936 resultados para Granger causality test


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In this paper, we extend the heterogeneous panel data stationarity test of Hadri [Econometrics Journal, Vol. 3 (2000) pp. 148–161] to the cases where breaks are taken into account. Four models with different patterns of breaks under the null hypothesis are specified. Two of the models have been already proposed by Carrion-i-Silvestre et al.[Econometrics Journal,Vol. 8 (2005) pp. 159–175]. The moments of the statistics corresponding to the four models are derived in closed form via characteristic functions.We also provide the exact moments of a modified statistic that do not asymptotically depend on the location of the break point under the null hypothesis. The cases where the break point is unknown are also considered. For the model with breaks in the level and no time trend and for the model with breaks in the level and in the time trend, Carrion-i-Silvestre et al. [Econometrics Journal, Vol. 8 (2005) pp. 159–175]showed that the number of breaks and their positions may be allowed to differ acrossindividuals for cases with known and unknown breaks. Their results can easily be extended to the proposed modified statistic. The asymptotic distributions of all the statistics proposed are derived under the null hypothesis and are shown to be normally distributed. We show by simulations that our suggested tests have in general good performance in finite samples except the modified test. In an empirical application to the consumer prices of 22 OECD countries during the period from 1953 to 2003, we found evidence of stationarity once a structural break and cross-sectional dependence are accommodated.

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The consideration of the limit theory in which T is fixed and N is allowed to go to infinity improves the finite-sample properties of the tests and avoids the imposition of the relative rates at which T and N go to infinity.

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A rapid and sensitive immuno-based screening method was developed to detect domoic acid (DA) present in extracts of shellfish species using a surface plasmon resonance-based optical biosensor. A rabbit polyclonal antibody raised against DA was mixed with standard or sample extracts and allowed to interact with DA immobilized onto a sensor chip surface. The characterization of the antibody strongly suggested high cross-reactivity with DA and important isomers of the toxin. The binding of this antibody to the sensor chip surface was inhibited in the presence of DA in either standard solutions or sample extracts. The DA chip surface proved to be highly stable, achieving approximately 800 analyses per chip without any loss of surface activity. A single analytical cycle (sample injection, chip regeneration, and system wash) took 10 min to complete. Sample analysis (scallops, mussels, cockles, oysters) was achieved by simple extraction with methanol. These extracts were then filtered and diluted before analysis. Detection limits in the ng/g range were achieved by the assay; however, the assay parameters chosen allowed the test to be performed most accurately at the European Union's official action limit for DA of 20 mu g/g. At this concentration, intra- and interassay variations were measured for a range of shellfish species and ranged from 4.5 to 7.4% and 2.3 to 9.7%, respectively.

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We consider the derivation of a kinetic equation for a charged test particle weakly interacting with an electrostatic plasma in thermal equilibrium, subject to a uniform external magnetic field. The Liouville equation leads to a generalized master equation to second order in the `weak' interaction; a Fokker-Planck-type equation then follows as a `Markovian' approximation. It is shown that such an equation does not preserve the positivity of the distribution function f(x,v;t). By applying techniques developed in the theory of open systems, a correct Fokker-Planck equation is derived. Explicit expressions for the diffusion and drift coefficients, depending on the magnetic field, are obtained.

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The School of Mechanical and Aerospace Engineering at Queen’s University Belfast introduced a new degree programme in Product Design and Development (PDD) in 2004. As well as setting out to meet all UK-SPEC requirements, the entirely new curriculum was developed in line with the syllabus and standards defined by the CDIO Initiative, an international collaboration of universities aiming to improve the education of engineering students. The CDIO ethos is that students are taught in the context of conceiving, designing, implementing and operating a product or system. Fundamental to this is an integrated curriculum with multiple Design-Build-Test (DBT) experiences at the core. Unlike most traditional engineering courses the PDD degree features group DBT projects in all years of the programme. The projects increase in complexity and challenge in a staged manner, with learning outcomes guided by Bloom’s taxonomy of learning domains. The integrated course structure enables the immediate application of disciplinary knowledge, gained from other modules, as well as development of professional skills and attributes in the context of the DBT activity. This has a positive impact on student engagement and the embedding of these relevant skills, identified from a stakeholder survey, has also been shown to better prepare students for professional practice. This paper will detail the methodology used in the development of the curriculum, refinements that have been made during the first five years of operation and discuss the resource and staffing issues raised in facilitating such a learning environment.

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We consider tunneling of a nonrelativistic particle across a potential barrier. It is shown that the barrier acts as an effective beam splitter which builds up the transmitted pulse from the copies of the initial envelope shifted in the coordinate space backward relative to the free propagation. Although along each pathway causality is explicitly obeyed, in special cases reshaping can result an overall reduction of the initial envelope, accompanied by an arbitrary coordinate shift. In the case of a high barrier the delay amplitude distribution (DAD) mimics a Dirac delta function, the transmission amplitude is superoscillatory for finite momenta and tunneling leads to an accurate advancement of the (reduced) initial envelope by the barrier width. In the case of a wide barrier, initial envelope is accurately translated into the complex coordinate plane. The complex shift, given by the first moment of the DAD, accounts for both the displacement of the maximum of the transmitted probability density and the increase in its velocity. It is argued that analyzing apparent

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The European Court of Human Rights has now clearly established that domestic violence constitutes a human rights issue. However, there are a number of difficulties involved in using the Human Rights Act 1998 in relation to violence against women in the home. One of these obstacles is the restrictive test of standing found in the Act, which is problematic as regards an ‘unseen crime’ such as domestic violence. This article examines this test of standing and the difficulties it poses in the context of violence against women in the home. It then considers alternative models for the standing requirement and assesses whether a change in the test of standing would produce beneficial results as regards the issue of domestic violence.