Tests for Cointegration Rank and the Initial Condition

Many economic events involve initial observations that substantially deviate from long-run steady state. Initial conditions of this type have been found to impact diversely on the power of univariate unit root tests, whereas the impact on multivariate tests is largely unknown. This paper investigates the impact of the initial condition on tests for cointegration rank. We compare the local power of the widely used likelihood ratio (LR) test with the local power of a test based on the eigenvalues of the companion matrix. We find that the power of the LR test is increasing in the magnitude of the initial condition, whereas the power of the other test is decreasing. The behaviour of the tests is investigated in an application to price convergence.

Processing of Stimulus Repetition and Change in the Somatosensory System: Recordings of Electrical and Magnetic Brain Responses

In the present work, effects of stimulus repetition and change in a continuous stimulus stream on the processing of somatosensory information in the human brain were studied. Human scalp-recorded somatosensory event-related potentials (ERPs) and magnetoencephalographic (MEG) responses rapidly diminished with stimulus repetition when mechanical or electric stimuli were applied to fingers. On the contrary, when the ERPs and multi-unit a ctivity (MUA) were directly recorded from the primary (SI) and secondary (SII) somatosensory cortices in a monkey, there was no marked decrement in the somatosensory responses as a function of stimulus repetition. These results suggest that this rate effect is not due to the response diminution in the SI and SII cortices. Obviously the responses to the first stimulus after a long "silent" period are nhanced due to unspecific initial orientation, originating in more broadly distributed and/or deeper neural structures, perhaps in the prefrontal cortices. With fast repetition rates not only the late unspecific but also some early specific somatosensory ERPs were diminished in amplitude. The fast decrease of the ERPs as a function of stimulus repetition is mainly due to the disappearance of the orientation effect and with faster repetition rates additively due to stimulus specific refractoriness. A sudden infrequent change in the continuous stimulus stream also enhanced somatosensory MEG responses to electric stimuli applied to different fingers. These responses were quite similar to those elicited by the deviant stimuli alone when the frequent standard stimuli were omitted. This enhancement was obviously due to the release from refractoriness because the neural structures generating the responses to the infrequent deviants had more time to recover from the refractoriness than the respective structures for the standards. Infrequent deviant mechanical stimuli among frequent standard stimuli also enhanced somatosensory ERPs and, in addition, they elicited a new negative wave which did not occur in the deviants-alone condition. This extra negativity could be recorded to deviations in the stimulation site and in the frequency of the vibratory stimuli. This response is probably a somatosensory analogue of the auditory mismatch negativity (MMN) which has been suggested to reflect a neural mismatch process between the sensory input and the sensory memory trace.

Precipitation-induced runoff and leaching from milled peat mining mires by peat types : a comparative method for estimating the loading of water bodies during peat pruduction

