Prediction in dynamic models with time-dependent conditional variances

This paper considers forecasting the conditional mean and variance from a single-equation dynamic model with autocorrelated disturbances following an ARMA process, and innovations with time-dependent conditional heteroskedasticity as represented by a linear GARCH process. Expressions for the minimum MSE predictor and the conditional MSE are presented. We also derive the formula for all the theoretical moments of the prediction error distribution from a general dynamic model with GARCH(1, 1) innovations. These results are then used in the construction of ex ante prediction confidence intervals by means of the Cornish-Fisher asymptotic expansion. An empirical example relating to the uncertainty of the expected depreciation of foreign exchange rates illustrates the usefulness of the results. © 1992.

Time-dependent transport through molecular junctions.

We investigate transport properties of molecular junctions under two types of bias--a short time pulse or an ac bias--by combining a solution for Green's functions in the time domain with electronic structure information coming from ab initio density functional calculations. We find that the short time response depends on lead structure, bias voltage, and barrier heights both at the molecule-lead contacts and within molecules. Under a low frequency ac bias, the electron flow either tracks or leads the bias signal (resistive or capacitive response) depending on whether the junction is perfectly conducting or not. For high frequency, the current lags the bias signal due to the kinetic inductance. The transition frequency is an intrinsic property of the junctions.

Reformulating time-dependent density functional theory with non-orthogonal localized molecular orbitals.

Time-dependent density functional theory (TDDFT) has broad application in the study of electronic response, excitation and transport. To extend such application to large and complex systems, we develop a reformulation of TDDFT equations in terms of non-orthogonal localized molecular orbitals (NOLMOs). NOLMO is the most localized representation of electronic degrees of freedom and has been used in ground state calculations. In atomic orbital (AO) representation, the sparsity of NOLMO is transferred to the coefficient matrix of molecular orbitals (MOs). Its novel use in TDDFT here leads to a very simple form of time propagation equations which can be solved with linear-scaling effort. We have tested the method for several long-chain saturated and conjugated molecular systems within the self-consistent charge density-functional tight-binding method (SCC-DFTB) and demonstrated its accuracy. This opens up pathways for TDDFT applications to large bio- and nano-systems.

The kinase Grk2 regulates Nedd4/Nedd4-2-dependent control of epithelial Na+ channels.

Epithelial Na(+) channels mediate the transport of Na across epithelia in the kidney, gut, and lungs and are required for blood pressure regulation. They are inhibited by ubiquitin protein ligases, such as Nedd4 and Nedd4-2, with loss of this inhibition leading to hypertension. Here, we report that these channels are maintained in the active state by the G protein-coupled receptor kinase, Grk2, which has been previously implicated in the development of essential hypertension. We also show that Grk2 phosphorylates the C terminus of the channel beta subunit and renders the channels insensitive to inhibition by Nedd4-2. This mechanism has not been previously reported to regulate epithelial Na(+) channels and provides a potential explanation for the observed association of Grk2 overactivity with hypertension. Here, we report a G protein-coupled receptor kinase regulating a membrane protein other than a receptor and provide a paradigm for understanding how the interaction between membrane proteins and ubiquitin protein ligases is controlled.

Calcium dependent CAMTA1 in adult stem cell commitment to a myocardial lineage.

