Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility

A number of recently published papers have focused on the problem of testing for a unit root inthe case where the driving shocks may be unconditionally heteroskedastic. These papers have,however, assumed that the lag length in the unit root test regression is a deterministic functionof the sample size, rather than data-determined, the latter being standard empirical practice. Inthis paper we investigate the finite sample impact of unconditional heteroskedasticity onconventional data-dependent methods of lag selection in augmented Dickey-Fuller type unit roottest regressions and propose new lag selection criteria which allow for the presence ofheteroskedasticity in the shocks. We show that standard lag selection methods show a tendency toover-fit the lag order under heteroskedasticity, which results in significant power losses in the(wild bootstrap implementation of the) augmented Dickey-Fuller tests under the alternative. Thenew lag selection criteria we propose are shown to avoid this problem yet deliver unit root testswith almost identical finite sample size and power properties as the corresponding tests based onconventional lag selection methods when the shocks are homoskedastic.econometrics;

Lag Length Selection for Unit Root Tests in the Presence of Nonstationary Volatility

A number of recently published papers have focused on the problem of testing for a unit root in the case where the driving shocks may be unconditionally heteroskedastic. These papers have, however, assumed that the lag length in the unit root test regression is a deterministic function of the sample size, rather than data-determined, the latter being standard empirical practice. In this paper we investigate the finite sample impact of unconditional heteroskedasticity on conventional data-dependent methods of lag selection in augmented Dickey-Fuller type unit root test regressions and propose new lag selection criteria which allow for the presence of heteroskedasticity in the shocks. We show that standard lag selection methods show a tendency to over-fit the lag order under heteroskedasticity, which results in significant power losses in the (wild bootstrap implementation of the) augmented Dickey-Fuller tests under the alternative. The new lag selection criteria we propose are shown to avoid this problem yet deliver unit roots with almost identical finite sample size and power properties as the corresponding tests based on conventional lag selection methods when the shocks are homoskedastic.Unit root test, Lag selection, Information criteria, Wild bootstrap, Nonstationary volatility

Packaging signals in single-stranded RNA viruses: nature’s alternative to a purely electrostatic assembly mechanism

The formation of a protective protein container is an essential step in the life-cycle of most viruses. In the case of single-stranded (ss)RNA viruses, this step occurs in parallel with genome packaging in a co-assembly process. Previously, it had been thought that this process can be explained entirely by electrostatics. Inspired by recent single-molecule fluorescence experiments that recapitulate the RNA packaging specificity seen in vivo for two model viruses, we present an alternative theory, which recognizes the important cooperative roles played by RNA–coat protein interactions, at sites we have termed packaging signals. The hypothesis is that multiple copies of packaging signals, repeated according to capsid symmetry, aid formation of the required capsid protein conformers at defined positions, resulting in significantly enhanced assembly efficiency. The precise mechanistic roles of packaging signal interactions may vary between viruses, as we have demonstrated for MS2 and STNV. We quantify the impact of packaging signals on capsid assembly efficiency using a dodecahedral model system, showing that heterogeneous affinity distributions of packaging signals for capsid protein out-compete those of homogeneous affinities. These insights pave the way to a new anti-viral therapy, reducing capsid assembly efficiency by targeting of the vital roles of the packaging signals, and opens up new avenues for the efficient construction of protein nanocontainers in bionanotechnology

Marine benthic flora and fauna of Gourdon Bay and the Dampier Peninsula in the Kimberley region of North-Western Australia

