Revisiting the US money demand function: an application of the Lagrange multiplier structural break unit root test and the bounds test for a long-run relationship

In this article, we examine the issue of a levels relationship and stability of the US money demand function over the period 1959:01 to 2004:02. We use the Lagrange multiplier structural break unit root test and the bounds testing approach to a long-run relationship in levels of the variables, namely real money demand, nominal interest rate and real income. We find greater evidence for a long-run relationship in levels and stability of the US money demand function when we use M2 as a proxy for money demand. However, we find little evidence for a long-run relationship between M1 and M2 with their determinants for the recent period, spanning the last decade or so.

Are bilateral real exchange rates stationary? Evidence from Lagrange multiplier unit root tests for India

The paper examines the stationarity of India’s real exchange rate vis-a` -vis 16 of its major trading partner countries for the period 1960–2000. Application of the conventional ADF unit root test, the Lagrange multiplier (LM) unit root test with one structural break, and the LM unit root test with two structural breaks provides evidence that India’s exchange rate vis-a` -vis 15 out of 16 countries is stationary, implying support for purchasing power parity.

An alternative approach to understanding second-order conditions for constrained optimization - lagrange multipliers

This paper presents an alternative approach to solving a standard problem, frequently encountered in advanced microeconomics, using the technique of Lagrange multipliers. The objective is to enhance the understanding of students as to the derivation of the second-order conditions.

Comparing the small sample properties of two break Lagrange Multiplier unit root tests

In this note, we examine the size and power properties and the break date estimation accuracy of the Lee and Strazicich (LS, 2003) two break endogenous unit root test, based on two different break date selection methods: minimising the test statistic and minimising the sum of squared residuals (SSR). Our results show that the performance of both Models A and C of the LS test are superior when one uses the minimising SSR procedure.

Elaboração de atividades didáticas para o ensino de matemática a partir de livros antigos: o exemplo do leçons élémentaires de Lagrange

De nombreuses études sur l`utilisation pédagogique de l`histoire des mathématiques viennent a identifier les arguments qui sous-tiennent ces actions éducatives comme une façon d`aborder les mathématiques scolaires afin de mener les élèves à un apprentissage réflexif et significatif des mathématiques. Cherchant a vérifier, de manière pratique, comment ces relations entre histoire des mathématiques et l`enseignement des mathématiques peuvent se matérialiser sous la forme d`activités didactiques, nous avons effectué un sondage sur les oeuvres du mathématicien Joseph Louis Lagrange (1736-1813) et identifié le potentiel d`exploration éducatif, de l`oeuvre Leçons élémentaires sur les mathématiques données a l`École Normale en 1795, de cet mathématicien. L`objectif principal de notre étude était de faire des recherches sur le potentiel d`une oeuvre antique dédié à l`enseignement des mathématiques et de la considérer comme support conceptuel et didactique pour la création d`un modèle d`activités didactiques pour l`enseignement des mathématiques, dans la formation des enseignants de mathématiques et aussi en ce qui concerne l`apprentissage des mathématiques des élèves de l`école primaire. Nous avons fait une lecture, la traduction et l`ajout de notes et commentaires sur le travail et une recherche bibliographique sur la relation entre l`histoire des mathématiques et l`enseignement des mathématiques, de façon a comprendre les aspects conceptuels et didactiques pour l`élaboration d`um module activités didactiques pour l`enseignement des mathématiques basée sur certains chapitres du livre de Lagrange. À cette fin, l`oeuvre a été utilisé comme source primaire et a été étudié sous un fondement théorique appuyer sur les travaux des Institut de recherche sur l`enseignement des mathématiques IREM. Dans le module élaboré, les activités apportent les contenus dans une suite integrée à une logique de classe, à partir de la lecture directe des découpages du texte original, disposés entre les questions et les situations-problémes , historiquement mis en contexte avec la période et associés à des contenus spécifiques. Comme il s`agit d`une recherche basée sur l`exploitation de livres anciens, nous croyons que des modules d`activités basées sur des source primaires peuvent être utilisées comme un matériel pédagogique pour la formation des enseignants de mathématiques ainsi que pour les dernières années de l`école élémentaire, reformulées ou accrues d`autres questions telles l`intérêt de chaque enseignant qui l`utilise

As origens da teoria dos invariantes na Inglaterra e o Mécanique Analytique de Lagrange (1788)

Pós-graduação em Educação Matemática - IGCE

Utilização do método numérico interpolador de Lagrange para correção de bases de dados de radiometria solar

This work explores the suitability of the Lagrange interpolating polynomial as a tool to estimate and correct solar databases. From the knowledge of the irradiance distribution over a day, a portion of it was removed for applying Lagrange interpolation polynomial. After generation of the estimates by interpolation, the assessment was made by MBE and RMSE statistical indicators. The application of Lagrange interpolating generated the following results: underestimation of 0.27% (MBE = -1.83 W/m2) and scattering of 0.51% (RMSE = 3.48 W/m2).

