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- Abe, K., et al.
(författare)
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J-PARC Neutrino Beamline Upgrade Technical Design Report
- 2019
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Rapport (refereegranskat)abstract
- In this document, technical details of the upgrade plan of the J-PARC neutrino beamline for the extension of the T2K experiment are described. T2K has proposed to accumulate data corresponding to 2×1022 protons-on-target in the next decade, aiming at an initial observation of CP violation with 3σ or higher significance in the case of maximal CP violation. Methods to increase the neutrino beam intensity, which are necessary to achieve the proposed data increase, are described.
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| 2. |
- Hacker,, R Scott, 1964-, et al.
(författare)
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A Bootstrap Test for Causality with Endogenous Lag Length Choice : theory and application in finance
- 2010
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- Granger causality tests have become among the most popular empirical applications with time series data. Several new tests have been developed in the literature that can deal with different data generating processes. In all existing theoretical papers it is assumed that the lag length is known a priori. However, in applied research the lag length has to be selected before testing for causality. This paper suggests that in investigating the effectiveness of various Granger causality testing methodologies, including those using bootstrapping, the lag length choice should be endogenized, by which we mean the data-driven preselection of lag length should be taken into account. We provide and accordingly evaluate a Granger-causality bootstrap test which may be used with data that may or may not be integrated, and compare the performance of this test to that for the analogous asymptotic test. The suggested bootstrap test performs well and appears to be also robust to ARCH effects that usually characterize the financial data. This test is applied to testing the causal impact of the US financial market on the market of the United Arab Emirates.
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| 4. |
- Hacker, R Scott, 1964-, et al.
(författare)
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The Properties of Procedures Dealing with Uncertainty about Intercept and Deterministic Trend in Unit Root Testing
- 2010
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Rapport (övrigt vetenskapligt/konstnärligt)abstract
- The classic Dickey-Fuller unit-root test can be applied using three different equations, depending upon the inclusion of a constant and/or a time trend in the regression equation. This paper investigates the size and power properties of a unit-root testing strategy outlined in Enders (2004), which allows for repeated testing of the unit root with the three equations depending on the significance of various parameters in the equations. This strategy is similar to strategies suggested by others for unit root testing. Our Monte Carlo simulation experiments show that serious mass significance problems prevail when using the strategy suggested by Enders. Excluding the possibility of unrealistic outcomes and using a priori information on whether there is a trend in the underlying time series, as suggested by Elder and Kennedy (2001), reduces the mass significance problem for the unit root test and improves power for that test. Subsequent testing for whether a trend exists is seriously affected by testing for the unit root first, however.
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