Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.

PANEL DATA UNIT ROOT TEST WITH FIXED TIME DIMENSION

The consideration of the limit theory in which T is fixed and N is allowed to go to infinity improves the finite-sample properties of the tests and avoids the imposition of the relative rates at which T and N go to infinity.

Complement Component 3: an assessment of association with AMD and analysis of gene-gene and gene-environment interactions in a Northern Irish cohort

Purpose: A non-synonymous single nucleotide polymorphism ( SNP) in complement component 3 has been shown to increase the risk of age-related macular degeneration (AMD). We assess its effect on AMD risk in a Northern Irish sample, test for gene-gene and gene-environment interaction, and review a risk prediction model.

Factor structure and validity of the Alcohol Use Disorders Identification Test (AUDIT) in a sample of mentally disordered offenders

Investigations of the factor structure of the Alcohol Use Disorders Identification Test (AUDIT) have produced conflicting results. The current study assessed the factor structure of the AUDIT for a group of Mentally Disordered Offenders (MDOs) and examined the pattern of scoring in specific subgroups. The sample comprised 2005 MDOs who completed a battery of tests including the AUDIT. Confirmatory factor analyses revealed that a two-factor solution – alcohol consumption and alcohol-related consequences – provided the best data fit for AUDIT scores. A three-factor solution provided an equally good fit, but the second and third factors were highly correlated and a measure of parsimony also favoured the two-factor solution. This study provides useful information on the factor structure of the AUDIT amongst a large MDO population, while also highlighting the difficulties associated with the presence of people with mental health problems in the criminal justice system.

A novel diagnostic test detects a low frequency of the hemicentin Gln5345Arg variant among Northern Irish age related macular degeneration patients.

Purpose: Age related macular degeneration (AMD) is a common cause of severe vision loss. Identification of genes involved in AMD will facilitate early detection and ultimately help to identify pathways for treatment for this disorder. The A16,263G mutation in the HEMICENTIN-1 gene produces a non-conservative substitution of arginine for glutamine at codon 5345 which has been implicated in familial AMD. The aim of this study is to develop a rapid diagnostic assay for the detection of this mutation and to evaluate its frequency in a sample of AMD patients. Methods: A primer probe set was designed from exon 104 of the HEMICENTIN-1 gene to differentiate between mutant and wild type alleles. A region spanning the mutation was amplified by PCR using a LightCycler (Roche Diagnostic). The mutation was then detected by melt curve analysis of the hybrid formed between the PCR product and a specific fluorescent probe. The frequency of the mutation within the Northern Ireland population was evaluated by assaying 508 affected AMD patients, 25 possibly affected and 163 controls. Results: This assay clearly discriminates between the A16,263G mutant and wild type HEMICENTIN-1 alleles. The wild type sequence has a single base mismatch with the probe which decreases the stability of the hybrid, resulting in a lower TM (TM=51.27 °C) than that observed for the perfectly matched mutant allele (TM=59.9 °C). The mutant allele was detected in only one of the 696 subjects, an affected AMD patient. Conclusions: We describe a rapid assay for the genotyping of the Gln5345Arg mutation using real-time fluorescence PCR to facilitate rapid processing of samples through combined amplification and detection steps. These characteristics are suitable for a clinical setting where high throughput diagnostic procedures are required. The frequency of this mutation within the Northern Ireland population has been estimated at 0.2%, concurring with previous findings that this mutation is a rare variant associated with AMD. A rapid diagnostic assay will facilitate a reliable and convenient evaluation of the frequency of the Gln5345Arg mutation and its association with AMD within other populations.

The Apperceptive Personality Test located in personality space.

The Apperceptive Personality Test is a projective test that claims to show good psychometric properties but which has not been related to the main, Eysenckian, personality traits. This study investigated the overlap between these two tests using a sample of students. Correlational and regression analyses showed a modest degree of overlap between Extraversion, Neuroticism and some of the scales from the Apperceptive Personality Test.

