Results 271 to 280 of about 1,203,449 (311)
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Breaking the symmetry to structure light
Optics Letters, 2021We show that by breaking the symmetry of a beam subjected to tight focusing, namely by obscuring half of it or, equivalently, shifting the beam away from the lens axis, it is possible to obtain novel light properties in the focal spot which, to the best of our knowledge, have not been observed before.
Svetlana N. Khonina, Ilya Golub
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Testing for Structural Breaks [PDF]
, 1991 The purpose of this paper is to investigate the tests of Hansen (1991) to detect structural breaks in cointegrated relations using Monte Carlo methods. The evaluation takes place within the linear quadratic model. The evidence for a single regressor suggests that the test have proper size and that the power is good provided the cost of adjustment is ...
Allan W. Gregory, James M. Nason
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Journal of Sports Economics, 2015
To search for eras in a sports league, we utilize time-series tests with structural breaks in Major League Baseball performance. Using data from 1871-2010, the mean and standard deviation of four different performance measures are examined. Throughout, rather than assume that a break point is known a priori, we identify breaks endogenously from the ...
Peter A. Groothuis +2 more
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To search for eras in a sports league, we utilize time-series tests with structural breaks in Major League Baseball performance. Using data from 1871-2010, the mean and standard deviation of four different performance measures are examined. Throughout, rather than assume that a break point is known a priori, we identify breaks endogenously from the ...
Peter A. Groothuis +2 more
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Testing the Null of Cointegration with Structural Breaks* [PDF]
Oxford Bulletin of Economics and Statistics, 2006 AbstractWe propose a Lagrange Multiplier‐type statistic to test the null hypothesis of cointegration allowing for the possibility of a structural break, in both the deterministic and the cointegration vectors. Our proposal focuses on the presence of endogenous regressors.
Josep Lluís Carrion-i-Silvestre +1 more
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Breaking the chains: structure and function of the deubiquitinases
Nature Reviews Molecular Cell Biology, 2009Ubiquitylation is a reversible protein modification that is implicated in many cellular functions. Recently, much progress has been made in the characterization of a superfamily of isopeptidases that remove ubiquitin: the deubiquitinases (DUBs; also known as deubiquitylating or deubiquitinating enzymes). Far from being uniform in structure and function,
David, Komander +2 more
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Asymmetric Volatility Models with Structural Breaks
Communications in Statistics - Simulation and Computation, 2012This article develops an asymmetric volatility model that takes into consideration the structural breaks in the volatility process. Break points and other parameters of the model are estimated using MCMC and Gibbs sampling techniques. Models with different number of break points are compared using the Bayes factor and BIC.
Neelabh Rohan, T. V. Ramanathan
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Breaking abstractions and unstructuring data structures
Proceedings of the 1998 International Conference on Computer Languages (Cat. No.98CB36225), 2002To ensure platform independence, mobile programs are distributed in forms that are isomorphic to the original source code. Such codes are easy to decompile, and hence they increase the risk of malicious reverse engineering attacks. Code obfuscation is one of several techniques which has been proposed to alleviate this situation. An obfuscator is a tool
Christian S. Collberg +2 more
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Structural Breaks in Financial Time Series
SSRN Electronic Journal, 2006This paper reviews the literature on structural breaks in financial time series. The second section discusses the implications of structural breaks in financial time series for statistical inference purposes. In the third section we discuss change-point tests in financial time series, including historical and sequential tests as well as single and ...
Elena Andreou, Eric Ghysels
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Testing for structural breaks in GARCH models
Applied Financial Economics, 2006We study the ability of traditional diagnostic tests and LM and CUSUM structural break tests to detect a range of different types of breaks in GARCH models. We find that Wooldridge's (1990) robust LM tests for autocorrelation and ARCH have no power to detect structural breaks in GARCH models.
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