Diagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models

This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.

Medicalising Prohibition : Harm reduction in Finnish and International Drug Policy

The increase in drug use and related harms in the late 1990s in Finland has come to be referred to as the second drug wave. In addition to using criminal justice as a basis of drug policy, new kinds of drug regulation were introduced. Some of the new regulation strategies were referred to as "harm reduction". The most widely known practices of harm reduction include needle and syringe exchange programmes for intravenous drug users and medicinal substitution and maintenance treatment programmes for opiate users. The purpose of the study is to examine the change of drug policy in Finland and particularly the political struggle surrounding harm reduction in the context of this change. The aim is, first, to analyse the content of harm reduction policy and the dynamics of its emergence and, second, to assess to what extent harm reduction undermines or threatens traditional drug policy. The concept of harm reduction is typically associated with a drug policy strategy that employs the public health approach and where the principal focus of regulation is on drug-related health harms and risks. On the other hand, harm reduction policy has also been given other interpretations, relating, in particular, to human rights and social equality. In Finland, harm reduction can also be seen to have its roots in criminal policy. The general conclusion of the study is that rather than posing a threat to a prohibitionist drug policy, harm reduction has come to form part of it. The implementation of harm reduction by setting up health counselling centres for drug users with the main focus on needle exchange and by extending substitution treatment has implied the creation of specialised services based on medical expertise and an increasing involvement of the medical profession in addressing drug problems. At the same time the criminal justice control of drug use has been intensified. Accordingly, harm reduction has not entailed a shift to a more liberal drug policy nor has it undermined the traditional policy with its emphasis on total drug prohibition. Instead, harm reduction in combination with a prohibitionist penal policy constitutes a new dual-track drug policy paradigm. The study draws on the constructionist tradition of research on social problems and movements, where the analysis centres on claims made about social problems, claim-makers, ways of making claims and related social mobilisation. The research material mainly consists of administrative documents and interviews with key stakeholders. The doctoral study consists of five original articles and a summary article. The first article gives an overview of the strained process of change of drug policy and policy trends around the turn of the millennium. The second article focuses on the concept of harm reduction and the international organisations and groupings involved in defining it. The third article describes the process that in 1996 97 led to the creation of the first Finnish national drug policy strategy by reconciling mutually contradictory views of addressing the drug problem, at the same as the way was paved for harm reduction measures. The fourth article seeks to explain the relatively rapid diffusion of needle exchange programmes after 1996. The fifth article assesses substitution treatment as a harm reduction measure from the viewpoint of the associations of opioid users and their family members.

Enzymatic cross-linking of β-casein and its impact on digestibility and allergenicity

Protein modification via enzymatic cross-linking is an attractive way for altering food structure so as to create products with increased quality and nutritional value. These modifications are expected to affect not only the structure and physico-chemical properties of proteins but also their physiological characteristics, such as digestibility in the GI-tract and allergenicity. Protein cross-linking enzymes such as transglutaminases are currently commercially available, but also other types of cross-linking enzymes are being explored intensively. In this study, enzymatic cross-linking of β-casein, the most abundant bovine milk protein, was studied. Enzymatic cross-linking reactions were performed by fungal Trichoderma reesei tyrosinase (TrTyr) and the performance of the enzyme was compared to that of transglutaminase from Streptoverticillium mobaraense (Tgase). Enzymatic cross-linking reactions were followed by different analytical techniques, such as size exclusion chromatography -Ultra violet/Visible multi angle light scattering (SEC-UV/Vis-MALLS), phosphorus nuclear magnetic resonance spectroscopy (31P-NMR), atomic force (AFM) and matrix-assisted laser desorption/ionisation-time of flight mass spectrometry (MALDI-TOF MS). The research results showed that in both cases cross-linking of β-casein resulted in the formation of high molecular mass (MM ca. 1 350 kg mol-1), disk-shaped nanoparticles when the highest enzyme dosage and longest incubation times were used. According to SEC-UV/Vis-MALLS data, commercial β-casein was cross-linked almost completely when TrTyr and Tgase were used as cross-linking enzymes. In the case of TrTyr, high degree of cross-linking was confirmed by 31P-NMR where it was shown that 91 % of the tyrosine side-chains were involved in the cross-linking. The impact of enzymatic cross-linking of β-casein on in vitro digestibility by pepsin was followed by various analytical techniques. The research results demonstrated that enzymatically cross-linked β-casein was stable under the acidic conditions present in the stomach. Furthermore, it was found that cross-linked β-casein was more resistant to pepsin digestion when compared to that of non modified β-casein. The effects of enzymatic cross-linking of β-casein on allergenicity were also studied by different biochemical test methods. On the basis of the research results, enzymatic cross-linking decreased allergenicity of native β-casein by 14 % when cross-linked by TrTyr and by 6 % after treatment by Tgase. It can be concluded that in addition to the basic understanding of the reaction mechanism of TrTyr on protein matrix, the research results obtained in this study can have high impact on various applications like food, cosmetic, medical, textile and packing sectors.

The Impact of Readily Detected- and Underlying Attributes on Social Integration in Cross-Cultural Settings

The benefits and drawbacks of homogeneity and heterogeneity have been debated at length. Whereas some researchers assert that heterogeneity is beneficial for groups that are engaged in complex problem solving, the other researchers emphasize the potential costs associated with diversity. The inconsistency is a result of the incomplete measurement of diversity and focus one or two types of diversity. Most research concentrates on the readily detected/visible characteristics, making the assumption that such characteristics are related to underlying attributes (e.g., attitudes and values). In many cases, the demographic characteristics do not covary perfectly with the psychological attributes. Thus both types of attributes need to be utilized to fully understand the impact of diversity. The present research with four essays takes into account both types of attributes and tests their impact on social integration in cross-cultural settings. The results indicate that: (1) readily detectable- and underlying attributes are not related; (2) diversity has overall a negative impact on social integration; (3) socio-cultural context potentially influences the salience of diversity; and (4) diversity and social integration influences the formation of social cognition in form of transactive memory directories. The limits of research and managerial implications are discussed.

