909 resultados para NONLINEAR SPECTRUM
Resumo:
Multiconfigurational SCF and second-order perturbation theory have been employed to study seven low-lying singlet and triplet electronic states of the Mo-2 molecule. The bond order of the ground state has been analyzed based on the effective bond order (EBO), indicating that a fully developed sextuple bond is formed between the two Mo atoms. The experimentally observed excited states a(3)Sigma(+)(u) and A(1)Sigma(+)(u) have been determined and the so-called (3)Lambda excited state identified as the b(3)Sigma(+)(u) state, in agreement with experimental expectations. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
The synthesis, spectra and X-ray crystal structure of N,N`-(+/-)-trans-1,2-cyclohexylenebis(3-ethoxysalicylideneamine) H-2(t-3-EtOsalchxn), a salen-type ligand, are reported. The Schiff base was characterized by elemental analysis, m.p., IR, electronic spectra, H-1 and C-13 NMR spectra. The spectra are discussed and compared with those of N,N`-(+/-)-trans-1,2-cyclohexylenebis(salicylideneamine), H-2(t-salchxn). The electronic and IR spectra were also resolved by deconvolution. The influence of the ethoxy group on the IR, electronic spectrum, H-1 and C-13 NMR spectra is discussed. Strong intramolecular forces are present as supported by the IR and H-1 NMR spectra and the X-ray crystal structure. An intermolecular hydrogen bond is observed and appears twice in a pair of molecules in the unit cell. (c) 2007 Elsevier B.V. All rights reserved.
Resumo:
Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. What we mainly study is testing no nonlinear cointegration against nonlinear cointegration by residual-based test, which is ready for detecting stochastic trend in nonlinear autoregression models. We construct cointegrating regression along with smooth transition components from smooth transition autoregression model. Some properties are analyzed and discussed during the estimation procedure for cointegrating regression, including description of transition variable. Autoregression of order one is considered as the model of estimated residuals for residual-based test, from which the teststatistic is obtained. Critical values and asymptotic distribution of the test statistic that we request for different cointegrating regressions with different sample sizes are derived based on Monte Carlo simulation. The proposed theoretical methods and models are illustrated by an empirical example, comparing the results with linear cointegration application in Hamilton (1994). It is concluded that there exists nonlinear cointegration in our system in the final results.
Resumo:
This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).
Resumo:
This work concerns forecasting with vector nonlinear time series models when errorsare correlated. Point forecasts are numerically obtained using bootstrap methods andillustrated by two examples. Evaluation concentrates on studying forecast equality andencompassing. Nonlinear impulse responses are further considered and graphically sum-marized by highest density region. Finally, two macroeconomic data sets are used toillustrate our work. The forecasts from linear or nonlinear model could contribute usefulinformation absent in the forecasts form the other model.
Resumo:
This paper investigates common nonlinear features in multivariate nonlinear autore-gressive models via testing the estimated residuals. A Wald-type test is proposed and itis asymptotically Chi-squared distributed. Simulation studies are given to examine thefinite-sample properties of the proposed test.
Resumo:
This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area. Both stationary and nonstationary time series are concerned. A definition of common features is proposed in an appropriate way to each class. Based on the definition, a vector nonlinear time series model with common features is set up for testing for common features. The proposed models are available for forecasting as well after being well specified. The first paper addresses a testing procedure on nonstationary time series. A class of nonlinear cointegration, smooth-transition (ST) cointegration, is examined. The ST cointegration nests the previously developed linear and threshold cointegration. An Ftypetest for examining the ST cointegration is derived when stationary transition variables are imposed rather than nonstationary variables. Later ones drive the test standard, while the former ones make the test nonstandard. This has important implications for empirical work. It is crucial to distinguish between the cases with stationary and nonstationary transition variables so that the correct test can be used. The second and the fourth papers develop testing approaches for stationary time series. In particular, the vector ST autoregressive (VSTAR) model is extended to allow for common nonlinear features (CNFs). These two papers propose a modeling procedure and derive tests for the presence of CNFs. Including model specification using the testing contributions above, the third paper considers forecasting with vector nonlinear time series models and extends the procedures available for univariate nonlinear models. The VSTAR model with CNFs and the ST cointegration model in the previous papers are exemplified in detail,and thereafter illustrated within two corresponding macroeconomic data sets.
Resumo:
Aeromonas salmonicida AS03, a potential fish pathogen, was isolated from Atlantic salmon, Salmo salar, in 2003. This strain was found to be resistant to ≥1000 mM HgCl2 and ≥32 mM phenylmercuric acetate as well as multiple antimicrobials. Mercury (Hg) and antibiotic resistance genes are often located on the same mobile genetic elements, so the genetic determinants of both resistances and the possibility of horizontal gene transfer were examined. Specific PCR primers were used to amplify and sequence distinctive regions of the mer operon. A. salmonicida AS03 was found to have a pDU1358-like broad-spectrum mer operon, containing merB as well as merA, merD, merP, merR and merT, most similar to Klebsiella pneumonaie plasmid pRMH760. To our knowledge, the mer operon has never before been documented in Aeromonas spp. PCR and gene sequencing were used to identify class 1 integron associated antibiotic resistance determinants and the Tet A tetracycline resistance gene. The transposase and resolvase genes of Tn1696 were identified through PCR and sequencing with Tn21 specific PCR primers. We provide phenotypic and genotypic evidence that the mer operon, the aforementioned antibiotic resistances, and the Tn1696 transposition module are located on a single plasmid or conjugative transposon that can be transferred to E. coli DH5α through conjugation in the presence of low level Hg and absence of any antibiotic selective pressure. Additionally, the presence of low-level Hg or chloramphenicol in the mating media was found to stimulate conjugation, significantly increasing the transfer frequency of conjugation above the transfer frequency measured with mating media lacking both antibiotics and Hg. This research demonstrates that mercury indirectly selects for the dissemination of the antibiotic resistance genes of A. salmonicida AS03.
Resumo:
Aeromonas salmonicida AS03, a potential fish pathogen, was isolated from Atlantic salmon, Salmo salar, in 2003. This strain was found to be resistant to ≥1000 mM HgCl2 and ≥32 mM phenylmercuric acetate as well as multiple antimicrobials. Mercury (Hg) and antibiotic resistance genes are often located on the same mobile genetic elements, so the genetic determinants of both resistances and the possibility of horizontal gene transfer were examined. Specific PCR primers were used to amplify and sequence distinctive regions of the mer operon. A. salmonicida AS03 was found to have a pDU1358-like broad-spectrum mer operon, containing merB as well as merA, merD, merP, merR and merT, most similar to Klebsiella pneumonaie plasmid pRMH760. To our knowledge, the mer operon has never before been documented in Aeromonas spp. PCR and gene sequencing were used to identify class 1 integron associated antibiotic resistance determinants and the Tet A tetracycline resistance gene. The transposase and resolvase genes of Tn1696 were identified through PCR and sequencing with Tn21 specific PCR primers. We provide phenotypic and genotypic evidence that the mer operon, the aforementioned antibiotic resistances, and the Tn1696 transposition module are located on a single plasmid or conjugative transposon that can be transferred to E. coli DH5α through conjugation in the presence of low level Hg and absence of any antibiotic selective pressure. Additionally, the presence of low-level Hg or chloramphenicol in the mating media was found to stimulate conjugation, significantly increasing the transfer frequency of conjugation above the transfer frequency measured with mating media lacking both antibiotics and Hg. This research demonstrates that mercury indirectly selects for the dissemination of the antibiotic resistance genes of A. salmonicida AS03.