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Theoretical study of halos and neutron skins through nuclear reactions and electroweak probesColomer Martinez, Frédéric 09 July 2020 (has links) (PDF)
One-nucleon halo nuclei are exotic nuclei which can be seen as a core around which orbits a loosely-bound valence nucleon. They are usually studied through reactions such as elastic scattering and breakup. The ratio method has been developed as a tool to study one-neutron halo nuclei at high energies. It consists of the ratio of angular cross sections, breakup and elastic scattering, which removes most of the sensitivity to the reaction mechanism and to the reaction model. In the simple recoil excitation and breakup (REB) model, the ratio simplifies to a form factor dependent solely on the wave function of the projectile. By measuring this observable and comparing it to the REB form factor, i.e. in the ratio method, more detailed information on the structure of the halo could be obtained. For neutron-halo nuclei at high energy, the ratio observable obtained from accurate CDCC and DEA theoretical calculations follows its REB prediction. I study the extension of this method to lower energies of the reaction which could make the measurement appropriate to facilities such as SPIRAL2 (GANIL, Caen, France) and ReA12 at FRIB (Michigan State University) and to proton halos. This is done by comparing the REB form factor to dynamical calculations of the ratio. The reactions investigated are the reaction of 11Be, the archetypical one-neutron halo nucleus, on 12C, 40Ca and 208Pb targets at 20 MeV/nucleon and of 8B, the archetypical one-proton halo nucleus, on 12C, 58Ni and 208Pb targets at44 MeV/nucleon.For these reactions, the adiabatic assumption is no longer valid due to the effect of the Coulomb interaction. This effect is mainly visible at forward angle for 11Be and is aggravated for 8B by the fact that the halo is charged. The ratio works less well than for neutron-halos at intermediate and high energies. Nevertheless, the ratio is shown to be very sensitive to the orbital angular momentum l0 in which the halo is bound and its binding energy E0, i.e. the single-particle structure of the projectile. Variations of l0 and E0 induce visible changes in shape and in magnitude (up to several orders) of the ratio. Also, the agreement of the ratio with its REB prediction is best when the projectile is loosely-bound and for low l0, i.e. for s and p waves. The validity of the method is not affected by the use of energy ranges—or bins— in the projectile continuum. These tend to increase the cross section without changing the agreement of the ratio with its REB prediction. The applicability of the method is finally explored at high energy for proton-rich nuclei 17F, 25Al and 27P. I show that the ratio method works the latter since this nucleus is bound by a mere 0.870 MeV in the s-wave. For the other nuclei, although the agreement of the ratio with its REB prediction is less good than for neutron-halo nuclei at high energy, it still provides estimates of nuclear-structure features, such as l0 and E0 and could be applied in what can be called an approximate application of the ratio method. Heavy nuclei exhibit a neutron skin, i.e. a thin layer around the nucleus where only neutrons are found. The thickness of the skin is highly correlated with the slope of the symmetry energy. The process of coherent neutral-pion photoproduction is used to extract the nuclear density and hence the neutron-skin thickness of heavy nuclei. In order to analyse recent data on the photoproduction on 12C, 40,48Ca, 116, 120, 124Sn and 208Pb, I build a reaction code. My model uses the formalism of Kerman, McManus and Thaler (KMT) which allows to build the photoproduction matrix on a nucleus from the ones describing the elementary process on a single nucleon. Within the impulse approximation, the photoproduction is seen as the coherent sum of the photoproduction on each of the nucleons. In the plane wave impulse approximation (PWIA), no rescattering of the pion is considered after its production and the cross section is directly proportional to the Fourier transform of the density. Such process is taken into account at the distorted wave impulse approximation (DWIA) by considering a potential simulating the pion-nucleus interaction and built from the KMT formalism.The agreement of my model with the data is good, especially for 208Pb. The distortion has a significant impact on the photoproduction process. The sensitivity of the process to the density of the target is analysed by performing the calculations with several different densities calculated in different structure models. The distortion has the effect of deteriorating this sensitivity. In the particular case of a 208Pb target, the impact of variations of the neutron-skin thickness of around 0.1 fm on the photoproduction cross section is ten times smaller than the size of the error bars on the experimental data. These results, although less dramatic, hold for the tin targets, for which preliminary data exists. In the light of these results, the coherent neutral-pion photoproduction process does not seem to be suited in the study of the neutron-skin thickness. This conclusion goes in contrast to the results of recent measurements on 208Pb, for which the method was shown to be sensitive to fine details of the density. / Doctorat en Sciences de l'ingénieur et technologie / info:eu-repo/semantics/nonPublished
