Instituto Tecnológico Autónomo de México

About: Instituto Tecnológico Autónomo de México is a education organization based out in Mexico City, Mexico. It is known for research contribution in the topics: Politics & Population. The organization has 1098 authors who have published 2532 publications receiving 39083 citations. The organization is also known as: Instituto Tecnologico Autonomo de Mexico & Mexico Autonomous Institute of Technology.

Plasma control of shock wave configuration in off-design mode of M = 2 inlet

Abstract: The objective of this work was to study the steering effect of a weakly ionized plasma on a supersonic flow structure in a two-dimensional aerodynamic configuration with a three-shock compression ramp in an off-design operational mode. Experiments were performed in wind tunnel T-313 of ITAM SB RAS, with the model air inlet designed for operation at a flow of Mach number M = 2. The inlet was tested at M = 2, 2.5, and 3 and with Re = (25–36) × 106/m and an angle of attack AoA = 0°, 5°, and 8°. For the regulation of the inlet characteristics, a plasma generator with electrical power W pl = 2–10 kW was flush-mounted upstream of the compression ramp. A significant plasma effect on the shock configuration at the inlet and on the flow parameters after air compression is considered. It is shown that the main shock wave angle is controllable by means of the plasma power magnitude and, therefore, can be accurately adjusted to the cowl lip of an inlet with a fixed geometry. An additional plasma effect has been demonstrated through a notable increase in the pressure recovery coefficient in a flowpass extension behind the inlet because of an nearly isentropic pattern of flow compression with the plasma turned on. Numerical simulation brings out the details of 3D distribution of the flow structure and parameters throughout the model at thermal energy deposition in inlet near the compression surfaces. We conclude that the plasma-based technique may be a feasible method for expanding supersonic inlet operational limits.

Short and Long Run Uncertainty

Abstract: Uncertainty appears to have both a short-run and a long-run component, which we measure using firm and macro implied volatility data from 30 days to 10 years duration. Examining a panel of over 4,000 firms from 1996 to 2013 we find that investment is significantly more sensitive to long-run uncertainty, while employment responds equally to short- and long-run uncertainty. We build a model to investigate this phenomenon, and find that the higher adjustment costs and lower depreciation rates of capital can explain why investment is particularly sensitive to longer-run uncertainty. This suggests that investment in other long-lived and irreversible capital goods - like buildings and intangibles such as R&D and organizational capital - will also be particularly sensitive to long-run uncertainty. We then examine drivers of uncertainty over different time horizons, finding oil price volatility is particularly important for short-run uncertainty, policy uncertainty is particularly important for long-run uncertainty, while currency volatility and CEO turnover appear to equally impact short and long run uncertainty.

Recommended play and correlated equilibria: an experimental study

Abstract: This study reports a laboratory experiment wherein subjects play a hawk–dove game. We try to implement a correlated equilibrium with payoffs outside the convex hull of Nash equilibrium payoffs by privately recommending play. We find that subjects are reluctant to follow certain recommendations. We are able to implement this correlated equilibrium, however, when subjects play against robots that always follow recommendations, including in a control treatment in which human subjects receive the robot “earnings.” This indicates that the lack of mutual knowledge of conjectures, rather than social preferences, explains subjects’ failure to play the suggested correlated equilibrium when facing other human players.

A Simple Test of Normality for Time Series

Abstract: This paper considers testing for normality for correlated data. The proposed test procedure employs the skewness-kurtosis test statistic, but studentized by standard error estimators that are consistent under serial dependence of the observations. The standard error estimators are sample versions of the asymptotic quantities that do not incorporate any downweighting, and, hence, no smoothing parameter is needed. Therefore, the main feature of our proposed test is its simplicity, because it does not require the selection of any user-chosen parameter such as a smoothing number or the order of an approximating model.We are very grateful to Don Andrews and two referees for useful comments and suggestions. We are especially thankful to a referee who provided a FORTRAN code. Lobato acknowledges financial support from Asociacion Mexicana de Cultura and from Consejo Nacional de Ciencia y Tecnologia (CONACYT) under project grant 41893-S. Velasco acknowledges financial support from Spanish Direccion General de Ensenanza Superior, BEC 2001-1270.