Université de Montréal

About: Université de Montréal is a education organization based out in Montreal, Quebec, Canada. It is known for research contribution in the topics: Population & Context (language use). The organization has 45641 authors who have published 100476 publications receiving 4004007 citations. The organization is also known as: University of Montreal & UdeM.

Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties

Abstract: Many unit root tests have distorted sizes when the root of the error process is close to the unit circle. This paper analyses the properties of the Phillips-Perron tests and some of their variants in the problematic parameter space. We use local asymptotic analyses to explain why the Phillips-Perron tests suffer from severe size distortions regardless of the choice of the spectral density estimator but that the modified statistics show dramatic improvements in size when used in conjunction with a particular formulation an autoregressive spectral density estimator. We explain why kernel based spectral density estimators aggravate the size problem in the Phillips-Perron tests and yield no size improvement to the modified statistics. The local asymptotic power of the modified statistics are also evaluated. These modified statistics are recommended as being useful in empirical work since they are free of the size problems which have plagued many unit root tests, and they retain respectable power.

Measurement of an excess of B̄→D(*) τ-ν̄τ decays and implications for charged Higgs bosons

Abstract: The concept for this analysis is to a large degree based on earlier BABAR work and we acknowledge the guidance provided by M. Mazur. The authors consulted with theorists A. Datta, S. Westhoff, S. Fajfer, J. Kamenik, and I. Nisandzic on the calculations of the charged Higgs contributions to the decay rates. We are grateful for the extraordinary contributions of our PEP-II colleagues in achieving the excellent luminosity and machine conditions that have made this work possible. The success of this project also relied critically on the expertise and dedication of the computing organizations that support BABAR. The collaborating institutions wish to thank SLAC for its support and the kind hospitality extended to them. This work is supported by the U.S. Department of Energy and National Science Foundation, the Natural Sciences and Engineering Research Council (Canada), the Commissariat a l'Energie Atomique and Institut National de Physique Nucleaire et de Physique des Particules (France), the Bundesministerium fur Bildung und Forschung and Deutsche Forschungsgemeinschaft (Germany), the Istituto Nazionale di Fisica Nucleare (Italy), the Foundation for Fundamental Research on Matter (Netherlands), the Research Council of Norway, the Ministry of Education and Science of the Russian Federation, Ministerio de Economia y Competitividad (Spain), and the Science and Technology Facilities Council (United Kingdom). Individuals have received support from the Marie-Curie IEF program (European Union) and the A. P. Sloan Foundation (USA).