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Normal microwave (MW) electromagnetic field detectors convert microwave power into voltages, which results in the loss of the vector characteristics of the microwave field. In this work, we developed a MW magnetic field (h-field) vector detector based on the nonresonant spin rectification effect. By measuring and analyzing the angle dependence of the rectification voltages under nonresonant conditions, we can extract the three components of the h-field. As an initial test of this method, we obtained the h-field distributions at 5.4 GHz generated by a coplanar waveguide with sub-wavelength resolution. Compared to methods using ferromagnetic resonance, this technique offers a faster and more convenient way to determine the spatial distribution of the h-field, which can be used for MW integrated circuit optimization and fault diagnosis.

In this paper, we propose an easy-to-implement residual-based specification testing procedure for detecting structural changes in factor models, which is powerful against both smooth and abrupt structural changes with unknown break dates. The proposed test is robust against the over-specified number of factors, and serially and cross-sectionally correlated error processes. A new central limit theorem is given for the quadratic forms of panel data with dependence over both dimensions, thereby filling a gap in the literature. We establish the asymptotic properties of the proposed test statistic, and accordingly develop a simulation-based scheme to select critical value in order to improve finite sample performance. Through extensive simulations and a real-world application, we confirm our theoretical results and demonstrate that the proposed test exhibits desirable size and power in practice.

In this paper, we propose a robust estimation and inferential method for high-dimensional panel data models. Specifically, (1) we investigate the case where the number of regressors can grow faster than the sample size, (2) we pay particular attention to non-Gaussian, serially and cross-sectionally correlated and heteroskedastic error processes, and (3) we develop an estimation method for high-dimensional long-run covariance matrix using a thresholded estimator. Methodologically and technically, we develop two Nagaev-types of concentration inequalities: one for a partial sum and the other for a quadratic form, subject to a set of easily verifiable conditions. Leveraging these two inequalities, we also derive a non-asymptotic bound for the LASSO estimator, achieve asymptotic normality via the node-wise LASSO regression, and establish a sharp convergence rate for the thresholded heteroskedasticity and autocorrelation consistent (HAC) estimator. Our study thus provides the relevant literature with a complete toolkit for conducting inference about the parameters of interest involved in a high-dimensional panel data framework. We also demonstrate the practical relevance of these theoretical results by investigating a high-dimensional panel data model with interactive fixed effects. Moreover, we conduct extensive numerical studies using simulated and real data examples.

Hierarchical panel data models have recently garnered significant attention. This study contributes to the relevant literature by introducing a novel three-dimensional (3D) hierarchical panel data model, which integrates panel regression with three sets of latent factor structures: one set of global factors and two sets of local factors. Instead of aggregating latent factors from various nodes, as seen in the literature of distributed principal component analysis (PCA), we propose an estimation approach capable of recovering the parameters of interest and disentangling latent factors at different levels and across different dimensions. We establish an asymptotic theory and provide a bootstrap procedure to obtain inference for the parameters of interest while accommodating various types of cross-sectional dependence and time series autocorrelation. Finally, we demonstrate the applicability of our framework by examining productivity convergence in manufacturing industries worldwide.

In this paper, we consider estimation and inference for the unknown parameters and function involved in a class of generalized hierarchical models. Such models are of great interest in the literature of neural networks (such as Bauer and Kohler, 2019). We propose a rectified linear unit (ReLU) based deep neural network (DNN) approach, and contribute to the design of DNN by i) providing more transparency for practical implementation, ii) defining different types of sparsity, iii) showing the differentiability, iv) pointing out the set of effective parameters, and v) offering a new variant of rectified linear activation function (ReLU), etc. Asymptotic properties are established accordingly, and a feasible procedure for the purpose of inference is also proposed. We conduct extensive numerical studies to examine the finite-sample performance of the estimation methods, and we also evaluate the empirical relevance and applicability of the proposed models and estimation methods to real data.

To tackle difficulties for theoretical studies in situations involving nonsmooth functions, we propose a sequence of infinitely differentiable functions to approximate the nonsmooth function under consideration. A rate of approximation is established and an illustration of its application is then provided.

