51 resultados para Multivariate unit root tests


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Background: Brachial plexus birth palsy (BPBP) most often occurs as a result of foetal-maternal disproportion. The C5 and C6 nerve roots of the brachial plexus are most frequently affected. In contrast, roots from the C7 to Th1 that result in total injury together with C5 and C6 injury, are affected in fewer than half of the patients. BPBP was first described by Smellie in 1764. Erb published his classical description of the injury in 1874 and his name became linked with the paralysis that is associated with upper root injury. Since then, early results of brachial plexus surgery have been reasonably well documented. However, from a clinical point of view not all primary results are maintained and there is also a need for later follow-up results. In addition most of the studies that are published emanate from highly specialized clinics and no nation wide epidemiological reports are available. One of the plexus injuries is the avulsion type, in which the nerve root or roots are ruptured at the neural cord. It has been speculated whether this might cause injury to the whole neural system or whether shoulder asymmetry and upper limb inequality results in postural deformities of the spine. Alternatively, avulsion could manifest as other signs and symptoms of the whole musculoskeletal system. In addition, there is no available information covering activities of daily living after obstetric brachial plexus surgery. Patients and methods: This was a population-based cross-sectional study on all patients who had undergone brachial plexus surgery with at least 5 years of follow-up. An incidence of 3.05/1000 for BPBP was obtained from the registers for this study period. A total of 1706 BPBP patients needing hospital treatment out of 1 717 057 newborns were registered in Finland between 1971 and 1997 inclusive. Of these BPBP patients, 124 (7.3%) underwent brachial plexus surgery at a mean age of 2.8 months (range: 0.4―13.2 months). Surgery was most often performed by direct neuroraphy after neuroma resection (53%). Depending on the phase of the study, 105 to 112 patients (85-90%) participated in a clinical and radiological follow-up assessment. The mean follow up time exceeded 13 years (range: 5.0―31.5 years). Functional status of the upper extremity was evaluated using Mallet, Gilbert and Raimondi scales. Isometric strength of the upper limb, sensation of the hand and stereognosis were evaluated for both the affected and unaffected sides then the differences and their ratios were calculated and recorded. In addition to the upper extremity, assessment of the spine and lower extremities were performed. Activities of daily living (ADL), participation in normal physical activities, and the use of physiotherapy and occupational therapy were recorded in a questionnaire. Results: The unaffected limb functioned as the dominant hand in all, except four patients. The mean length of the affected upper limb was 6 cm (range: 1-13.5 cm) shorter in 106 (95%) patients. Shoulder function was recorded as a mean Mallet score of 3 (range: 2―4) which was moderate. Both elbow function and hand function were good. The mean Gilbert elbow scale value was 3 (range: -1―5) and the mean Raimondi hand scale was 4 (range:1―5). One-third of the patients experienced pain in the affected limb including all those patients (n=9) who had clavicular non-union resulting from surgery. A total of 61 patients (57%) had an active shoulder external rotation of less than 0° and an active elbow extension deficiency was noted in 82 patients (77%) giving a mean of 26° (range: 5°―80°). In all, expect two patients, shoulder external rotation strength at a mean ratio 35% (range: 0―83%) and in all patients elbow flexion strength at a mean ratio of 41% (range: 0―79%) were impaired compared to the unaffected side. According to radiographs, incongruence of the glenohumeral joint was noted in 15 (16%) patients, whereas incongruence of the radiohumeral joint was found in 20 (21%) patients. Fine sensation was normal for 34/49 (69%) patients with C5-6 injury, for 15/31 (48%) with C5-7 and for only 8/25 (32%) of patients with total injury. Loss of protective sensation or absent sensation was noted in some palmar areas of the hand for 12/105 patients (11%). Normal stereognosis was recorded for 88/105 patients (84%). No significant inequalities in leg length were found and the incidence of structural scoliosis (1.7%) did not differ from that of the reference population. Nearly half of the patients (43%) had asynchronous motion of the upper limbs during gait, which was associated with impaired upper limb function. Data obtained from the completed questionnaires indicated that two thirds (63%) of the patients were satisfied with the functional outcome of the affected hand although one third of all patients needed help with ADL. Only a few patients were unable to participate in physical activities such as: bicycling, cross-country skiing or swimming. However, 71% of the patients reported problems related to the affected upper limb, such as muscle weakness and/or joint stiffness during the aforementioned activities. Incongruity of the radiohumeral joints, extent of the injury, avulsion type injury, age less than three months of age at the time of plexus surgery and inexperience of the surgeon was related to poor results as determined by multivariate analyses. Conclusions: Most of the patients had persistent sequelae, especially of shoulder function. Almost all measurements for the total injury group were poorer compared with those of the C5-6 type injury group. Most of the patients had asymmetry of the shoulder region and a shorter affected upper limb, which is a probable reason for having an abnormal gait. However, BPBP did not have an effect on normal growth of the lower extremities or the spine. Although, participation in physical activities was similar to that of the normal population, two-thirds of the patients reported problems. One-third of the patients needed help with ADL. During the period covered by this study, 7.3% BPBP of patients that needed hospital treatment had a brachial plexus operation, which amounts to fewer than 10 operations per year in Finland. It seems that better results of obstetric plexus surgery and more careful follow-up including opportunities for late reconstructive procedures will be expected, if the treatment is solely concentrated on by a few specialised teams.

