Measurement of the Z and W production cross section in pp collisions at LHC using a bayesian approach

L’obiettivo di tutto il mio lavoro è stato quello di misurare le sezioni d’urto di produzione dei bosoni deboli W ± e Z nei loro decadimenti leptonici (e, μ) coi dati raccolti dal rivelatore ATLAS a LHC con un’energia del centro di massa di √s = 13 TeV relativi all’estate 2015. Gli eventi selezionati sono gli stessi di quelli del recente articolo della Collaborazione ATLAS sullo stesso argomento, in modo anche da poter operare un confronto tra i risultati ottenuti. Confronto peraltro necessario, poichè i risultati sono stati ottenuti con due metodologie differenti: tradizionale (classica) per l’articolo, bayesiana in questa tesi. L’approccio bayesiano permette di combinare i vari canali e di trattare gli effetti sistematici in modo del tutto naturale. I risultati ottenuti sono in ottimo accordo con le predizioni dello Standard Model e con quelli pubblicati da ATLAS.

Measurement of Wγγ Cross Section and Limits on Anomalous Quartic Gauge Couplings in Proton-Proton Collisions at 8 TeV with the CMS detector

Present the measurement of a rare Standard Model processes, pp →W±γγ for the leptonic decays of the W±. The measurement is made with 19.4 fb−1 of 8 TeV data collected in 2012 by the CMS experiment. The measured cross section is consistent with the Standard Model prediction and has a significance of 2.9σ. Limits are placed on dimension-8 Effective Field Theories of anomalous Quartic Gauge Couplings. The analysis has particularly sensitivity to the fT,0 coupling and a 95% confidence limit is placed at −35.9 < fT,0/Λ4< 36.7 TeV−4. Studies of the pp →Zγγ process are also presented. The Zγγ signal is in strict agreement with the Standard Model and has a significance of 5.9σ.

Computational design of a new type of sandwich cross-section for a defined solution of a tree-like column produced by wire-and-arc additive manufacturing

When it comes to designing a structure, architects and engineers want to join forces in order to create and build the most beautiful and efficient building. From finding new shapes and forms to optimizing the stability and the resistance, there is a constant link to be made between both professions. In architecture, there has always been a particular interest in creating new shapes and types of a structure inspired by many different fields, one of them being nature itself. In engineering, the selection of optimum has always dictated the way of thinking and designing structures. This mindset led through studies to the current best practices in construction. However, both disciplines were limited by the traditional manufacturing constraints at a certain point. Over the last decades, much progress was made from a technological point of view, allowing to go beyond today's manufacturing constraints. With the emergence of Wire-and-Arc Additive Manufacturing (WAAM) combined with Algorithmic-Aided Design (AAD), architects and engineers are offered new opportunities to merge architectural beauty and structural efficiency. Both technologies allow for exploring and building unusual and complex structural shapes in addition to a reduction of costs and environmental impacts. Through this study, the author wants to make use of previously mentioned technologies and assess their potential, first to design an aesthetically appreciated tree-like column with the idea of secondly proposing a new type of standardized and optimized sandwich cross-section to the construction industry. Parametric algorithms to model the dendriform column and the new sandwich cross-section are developed and presented in detail. A catalog draft of the latter and methods to establish it are then proposed and discussed. Finally, the buckling behavior of this latter is assessed considering standard steel and WAAM material properties.

Heterogeneity, saving-investment dynamics and capital mobility in Latin America

The purpose of this paper is to analyze the dynamics of national saving-investment relationship in order to determine the degree of capital mobility in 12 Latin American countries. The analytically relevant correlation is the short-term one, defined as that between changes in saving and investment. Of special interest is the speed at which variables return to the long run equilibrium relationship, which is interpreted as being negatively related to the degree of capital mobility. The long run correlation, in turn, captures the coefficient implied by the solvency constraint. We find that heterogeneity and cross-section dependence completely change the estimation of the long run coefficient. Besides we obtain a more precise short run coefficient estimate compared to the existent estimates in the literature. There is evidence of an intermediate degree of capital mobility, and the coefficients are extremely stable over time.

Deconstructing Shocks and Persistence in OECD Real Exchange Rates

This paper analyzes the persistence of shocks that affect the real exchange rates for a panel of seventeen OECD developed countries during the post-Bretton Woods era. The adoption of a panel data framework allows us to distinguish two different sources of shocks, i.e. the idiosyncratic and the common shocks, each of which may have di¤erent persistence patterns on the real exchange rates. We first investigate the stochastic properties of the panel data set using panel stationarity tests that simultaneously consider both the presence of cross-section dependence and multiple structural breaks that have not received much attention in previous persistence analyses. Empirical results indicate that real exchange rates are non-stationary when the analysis does not account for structural breaks, although this conclusion is reversed when they are modeled. Consequently, misspecification errors due to the non-consideration of structural breaks leads to upward biased shocks' persistence measures. The persistence measures for the idiosyncratic and common shocks have been estimated in this paper always turn out to be less than one year.

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 fulfillment of the weak version of the RIRP for the studied period once dependence and structural breaks are accounted for.

Understanding Interactions in Social Networks and Committees

While much of the literature on cross section dependence has focused mainly on estimation of the regression coefficients in the underlying model, estimation and inferences on the magnitude and strength of spill-overs and interactions has been largely ignored. At the same time, such inferences are important in many applications, not least because they have structural interpretations and provide useful interpretation and structural explanation for the strength of any interactions. In this paper we propose GMM methods designed to uncover underlying (hidden) interactions in social networks and committees. Special attention is paid to the interval censored regression model. Our methods are applied to a study of committee decision making within the Bank of England’s monetary policy committee.

Estimation of the Spatial Weights Matrix under Structural Constraints

While estimates of models with spatial interaction are very sensitive to the choice of spatial weights, considerable uncertainty surrounds de nition of spatial weights in most studies with cross-section dependence. We show that, in the spatial error model the spatial weights matrix is only partially identi ed, and is fully identifi ed under the structural constraint of symmetry. For the spatial error model, we propose a new methodology for estimation of spatial weights under the assumption of symmetric spatial weights, with extensions to other important spatial models. The methodology is applied to regional housing markets in the UK, providing an estimated spatial weights matrix that generates several new hypotheses about the economic and socio-cultural drivers of spatial di¤usion in housing demand.

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.

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.

Panel Data Stochastic Convergence Analysis of the Mexican Regions

The stochastic convergence amongst Mexican Federal entities is analyzed in panel data framework. The joint consideration of cross-section dependence and multiple structural breaks is required to ensure that the statistical inference is based on statistics with good statistical properties. Once these features are accounted for, evidence in favour of stochastic convergence is found. Since stochastic convergence is a necessary, yet insufficient condition for convergence as predicted by economic growth models, the paper also investigates whether-convergence process has taken place. We found that the Mexican states have followed either heterogeneous convergence patterns or divergence process throughout the analyzed period.

An analysis of the relationship between wages in the public and private sector in colombia : a panel data approach

This document examines the time-series properties of the wage differentials that arise between the public and private sector in Colombia during the sample period 1984 to 2005. We Find conflicting results in unit-root and stationary tests when looking at wage differentials at an aggregate level (such as for men, women or both). However, when we analyse wage differentials at higher levels of disaggregation, treat them jointly as a panel of data, and allow for the presence of potential cross section dependence, there is more supportive evidence for the view that wage differentials are stationary. This implies that although wage differentials do exist, they have not been consistently increasing (or decreasing) over time.