Robust Bartlett adjustment for hypotheses testing on cointegrating vectors: A bootstrap approach

Johansen's (2000) Bartlett correction factor for the LR test of linear restrictions on cointegrated vectors is derived under the i.i.d. Gaussian assumption for the innovation terms. However, the distribution of most data relating to financial variables are fat-tailed and often skewed, there is therefore a need to examine small sample inference procedures that require weaker assumptions for the innovation term. This paper suggests that using a non-parametric bootstrap to approximate a Bartlett-type correction provides a statistic that does not require specification of the innovation distribution and can be used by applied econometricians to perform a small sample inference procedure that is less computationally demanding than estimating the p-value of the observed statistic

A magnetic field probe for hostile environments

Peer Reviewe

Local law-of-the-wall in complex topography: a confirmation from wind tunnel experiments

It is well known that in a neutrally-stratified turbulent flow in a deep constant-stress layer above a flat surface, the variation of the mean velocity with respect to the distance from the surface obeys the logarithmic law (the so-called ``law-of-the-wall''). More recently, the same logarithmic law has been found also in the presence of non flat surfaces. It governs the dynamics of the mean velocity (i.e. all the smaller scales are averaged out) and involves renormalized effective parameters. Recent numerical simulations analyzed by the authors of the present Letter show that a more intrinsic logarithmic shape actually takes place also at smaller scales. Such a generalized law-of-the-wall involves effective parameters smoothly depending on the position along the underlying topography. Here, we present wind tunnel experimental evidence confirming and corroborating this new-found property. New results and their physical interpretation are also presented and discussed.Comment: 9 pages, (Latex), 4 figure

Surfactant-like Effect and Dissolution of Ultrathin Fe Films on Ag(001)

The phase immiscibility and the excellent matching between Ag(001) and Fe(001) unit cells (mismatch 0.8 %) make Fe/Ag growth attractive in the field of low dimensionality magnetic systems. Intermixing could be drastically limited at deposition temperatures as low as 140-150 K. The film structural evolution induced by post-growth annealing presents many interesting aspects involving activated atomic exchange processes and affecting magnetic properties. Previous experiments, of He and low energy ion scattering on films deposited at 150 K, indicated the formation of a segregated Ag layer upon annealing at 550 K. Higher temperatures led to the embedding of Fe into the Ag matrix. In those experiments, information on sub-surface layers was attained by techniques mainly sensitive to the topmost layer. Here, systematic PED measurements, providing chemical selectivity and structural information for a depth of several layers, have been accompanied with a few XRD rod scans, yielding a better sensitivity to the buried interface and to the film long range order. The results of this paper allow a comparison with recent models enlightening the dissolution paths of an ultra thin metal film into a different metal, when both subsurface migration of the deposit and phase separation between substrate and deposit are favoured. The occurrence of a surfactant-like stage, in which a single layer of Ag covers the Fe film is demonstrated for films of 4-6 ML heated at 500-550 K. Evidence of a stage characterized by the formation of two Ag capping layers is also reported. As the annealing temperature was increased beyond 700 K, the surface layers closely resembled the structure of bare Ag(001) with the residual presence of subsurface Fe aggregates.Comment: 4 pages, 3 figure

Effect of annealing on the magnetic and superconducting properties of single-crystalline UCoGe

Single-crystals of the new ferromagnetic superconductor UCoGe have been grown. The quality of as-grown samples can be significantly improved by a heat-treatment procedure, which increases the residual resistance ratio (RRR) from ~5 to ~30. Magnetization and resistivity measurements show the annealed samples have a sharp ferromagnetic transition with a Curie temperature T_C is 2.8 K. The ordered moment of 0.06 mu_B is directed along the orthorhombic c-axis. Superconductivity is found below a resistive transition temperature T_s = 0.65 K

Study of the isotropic contribution to the analysis of photoelectron diffraction experiments at the ALOISA beamline

The angular distribution of the intensity in photoemission experiments is affected by electron diffraction patterns and by a smoothly varying ISO contribution originated by both intrumental details and physical properties of the samples. The origin of the various contributions to the ISO component has been identified since many years. Nonetheless in this work we present original developement of the ED analysis, which arises from the evolution of instrumental performance, in terms of analyzers positioning and angular resolution, as well as collimation and size of X-ray beams in third generation synchrotron sources. The analytical treatement of the instrumental factors is presented in detail for the end station of the ALOISA beamline (Trieste Synchrotron), where a wide variety of scattering geometries is available for ED experiments. We present here the basic formulae and their application to experimental data taken on the Fe/Cu3Au(001) system in order to highlight the role of the various parameters included in the distribution function. A specific model for the surface illumination has been developed as well as the overlayer thickness and surface roughness have been considered.Comment: RevTex, nine pages with five eps figures; to be published in J. Electron Spectrosc. Relat. Pheno

Trends of influenza B during the 2010–2016 seasons in 2 regions of north and south Italy: The impact of the vaccine mismatch on influenza immunisation strategy

Influenza A and B viruses are responsible for respiratory infections, representing globally seasonal threats to human health. The 2 viral types often co-circulate and influenza B plays an important role in the spread of infection. A 6-year retrospective surveillance study was conducted between 2010 and 2016 in 2 large administrative regions of Italy, located in the north (Liguria) and in the south (Sicily) of the country, to describe the burden and epidemiology of both B/Victoria and B/Yamagata lineages in different healthcare settings. Influenza B viruses were detected in 5 of 6 seasonal outbreaks, exceeding influenza A during the season 2012–2013. Most of influenza B infections were found in children aged ≤ 14 y and significant differences were observed in the age-groups infected by the different lineages. B/Victoria strains prevailed in younger population than B/Yamagata, but also were more frequently found in the community setting. Conversely, B/Yamagata viruses were prevalent among hospitalized cases suggesting their potential role in the development of more severe disease. The relative proportions of viral lineages varied from year to year, resulting in different lineage-level mismatch for the B component of trivalent influenza vaccine. Our findings confirmed the need for continuous virological surveillance of seasonal epidemics and bring attention to the adoption of universal influenza immunization program in the childhood. The use of tetravalent vaccine formulations may be useful to improve the prevention and control of the influenza burden in general population