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The interactive effects of alcohol cravings, cue reactivity, and urgency on college student problematic drinkingKaryadi, Kenny Ananda 10 December 2013 (has links)
Indiana University-Purdue University Indianapolis (IUPUI) / Prior research indicated a high prevalence of problematic drinking among college students, suggesting a need for more effective screening approaches and treatments. The tendency to act rashly in face of strong emotions (e.g. positive and negative urgency), alcohol cravings, and cue reactivity all have been associated with problematic alcohol use. However, no studies have examined the interactive effects of alcohol cravings, urgency, and cue reactivity. I hypothesized that alcohol cravings will be associated with greater problematic drinking among individuals with higher levels of (1) urgency, (2) cue reactivity, and (3) cue reactivity and urgency. Data were collected from a sample (final n = 240) of college students through a survey, which consisted of measures of urgency, problematic drinking, and alcohol cravings. On the survey, participants were also exposed to alcohol and non-alcohol pictures, after which they assessed their level of cue reactivity. Results were examined using multiple regression and simple slope analyses. Results provided partial support for our hypotheses. Alcohol cravings were associated with greater problematic drinking at lower levels of negative urgency (b = 7.36, p< 0.001). Furthermore, alcohol cravings were most strongly associated with problematic drinking at high levels of cue reactivity and low levels of negative urgency (b = 8.69, p<0.001), and at low levels of cue reactivity and high levels of positive urgency (b = 6.56, p<0.001). These findings emphasize the importance of considering urgency and cue reactivity in understanding how alcohol cravings create risk for problematic drinking.
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HPA Axis Reactivity: Physiological Underpinnings of Negative Urgency?VanderVeen, John Davis 05 October 2015 (has links)
Indiana University-Purdue University Indianapolis (IUPUI) / Hypothalamic-pituitary-adrenal (HPA) axis dysfunction is found in heavy alcohol users. Negative urgency is a personality trait reflecting the tendency to act rashly in response to negative emotional states, and is associated with problematic alcohol consumption. The current study examined the relationship between negative urgency and HPA axis functioning following (1) negative mood induction and (2) intravenous alcohol administration among heavy social drinkers (proposed n = 40). I hypothesized the following: (1) Negative mood induction would result in an increase of cortisol release as compared to neutral mood induction; (1a) Negative urgency would be related to increased cortisol release in response to negative mood induction; (1b) Negative urgency would partially mediate the relationship between mood induction and cortisol release; (2) Acute IV alcohol administration would result in increased cortisol levels in the neutral mood condition, but decreased cortisol levels in the negative mood condition; and (2a) Negative urgency would be related to the suppression of cortisol release in the negative mood condition in response to acute IV alcohol administration. Repeated measures analyses of variance, the PROCESS macro, and paired samples t-tests were used to examine study hypotheses. Hypotheses were largely unsupported. Writing mood induction procedures reduced salivary cortisol levels in negative mood (t(35)= 2.49, p= 0.02) and there was a trend decrease in neutral mood (t(35)= 1.87, p= 0.07). Alcohol administration also reduced salivary cortisol levels in both negative mood (t(35)= 3.99, p< 0.01) and neutral mood (t(35)= 2.60, p= 0.01). However, salivary cortisol changes were no different than typical circadian patterns in response to mood induction (t(231)= 0.37, p=0.71) or in response to acute alcohol administration (t(231)= 0.44, p= 0.64). Negative urgency had a trend main effect on salivary cortisol level in response to acute IV alcohol administration, such that those higher in negative urgency were more similar to typical circadian patterns (F(19,28)= 1.59, p=0.13). This could serve as preliminary support for a psychological mechanism for the alcohol sensitivity hypothesis. Overall these findings suggest the current study failed to sufficiently manipulate salivary cortisol levels. Future studies should consider methodological techniques when exploring these relationships, including IV compared to oral alcohol administration, mood compared to stress manipulations, and cortisol compared to other HPA axis biomarkers.
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Oil Price and the Stock Market: A Structural VAR Model Identified with an External InstrumentPerez, Tomas Rene 28 July 2020 (has links)
No description available.