In this paper, we investigate a semiparametric regression model under the context of treatment effects via a localized neural network (LNN) approach. Due to a vast number of parameters involved, we reduce the number of effective parameters by (i) exploring the use of identification restrictions; and (ii) adopting a variable selection method based on the group-LASSO technique. Subsequently, we derive the corresponding estimation theory and propose a dependent wild bootstrap procedure to construct valid inferences accounting for the dependence of data. Finally, we validate our theoretical findings through extensive numerical studies. In an empirical study, we revisit the impacts of a tightening monetary policy action on a variety of economic variables, including short-/long-term interest rate, inflation, unemployment rate, industrial price and equity return via the newly proposed framework using a monthly dataset of the US.

This paper considers a time-varying vector error-correction model that allows for different time series behaviours (e.g., unit-root and locally stationary processes) to interact with each other to co-exist. From practical perspectives, this framework can be used to estimate shifts in the predictability of non-stationary variables, test whether economic theories hold periodically, etc. We first develop a time-varying Granger Representation Theorem, which facilitates the establishment of asymptotic properties for the model, and then propose estimation and inferential methods and theory for both short-run and long-run coefficients. We also propose an information criterion to estimate the lag length, a singular-value ratio test to determine the cointegration rank, and a hypothesis test to examine the parameter stability. To validate the theoretical findings, we conduct extensive simulations. Finally, we demonstrate the empirical relevance by applying the framework to investigate the rational expectations hypothesis of the U.S. term structure.

In order to understand the anti-site disorder effect on the anisotropic magnetoresistance (AMR) effect in alloys, $\rm{Fe}_{50}Co_{50}$ alloys were studied in this work using the fully relativistic spin-polarized screened (KKR) method. The anti-site effect was modeled by interchanging Fe and Co atoms and treated by the coherent potential approximation (CPA). We find that the anti-site disorder broadens the spectral function and decreases the conductivity. Our work emphasizes that the absolute variations of resistivity under magnetic moment rotation are less affected by atomic disorders. The annealing procedure improves the AMR by reduction of the total resistivity. At the same time, we also find that the fourth-order term in the angular dependent resistivity becomes weaker when the disorder increases, resulting from increased scattering of the states around the band-crossing., Comment: 12pages, 7 figures

This paper introduces a flexible time-varying network vector autoregressive model framework for large-scale time series. A latent group structure is imposed on the heterogeneous and node-specific time-varying momentum and network spillover effects so that the number of unknown time-varying coefficients to be estimated can be reduced considerably. A classic agglomerative clustering algorithm with nonparametrically estimated distance matrix is combined with a ratio criterion to consistently estimate the latent group number and membership. A post-grouping local linear smoothing method is proposed to estimate the group-specific time-varying momentum and network effects, substantially improving the convergence rates of the preliminary estimates which ignore the latent structure. We further modify the methodology and theory to allow for structural breaks in either the group membership, group number or group-specific coefficient functions. Numerical studies including Monte-Carlo simulation and an empirical application are presented to examine the finite-sample performance of the developed model and methodology.

Robust M-estimation uses loss functions, such as least absolute deviation (LAD), quantile loss and Huber's loss, to construct its objective function, in order to for example eschew the impact of outliers, whereas the difficulty in analysing the resultant estimators rests on the nonsmoothness of these losses. Generalized functions have advantages over ordinary functions in several aspects, especially generalized functions possess derivatives of any order. Generalized functions incorporate local integrable functions, the so-called regular generalized functions, while the so-called singular generalized functions (e.g. Dirac delta function) can be obtained as the limits of a sequence of sufficient smooth functions, so-called regular sequence in generalized function context. This makes it possible to use these singular generalized functions through approximation. Nevertheless, a significant contribution of this paper is to establish the convergence rate of regular sequence to nonsmooth loss that answers a call from the relevant literature. For parameter estimation where objective function may be nonsmooth, this paper first shows as a general paradigm that how generalized function approach can be used to tackle the nonsmooth loss functions in Section two using a very simple model. This approach is of general interest and applicability. We further use the approach in robust M-estimation for additive single-index cointegrating time series models; the asymptotic theory is established for the proposed estimators. We evaluate the finite-sample performance of the proposed estimation method and theory by both simulated data and an empirical analysis of predictive regression of stock returns., Comment: arXiv admin note: text overlap with arXiv:2111.02023

