The live method for generalized additive volatility models.

We investigate a new separable nonparametric model for time series, which includes many autoregressive conditional heteroskedastic (ARCH) models and autoregressive (AR) models already discussed in the literature. We also propose a new estimation procedure called LIVE, or local instrumental variable estimation, that is based on a localization of the classical instrumental variable method. Our method has considerable computational advantages over the competing marginal integration or projection method. We also consider a more efficient two-step likelihood-based procedure and show that this yields both asymptotic and finite-sample performance gains.

One Hour of Chemical Demonstrations

This article describes a diverse set of chemistry demonstrations especially selected to encourage student interaction and to be easily transported. The demonstrations may be presented at a level that can be tailored to any audience– from very young children to high school students planning careers in science. An ideal environment is a small classroom with 20-30 students where everyone can take part in the discussion. Once the chemicals are prepared, the collection of demonstrations takes about ten minutes to set-up, and one hour (or less) to perform. Very little is needed at the visiting site, no more than a table and a pitcher of water. A single electrical outlet is useful, but not essential. In Table 2 th

Innovations in spatial planning as a social process – phases, actors, conflicts

The aim of this paper is to understand the social process of the emergence and institutionalization of innovations in spatial planning (which we describe as ‘social innovations’). The paper is based on a recently finished empirical and comparative study conducted in four distinct areas of spatial planning in Germany: urban design, neighbourhood development, urban regeneration and regional planning. The empirical cases selected in these areas encompass different topics, historical periods, degrees of maturity and spatial scales of innovation. As a temporal structure of the innovation processes in the different cases we identified five phases: ‘incubating, generating, formatting, stabilizing, adjusting’. In a cross-comparison of the case studies and along these phases, we furthermore found typical (groups of) actors, tensions and conflicts. In the focus of our case analyses are the following dimensions: (1) the content of the innovations, (2) actors, networks and communities involved as well as (3) institutions and institutionalization

Time-Reversal Symmetry and Universal Conductance Fluctuations in a Driven Two-Level System

In the presence of time-reversal symmetry, quantum interference gives strong corrections to the electric conductivity of disordered systems. The self-interference of an electron wavefunction traveling time-reversed paths leads to effects such as weak localization and universal conductance fluctuations. Here, we investigate the effects of broken time-reversal symmetry in a driven artificial two-level system. Using a superconducting flux qubit, we implement scattering events as multiple Landau-Zener transitions by driving the qubit periodically back and forth through an avoided crossing. Interference between different qubit trajectories give rise to a speckle pattern in the qubit transition rate, similar to the interference patterns created when coherent light is scattered off a disordered potential. Since the scattering events are imposed by the driving protocol, we can control the time-reversal symmetry of the system by making the drive waveform symmetric or asymmetric in time. We find that the fluctuations of the transition rate exhibit a sharp peak when the drive is time-symmetric, similar to universal conductance fluctuations in electronic transport through mesoscopic systems

It’s All in Marshall: The Impact of External Economies on Regional Dynamics

Marshall's student Pigou noted: “It’s all in Marshall.” From a static point of view, this seems rather bold in a constantly changing world. However, this statement becomes more plausible in a dynamic context, where principles are subject to change. Indeed, over time, Marshall's concept of external economies gained fresh perspective as new concepts of regional characteristics and agglomeration evolved. This paper focuses on the impact of region and industry on dynamics and growth, distinguishing between industrial districts, industrial agglomerations and urban agglomerations. Based on these three types, we use a comprehensive large dataset on German regions to test the following: (1) these regions can be characterized by given location variables describing geographic location, firm structure, and surrounding location factors and (2) every region's locational variables affects its potential for dynamics.regional and urban development, agglomeration, industrial districts, location factors, external economies

Gene dynamics of toll-like receptor 4 through a population bottleneck in an insular population of water voles (Arvicola amphibius)

Acknowledgments We would like to thank all colleagues who have contributed to fieldwork and sampling during this study. We would especially like to thank Marius Wenzel and Sandra Telfer for collaboration with different aspects of the study, and Dave Jones and Nat Jones for Bartonella PCR assays. This work was supported by the BBSRC studentship to MKG (BB/J01446X/1) and a NERC studentship to MKO. The research was carried out under project license PPL 40/1813.Peer reviewedPublisher PD

String universality in ten dimensions

We show that the ${\cal N}=1$ supergravity theories in ten dimensions with gauge groups $U(1)^{496}$ and $E_8 \times U(1)^{248}$ are not consistent quantum theories. Cancellation of anomalies cannot be made compatible with supersymmetry and abelian gauge invariance. Thus, in ten dimensions all supersymmetric theories of gravity without known inconsistencies are realized in string theory.Comment: 7 pages, 1 figure, LaTeX. v2: typos corrected on version appearing in PR

Wind tunnel tests of high-lift systems for advanced transports using high-aspect-ratio supercritical wings

The wind tunnel testing of an advanced technology high lift system for a wide body and a narrow body transport incorporating high aspect ratio supercritical wings is described. This testing has added to the very limited low speed high Reynolds number data base for this class or aircraft. The experimental results include the effects on low speed aerodynamic characteristics of various leading and trailing edge devices, nacelles and pylons, ailerons, and spoilers, and the effects of Mach and Reynolds numbers

Yield Curve Estimation by Kernel Smoothing Methods

We introduce a new method for the estimation of discount functions, yield curves and forward curves from government issued coupon bonds. Our approach is nonparametric and does not assume a particular functional form for the discount function although we do show how to impose various restrictions in the estimation. Our method is based on kernel smoothing and is defined as the minimum of some localized population moment condition. The solution to the sample problem is not explicit and our estimation procedure is iterative, rather like the backfitting method of estimating additive nonparametric models. We establish the asymptotic normality of our methods using the asymptotic representation of our estimator as an infinite series with declining coefficients. The rate of convergence is standard for one dimensional nonparametric regression. We investigate the finite sample performance of our method, in comparison with other well-established methods, in a small simulation experiment.