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La influencia del Brand attachment que genera en la compra impulsiva del consumidor millennial en el comercio electrónicoAguilar Villa, Rosa Graciela, Vásquez Zárate, María Florencia 13 February 2021 (has links)
En la actualidad, las personas han permitido que las marcas que suelen utilizar entren a sus vidas volviéndose estas fundamentales en la vida diaria. Es por eso, que estas están constantemente pendientes en utilizan diferentes estrategias de marketing para captar la atención y a su vez satisfacer las necesidades de sus consumidores. El apego de marca ha incrementado notoriamente en las personas durante los últimos años, esto se debe a que los consumidores han evolucionado en las decisiones de compras y en sus necesidades. Es decir, que se han vuelto más exigentes. Sin embargo, si estas marcas logran satisfacer dichas necesidades, esta será considerada como la primera opción de los clientes en sus futuras compras. Es por ello que en el siguiente trabajo de investigación se analiza las variables responsables que genera la compra impulsiva. En el mundo moderno el mercado de compra y venta ha cambiado y se ha vuelto más versátil. Lo que antes demoraba horas en ir , buscar , comprar y regresar , ahora eso se reduce en un solo click gracias al internet. Debido esa facilidad y practicidad de adquirir un producto, ha aumentado el consumo al punto de llegar a generar la compra impulsiva por parte de los consumidores. / Nowadays, people have allowed the brands they usually use to enter their lives, becoming these fundamental in their daily life. That is why they are constantly pending in different marketing strategies to capture the attention once they satisfy the needs of their consumers. Brand attachment has increased notably in people in recent years, this is because consumers have evolved in purchasing decisions and their needs. That is, they have become more demanding. However, if these brands manage to meet their needs, this will be considered as the first choice of customers in their future purchases. That is why the following research work analyzes the responsible variables generated by impulsive buying. In the modern world the market for buying and selling has changed and has become more versatile. What used to take hours to go, search, buy and return, now is reduced in a single click thanks to the internet. Due to the ease and practicality of acquiring a product, consumption has increased to the point of generating impulsive purchase by consumers. / Trabajo de investigación
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Adolescent and Adult Two-Bottle Choice Ethanol Drinking and Adult Impulsivity in Genetically Selected High-Alcohol Preferring MiceO'Tousa, David Scott 20 September 2012 (has links)
Indiana University-Purdue University Indianapolis (IUPUI) / Abuse of alcohol during adolescence continues to be a problem, and it has been shown that earlier onset of drinking predicts increased alcohol abuse problems later in life. High levels of impulsivity have been demonstrated to be characteristic of alcoholics, and impulsivity has also been shown to predict later alcohol use in teenage subjects, showing that impulsivity may be an inherent underlying biological process that precedes the development of alcohol use disorders. These experiments examined adolescent drinking in a high-drinking, relatively impulsive mouse population, and assessed its effects on adult drinking and adult impulsivity.
Experiment 1: Selectively bred High-Alcohol Preferring (HAP II) mice, which are shown to be highly impulsive, were given either alcohol (free choice access) or water only for two weeks during middle adolescence or adulthood. All mice were given free choice access to alcohol following 30 days without access, in adulthood. Experiment 2: Adolescent HAP II mice drank alcohol and water, or water alone, for two weeks, and were then trained to perform a delay discounting task as adults to measure impulsivity. In each experiment, effects of volitional ethanol consumption on later behavior were assessed. We expected adolescent alcohol exposure to increase subsequent drinking and impulsivity.
Adolescent mice consumed significant quantities of ethanol, reaching average blood ethanol concentrations (BECs) of 142 mg/dl in Experiment 1 and 108 mg/dl in Experiment 2. Adult mice reached average BECs of 154 mg/dl in Experiment 2. Mice pre-exposed to alcohol in either adolescence or adulthood showed a transient increase in ethanol consumption, but we observed no differences in impulsivity in adult mice as a function of whether mice drank alcohol during adolescence.
These findings indicate that HAP II mice drink intoxicating levels of alcohol during both adolescence and adulthood, and that this volitional intake has long-term effects on subsequent drinking behavior. Nonetheless, this profound exposure to alcohol during adolescence does not increase impulsivity in adulthood, indicating that long-term changes in drinking are mediated by mechanisms other than impulsivity. Importantly, this research demonstrates that the HAP II mouse is a good candidate for a model of heavy adolescent alcohol consumption.