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time series forecasting methods, they require sufficient observation of historical values to make accurate forecasting. In other words, the ratio of the output length (or forecasting horizon) to the sum of the input and output lengths should be low enough (e.g., 0.3). As the ratio increases (e.g., to 0.8), the uncertainty for the forecasting accuracy increases significantly. In this paper, we show both theoretically and empirically that the uncertainty could be effectively reduced by retrieving relevant time series as references. In the theoretical analysis, we first quantify the uncertainty and show its connections to the Mean Squared Error (MSE). Then we prove that models with references are easier to learn than models without references since the retrieved references could reduce the uncertainty. To empirically demonstrate the effectiveness of the retrieval based time series forecasting models, we introduce a simple yet effective two-stage method, called ReTime consisting of a relational retrieval and a content synthesis. We also show that ReTime can be easily adapted to the spatial-temporal time series and time series imputation settings. Finally, we evaluate ReTime on real-world datasets to demonstrate its effectiveness., Comment: CIKM'22 AMLTS

In this paper, we consider a wide class of time-varying multivariate causal processes which nests many classic and new examples as special cases. We first prove the existence of a weakly dependent stationary approximation for our model which is the foundation to initiate the theoretical development. Afterwards, we consider the QMLE estimation approach, and provide both point-wise and simultaneous inferences on the coefficient functions. In addition, we demonstrate the theoretical findings through both simulated and real data examples. In particular, we show the empirical relevance of our study using an application to evaluate the conditional correlations between the stock markets of China and U.S. We find that the interdependence between the two stock markets is increasing over time.

In this paper, we propose a simple inferential method for a wide class of panel data models with a focus on such cases that have both serial correlation and cross-sectional dependence. In order to establish an asymptotic theory to support the inferential method, we develop some new and useful higher-order expansions, such as Berry-Esseen bound and Edgeworth Expansion, under a set of simple and general conditions. We further demonstrate the usefulness of these theoretical results by explicitly investigating a panel data model with interactive effects which nests many traditional panel data models as special cases. Finally, we show the superiority of our approach over several natural competitors using extensive numerical studies.

Long-term scene changes present challenges to localization systems using a pre-built map. This paper presents a LiDAR-based system that can provide robust localization against those challenges. Our method starts with activation of a mapping process temporarily when global matching towards the pre-built map is unreliable. The temporary map will be merged onto the pre-built map for later localization runs once reliable matching is obtained again. We further integrate a LiDAR inertial odometry (LIO) to provide motion-compensated LiDAR scans and a reliable initial pose guess for the global matching module. To generate a smooth real-time trajectory for navigation purposes, we fuse poses from odometry and global matching by solving a pose graph optimization problem. We evaluate our localization system with extensive experiments on the NCLT dataset including a variety of changing indoor and outdoor environments, and the results demonstrate a robust and accurate localization performance for over a year. The implementations are open sourced on GitHub.

This paper considers a model with general regressors and unobservable factors. An estimator based on iterated principal components is proposed, which is shown to be not only asymptotically normal and oracle efficient, but under certain conditions also free of the otherwise so common asymptotic incidental parameters bias. Interestingly, the conditions required to achieve unbiasedness become weaker the stronger the trends in the factors, and if the trending is strong enough unbiasedness comes at no cost at all. In particular, the approach does not require any knowledge of how many factors there are, or whether they are deterministic or stochastic. The order of integration of the factors is also treated as unknown, as is the order of integration of the regressors, which means that there is no need to pre-test for unit roots, or to decide on which deterministic terms to include in the model.

This paper proposes a class of parametric multiple-index time series models that involve linear combinations of time trends, stationary variables and unit root processes as regressors. The inclusion of the three different types of time series, along with the use of a multiple-index structure for these variables to circumvent the curse of dimensionality, is due to both theoretical and practical considerations. The M-type estimators (including OLS, LAD, Huber's estimator, quantile and expectile estimators, etc.) for the index vectors are proposed, and their asymptotic properties are established, with the aid of the generalized function approach to accommodate a wide class of loss functions that may not be necessarily differentiable at every point. The proposed multiple-index model is then applied to study the stock return predictability, which reveals strong nonlinear predictability under various loss measures. Monte Carlo simulations are also included to evaluate the finite-sample performance of the proposed estimators.