Surveys undertaken to characterise the marine benthic habitats along the Dampier Peninsula and further south at Gourdon Bay in the Kimberley region of Western Australia were augmented with epibenthic sled sampling of soft and hard bottom habitats. This paper describes the species collected, their biomass and relative abundance for the main groups of marine macrophytes and invertebrates. Five localities were surveyed; Gourdon Bay, Quondong Point to Coulomb Point, Carnot Bay to Beagle Bay, Perpendicular Head and Packer Island. Sampling was limited to fifteen epibenthic dredge operations from a range of habitat types and was designed to target the most common habitat types and to obtain species identifications of the most important species and those which typified different habitat types. Surveys covered a total of 1,350 m 2 of seabed in depths between 11 and 23m. We identified 415 taxa comprising: 1 seagrass, 43 algae, 52 sponges, 30 ascidians, 10 hydroids, 14 scleractinian corals, 52 other cnidarians, 69 crustaceans, 73 molluscs and 71 echinoderms. Despite the limited nature of the sampling, a significant number of new species, range extensions and new records for Western Australia and Australia were recorded. Within the algae, one range extension (Halimeda cf. cuneata f. digitata not previously recorded in Western Australia) and one possible new species of Areschougia were recorded. Two range extensions were present in the ascidians; the solitary ascidian Polycarpa cf. intonata has previously only been recorded in Queensland and Cnemidocarpa cf. radicosa only in temperate Australian waters. There were several range extensions for the crustacea, for example, the sponge crab, Tumidodromia dormia, has only been recorded in Queensland. One species of holothurian of the genus Phyllophorus could not be identified from the literature available and may represent a new species. Similarly, a small species of the echinoid Gymnechinus could possibly be a new species. The collections of hydroids, hard corals, crinoids and molluscs contained no new species or range extensions. There was difficulty in identification of some groups to species level due to the status of the current taxonomic literature (e.g. Cnidaria, Porifera and ascidians) and there may be a number of new species among the material collected. Among the anthozoa, there is at least one new species of Chromonephthea and potentially 10 range extensions to Western Australia. Sinularia cf. acuta and Chromonephthea curvata are both new records for Australia with both previously recorded in Indonesia only. Among the better known taxa (e.g. molluscs, echinoderms, corals), most of the taxa identified to species level have been recorded to occur throughout north-western Australia, however the diversity recorded in this study is less than other parts of the Kimberley and this is almost certainly a result of the small overall area sampled and the single method of collection utilised. The most important species on soft bottom habitats in terms of biomass was the heart urchin Breynia desorii (up to 326 g.m -2). Sponges were the dominant fauna by biomass (up to 620 g.m -2) on hard bottom habitats and biomass was dominated a by a few large cup and massive sponge species (e.g. Pione velans and two unidentified Spheciospongia). The biomass of other filter feeders, especially ascidians (e.g. Aplidium cf. crateriferum), soft corals (e.g. Chromonephthea spp.), gorgonians (e.g. Junceella fragilis and Dichotella gemmacea) was also high, indicating the importance of these groups in characterising hard bottom habitats. Although low in biomass, crinoids such as Comaster multifidus and Comatula pectinata were abundant in samples that included a high biomass of other filter feeders

Loading of a Rb magneto-optic trap from a getter source

We study the properties of a Rb magneto-optic trap loaded from a commercial getter source which provides a large flux of atoms for the trap along with the capability of rapid turn-off necessary for obtaining long trap lifetimes. We have studied the trap loading at two different values of background pressure to determine the cross-section for Rb--N$_2$ collisions to be 3.5(4)x10^{-14} cm^2 and that for Rb--Rb collisions to be of order 3x10^{-13} cm^2. At a background pressure of 1.3x10^{-9} torr, we load more than 10^8 atoms into the trap with a time constant of 3.3 s. The 1/e lifetime of trapped atoms is 13 s limited only by background collisions.Comment: 5 pages, 5 figure

Superluminal optical pulse propagation in nonlinear coherent media

The propagation of light-pulse with negative group-velocity in a nonlinear medium is studied theoretically. We show that the necessary conditions for these effects to be observable are realized in a three-level $\Lambda$-system interacting with a linearly polarized laser beam in the presence of a static magnetic field. In low power regime, when all other nonlinear processes are negligible, the light-induced Zeeman coherence cancels the resonant absorption of the medium almost completely, but preserves the dispersion anomalous and very high. As a result, a superluminal light pulse propagation can be observed in the sense that the peak of the transmitted pulse exits the medium before the peak of the incident pulse enters. There is no violation of causality and energy conservation. Moreover, the superluminal effects are prominently manifested in the reshaping of pulse, which is caused by the intensity-dependent pulse velocity. Unlike the shock wave formation in a nonlinear medium with normal dispersion, here, the self-steepening of the pulse trailing edge takes place due to the fact that the more intense parts of the pulse travel slower. The predicted effect can be easily observed in the well known schemes employed for studying of nonlinear magneto-optical rotation. The upper bound of sample length is found from the criterion that the pulse self-steepening and group-advance time are observable without pulse distortion caused by the group-velocity dispersion.Comment: 16 pages, 7 figure

Characterization of metabolites in infiltrating gliomas using ex vivo &supl;H high-resolution magic angle spinning spectroscopy.