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Correction of Radial Sampling Trajectories by Modeling Nominal Gradient Waveforms and Convolving with Gradient Impulse Response Function / Korrektion av radiella samplingstrajektorier genom modellering av nominella gradientvågformer och faltning med gradientimpulsresponsfunktionKim, Max, Belbaisi, Adham January 2019 (has links)
There are several reasons for using non-Cartesian k-space sampling methods in Magnetic Resonance Imaging (MRI). Such a method is radial sampling, which includes the advantage of continuous coverage of the k-space center which results in higher robustness to motion. On the other hand, radial imaging does have some limitations that must be considered. The method is more sensitive to gradient imperfections, such as eddy currents and gradient delays, resulting in inconsistencies between the nominal and actual gradient waveforms. This leads to distortions in the sampling trajectory, also called trajectory errors, yielding reconstructed images with artifacts caused by the gradient imperfections. The aim of this project was therefore to implement a method that takes these errors into account and perform a correction of the trajectory errors to yield images with reduced artifacts. Various methods have been proposed for correction of the gradient errors, some more effective than others. The method implemented in this project was based on the gradient impulse response function (GIRF) which characterizes the gradient system responses. When GIRF was acquired, the actual gradient waveforms played-out during the imaging measurement could be predicted by first modeling the nominal gradient waveforms and then performing a convolution with the corresponding GIRF for each gradient axis. The imaging experiments involved measurements on two different resolution phantoms and in-vivo measurements to note possible differences in correction performance. The used pulse sequences for imaging were FLASH and bSSFP. The results showed that the applied method using GIRF did reduce the artifacts caused by gradient imperfections in the reconstructed images taken with the FLASH sequence. On the other hand, the results for the bSSFP sequence were not as successful due to incomplete modeling of the gradient waveforms. The conclusion to be drawn is that the GIRF-correction does adequately compensate for the trajectory errors when using a radial sampling trajectory for the FLASH sequence and hence yield images with almost eliminated artifacts. A suggestion for future work would be to further investigate the bSSFP sequence modeling to obtain better bSSFP-images. / Det finns flera anledningar till att använda icke-Kartesiska k-space samplingsmetoder i magnetisk resonanstomografi. En sådan metod är radiell sampling, som har fördelen att kontinuerligt samla in mätdata från mittpunkten av k-space, vilket resulterar i lägre rörelsekänslighet under bildtagningstillfället. Radiell sampling har dock begränsningar som måste tas i beaktande, som gradient imperfektioner och gradientfördröjningar. Dessa leder till förvrängningar i samplingspositioneringen i k-space, även känt som trajektoriefel, vilket ger upphov till artefakter vid bildrekonstruktion. Syftet med projektet är att korrigera för dessa trajektoriefel så att den rekonstruerade bilden innehåller färre artefakter. Olika metoder har föreslagits för korrektion av gradientfel. Metoden som användes i detta projekt baseras på gradient impulsresponsfunktionen (GIRF), som karaktäriserar gradient systemet. För att estimera de verkliga samplingspositionerna i k-space beräknades de förvrängda gradientvågformerna efter varje mätning. Detta gjordes genom att först modellera de nominella gradientvågformerna och därefter utföra en faltning med GIRF. De utförda experimenten under projektets gång bestod av bildtagning av två fantomer och ett antal in-vivo mätningar för att identifiera eventuella skillnader i de rekonstruerade bilderna. Pulssekvenserna som användes under projektet var FLASH och bSSFP. Resultaten visade att GIRF-korrektionen reducerade artefakter orsakade av gradient imperfektioner i de rekonstruerade bilderna tagna med FLASH-sekvensen. Erhållna resultat med bSSFP-sekvensen var å andra sidan inte lika lyckade på grund av inkomplett modellering av gradientvågformerna. Slutsatsen som kan dras är att GIRF-korrektionen kompenserar för trajektoriefel i radiell sampling för FLASH-sekvensen och ger rekonstruerade bilder där artefakterna nästan eliminerats. Ett förslag för framtida arbeten är att vidare undersöka modelleringen av bSSFP-sekvensen för att erhålla bättre bilder.
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[pt] IMPACTOS DO BEM-ESTAR SUBJETIVO E DA PERSONALIDADE EM COMPORTAMENTOS DE COMPRA / [en] IMPACTS OF SUBJECTIVE WELL-BEING AND PERSONALITY ON PURCHASING BEHAVIORSIBELE DIAS DE AQUINO 05 September 2022 (has links)
[pt] Considerando-se que traços de personalidade impactam em muitas variáveis e
contextos, a presente tese teve como objetivo verificar o poder preditivo do bemestar subjetivo sobre o comportamento de compra por impulso e sobre a escolha de
itens de compra, controlando-se o efeito da personalidade. Para tanto, foram
realizados quatro estudos, cujos dados foram coletados por meio de questionários
disponibilizados em plataforma na internet. O primeiro estudo teve o objetivo de
buscar evidências de validade da escala Hedonic Shopping Motivations.