Vector autoregressive (VAR) models are widely used in practical studies, e.g., forecasting, modelling policy transmission mechanism, and measuring connection of economic agents. To better capture the dynamics, this paper introduces a new class of time-varying VAR models in which the coefficients and covariance matrix of the error innovations are allowed to change smoothly over time. Accordingly, we establish a set of theories, including the impulse responses analyses subject to both of the short-run timing and the long-run restrictions, an information criterion to select the optimal lag, and a Wald-type test to determine the constant coefficients. Simulation studies are conducted to evaluate the theoretical findings. Finally, we demonstrate the empirical relevance and usefulness of the proposed methods through an application to the transmission mechanism of U.S. monetary policy., Comment: arXiv admin note: text overlap with arXiv:2010.01492

Despite its paramount importance in the empirical growth literature, productivity convergence analysis has three problems that have yet to be resolved: (1) little attempt has been made to explore the hierarchical structure of industry-level datasets; (2) industry-level technology heterogeneity has largely been ignored; and (3) cross-sectional dependence has rarely been allowed for. This paper aims to address these three problems within a hierarchical panel data framework. We propose an estimation procedure and then derive the corresponding asymptotic theory. Finally, we apply the framework to a dataset of 23 manufacturing industries from a wide range of countries over the period 1963-2018. Our results show that both the manufacturing industry as a whole and individual manufacturing industries at the ISIC two-digit level exhibit strong conditional convergence in labour productivity, but not unconditional convergence. In addition, our results show that both global and industry-specific shocks are important in explaining the convergence behaviours of the manufacturing industries.

This study decomposes the bilateral trade flows using a three-dimensional panel data model. Under the scenario that all three dimensions diverge to infinity, we propose an estimation approach to identify the number of global shocks and country-specific shocks sequentially, and establish the asymptotic theories accordingly. From the practical point of view, being able to separate the pervasive and nonpervasive shocks in a multi-dimensional panel data is crucial for a range of applications, such as, international financial linkages, migration flows, etc. In the numerical studies, we first conduct intensive simulations to examine the theoretical findings, and then use the proposed approach to investigate the international trade flows from two major trading groups (APEC and EU) over 1982-2019, and quantify the network of bilateral trade.

In this paper, we investigate binary response models for heterogeneous panel data with interactive fixed effects by allowing both the cross-sectional dimension and the temporal dimension to diverge. From a practical point of view, the proposed framework can be applied to predict the probability of corporate failure, conduct credit rating analysis, etc. Theoretically and methodologically, we establish a link between a maximum likelihood estimation and a least squares approach, provide a simple information criterion to detect the number of factors, and achieve the asymptotic distributions accordingly. In addition, we conduct intensive simulations to examine the theoretical findings. In the empirical study, we focus on the sign prediction of stock returns, and then use the results of sign forecast to conduct portfolio analysis.

Multivariate dynamic time series models are widely encountered in practical studies, e.g., modelling policy transmission mechanism and measuring connectedness between economic agents. To better capture the dynamics, this paper proposes a wide class of multivariate dynamic models with time-varying coefficients, which have a general time-varying vector moving average (VMA) representation, and nest, for instance, time-varying vector autoregression (VAR), time-varying vector autoregression moving-average (VARMA), and so forth as special cases. The paper then develops a unified estimation method for the unknown quantities before an asymptotic theory for the proposed estimators is established. In the empirical study, we investigate the transmission mechanism of monetary policy using U.S. data, and uncover a fall in the volatilities of exogenous shocks. In addition, we find that (i) monetary policy shocks have less influence on inflation before and during the so-called Great Moderation, (ii) inflation is more anchored recently, and (iii) the long-run level of inflation is below, but quite close to the Federal Reserve's target of two percent after the beginning of the Great Moderation period.