High precision astrometry mission for the detection and characterization of nearby habitable planetary systems with the Nearby Earth Astrometric Telescope (NEAT)

A complete census of planetary systems around a volume-limited sample of solar-type stars (FGK dwarfs) in the Solar neighborhood (d a parts per thousand currency signaEuro parts per thousand 15 pc) with uniform sensitivity down to Earth-mass planets within their Habitable Zones out to several AUs would be a major milestone in extrasolar planets astrophysics. This fundamental goal can be achieved with a mission concept such as NEAT-the Nearby Earth Astrometric Telescope. NEAT is designed to carry out space-borne extremely-high-precision astrometric measurements at the 0.05 mu as (1 sigma) accuracy level, sufficient to detect dynamical effects due to orbiting planets of mass even lower than Earth's around the nearest stars. Such a survey mission would provide the actual planetary masses and the full orbital geometry for all the components of the detected planetary systems down to the Earth-mass limit. The NEAT performance limits can be achieved by carrying out differential astrometry between the targets and a set of suitable reference stars in the field. The NEAT instrument design consists of an off-axis parabola single-mirror telescope (D = 1 m), a detector with a large field of view located 40 m away from the telescope and made of 8 small movable CCDs located around a fixed central CCD, and an interferometric calibration system monitoring dynamical Young's fringes originating from metrology fibers located at the primary mirror. The mission profile is driven by the fact that the two main modules of the payload, the telescope and the focal plane, must be located 40 m away leading to the choice of a formation flying option as the reference mission, and of a deployable boom option as an alternative choice. The proposed mission architecture relies on the use of two satellites, of about 700 kg each, operating at L2 for 5 years, flying in formation and offering a capability of more than 20,000 reconfigurations. The two satellites will be launched in a stacked configuration using a Soyuz ST launch vehicle. The NEAT primary science program will encompass an astrometric survey of our 200 closest F-, G- and K-type stellar neighbors, with an average of 50 visits each distributed over the nominal mission duration. The main survey operation will use approximately 70% of the mission lifetime. The remaining 30% of NEAT observing time might be allocated, for example, to improve the characterization of the architecture of selected planetary systems around nearby targets of specific interest (low-mass stars, young stars, etc.) discovered by Gaia, ground-based high-precision radial-velocity surveys, and other programs. With its exquisite, surgical astrometric precision, NEAT holds the promise to provide the first thorough census for Earth-mass planets around stars in the immediate vicinity of our Sun.

Simulazione numerica di fenomeni aeroelastici con applicazione alle strutture civili

Il presente lavoro tratta lo studio dei fenomeni aeroelastici di interazione fra fluido e struttura, con il fine di provare a simularli mediante l’ausilio di un codice agli elementi finiti. Nel primo capitolo sono fornite alcune nozioni di fluidodinamica, in modo da rendere chiari i passaggi teorici fondamentali che portano alle equazioni di Navier-Stokes governanti il moto dei fluidi viscosi. Inoltre è illustrato il fenomeno della formazione di vortici a valle dei corpi tozzi dovuto alla separazione dello strato limite laminare, con descrizione anche di alcuni risultati ottenuti dalle simulazioni numeriche. Nel secondo capitolo vengono presi in rassegna i principali fenomeni di interazione fra fluido e struttura, cercando di metterne in luce le fondamenta della trattazione analitica e le ipotesi sotto le quali tale trattazione è valida. Chiaramente si tratta solo di una panoramica che non entra in merito degli sviluppi della ricerca più recente ma fornisce le basi per affrontare i vari problemi di instabilità strutturale dovuti a un particolare fenomeno di interazione con il vento. Il terzo capitolo contiene una trattazione più approfondita del fenomeno di instabilità per flutter. Tra tutti i fenomeni di instabilità aeroelastica delle strutture il flutter risulta il più temibile, soprattutto per i ponti di grande luce. Per questo si è ritenuto opportuno dedicargli un capitolo, in modo da illustrare i vari procedimenti con cui si riesce a determinare analiticamente la velocità critica di flutter di un impalcato da ponte, a partire dalle funzioni sperimentali denominate derivate di flutter. Al termine del capitolo è illustrato il procedimento con cui si ricavano sperimentalmente le derivate di flutter di un impalcato da ponte. Nel quarto capitolo è presentato l’esempio di studio dell’impalcato del ponte Tsing Ma ad Hong Kong. Sono riportati i risultati analitici dei calcoli della velocità di flutter e di divergenza torsionale dell’impalcato e i risultati delle simulazioni numeriche effettuate per stimare i coefficienti aerodinamici statici e il comportamento dinamico della struttura soggetta all’azione del vento. Considerazioni e commenti sui risultati ottenuti e sui metodi di modellazione numerica adottati completano l’elaborato.