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This thesis deals with theoretical modeling of the electrodynamics of auroral ionospheres. In the five research articles forming the main part of the thesis we have concentrated on two main themes: Development of new data-analysis techniques and study of inductive phenomena in the ionospheric electrodynamics. The introductory part of the thesis provides a background for these new results and places them in the wider context of ionospheric research. In this thesis we have developed a new tool (called 1D SECS) for analysing ground based magnetic measurements from a 1-dimensional magnetometer chain (usually aligned in the North-South direction) and a new method for obtaining ionospheric electric field from combined ground based magnetic measurements and estimated ionospheric electric conductance. Both these methods are based on earlier work, but contain important new features: 1D SECS respects the spherical geometry of large scale ionospheric electrojet systems and due to an innovative way of implementing boundary conditions the new method for obtaining electric fields can be applied also at local scale studies. These new calculation methods have been tested using both simulated and real data. The tests indicate that the new methods are more reliable than the previous techniques. Inductive phenomena are intimately related to temporal changes in electric currents. As the large scale ionospheric current systems change relatively slowly, in time scales of several minutes or hours, inductive effects are usually assumed to be negligible. However, during the past ten years, it has been realised that induction can play an important part in some ionospheric phenomena. In this thesis we have studied the role of inductive electric fields and currents in ionospheric electrodynamics. We have formulated the induction problem so that only ionospheric electric parameters are used in the calculations. This is in contrast to previous studies, which require knowledge of the magnetospheric-ionosphere coupling. We have applied our technique to several realistic models of typical auroral phenomena. The results indicate that inductive electric fields and currents are locally important during the most dynamical phenomena (like the westward travelling surge, WTS). In these situations induction may locally contribute up to 20-30% of the total ionospheric electric field and currents. Inductive phenomena do also change the field-aligned currents flowing between the ionosphere and magnetosphere, thus modifying the coupling between the two regions.

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Close to one half of the LHC events are expected to be due to elastic or inelastic diffractive scattering. Still, predictions based on extrapolations of experimental data at lower energies differ by large factors in estimating the relative rate of diffractive event categories at the LHC energies. By identifying diffractive events, detailed studies on proton structure can be carried out. The combined forward physics objects: rapidity gaps, forward multiplicity and transverse energy flows can be used to efficiently classify proton-proton collisions. Data samples recorded by the forward detectors, with a simple extension, will allow first estimates of the single diffractive (SD), double diffractive (DD), central diffractive (CD), and non-diffractive (ND) cross sections. The approach, which uses the measurement of inelastic activity in forward and central detector systems, is complementary to the detection and measurement of leading beam-like protons. In this investigation, three different multivariate analysis approaches are assessed in classifying forward physics processes at the LHC. It is shown that with gene expression programming, neural networks and support vector machines, diffraction can be efficiently identified within a large sample of simulated proton-proton scattering events. The event characteristics are visualized by using the self-organizing map algorithm.

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The TOTEM collaboration has developed and tested the first prototype of its Roman Pots to be operated in the LHC. TOTEM Roman Pots contain stacks of 10 silicon detectors with strips oriented in two orthogonal directions. To measure proton scattering angles of a few microradians, the detectors will approach the beam centre to a distance of 10 sigma + 0.5 mm (= 1.3 mm). Dead space near the detector edge is minimised by using two novel "edgeless" detector technologies. The silicon detectors are used both for precise track reconstruction and for triggering. The first full-sized prototypes of both detector technologies as well as their read-out electronics have been developed, built and operated. The tests took place first in a fixed-target muon beam at CERN's SPS, and then in the proton beam-line of the SPS accelerator ring. We present the test beam results demonstrating the successful functionality of the system despite slight technical shortcomings to be improved in the near future.