Pre-eclampsia : The role of soluble VEGF receptor-1 and related anti-angiogenic factors beyond

Pre-eclampsia is a pregnancy complication that affects about 5% of all pregnancies. It is known to be associated with alterations in angiogenesis -related factors, such as vascular endothelial growth factor (VEGF). An excess of antiangiogenic substances, especially the soluble receptor-1 of VEGF (sVEGFR-1), has been observed in maternal circulation after the onset of the disease, probably reflecting their increased placental production. Smoking reduces circulating concentrations of sVEGFR-1 in non-pregnant women, and in pregnant women it reduces the risk of pre-eclampsia. Soluble VEGFR-1 acts as a natural antagonist of VEGF and placental growth factor (PlGF) in human circulation, holding a promise for potential therapeutic use. In fact, it has been used as a model to generate a fusion protein, VEGF Trap , which has been found effective in anti-angiogenic treatment of certain tumors and ocular diseases. In the present study, we evaluated the potential use of maternal serum sVEGFR-1, Angiopoietin-2 (Ang-2) and endostatin, three central anti-angiogenic markers, in early prediction of subsequent pre-eclampsia. We also studied whether smoking affects circulating sVEGFR-1 concentrations in pregnant women or their first trimester placental secretion and expression in vitro. Last, in order to allow future discussion on the potential therapy based on sVEGFR-1, we determined the biological half-life of endogenous sVEGFR-1 in human circulation, and measured the concomitant changes in free VEGF concentrations. Blood or placental samples were collected from a total of 268 pregnant women between the years 2001 2007 in Helsinki University Central Hospital for the purposes above. The biomarkers were measured using commercially available enzyme-linked immunosorbent assays (ELISA). For the analyses of sVEGFR-1, Ang-2 and endostatin, a total of 3 240 pregnant women in the Helsinki area were admitted to blood sample collection during two routine ultrasoundscreening visits at 13.7 ± 0.5 (mean ± SD) and 19.2 ± 0.6 weeks of gestation. Of them, 49 women later developing pre-eclampsia were included in the study. Their disease was further classified as mild in 29 and severe in 20 patients. Isolated early-onset intrauterine growth retardation (IUGR) was diagnosed in 16 women with otherwise normal medical histories and uncomplicated pregnancies. Fifty-nine women remaining normotensive, non-proteinuric and finally giving birth to normal-weight infants were picked to serve as the control population of the study. Maternal serum concentrations of Ang-2, endostatin and sVEGFR-1, were increased already at 16 20 weeks of pregnancy, about 13 weeks before the clinical manifestation of preeclampsia. In addition, these biomarkers could be used to identify women at risk with a moderate precision. However, larger patient series are needed to determine whether these markers could be applied for clinical use to predict preeclampsia. Intrauterine growth retardation (IUGR), especially if noted at early stages of pregnancy and not secondary to any other pregnancy complication, has been suggested to be a form of preeclampsia compromising only the placental sufficiency and the fetus, but not affecting the maternal endothelium. In fact, IUGR and preeclampsia have been proposed to share a common vascular etiology in which factors regulating early placental angiogenesis are likely to play a central role. Thus, these factors have been suggested to be involved in the pathogenesis of IUGR. However, circulating sVEGFR-1, Ang-2 and endostatin concentrations were unaffected by subsequent IUGR at early second trimester. Furthermore, smoking was not associated with alterations in maternal circulating sVEGFR-1 or its placental production. The elimination of endogenous sVEGFR-1 after pregnancy was calculated from serial samples of eight pregnant women undergoing elective Caesarean section. As typical for proteins in human compartments, the elimination of sVEGFR-1 was biphasic, containing a rapid halflife of 3.4 h and a slow one of 29 h. The decline in sVEGFR-1 concentrations after mid-trimester legal termination of pregnancy was accompanied with a simultaneous increase in the serum levels of free VEGF so that within a few days after pregnancy VEGF dominated in the maternal circulation. Our study provides novel information on the kinetics of endogenous sVEGFR-1, which serves as a potential tool in the development of new strategies against diseases associated with angiogenic imbalance and alterations in VEGF signaling.

Essays on labour demand and wage formation

The first essay in this thesis is on gender wage differentials among manufacturing sector white-collar workers. The wage differential is decomposed into firm, job (within-firm) and individ-ual-level components. Job-level gender segregation explains over half of the gap, while firm-level segregation is not important. After controlling for firm, job and individual characteristics, the remaining unexplained wage cap to the advantage of men is six per cent of men s mean wage. In the second essay, I study how the business cycle and gender affect the distribution of the earnings losses of displaced workers. The negative effect of displacement is large, persistent and strongest in the lowest earnings deciles. The effect is larger in a recession than in a recov-ery period, and in all periods women s earnings drop more than men s earnings. The third essay shows that the transition from steady employment to disability pension de-pends on the stringency of medical screening and the degree of experience-rating of pension costs applied to the employer. The fact that firms have to bear part of the cost of employees disability pension costs lowers both the incidence of long sick leave periods and the probabil-ity that sick leave ends in a disability pension. The fourth and fifth essays are studies on the employment, wage and profit effects of a re-gional payroll tax cut experiment conducted in northern and eastern Finland. The results show no statistically significant effect on any of the response variables.