In this paper, we study the trending behaviour of COVID-19 data at country level, and draw attention to some existing econometric tools which are potentially helpful to understand the trend better in future studies. In our empirical study, we find that European countries overall flatten the curves more effectively compared to the other regions, while Asia & Oceania also achieve some success, but the situations are not as optimistic elsewhere. Africa and America are still facing serious challenges in terms of managing the spread of the virus, and reducing the death rate, although in Africa the virus spreads slower and has a lower death rate than the other regions. By comparing the performances of different countries, our results incidentally agree with Gu et al. (2020), though different approaches and models are considered. For example, both works agree that countries such as USA, UK and Italy perform relatively poorly; on the other hand, Australia, China, Japan, Korea, and Singapore perform relatively better.

We measured the spin rectify effect and the inverse spin Hall effect in Nb-doped SrTiO$_3$ by injecting the spins from ferromagnetic thin films to SrTiO$_3$ using spin pumping. It was shown that the spin injection is increased when the doping level is increased. However, the spin Hall angle decreases when Nb occupies more than $\sim$2\% of the Ti sites, which is due to that beyond this concentration, the electron contributed the spin Hall effect is from the $d-$orbitals of Nb instead those from the Ti. Our work points to the importance of orbital occupations in the (inverse) spin Hall effect. We may explore controllable spin and charge interconversion in oxide spintronics., Comment: 6 pages,7 figures

Empirical growth analysis has three major problems --- variable selection, parameter heterogeneity and cross-sectional dependence --- which are addressed independently from each other in most studies. The purpose of this study is to propose an integrated framework that extends the conventional linear growth regression model to allow for parameter heterogeneity and cross-sectional error dependence, while simultaneously performing variable selection. We also derive the asymptotic properties of the estimator under both low and high dimensions, and further investigate the finite sample performance of the estimator through Monte Carlo simulations. We apply the framework to a dataset of 89 countries over the period from 1960 to 2014. Our results reveal some cross-country patterns not found in previous studies (e.g., "middle income trap hypothesis", "natural resources curse hypothesis", "religion works via belief, not practice", etc.).

Perpendicular exchange bias (EB), which combines the perpendicular magnetic anisotropy and the ferromagnetic (FM) - antiferromagnetic (AFM) exchange coupling, is extremely important in the high-density AFM spintronics. However, the effective modulation of EB remains challenging, since the alternant spins at the AFM/FM interface are strongly pinned by the AFM layer. Voltage tuning of EB through the magnetoelectric coupling provides a potential way to achieve a rapid magnetization switching in an energy-efficient manner. Nevertheless, the interfacial strain mediation of perpendicular EB induced by E-field remains unexplored. In this work, we obtain perpendicular EB nanostructure by room-temperature fabrication process, and demonstrate the voltage tunable perpendicular EB in Pt/IrMn/(Co/Pt)2/Ta/(011) Pb(Mg1/3Nb2/3)O3-PbTiO3 multiferroic heterostructure. To enhance the voltage control effect on perpendicular EB, we further investigate both strain-mediated magnetoelectric coupling and ionic liquid gating method in the thinned EB system with the structure of Pt/IrMn/Co/Pt/Ta. As a result, the voltage induced lattice distortion effectively transmits to the AFM/FM interface, while the charge accumulation in gating method generates a relatively large hysteresis loop offset that has not been observed before at room temperature. The voltage manipulation of perpendicular EB at room temperature provides new possibilities towards novel AFM devices and memories with great energy-efficiency and ultra-high density., Comment: 21 pages, 6 figures

Conversion of spin to charge current was observed in SrTiO3 doped with Nd (Nd:STO), which exhibited a metallic behavior even with low concentration doping. The obvious variation of DC voltages for Py/Nd:STO, obtained by inverting the spin diffusion direction, demonstrated that the detected signals contained the contribution from the inverse spin Hall effect (ISHE) induced by the spin dependent scattering from Nd impurities with strong spin-orbit interaction. The DC voltages of the ISHE for Nd:STO were measured at different microwave frequency and power, which revealed that spin currents were successfully injected into doped STO layer by spin pumping. The linear relation between the ISHE resistivity and the resistivity induced by impurities implied that the skew scattering was the dominant contribution in this case, and the spin Hall angle was estimated to be 0.17%. This work demonstrated that extrinsic spin dependent scattering in oxides can be used in spintroics besides that in heavy elements doped metals.