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Most new drug molecules discovered today suffer from poor bioavailability. Poor oral bioavailability results mainly from poor dissolution properties of hydrophobic drug molecules, because the drug dissolution is often the rate-limiting event of the drug’s absorption through the intestinal wall into the systemic circulation. During the last few years, the use of mesoporous silica and silicon particles as oral drug delivery vehicles has been widely studied, and there have been promising results of their suitability to enhance the physicochemical properties of poorly soluble drug molecules. Mesoporous silica and silicon particles can be used to enhance the solubility and dissolution rate of a drug by incorporating the drug inside the pores, which are only a few times larger than the drug molecules, and thus, breaking the crystalline structure into a disordered, amorphous form with better dissolution properties. Also, the high surface area of the mesoporous particles improves the dissolution rate of the incorporated drug. In addition, the mesoporous materials can also enhance the permeability of large, hydrophilic drug substances across biological barriers. T he loading process of drugs into silica and silicon mesopores is mainly based on the adsorption of drug molecules from a loading solution into the silica or silicon pore walls. There are several factors that affect the loading process: the surface area, the pore size, the total pore volume, the pore geometry and surface chemistry of the mesoporous material, as well as the chemical nature of the drugs and the solvents. Furthermore, both the pore and the surface structure of the particles also affect the drug release kinetics. In this study, the loading of itraconazole into mesoporous silica (Syloid AL-1 and Syloid 244) and silicon (TOPSi and TCPSi) microparticles was studied, as well as the release of itraconazole from the microparticles and its stability after loading. Itraconazole was selected for this study because of its highly hydrophobic and poorly soluble nature. Different mesoporous materials with different surface structures, pore volumes and surface areas were selected in order to evaluate the structural effect of the particles on the loading degree and dissolution behaviour of the drug using different loading parameters. The loaded particles were characterized with various analytical methods, and the drug release from the particles was assessed by in vitro dissolution tests. The results showed that the loaded drug was apparently in amorphous form after loading, and that the loading process did not alter the chemical structure of the silica or silicon surface. Both the mesoporous silica and silicon microparticles enhanced the solubility and dissolution rate of itraconazole. Moreover, the physicochemical properties of the particles and the loading procedure were shown to have an effect on the drug loading efficiency and drug release kinetics. Finally, the mesoporous silicon particles loaded with itraconazole were found to be unstable under stressed conditions (at 38 qC and 70 % relative humidity).

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The importance of lying behavior to dairy cows and the feasible definition of lying has attracted many studies on the subject. Cattle show both behavioral and physiological stress responses when subjected to thwarting of their lying behavior. If cows are unable to lie down they later compensate for lost lying time when possible. Environmental factors such as housing and bedding systems have been noted to affect the time spent lying, but there is usually large variation in lying time between individuals. Internal factors such as the reproductive stage, age and health of cows affect their lying time and can cause variation. However, the effect of higher milk production on behavior has not previously been illuminated. The objective of this study was to provide data applicable for the improvement of resting conditions of cows. The preference of stall surface material, differences in normal behavior per unit time and various health measures were observed. The aim was to evaluate lying behavior and cow comfort on different stall bedding materials. In addition, the effect of milk yield on behavior was examined in a tie stall experiment. The preferences for surface materials were investigated in 5 experiments using 3 surface materials with bedding manipulations. According to the results, the cows preferred abundant straw bedding and soft rubber mats. However, they showed an aversion to sand bedding. Some individuals even refused to use stalls with sand when no organic bedding material was present. However, this study was unable to determine the reason for the avoidance, as neither the sand particle size nor thermal properties appeared critical. However, previous exposure to particular surface materials increased the preference for them. The amount of straw bedding was found to be an important factor affecting the preferences for stalls, and the lying time in stalls increased when the flooring softness was improved by applying straw or by installing elastic mats. Despite sand being the least preferred flooring material in preference tests, the health of legs improved during exposure to sand-floored stalls. Moreover cows using sand were cleaner than those that used straw stalls. Thus, sand bedding entailed some health benefits despite the contradictory results of preference tests, which more strongly reflected the perceptions of individual animals. Milk yield was observed to affect behavior by reducing the lying time, possibly due to factors other than longer duration of eating. High yielding cows seemed to intensify their lying bouts, as they were observed to lie with the neck muscles relaxed sooner after lying down than lower yielding cows. In conclusion, cows were found to prefer softer stall surface materials and organic bedding material. In addition, the lying time was reduced by a high milk yield, although the lying time seemed to be important for resting. Cows might differ in the needs for their lying environment. The management of dairy cows should eliminate any unnecessary prevention of lying, as even in tie-stalls high yielding cows seem to be affected by time constraints. Adding fresh bedding material to stalls increases the comfort of any stall flooring material.