Precipitation-induced runoff and leaching from milled peat mining mires by peat types: a comparative method for estimating the loading of water bodies during peat production. This research project in environmental geology has arisen out of an observed need to be able to predict more accurately the loading of watercourses with detrimental organic substances and nutrients from already existing and planned peat production areas, since the authorities capacity for insisting on such predictions covering the whole duration of peat production in connection with evaluations of environmental impact is at present highly limited. National and international decisions regarding monitoring of the condition of watercourses and their improvement and restoration require more sophisticated evaluation methods in order to be able to forecast watercourse loading and its environmental impacts at the stage of land-use planning and preparations for peat production.The present project thus set out from the premise that it would be possible on the basis of existing mire and peat data properties to construct estimates for the typical loading from production mires over the whole duration of their exploitation. Finland has some 10 million hectares of peatland, accounting for almost a third of its total area. Macroclimatic conditions have varied in the course of the Holocene growth and development of this peatland, and with them the habitats of the peat-forming plants. Temperatures and moisture conditions have played a significant role in determining the dominant species of mire plants growing there at any particular time, the resulting mire types and the accumulation and deposition of plant remains to form the peat. The above climatic, environmental and mire development factors, together with ditching, have contributed, and continue to contribute, to the existence of peat horizons that differ in their physical and chemical properties, leading to differences in material transport between peatlands in a natural state and mires that have been ditched or prepared for forestry and peat production. Watercourse loading from the ditching of mires or their use for peat production can have detrimental effects on river and lake environments and their recreational use, especially where oxygen-consuming organic solids and soluble organic substances and nutrients are concerned. It has not previously been possible, however, to estimate in advance the watercourse loading likely to arise from ditching and peat production on the basis of the characteristics of the peat in a mire, although earlier observations have indicated that watercourse loading from peat production can vary greatly and it has been suggested that differences in peat properties may be of significance in this. Sprinkling is used here in combination with simulations of conditions in a milled peat production area to determine the influence of the physical and chemical properties of milled peats in production mires on surface runoff into the drainage ditches and the concentrations of material in the runoff water. Sprinkling and extraction experiments were carried out on 25 samples of milled Carex (C) and Sphagnum (S) peat of humification grades H 2.5 8.5 with moisture content in the range 23.4 89% on commencement of the first sprinkling, which was followed by a second sprinkling 24 hours later. The water retention capacity of the peat was best, and surface runoff lowest, with Sphagnum and Carex peat samples of humification grades H 2.5 6 in the moisture content class 56 75%. On account of the hydrophobicity of dry peat, runoff increased in a fairly regular manner with drying of the sample from 55% to 24 30%. Runoff from the samples with an original moisture content over 55% increased by 63% in the second round of sprinkling relative to the first, as they had practically reached saturation point on the first occasion, while those with an original moisture content below 55% retained their high runoff in the second round, due to continued hydrophobicity. The well-humified samples (H 6.5 8.5) with a moisture content over 80% showed a low water retention capacity and high runoff in both rounds of sprinkling. Loading of the runoff water with suspended solids, total phosphorus and total nitrogen, and also the chemical oxygen demand (CODMn O2), varied greatly in the sprinkling experiment, depending on the peat type and degree of humification, but concentrations of the same substances in the two sprinklings were closely or moderately closely correlated and these correlations were significant. The concentrations of suspended solids in the runoff water observed in the simulations of a peat production area and the direct surface runoff from it into the drainage ditch system in response to rain (sprinkling intensity 1.27 mm/min) varied c. 60-fold between the degrees of humification in the case of the Carex peats and c. 150-fold for the Sphagnum peats, while chemical oxygen demand varied c. 30-fold and c. 50-fold, respectively, total phosphorus c. 60-fold and c. 66-fold, total nitrogen c. 65-fold and c. 195-fold and ammonium nitrogen c. 90-fold and c. 30-fold. The increases in concentrations in the runoff water were very closely correlated with increases in humification of the peat. The correlations of the concentrations measured in extraction experiments (48 h) with peat type and degree of humification corresponded to those observed in the sprinkler experiments. The resulting figures for the surface runoff from a peat production area into the drainage ditches simulated by means of sprinkling and material concentrations in the runoff water were combined with statistics on the mean extent of daily rainfall (0 67 mm) during the frost-free period of the year (May October) over an observation period of 30 years to yield typical annual loading figures (kg/ha) for suspended solids (SS), chemical oxygen demand of organic matter (CODmn O2), total phosphorus (tot. P) and total nitrogen (tot. N) entering the ditches with respect to milled Carex (C) and Sphagnum (S) peats of humification grades H 2.5 8.5. In order to calculate the loading of drainage ditches from a milled peat production mire with the aid of these annual comparative values (in kg/ha), information is required on the properties of the intended production mire and its peat. Once data are available on the area of the mire, its peat depth, peat types and their degrees of humification, dry matter content, calorific value and corresponding energy content, it is possible to produce mutually comparable estimates for individual mires with respect to the annual loading of the drainage ditch system and the surrounding watercourse for the whole service life of the production area, the duration of this service life, determinations of energy content and the amount of loading per unit of energy generated (kg/MWh). In the 8 mires in the Köyhäjoki basin, Central Ostrobothnia, taken as an example, the loading of suspended solids (SS) in the drainage ditch networks calculated on the basis of the typical values obtained here and existing mire and peat data and expressed per unit of energy generated varied between the mires and horizons in the range 0.9 16.5 kg/MWh. One of the aims of this work was to develop means of making better use of existing mire and peat data and the results of corings and other field investigations. In this respect combination of the typical loading values (kg/ha) obtained here for S, SC, CS and C peats and the various degrees of humification (H 2.5 8.5) with the above mire and peat data by means of a computer program for the acquisition and handling of such data would enable all the information currently available and that deposited in the system in the future to be used for defining watercourse loading estimates for mires and comparing them with the corresponding estimates of energy content. The intention behind this work has been to respond to the challenge facing the energy generation industry to find larger peat production areas that exert less loading on the environment and to that facing the environmental authorities to improve the means available for estimating watercourse loading from peat production and its environmental impacts in advance. The results conform well to the initial hypothesis and to the goals laid down for the research and should enable watercourse loading from existing and planned peat production to be evaluated better in the future and the resulting impacts to be taken into account when planning land use and energy generation. The advance loading information available in this way would be of value in the selection of individual peat production areas, the planning of their exploitation, the introduction of water protection measures and the planning of loading inspections, in order to achieve controlled peat production that pays due attention to environmental considerations.