Development of a rapid screening test for veterinary sedatives and the beta-blocker carazolol in porcine kidney by ELISA

Sedatives and tranquillisers are frequently used to reduce stress during the transportation of food producing animals. The most widely used classes of sedatives include the butyrophenone azaperone, the phenothiazines acepromazine, propionylpromazine, chlorpromazine and the beta-blocker, carazolol. For regulatory control purposes, tolerances for azaperone and carazolol have been set by the European Union as 100 and 25 mug kg(-1), respectively. Furthermore, the use of the phenothiazines is prohibited and therefore has a zero tolerance. A method for the detection of residues of five tranquillisers and one beta-blocker using a single ELISA plate has been developed. Kidney samples (2.5 g) were extracted with dichloromethane and applied to a competitive enzyme immunoassay using three polyclonal antibodies raised in rabbits against azaperol, propionylpromazine and carazolol conjugates. In sample matrix, the azaperol antibody cross-reacted 28.0% with azaperone and the propionylpromazine antibody cross-reacted 24.9% with acepromazine and 11.7% with chlorpromazine. In the ELISA, the detection capabilities of the six sedatives, azaperol, azaperone, carazolol, acepromazine, chlorpromazine, and propionylpromazine are 5, 15, 5, 5, 20 and 5 mug kg(-1), respectively. The proposed method is a sensitive and rapid multi-residue technique that offers a cost effective alternative to current published procedures, without any concession on the ability to detect sedative misuse.

Panel Stationarity Test with Structural Breaks

In this paper, we extend the heterogeneous panel data stationarity test of Hadri [Econometrics Journal, Vol. 3 (2000) pp. 148–161] to the cases where breaks are taken into account. Four models with different patterns of breaks under the null hypothesis are specified. Two of the models have been already proposed by Carrion-i-Silvestre et al.[Econometrics Journal,Vol. 8 (2005) pp. 159–175]. The moments of the statistics corresponding to the four models are derived in closed form via characteristic functions.We also provide the exact moments of a modified statistic that do not asymptotically depend on the location of the break point under the null hypothesis. The cases where the break point is unknown are also considered. For the model with breaks in the level and no time trend and for the model with breaks in the level and in the time trend, Carrion-i-Silvestre et al. [Econometrics Journal, Vol. 8 (2005) pp. 159–175]showed that the number of breaks and their positions may be allowed to differ acrossindividuals for cases with known and unknown breaks. Their results can easily be extended to the proposed modified statistic. The asymptotic distributions of all the statistics proposed are derived under the null hypothesis and are shown to be normally distributed. We show by simulations that our suggested tests have in general good performance in finite samples except the modified test. In an empirical application to the consumer prices of 22 OECD countries during the period from 1953 to 2003, we found evidence of stationarity once a structural break and cross-sectional dependence are accommodated.

Immunobiosensor detection of domoic acid as a screening test in bivalve molluscs: Comparison with liquid chromatography-based analysis

A rapid and sensitive immuno-based screening method was developed to detect domoic acid (DA) present in extracts of shellfish species using a surface plasmon resonance-based optical biosensor. A rabbit polyclonal antibody raised against DA was mixed with standard or sample extracts and allowed to interact with DA immobilized onto a sensor chip surface. The characterization of the antibody strongly suggested high cross-reactivity with DA and important isomers of the toxin. The binding of this antibody to the sensor chip surface was inhibited in the presence of DA in either standard solutions or sample extracts. The DA chip surface proved to be highly stable, achieving approximately 800 analyses per chip without any loss of surface activity. A single analytical cycle (sample injection, chip regeneration, and system wash) took 10 min to complete. Sample analysis (scallops, mussels, cockles, oysters) was achieved by simple extraction with methanol. These extracts were then filtered and diluted before analysis. Detection limits in the ng/g range were achieved by the assay; however, the assay parameters chosen allowed the test to be performed most accurately at the European Union's official action limit for DA of 20 mu g/g. At this concentration, intra- and interassay variations were measured for a range of shellfish species and ranged from 4.5 to 7.4% and 2.3 to 9.7%, respectively.

Replication of association between schizophrenia and ZNF804A in the Irish Case-Control Study of Schizophrenia sample