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The Caucasus region is a hotspot of biodiversity and is one of the few areas in the Northern Hemisphere which harbor Pleistocene glacial refugia. The region encompasses Armenia, Azerbaijan, Georgia, the southernmost European Russia, NE Turkey, and northern Iran. The study on fungal composition of the Caucasus region and its connection and possible contribution to the present mycota of Europe has largely escaped empirical scrutiny. Using taxonomic surveys, phylogenetic reconstruction methods, haplotype analysis, and similarity tests, this study has aimed to, 1) summarize the knowledge on the occurrence of corticioids and polypores in the Caucasus region, 2) resolve the phylogenetic relationships of selected, resupinate wood-inhabiting basidiomycetes for which the Caucasus region is currently the mere, or one of the noteworthy areas of distribution, and, 3) assess the similarity of Caucasian corticioid fungi to those of Europe and important areas in the Northern Hemisphere, and to examine the significance of the Caucasus region as a glacial refugium for these fungi. This study provides the first catalogue of corticioids and polypores (635 species) occurring in the Caucasus region. The phylogeny and systematics of the Caucasian resupinate taxa in focus has been resolved and the usefulness of some morphological characters has been re-evaluated. In this context, four new genera and two new species were described and five new combinations were proposed, two of which were supplemented with modern descriptions. The species composition of corticioids in the Caucasus region is found to be distinctly more similar to Europe and North America than to East Asia and India. The highest molecular diversity and within population pairwise distance for Peniophorella praetermissa has been detected in the Caucasus and East Asia, with the isolates of the latter area being highly divergent from the European ones. This, and the assignment of root haplotype to the Caucasian isolates in a haplotype network for Phlebia tuberucalta and P. livida, call attention to the role of the Caucasus region in shaping the current mycota of Europe.

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Mikael Juselius’ doctoral dissertation covers a range of significant issues in modern macroeconomics by empirically testing a number of important theoretical hypotheses. The first essay presents indirect evidence within the framework of the cointegrated VAR model on the elasticity of substitution between capital and labor by using Finnish manufacturing data. Instead of estimating the elasticity of substitution by using the first order conditions, he develops a new approach that utilizes a CES production function in a model with a 3-stage decision process: investment in the long run, wage bargaining in the medium run and price and employment decisions in the short run. He estimates the elasticity of substitution to be below one. The second essay tests the restrictions implied by the core equations of the New Keynesian Model (NKM) in a vector autoregressive model (VAR) by using both Euro area and U.S. data. Both the new Keynesian Phillips curve and the aggregate demand curve are estimated and tested. The restrictions implied by the core equations of the NKM are rejected on both U.S. and Euro area data. These results are important for further research. The third essay is methodologically similar to essay 2, but it concentrates on Finnish macro data by adopting a theoretical framework of an open economy. Juselius’ results suggests that the open economy NKM framework is too stylized to provide an adequate explanation for Finnish inflation. The final essay provides a macroeconometric model of Finnish inflation and associated explanatory variables and it estimates the relative importance of different inflation theories. His main finding is that Finnish inflation is primarily determined by excess demand in the product market and by changes in the long-term interest rate. This study is part of the research agenda carried out by the Research Unit of Economic Structure and Growth (RUESG). The aim of RUESG it to conduct theoretical and empirical research with respect to important issues in industrial economics, real option theory, game theory, organization theory, theory of financial systems as well as to study problems in labor markets, macroeconomics, natural resources, taxation and time series econometrics. RUESG was established at the beginning of 1995 and is one of the National Centers of Excellence in research selected by the Academy of Finland. It is financed jointly by the Academy of Finland, the University of Helsinki, the Yrjö Jahnsson Foundation, Bank of Finland and the Nokia Group. This support is gratefully acknowledged.