Individuals on the Move : Body Condition Dependent Dispersal and Quasi-Local Competition in Metapopulations

Individual movement is very versatile and inevitable in ecology. In this thesis, I investigate two kinds of movement body condition dependent dispersal and small-range foraging movements resulting in quasi-local competition and their causes and consequences on the individual, population and metapopulation level. Body condition dependent dispersal is a widely evident but barely understood phenomenon. In nature, diverse relationships between body condition and dispersal are observed. I develop the first models that study the evolution of dispersal strategies that depend on individual body condition. In a patchy environment where patches differ in environmental conditions, individuals born in rich (e.g. nutritious) patches are on average stronger than their conspecifics that are born in poorer patches. Body condition (strength) determines competitive ability such that stronger individuals win competition with higher probability than weak individuals. Individuals compete for patches such that kin competition selects for dispersal. I determine the evolutionarily stable strategy (ESS) for different ecological scenarios. My models offer explanations for both dispersal of strong individuals and dispersal of weak individuals. Moreover, I find that within-family dispersal behaviour is not always reflected on the population level. This supports the fact that no consistent pattern is detected in data on body condition dependent dispersal. It also encourages the refining of empirical investigations. Quasi-local competition defines interactions between adjacent populations where one population negatively affects the growth of the other population. I model a metapopulation in a homogeneous environment where adults of different subpopulations compete for resources by spending part of their foraging time in the neighbouring patches, while their juveniles only feed on the resource in their natal patch. I show that spatial patterns (different population densities in the patches) are stable only if one age class depletes the resource very much but mainly the other age group depends on it.

Evaluation of methods and applications for behavioural profiling of transgenic mice

During the last 10-15 years interest in mouse behavioural analysis has evolved considerably. The driving force is development in molecular biological techniques that allow manipulation of the mouse genome by changing the expression of genes. Therefore, with some limitations it is possible to study how genes participate in regulation of physiological functions and to create models explaining genetic contribution to various pathological conditions. The first aim of our study was to establish a framework for behavioural phenotyping of genetically modified mice. We established comprehensive battery of tests for the initial screening of mutant mice. These included tests for exploratory and locomotor activity, emotional behaviour, sensory functions, and cognitive performance. Our interest was in the behavioural patterns of common background strains used for genetic manipulations in mice. Additionally we studied the behavioural effect of sex differences, test history, and individual housing. Our findings highlight the importance of careful consideration of genetic background for analysis of mutant mice. It was evident that some backgrounds may mask or modify the behavioural phenotype of mutants and thereby lead to false positive or negative findings. Moreover, there is no universal strain that is equally suitable for all tests, and using different backgrounds allows one to address possible phenotype modifying factors. We discovered that previous experience affected performance in several tasks. The most sensitive traits were the exploratory and emotional behaviour, as well as motor and nociceptive functions. Therefore, it may be essential to repeat some of the tests in naïve animals for assuring the phenotype. Social isolation for a long time period had strong effects on exploratory behaviour, but also on learning and memory. All experiments revealed significant interactions between strain and environmental factors (test history or housing condition) indicating genotype-dependent effects of environmental manipulations. Several mutant line analyses utilize this information. For example, we studied mice overexpressing as well as those lacking extracellular matrix protein heparin-binding growth-associated molecule (HB-GAM), and mice lacking N-syndecan (a receptor for HB-GAM). All mutant mice appeared to be fertile and healthy, without any apparent neurological or sensory defects. The lack of HB-GAM and N-syndecan, however, significantly reduced the learning capacity of the mice. On the other hand, overexpression of HB-GAM resulted in facilitated learning. Moreover, HB-GAM knockout mice displayed higher anxiety-like behaviour, whereas anxiety was reduced in HB-GAM overexpressing mice. Changes in hippocampal plasticity accompanied the behavioural phenotypes. We conclude that HB-GAM and N-syndecan are involved in the modulation of synaptic plasticity in hippocampus and play a role in regulation of anxiety- and learning-related behaviour.

Modelling initial survival and growth of radiata pine in New Zealand.

A sensitive framework has been developed for modelling young radiata pine survival, its growth and its size class distribution, from time of planting to age 5 or 6 years. The data and analysis refer to the Central North Island region of New Zealand. The survival function is derived from a Weibull probability density function, to reflect diminishing mortality with the passage of time in young stands. An anamorphic family of trends was used, as very little between-tree competition can be expected in young stands. An exponential height function was found to fit best the lower portion of its sigmoid form. The most appropriate basal area/ha exponential function included an allometric adjustment which resulted in compatible mean height and basal area/ha models. Each of these equations successfully represented the effects of several establishment practices by making coefficients linear functions of site factors, management activities and their interactions. Height and diameter distribution modelling techniques that ensured compatibility with stand values were employed to represent the effects of management practices on crop variation. Model parameters for this research were estimated using data from site preparation experiments in the region and were tested with some independent data sets.