Gliomas are routinely graded according to histopathological criteria established by the World Health Organization. Although this classification can be used to understand some of the variance in the clinical outcome of patients, there is still substantial heterogeneity within and between lesions of the same grade. This study evaluated image-guided tissue samples acquired from a large cohort of patients presenting with either new or recurrent gliomas of grades II-IV using ex vivo proton high-resolution magic angle spinning spectroscopy. The quantification of metabolite levels revealed several discrete profiles associated with primary glioma subtypes, as well as secondary subtypes that had undergone transformation to a higher grade at the time of recurrence. Statistical modeling further demonstrated that these metabolomic profiles could be differentially classified with respect to pathological grading and inter-grade conversions. Importantly, the myo-inositol to total choline index allowed for a separation of recurrent low-grade gliomas on different pathological trajectories, the heightened ratio of phosphocholine to glycerophosphocholine uniformly characterized several forms of glioblastoma multiforme, and the onco-metabolite D-2-hydroxyglutarate was shown to help distinguish secondary from primary grade IV glioma, as well as grade II and III from grade IV glioma. These data provide evidence that metabolite levels are of interest in the assessment of both intra-grade and intra-lesional malignancy. Such information could be used to enhance the diagnostic specificity of in vivo spectroscopy and to aid in the selection of the most appropriate therapy for individual patients

Singular potentials and annihilation

We discuss the regularization of attractive singular potentials $-\alpha _{s}/r^{s}$, $s\geq 2$ by infinitesimal imaginary addition to interaction constant $\alpha_{s}=\alpha_{s}\pm i0$. Such a procedure enables unique definition of scattering observables and is equal to an absorption (creation) of particles in the origin. It is shown, that suggested regularization is an analytical continuation of the scattering amplitudes of repulsive singular potential in interaction constant $\alpha_{s}$. The nearthreshold properties of regularized in a mentioned way singular potential are examined. We obtain expressions for the scattering lengths, which turn to be complex even for infinitesimal imaginary part of interaction constant. The problem of perturbation of nearthreshold states of regular potential by a singular one is treated, the expressions for level shifts and widths are obtained. We show, that the physical sense of suggested regularization is that the scattering observables are insensitive to any details of the short range modification of singular potential, if there exists sufficiently strong inelastic short range interaction. In this case the scattering observables are determined by solutions of Schrodinger equation with regularized potential $-(\alpha_{s}\pm i0)/r^{s}$. We point out that the developed formalism can be applied for the description of systems with short range annihilation, in particular low energy nucleon-antinucleon scattering.Comment: 10 page

A Two-Step Quantum Direct Communication Protocol Using Einstein-Podolsky-Rosen Pair Block

A protocol for quantum secure direct communication using blocks of EPR pairs is proposed. A set of ordered $N$ EPR pairs is used as a data block for sending secret message directly. The ordered $N$ EPR set is divided into two particle sequences, a checking sequence and a message-coding sequence. After transmitting the checking sequence, the two parties of communication check eavesdropping by measuring a fraction of particles randomly chosen, with random choice of two sets of measuring bases. After insuring the security of the quantum channel, the sender, Alice encodes the secret message directly on the message-coding sequence and send them to Bob. By combining the checking and message-coding sequences together, Bob is able to read out the encoded messages directly. The scheme is secure because an eavesdropper cannot get both sequences simultaneously. We also discuss issues in a noisy channel.Comment: 8 pages and 2 figures. To appear in Phys Rev

Temporal build-up of electromagnetically induced transparency and absorption resonances in degenerate two-level transitions

The temporal evolution of electromagnetically induced transparency (EIT) and absorption (EIA) coherence resonances in pump-probe spectroscopy of degenerate two-level atomic transition is studied for light intensities below saturation. Analytical expression for the transient absorption spectra are given for simple model systems and a model for the calculation of the time dependent response of realistic atomic transitions, where the Zeeman degeneracy is fully accounted for, is presented. EIT and EIA resonances have a similar (opposite sign) time dependent lineshape, however, the EIA evolution is slower and thus narrower lines are observed for long interaction time. Qualitative agreement with the theoretical predictions is obtained for the transient probe absorption on the $^{85}Rb$ $D_{2}$ line in an atomic beam experiment.Comment: 10 pages, 9 figures. Submitted to Phys. Rev.