Verificaram-se evidências de validade satisfatórias para o instrumento. A
mensuração desse construto testou padrões correlacionais e de predição das
motivações hedônicas sobre variáveis de compra, e os resultados revelaram uma
rede nomológica que favorece formulações teóricas mais robustas sobre
comportamento do consumidor. O segundo estudo consistiu na busca por
evidências de validade da escala Short Affect Intensity Scale (SAIS-BR) para o
contexto brasileiro. Esse segundo instrumento adaptado mensura a intensidade com
a qual uma pessoa experimenta emoções, concentrando-se na consistência das
reações afetivas que ela costuma ter diante de estímulos emocionais. O instrumento
adaptado mostrou satisfatórias evidências de validade. As diferenças individuais na
intensidade afetiva foram associadas a personalidade, frequência de afetos e
satisfação de vida, ampliando o conhecimento a respeito de como afetos são
experimentados e sobre os impactos da intensidade afetiva no cotidiano. As
correlações encontradas entre fatores da SAIS-BR e dimensões do bem-estar
subjetivo reforçaram a ideia de que a dimensão emocional do bem-estar subjetivo
refere-se tanto à frequência de sentimentos e emoções, quanto à magnitude de suas
expressões. O terceiro estudo testou o poder preditivo do bem-estar subjetivo, da
intensidade afetiva e da personalidade sobre a tendência de comprar por impulso.
Além de corroborar achados anteriores sobre poder preditivo de afetos negativos,
os resultados também mostraram o papel dos fatores de personalidade nessa
predição, gerando novas evidências empíricas sobre compras por impulso e bemestar subjetivo no Brasil. O quarto estudo verificou o poder preditivo do bem-estar
subjetivo e da personalidade sobre a preferência por compras experienciais e
materiais. Os resultados mostraram a ausência de poder preditivo da frequência de
afetos sobre a variável desfecho, além de indicar que algumas variáveis
sociodemográficas e traços de personalidade podem predizer tais preferências dos
indivíduos. No geral, os achados tiram das emoções parte da carga de
responsabilidade sobre comportamentos de compra, indicando impacto leve do
bem-estar sobre impulsividade nas compras e sobre escolhas de tipos de produtos.
Uma importância fundamental desta tese é a produção de conhecimentos aplicáveis
tanto para o campo do comportamento do consumidor quanto para o campo da
psicologia positiva, destacando-se a relevância da interdisciplinaridade e da
pesquisa transformativa do consumidor no Brasil. / [en] Considering that personality traits impact many variables and contexts, the present
thesis aimed to verify the predictive power of subjective well-being on impulse
buying behavior and on the choice of purchase items, controlling for the effect of
personality. To this end, four studies were carried out and data were collected
through questionnaires made available on an internet platform. The first study
aimed to seek evidence of validity of the Hedonic Shopping Motivations scale.
There was satisfactory evidence of validity for the instrument. The measurement of
this construct tested correlational and predictive patterns of hedonic motivations on
purchase variables, and the results revealed a nomological network that favors more
robust theoretical formulations on consumer behavior. The second study consisted
of searching for evidence of validity of the Short Affect Intensity Scale (SAIS-BR)
for the Brazilian context. This second adapted instrument measures the intensity
with which a person experiences emotions, focusing on the consistency of the
affective reactions that they usually have when faced with emotional stimuli. The
adapted instrument showed satisfactory evidence of validity. Individual differences
in affective intensity were associated with personality, frequency of affections and
life satisfaction, increasing the knowledge about how affections are experienced
and about the impacts of affective intensity on daily life. The correlations found
between SAIS-BR factors and dimensions of subjective well-being reinforced the
idea that the emotional dimension of subjective well-being refers to both the
frequency of feelings and emotions and the magnitude of their expressions. The
third study tested the predictive power of subjective well-being, affective intensity,
and personality on the tendency to buy impulsively. In addition to corroborating
previous findings on the predictive power of negative affects, the results also
showed the role of personality factors in this prediction, generating new empirical
evidence on impulse buying and subjective well-being in Brazil. The fourth study
verified the predictive power of subjective well-being and personality on the
preference for experiential and material purchases. The results showed an absence
of predictive power of the frequency of affections on the outcome variable, in
addition to indicating that some sociodemographic variables and personality traits
can predict such individual preferences. Overall, the findings remove part of the
burden of responsibility on purchasing behaviors from emotions, indicating a mild
impact of well-being on impulsive buying and on product choices. A fundamental
importance of this thesis is the production of knowledge that is applicable both to
the field of consumer behavior and to the field of positive psychology, highlighting
the relevance of interdisciplinarity and transformative consumer research in Brazil.
