Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Gold nanoparticles functionalised with fast water exchanging Gd3+ chelates: Linker effects on the relaxivity

The relaxivity displayed by Gd3+ chelates immobilized onto gold nanoparticles is the result of complex interplay between nanoparticle size, water exchange rate and chelate structure. In this work we study the effect of the length of -thioalkyl linkers, anchoring fast water exchanging Gd3+ chelates onto gold nanoparticles, on the relaxivity of the immobilized chelates. Gold nanoparticles functionalized with Gd3+ chelates of mercaptoundecanoyl and lipoyl amide conjugates of the DO3A-N-(-amino)propionate chelator were prepared and studied as potential CA for MRI. High relaxivities per chelate, of the order of magnitude 28-38 mM-1s-1 (30 MHz, 25 ºC) were attained thanks to simultaneous optimization of the rotational correlation time and of the water exchange rate. Fast local rotational motions of the immobilized chelates around connecting linkers (internal flexibility) still limit the attainable relaxivity. The degree of internal flexibility of the immobilized chelates seems not to be correlated with the length of the connecting linkers. Biodistribution and MRI studies in mice suggest that the in vivo behavior of the gold nanoparticles is determined mainly by size. Small nanoparticles (HD= 3.9 nm) undergo fast renal clearance and avoidance of the RES organs while larger nanoparticles (HD= 4.8 nm) undergo predominantly hepatobiliary excretion. High relaxivities, allied to chelate and nanoparticle stability and fast renal clearance in vivo suggests that functionalized gold nanoparticles hold great potential for further investigation as MRI Contrast Agents. This study contributes to understand the effect of linker length on the relaxivity of gold nanoparticles functionalized with Gd3+ complexes. It is a relevant contribution towards “design rules” for nanostructures functionalized with Gd3+ chelates as Contrast Agents for MRI and multimodal imaging.

Factors associated with the donation and non-donation of embryos for research: a systematic review

Background: Systematic knowledge on the factors that influence the decisions of IVF users regarding embryo donation for research is a core need for patient-centred policies and ethics in clinical practice. However, no systematic review has been provided on the motivations of patients who must decide embryo disposition. This paper fills this gap, presenting a systematic review of quantitative and qualitative studies, which synthesizes the current body of knowledge on the factors and reasons associated with IVF patients’ decisions to donate or not to donate embryos for research. Methods: A systematic search of studies indexed in PubMed, ISIWoK and PsycINFO, published before November 2013, was conducted. Only empirical, peer-reviewed, full-length, original studies reporting data on factors and reasons associated with the decision concerning donation or non-donation of embryos for research were included. Eligibility and data extraction were performed by two independent researchers and disagreements were resolved by discussion or a third reviewer, if required. The main quantitative findings were extracted and synthesized and qualitative data were assessed by thematic content analysis. Results: A total of 39 studies met the inclusion criteria and were included in the review. More than half of the studies (n ¼ 21) used a quantitative methodology, and the remaining were qualitative (n ¼ 15) or mixed-methods (n ¼ 3) studies. The studies were derived mainly from European countries (n ¼ 18) and the USA(n ¼ 11). The proportion of IVF users who donated embryos for research varied from 7% in a study in France to 73% in a Swiss study. Those who donate embryos for research reported feelings of reciprocity towards science and medicine, positive views of research and high levels of trust in the medical system. They described their decision as better than the destruction of embryos and as an opportunity to help others or to improve health and IVF treatments. The perception of risks, the lack of information concerning research projects and the medical system and the conceptualization of embryos in terms of personhood were the most relevant motives for not donating embryos for research. Results relating to the influence of sociodemographic characteristics and reproductive and gynaecological history were mostly inconclusive. Conclusions: Three iterative and dynamic dimensions of the IVF patients’ decision to donate or not to donate embryos for research emerged from this review: the hierarquization of the possible options regarding embryo disposition, according to the moral, social and instrumental status attributed to embryos; patients’ understanding of expectations and risks of the research on human embryos; and patients’ experiences of information exchange and levels of trust in the medical-scientific institutions.

Nanocomposites: the contribution of multiscale modelling to improve the dispersion levels

Tese de Doutoramento em Ciência e Engenharia de Polímeros e Compósitos