A recent genome-wide association study reported association between schizophrenia and the ZNF804A gene on chromosome 2q32.1. We attempted to replicate these findings in our Irish Case-Control Study of Schizophrenia (ICCSS) sample (N=1021 cases, 626 controls). Following consultation with the original investigators, we genotyped three of the most promising single-nucleotide polymorphisms (SNPs) from the Cardiff study. We replicate association with rs1344706 (trend test one-tailed P=0.0113 with the previously associated A allele) in ZNF804A. We detect no evidence of association with rs6490121 in NOS1 (one-tailed P=0.21), and only a trend with rs9922369 in RGRIP1L (one-tailed P=0.0515). On the basis of these results, we completed genotyping of 11 additional linkage disequilibrium-tagging SNPs in ZNF804A. Of 12 SNPs genotyped, 11 pass quality control criteria and 4 are nominally associated, with our most significant evidence of association at rs7597593 (P=0.0013) followed by rs1344706. We observe no evidence of differential association in ZNF804A on the basis of family history or sex of case. The associated SNP rs1344706 lies in approximately 30 bp of conserved mammalian sequence, and the associated A allele is predicted to maintain binding sites for the brain-expressed transcription factors MYT1l and POU3F1/OCT-6. In controls, expression is significantly increased from the A allele of rs1344706 compared with the C allele. Expression is increased in schizophrenic cases compared with controls, but this difference does not achieve statistical significance. This study replicates the original reported association of ZNF804A with schizophrenia and suggests that there is a consistent link between the A allele of rs1344706, increased expression of ZNF804A and risk for schizophrenia.

Standardisation of a coproantigen reduction test (CRT) protocol for the diagnosis of resistance to triclabendazole in Fasciola hepatica

A sheep trial was performed to standardise a coproantigen reduction test (CRT) protocol for the diagnosis of resistance to triclabendazole (TCBZ) in Fasciola hepatica). The CRT employs the BIO K201 Fasciola coproantigen ELISA (Bio-X Diagnostics, Jemelle, Belgium) to test for the presence of F. hepatica coproantigens in a faecal sample. If it is coproantigen-positive, the CRT protocol recommends that faecal samples are re-tested for coproantigens at 14 days post-treatment (dpt), with negative testing at this point indicating TCBZ success.

Cold-formed steel sections with web openings subjected to web crippling under two-flange loading conditions - part I: Tests and finite element analysis

The results of 82 web crippling tests are presented, with 20 tests conducted on channel sections without web openings and 62 tests conducted on channel sections with web openings. The tests consider both end-two-flange and interior-two-flange loading conditions. In the case of the tests with web openings, the hole was located directly under the concentrated load. The concentrated load was applied through bearing plates; the effect of different bearing lengths is investigated. In addition, the cases of both flanges fastened and unfastened to the support is considered. A non-linear elasto-plastic finite element model is described, and the results compared against the laboratory test results; a good agreement was obtained in terms of both strength and failure modes.

Finite Element Application to Analysis, Testing, and Manufacturing of Satellite Structures

Designing satellite structures poses an ongoing challenge as the interaction between analysis, experimental testing, and manufacturing phases is underdeveloped. Finite Element Analysis for Satellite Structures: Applications to Their Design, Manufacture and Testing explains the theoretical and practical knowledge needed to perform design of satellite structures. By layering detailed practical discussions with fully developed examples, Finite Element Analysis for Satellite Structures: Applications to Their Design, Manufacture and Testing provides the missing link between theory and implementation.
Computational examples cover all the major aspects of advanced analysis; including modal analysis, harmonic analysis, mechanical and thermal fatigue analysis using finite element method. Test cases are included to support explanations an a range of different manufacturing simulation techniques are described from riveting to shot peening to material cutting. Mechanical design of a satellites structures are covered in three steps: analysis step under design loads, experimental testing to verify design, and manufacturing.
Stress engineers, lecturers, researchers and students will find Finite Element Analysis for Satellite Structures: Applications to Their Design, Manufacture and Testing a key guide on with practical instruction on applying manufacturing simulations to improve their design and reduce project cost, how to prepare static and dynamic test specifications, and how to use finite element method to investigate in more details any component that may fail during testing.

Assessment of sample quality in soft clay using shear wave velocity and suction measurements

The characterisation of soils for civil engineering purposes depends on removing sufficiently high-quality samples from the ground. Accurate evaluation of sample quality is therefore important if reliable design parameters are to be determined. This paper describes the use of unconfined shear wave velocity (V _s) and suction (u _r) measurements to assess sample quality rapidly in soft clay. Samples of varying quality from three well-characterised soft clay sites are initially assessed using conventional techniques, and their results compared with V _s and u _r measurements performed on the same samples. It is observed that the quality of samples indicated by these measurements is very similar to those inferred from traditional disturbance measures, with V _s being the more reliable indicator. A tentative empirically derived criterion, based on samples tested in this project, is proposed to quantify sample disturbance combining both V _s and u _r measurements. Further work using this criterion on different materials is important so as to test its usefulness.