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Testing for causality with Wald tests under nonregular conditionsBurda, Maike M. 04 December 2001 (has links)
Das Kausalitaetskonzept von Granger und die Impuls-Antwort-Analyse sind zwei Konzepte, die haeufig verwendet werden, um kausale Beziehungen zwischen zwei Variablen in vektorautoregressiven (VAR) Modellen zu untersuchen. Wenn das VAR Modell mehr als zwei Variablen umfasst, besteht eine Erweiterung des Standard Granger Kausalitaetskonzepts darin, Kausalitaet an hoeheren Prognosehorizonten zu messen. Die Kausalitaetsbeziehungen unter diesem erweiterten Granger Kausalitaetskonzept werden mit denen bei Standard Granger Kausalitaet (Ein-Schritt-Prognose) und mit Kausalitaet im Sinne der Impuls-Antwort-Analyse verglichen. Es wird insbesondere dargestellt, inwiefern das erweiterte Granger Kausalitaetskonzept als Verallgemeinerung der letztgenannten Konzepte aufgefasst werden kann. Wenn Kausalitaet an Prognosehorizonten groesser als eins gemessen wird und das VAR Modell mehr als zwei Variablen umfasst, impliziert die Nullhypothese, dass eine Variable nicht kausal fuer eine andere Variable sei, nichtlineare Restriktionen auf die VAR Koeffizienten. (In nichtstationaeren VAR Modellen treten nichtlineare Restriktionen sogar schon unter dem Standard Granger Kausalitaetskonzept auf.) Aufgrund der speziellen Form der Restriktionen kann es vorkommen, dass die Standard Wald Statistik nicht mehr die uebliche, asymptotische Chiquadrat-Verteilung hat. Dieses Problem wird im allgemeinen in der Praxis ignoriert. Beispiel 4.1, Proposition 4.1 und Korollar 4.1 zeigen jedoch, dass dieses Problem nicht irrelevant ist. Zwei Loesungen werden in Proposition 5.1 und Proposition 5.2 in Form eines randomisierten Wald Tests sowie eines Wald Tests mit verallgemeinerter Inverse angeboten. In einer anschliessenden kleinen Simulationsstudie werden Groesse und Macht dieser modifizierten Wald Tests relativ zu der des Standard Wald Tests untersucht fuer verschiedene stationaere trivariate VAR(1)-Modelle. In einem kurzen Ueberblick werden zudem Vor- und Nachteile alternativer Testverfahren (Bootstrap, sequentielle Tests) zusammengefasst. / The concepts of standard Granger causality and impulse response analysis are often used to investigate causal relationships between variables in vector autoregressive (VAR) models. In VAR models with more than two variables, the concept of standard Granger causality can be extended by studying prediction improvement at forecast horizons greater than one. The causal relationships which arise under this extended Granger causality concept are compared to those arising under the standard Granger causality concept (one-step forecasts) and those arising with impulse-response-analysis. In particular, it is illustrated inhowfar the extended Granger causality concept can be understood as a generalization of the standard Granger causality concept and even of impulse-response-analysis. If causality is measured at forecast horizons greater than one, and if there are more than two variables in the VAR system, the null hypothesis that one variable is not causal for another variable implies restrictions which are a nonlinear function of the VAR coefficients. (In nonstationary VAR models, nonlinear restrictions already arise under the standard Granger causality concept.) Due to the special form of the restrictions, the standard Wald test may no longer have the usual asymptotic chisquare-distribution under the null hypothesis. This problem is commonly neglected in practice. However, Example 4.1, Corollary 4.1 and Proposition 4.1 of this thesis illustrate that this problem is not irrelevant. Furthermore, Propositions 5.1 and 5.2 show that this problem may be overcome, at least in stationary VAR models, by using either a randomized Wald test or a Wald test with generalized inverse. Size and Power of these modified Wald tests relative to the standard Wald test are investigated in a small simulation study for different stationary, trivariate VAR(1) models. Moreover, the pros and cons of alternative testing strategies (bootstrap, sequential tests) are summarized in a brief overview.
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Ultrawideband Time Domain Radar for Time Reversal ApplicationsLopez-Castellanos, Victor 31 March 2011 (has links)
No description available.
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