STRUCTURAL ANALYSIS, LAYER THICKNESS MEASUREMENTS AND MINERALOGICAL INVESTIGATION OF THE LARGE INTERIOR LAYERED DEPOSIT WITHIN GANGES CHASMA, VALLES MARINERIS, MARS

The interior layered deposit (ILD) in Ganges Chasma, Valles Marineris, is a 4.25 km high mound that extends approximately 110 km from west to east. The deposition, deformation, and erosion history of the Ganges ILD records aids in identifying the processes that formed and shaped the Chasma. To interpret structural and geomorphic processes acting on the ILD, multiple layer attitudes and layer thickness transects were conducted on the Ganges ILD. Mineralogical data was analyzed to determine correlations between materials and landforms. Layer thickness measurements indicate that the majority of layers are between 0.5 m and 4 m throughout the ILD. Three major benches dominate the Ganges ILD. Layer thicknesses increase at the ILD benches, suggesting that the benches are formed from the gradual thickening of layers. This indicates that the benches are depositional features draping over basement topography. Layer attitudes indicate overall shallow dips generally confined to a North-South direction that locally appear to follow bench topography. Layering is disrupted on a scale of 40 m to 150 m in 12 separate locations throughout the ILD. In all locations, underlying layering is disturbed by overlying folded layers in a trough-like geometry. These features are interpreted to have formed as submarine channels in a lacustrine setting, subsequently infilled by sediments. Subsequently, the channels were eroded to the present topography, resulting in the thin, curved layering observed. Data cannot conclusively support one ILD formation hypothesis, but does indicate that the Ganges ILD postdates Chasma formation. The presence of water altered minerals, consistently thin layering, and layer orientations provide strong evidence that the ILD formed in a lacustrine setting.

Structural, Magnetic and Thermal Studies of Ce1-xEuxCrO3 Nano-Powders

A new series of nano-sized Ce1-xEuxCrO3 (x = 0.0 to 1.0) with an average particle size of 50 - 80 nm were synthesized using a solution combustion method. Nano-powders Ce1-xEuxCrO3 with the canted antiferromagnetic property exhibited interesting magnetic behaviours including the reversal magnetization and the exchange bias effect. The effect of europium doping as the ion with the smaller radius size and different electron con figuration on structural, magnetic and thermal properties of Ce1-xEuxCrO3 were investigated using various experimental techniques, i.e. DC/AC magnetic susceptibility, heat capacity, thermal expansion, Raman scattering, X-ray photoemission spectroscopy, transmission/scanning electron microscopy, X-ray powder diffraction and neutron scattering. An exchange bias effect, magnetization irreversibility and AC susceptibility dispersion in these samples confirmed the existence of the spin disorder magnetic phase in Ce1-xEuxCrO3 compounds. The exchange bias phenomenon, which is assigned to the exchange coupling between glassy-like shell and canted antiferromagnetic core, showed the opposite sign in CeCrO3 and EuCrO3 at low temperatures, suggesting different exchange interactions at the interfaces in these compounds. The energy level excitation of samples were examined by an inelastic neutron scattering which was in good agreement with the heat capacity data. Neutron scattering analysis of EuCrO3 was challenging due to the large neutron absorption cross-section of europium. All diffraction patterns of Ce1-xEuxCrO3 showed the magnetic peak attributed to the antiferromagnetic Cr3+ spins while none of the diffraction patterns could detect the magnetic ordering of the rare-earth ions in these samples.

Asymmetric Smiles, Leverage Effects and Structural Parameters.

In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.

Computation and Analysis of Multiple Structural-Change Models

In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least-squares operations of order O(T 2) for any number of breaks. Our method can be applied to both pure and partial structural-change models. Secondly, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. We present simulation results pertaining to the behavior of the estimators and tests in finite samples. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program available upon request for non-profit academic use.

GLS Detrending, Efficient Unit Root Tests and Structural Change

We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of Dufour and King (1991) and Elliott, Rothenberg and Stock (1996) (ERS). Following Perron (1989), we consider two models : one allowing for a change in slope and the other for both a change in intercept and slope. We derive the asymptotic distribution of the tests as well as that of the feasible point optimal tests PT(GLS) suggested by ERS. The asymptotic critical values of the tests are tabulated. Also, we compute the non-centrality parameter used for the local GLS detrending that permits the tests to have 50% asymptotic power at that value. We show that the M(GLS) and PT(GLS) tests have an asymptotic power function close to the power envelope. An extensive simulation study analyzes the size and power in finite samples under various methods to select the truncation lag for the autoregressive spectral density estimator. An empirical application is also provided.

Wage Flexibility and Contract Structure in Germany

In this paper, we look at how labor market conditions at different points during the tenure of individuals with firms are correlated with current earnings. Using data on individuals from the German Socioeconomic Panel for the 1985-1994 period, we find that both the contemporaneous unemployment rate and prior values of the unemployment rate are significantly correlated with current earnings, contrary to results for the American labor market. Estimated elasticities vary between 9 and 15 percent for the elasticity of earnings with respect to current unemployment rates, and between 6 and 10 percent with respect to unemployment rates at the start of current firm tenure. Moreover, whereas local unemployment rates determine levels of earnings, national rates influence contemporaneous variations in earnings. We interpret this result as evidence that German unions do, in fact, bargain over wages and employment, but that models of individualistic contracts, such as the implicit contract model, may explain some of the observed wage drift and longer-term wage movements reasonably well. Furthermore, we explore the heterogeneity of contracts over a variety of worker and job characteristics. In particular, we find evidence that contracts differ across firm size and worker type. Workers of large firms are remarkably more insulated from the job market than workers for any other type of firm, indicating the importance of internal job markets.

Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), Stock and Wright (2000, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. One possible way out consists here in using a variant of the Anderson-Rubin (1949, Ann. Math. Stat.) procedure. The latter, however, allows one to build exact tests and confidence sets only for the full vector of the coefficients of the endogenous explanatory variables in a structural equation, which in general does not allow for individual coefficients. This problem may in principle be overcome by using projection techniques [Dufour (1997, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. AR-types are emphasized because they are robust to both weak instruments and instrument exclusion. However, these techniques can be implemented only by using costly numerical techniques. In this paper, we provide a complete analytic solution to the problem of building projection-based confidence sets from Anderson-Rubin-type confidence sets. The latter involves the geometric properties of “quadrics” and can be viewed as an extension of usual confidence intervals and ellipsoids. Only least squares techniques are required for building the confidence intervals. We also study by simulation how “conservative” projection-based confidence sets are. Finally, we illustrate the methods proposed by applying them to three different examples: the relationship between trade and growth in a cross-section of countries, returns to education, and a study of production functions in the U.S. economy.

Synthèse totale de la lépadine B : plate-forme pour la découverte de nouvelles tranformations chimiques

Dans ce document, serons détaillées les résultats de mes travaux de recherche d’études doctorales. Tout d’abord, nous discuterons de la synthèse totale de la lépadine B, la plus courte à paraître dans la littérature à ce jour. Cette synthèse, en plus de valoriser la synthèse asymétrique de pipéridines poly-substituées développée par l’équipe du professeur Charette, mettra à profit une utilisation originale d’une séquence de fermeture-ouverture de cycle par la réaction de métathèse d’alcènes. De plus, nous détaillerons une brève étude mécanistique de cette dernière nous ayant permis la proposition d’un mécanisme peu commun de ce type de séquence réactionnel et dont les conséquences expérimentales sont impressionnantes. Au cours de cette synthèse, nous avons identifié un synthon d’une grande valeur synthétique. En effet, ne comportant pas moins que quatre centres chiraux, ce synthon pouvait être obtenu énantiopure en seulement trois étapes à partir de la pyridine. Ainsi, nous avons effectué une analyse structurale de ce synthon et avons envisagé une valorisation supplémentaire par une utilisation originale de la fragmentation de Grob. Dans ce contexte, nous avons développé une toute nouvelle synthèse de pipéridines 2,3,6-trisubstituées hautement régio- et diastéréosélective. Afin de pouvoir réaliser la précédente méthodologie, nous avons dû étudier la réduction d’une amide en présence de groupements fonctionnels sensibles dans les conditions usuelles. Heureusement, l’année précédente nous avions développée une réaction hautement chimiosélective d’amides tertaires. Cette nouvelle réaction, qui a été fondamentalement inspiré par une méthodologie du professeur Charette sur l’activation d’amides, a permis la réduction d’amides tertiaires en présence de fonctions telles les cétone, ester, nitrile, époxyde, insaturations, etc. Enfin, l’ensemble des connaissances acquises au cours de ces projets a permis l’élaboration d’une toute nouvelle stratégie de synthèse pour la préparation d’indolizidines et quinolizidines. Plus spécifiquement, nous avons développé la première séquence d’activation intramoléculaire et déaromatization asymétrique de la pyridine. Ceci permet d’avoir un accès aux squelettes indolizidine et quinolizidine avec des stéréosélectivités élevées, la nature insaturée de ces derniers laissant également place à une grande flexibilité synthétique. Dans ce contexte, nous allons détailler une très courte synthèse de trans-indolizidines.

Statistical potentials for evolutionary studies

Les séquences protéiques naturelles sont le résultat net de l’interaction entre les mécanismes de mutation, de sélection naturelle et de dérive stochastique au cours des temps évolutifs. Les modèles probabilistes d’évolution moléculaire qui tiennent compte de ces différents facteurs ont été substantiellement améliorés au cours des dernières années. En particulier, ont été proposés des modèles incorporant explicitement la structure des protéines et les interdépendances entre sites, ainsi que les outils statistiques pour évaluer la performance de ces modèles. Toutefois, en dépit des avancées significatives dans cette direction, seules des représentations très simplifiées de la structure protéique ont été utilisées jusqu’à présent. Dans ce contexte, le sujet général de cette thèse est la modélisation de la structure tridimensionnelle des protéines, en tenant compte des limitations pratiques imposées par l’utilisation de méthodes phylogénétiques très gourmandes en temps de calcul. Dans un premier temps, une méthode statistique générale est présentée, visant à optimiser les paramètres d’un potentiel statistique (qui est une pseudo-énergie mesurant la compatibilité séquence-structure). La forme fonctionnelle du potentiel est par la suite raffinée, en augmentant le niveau de détails dans la description structurale sans alourdir les coûts computationnels. Plusieurs éléments structuraux sont explorés : interactions entre pairs de résidus, accessibilité au solvant, conformation de la chaîne principale et flexibilité. Les potentiels sont ensuite inclus dans un modèle d’évolution et leur performance est évaluée en termes d’ajustement statistique à des données réelles, et contrastée avec des modèles d’évolution standards. Finalement, le nouveau modèle structurellement contraint ainsi obtenu est utilisé pour mieux comprendre les relations entre niveau d’expression des gènes et sélection et conservation de leur séquence protéique.