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The likelihood ratio test of cointegration rank is the most widely used test for cointegration. Many studies have shown that its finite sample distribution is not well approximated by the limiting distribution. The article introduces and evaluates by Monte Carlo simulation experiments bootstrap and fast double bootstrap (FDB) algorithms for the likelihood ratio test. It finds that the performance of the bootstrap test is very good. The more sophisticated FDB produces a further improvement in cases where the performance of the asymptotic test is very unsatisfactory and the ordinary bootstrap does not work as well as it might. Furthermore, the Monte Carlo simulations provide a number of guidelines on when the bootstrap and FDB tests can be expected to work well. Finally, the tests are applied to US interest rates and international stock prices series. It is found that the asymptotic test tends to overestimate the cointegration rank, while the bootstrap and FDB tests choose the correct cointegration rank.

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The use of different time units in option pricing may lead to inconsistent estimates of time decay and spurious jumps in implied volatilities. Different time units in the pricing model leads to different implied volatilities although the option price itself is the same.The chosen time unit should make it necessary to adjust the volatility parameter only when there are some fundamental reasons for it and not due to wrong specifications of the model. This paper examined the effects of option pricing using different time hypotheses and empirically investigated which time frame the option markets in Germany employ over weekdays. The paper specifically tries to get a picture of how the market prices options. The results seem to verify that the German market behaves in a fashion that deviates from the most traditional time units in option pricing, calendar and trading days. The study also showed that the implied volatility of Thursdays was somewhat higher and thus differed from the pattern of other days of the week. Using a GARCH model to further investigate the effect showed that although a traditional tests, like the analysis of variance, indicated a negative return for Thursday during the same period as the implied volatilities used, this was not supported using a GARCH model.

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Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection probabilities that are closer to the nominal level than the rejection probabilities of the correspond- ing asymptotic tests. The e¤ect of bootstrapping the test on its power is largely unknown. We show that a new computationally inexpensive procedure can be applied to the estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is found to have a power function close to that of the level-adjusted asymp- totic test. The bootstrap test estimates the level-adjusted power of the asymptotic test highly accurately. The bootstrap test may have low power to reject the null hypothesis of cointegration rank zero, or underestimate the cointegration rank. An empirical application to Euribor interest rates is provided as an illustration of the findings.

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The bacterial genus Stenotrophomonas comprises 12 species. They are widely found throughout the environment and particularly S. maltophilia, S. rhizophila and S. pavanii are closely associated with plants. Strains of the most common Stenotrophomonas species, S. maltophilia, promote plant growth and health, degrade natural and man-made pollutants and produce biomolecules of biotechnological and economical value. Many S. maltophilia –strains are also multidrug resistant and can act as opportunistic human pathogens. During an INCO-project (1998-2002) rhizobia were collected from root nodules of the tropical leguminous tree Calliandra calothyrsus Meisn. from several countries in Central America, Africa and New Caledonia. The strains were identified by the N2-group (Helsinki university) and some strains turned out to be members of the genus Stenotrophomonas. Several Stenotrophomonas strains induced white tumor- or nodule-like structures on Calliandra?s roots in plant experiments. The strains could, besides from root nodules, also be isolated from surface sterilized roots and stems. The purpose of my work was to investigate if the Stenotrophomonas strains i) belong to a new Stenotrophomonas species, ii) have the same origin, iii) if there are other differences than colony morphology between phase variations of the same strain, iv) have plant growth-promoting (PGP) activity or other advantageous effects on plants, and v) like rhizobia have ability to induce root nodule formation. The genetic diversity and clustering of the Stenotrophomonas strains were analyzed with AFLP fingerprinting to get indications about their geographical origin. Differences in enzymatic properties and ability to use different carbon and energy sources were tested between the two phases of each strain with commercial API tests for bacterial identification. The ability to infect root hairs and induce root nodule formation was investigated both using plant tests with the host plant Calliandra and PCR amplification of nodA and nodC genes for nodulation. The PGP activity of the strains was tested in vitro mainly with plate methods. The impact on growth, nitrogen content and nodulation in vivo was investigated through greenhouse experiments with the legumes Phaseolus vulgaris and Galega orientalis. Both the genetic and phenotypic diversity among the Stenotrophomonas strains was small, which proposes that they have the same origin. The strains brought about changes on the root hairs of Calliandra and they also increased the amount of root hairs. However, no root nodules were detected. The strains produced IAA, protease and lipase in vitro. They also showed plant a growth-promoting effect on G. orientalis, both alone and together with R. galegae HAMBI 540, and also activated nodulation among efficient rhizobia on P. vulgaris in greenhouse. It requires further research to get a better picture about the mechanisms behind the positive effects. The results in this thesis, however, confirm earlier studies concerning Stenotrophomonas positive impact on plants.