élaborés par Yu, Leithwood et Jantzi (2002). Le questionnaire a été complété par 31 membres du personnel enseignant de quatre écoles primaires montréalaises appartenant à des commissions scolaires anglophones et francophones. À partir de ces données, nous avons calculé des moyennes et nous avons comparé les écoles, à l’aide des tests Mann-Whitney, selon leur niveau d’implantation du renouveau pédagogique, leur niveau socioéconomique et la langue de la commission scolaire d’appartenance. De plus, pour compléter nos données quantitatives, nous avons repris quelques citations des entrevues faites auprès des directions de ces écoles que les professeurs du département d’Administration et fondements de l’éducation de l’Université de Montréal, qui font partie du Groupe de recherche sur l’éducation en milieux défavorisés (GRÉMD), ont effectuées dans le cadre d’une autre étude. Les comparaisons des écoles selon leur niveau d’implantation du renouveau pédagogique révèlent que le personnel enseignant des deux écoles en changement se distingue de celui des deux écoles peu engagées dans le changement sur un seul point majeur : il a évalué moins positivement le contexte scolaire, un résultat appuyé par les analyses non paramétriques. Il semble que, dans les écoles qui ont participé à notre étude, le fait de soutenir l’implantation du renouveau pédagogique serait associé à une évaluation plus faible du contexte scolaire ; la culture de l’école et l’environnement étant les conditions les plus touchées. Un autre résultat de cette recherche est le fait que les enseignantes de l’école favorisée ont évalué le contexte scolaire, notamment la culture, l’environnement et les stratégies pour le changement, moins positivement que les enseignantes des écoles défavorisées. Enfin, les comparaisons des écoles en fonction de la langue de la commission scolaire indiquent qu’il n’existe pas de différence significative dans les évaluations faites des trois variables, que les enseignantes travaillent dans une école appartenant à une commission scolaire anglophone ou francophone. Étant donné que l’échantillon d’enseignantes qui a participé à notre étude est modeste, les résultats de cette recherche ne peuvent pas être généralisés, cependant ils pourraient constituer une base pour des recherches ultérieures dans ce domaine.

Implantation et validation d’un modèle Monte Carlo du Cyberknife dans un outil de calcul de dose clinique

Le travail de modélisation a été réalisé à travers EGSnrc, un logiciel développé par le Conseil National de Recherche Canada.

High-momentum proton removal from 16 O and the (e,e'p) cross section

The cross section for the removal of high-momentum protons from 16O is calculated for high missing energies. The admixture of high-momentum nucleons in the 16O ground state is obtained by calculating the single-hole spectral function directly in the finite nucleus with the inclusion of short-range and tensor correlations induced by a realistic meson-exchange interaction. The presence of high-momentum nucleons in the transition to final states in 15N at 60¿100 MeV missing energy is converted to the coincidence cross section for the (e,e¿p) reaction by including the coupling to the electromagnetic probe and the final state interactions of the outgoing proton in the same way as in the standard analysis of the experimental data. Detectable cross sections for the removal of a single proton at these high missing energies are obtained which are considerably larger at higher missing momentum than the corresponding cross sections for the p-wave quasihole transitions. Cross sections for these quasihole transitions are compared with the most recent experimental data available.

Interface issues in the ESCHER visual database editor

Presentation at the 1997 Dagstuhl Seminar "Evaluation of Multimedia Information Retrieval", Norbert Fuhr, Keith van Rijsbergen, Alan F. Smeaton (eds.), Dagstuhl Seminar Report 175, 14.04. - 18.04.97 (9716). - Abstract: This presentation will introduce ESCHER, a database editor which supports visualization in non-standard applications in engineering, science, tourism and the entertainment industry. It was originally based on the extended nested relational data model and is currently extended to include object-relational properties like inheritance, object types, integrity constraints and methods. It serves as a research platform into areas such as multimedia and visual information systems, QBE-like queries, computer-supported concurrent work (CSCW) and novel storage techniques. In its role as a Visual Information System, a database editor must support browsing and navigation. ESCHER provides this access to data by means of so called fingers. They generalize the cursor paradigm in graphical and text editors. On the graphical display, a finger is reflected by a colored area which corresponds to the object a finger is currently pointing at. In a table more than one finger may point to objects, one of which is the active finger and is used for navigating through the table. The talk will mostly concentrate on giving examples for this type of navigation and will discuss some of the architectural needs for fast object traversal and display. ESCHER is available as public domain software from our ftp site in Kassel. The portable C source can be easily compiled for any machine running UNIX and OSF/Motif, in particular our working environments IBM RS/6000 and Intel-based LINUX systems. A porting to Tcl/Tk is under way.