The phenotype of somatic cells has recently been found to be reversible. Direct reprogramming of one cell type into another has been achieved with transduction and over expression of exogenous defined transcription factors emphasizing their role in specifying cell fate. To discover early and novel endogenous transcription factors that may have a role in adult-derived stem cell acquisition of a cardiomyocyte phenotype, mesenchymal stem cells from human and mouse bone marrow and rat liver were co-cultured with neonatal cardiomyocytes as an in vitro cardiogenic microenvironment. Cell-cell communications develop between the two cell types as early as 24 hrs in co-culture and are required for elaboration of a myocardial phenotype in the stem cells 8-16 days later. These intercellular communications are associated with novel Ca(2+) oscillations in the stem cells that are synchronous with the Ca(2+) transients in adjacent cardiomyocytes and are detected in the stem cells as early as 24-48 hrs in co-culture. Early and significant up-regulation of Ca(2+)-dependent effectors, CAMTA1 and RCAN1 ensues before a myocardial program is activated. CAMTA1 loss-of-function minimizes the activation of the cardiac gene program in the stem cells. While the expression of RCAN1 suggests involvement of the well-characterized calcineurin-NFAT pathway as a response to a Ca(2+) signal, the CAMTA1 up-regulated expression as a response to such a signal in the stem cells was unknown. Cell-cell communications between the stem cells and adjacent cardiomyocytes induce Ca(2+) signals that activate a myocardial gene program in the stem cells via a novel and early Ca(2+)-dependent intermediate, up-regulation of CAMTA1.

Impact of coverage-dependent marginal costs on optimal HPV vaccination strategies.

The effectiveness of vaccinating males against the human papillomavirus (HPV) remains a controversial subject. Many existing studies conclude that increasing female coverage is more effective than diverting resources into male vaccination. Recently, several empirical studies on HPV immunization have been published, providing evidence of the fact that marginal vaccination costs increase with coverage. In this study, we use a stochastic agent-based modeling framework to revisit the male vaccination debate in light of these new findings. Within this framework, we assess the impact of coverage-dependent marginal costs of vaccine distribution on optimal immunization strategies against HPV. Focusing on the two scenarios of ongoing and new vaccination programs, we analyze different resource allocation policies and their effects on overall disease burden. Our results suggest that if the costs associated with vaccinating males are relatively close to those associated with vaccinating females, then coverage-dependent, increasing marginal costs may favor vaccination strategies that entail immunization of both genders. In particular, this study emphasizes the necessity for further empirical research on the nature of coverage-dependent vaccination costs.

A whole-cell and single-channel study of the voltage-dependent outward potassium current in avian hepatocytes.

Voltage-dependent membrane currents were studied in dissociated hepatocytes from chick, using the patch-clamp technique. All cells had voltage-dependent outward K+ currents; in 10% of the cells, a fast, transient, tetrodotoxin-sensitive Na+ current was identified. None of the cells had voltage-dependent inward Ca2+ currents. The K+ current activated at a membrane potential of about -10 mV, had a sigmoidal time course, and did not inactivate in 500 ms. The maximum outward conductance was 6.6 +/- 2.4 nS in 18 cells. The reversal potential, estimated from tail current measurements, shifted by 50 mV per 10-fold increase in the external K+ concentration. The current traces were fitted by n2 kinetics with voltage-dependent time constants. Omitting Ca2+ from the external bath or buffering the internal Ca2+ with EGTA did not alter the outward current, which shows that Ca2+-activated K+ currents were not present. 1-5 mM 4-aminopyridine, 0.5-2 mM BaCl2, and 0.1-1 mM CdCl2 reversibly inhibited the current. The block caused by Ba was voltage dependent. Single-channel currents were recorded in cell-attached and outside-out patches. The mean unitary conductance was 7 pS, and the channels displayed bursting kinetics. Thus, avian hepatocytes have a single type of K+ channel belonging to the delayed rectifier class of K+ channels.

Distinct routes to metastasis: plasticity-dependent and plasticity-independent pathways.

The cascade that culminates in macrometastases is thought to be mediated by phenotypic plasticity, including epithelial-mesenchymal and mesenchymal-epithelial transitions (EMT and MET). Although there is substantial support for the role of EMT in driving cancer cell invasion and dissemination, much less is known about the importance of MET in the later steps of metastatic colonization. We created novel reporters, which integrate transcriptional and post-transcriptional regulation, to test whether MET is required for metastasis in multiple in vivo cancer models. In a model of carcinosarcoma, metastasis occurred via an MET-dependent pathway; however, in two prostate carcinoma models, metastatic colonization was MET independent. Our results provide evidence for both MET-dependent and MET-independent metastatic pathways.