The (001) surface of SrTiO3 were transformed from insulating to conducting after Ar+ irradiation, producing a quasi two-dimensional electron gas (2DEG). This conducting surface layer can introduce Rashba spin orbital coupling due to the broken inversion symmetry normal to the plane. The spin splitting of such a surface has recently been demonstrated by magneto-resistance and angular resolved photoemission spectra measurements. Here we present experiments evidencing a large spin-charge conversion at the surface. We use spin pumping to inject a spin current from NiFe film into the surface, and measure the resulting charge current. The results indicate that the Rashba effect at the surface can be used for efficient charge-spin conversion, and the large efficiency is due to the multi-d-orbitals and surface corrugation. It holds great promise in oxide spintronics., Comment: 11 pages, 5 figures

We develop a method for universally resolving the important issue of separating the inverse spin Hall effect (ISHE) from spin rectification effect (SRE) signal. This method is based on the consideration that the two effects depend on the spin injection direction: The ISHE is an odd function of the spin injection direction while the SRE is independent on it. Thus, inversion of the spin injection direction changes the ISHE voltage signal, while SRE voltage remains. It applies generally to analyzing the different voltage contributions without fitting them to special line shapes. This fast and simple method can be used in a wide frequency range, and has the flexibility of sample preparation., Comment: 4 figures

Electric-field modulation of magnetism in strain-mediated multiferroic heterostructures is considered a promising scheme for enabling memory and magnetic microwave devices with ultralow power consumption. However, it is not well understood how electric-field-induced strain influences magnetic relaxation, an important physical process for device applications. Here we investigate resonant magnetization dynamics in ferromagnet/ferrolectric multiferroic heterostructures, FeGaB/PMN-PT and NiFe/PMN-PT, in two distinct strain states provided by electric-field-induced ferroelectric phase transition. The strain not only modifies magnetic anisotropy but also magnetic relaxation. In FeGaB/PMN-PT, we observe a nearly two-fold change in intrinsic Gilbert damping by electric field, which is attributed to strain-induced tuning of spin-orbit coupling. By contrast, a small but measurable change in extrinsic linewidth broadening is attributed to inhomogeneous ferroelastic domain switching during the phase transition of the PMN-PT substrate.

Electronic structures of carbides with the rocksalt structure were calculated by full potential electronic codes solving the Kohn-Sham equation. Bonding characters were analyzed by constructing tight-binding Hamiltonian based on maximally-localized Wannier functions. It was found that the cations in these compounds act as an electron provider and the frame is formed by the carbon atoms. The electronic states in the vicinity of the Fermi level are mainly from the p-orbitals of C. Pressure and doping are two efficient ways to tune the magnetic and electronic properties of these compounds. It turns out that a spin gapless semiconductor can be obtained by applying hydrostatic pressure up to tens of gigaPascal. Higher pressure induced an insulator to metal transition because of band broadening. Compounds of IA group (Na, K, Rb, Cs) were magnetic semiconductor at ambient conditions. Alloying with IIA elements decrease the magnetic moment according to the law of $3-x$, where $x$ is the relative atomic ratio of the IIA elements to the IA ones. The behaviors of the compounds under the pressure and the doping effects can be understood by a rigid band model., Comment: 10 Pages, 8 figures

Electronic structures of MC where M is the alkali and alkaline earth metals with the rocksalt structure are calculated by full potential density functional codes. We find that the spin magnetic moment in the compounds is mainly contributed by the spin polarized p-orbitals of carbon. The large distance between the carbon makes the p-orbitals localized, which induces magnetic instability according to the Stoner criterion. The electronic structure can be mapped to the rigid band model. SrC, BaC and RaC are half-metals, while KC, RbC and CsC are magnetic semiconductors

We studied the static and dynamic domain wall solutions of spinor Bose-Einstein condensates trapped in an optical lattice. The single and double domain wall solutions are constructed analytically. Our results show that the magnetic field and light-induced dipolar interactions play an important role for both the formation of different domain walls and the adjusting of domain wall width and velocity. Moreover, these interactions can drive the motion of domain wall of Bose ferromagnet systems similar to that driven by the external magnetic field or the spin-polarized current in fermion ferromagnet., Comment: 5 pages, 3 figures