Subsampling the mean of heavy-tailed dependent observations

We establish the validity of subsampling confidence intervals for themean of a dependent series with heavy-tailed marginal distributions.Using point process theory, we study both linear and nonlinear GARCH-liketime series models. We propose a data-dependent method for the optimalblock size selection and investigate its performance by means of asimulation study.

Testing I(1) against I(d) alternatives in the presence of deteministic components

This paper discusses the role of deterministic components in the DGP and in the auxiliary regression model which underlies the implementation of the Fractional Dickey-Fuller (FDF) test for I(1) against I(d) processes with d ∈ [0, 1). This is an important test in many economic applications because I(d) processess with d & 1 are mean-reverting although, when 0.5 ≤ d & 1,, like I(1) processes, they are nonstationary. We show how simple is the implementation of the FDF in these situations, and argue that it has better properties than LM tests. A simple testing strategy entailing only asymptotically normally distributed tests is also proposed. Finally, an empirical application is provided where the FDF test allowing for deterministic components is used to test for long-memory in the per capita GDP of several OECD countries, an issue that has important consequences to discriminate between growth theories, and on which there is some controversy.

Testing I(1) against I(d) alternatives in the presence of deteministic components

This paper discusses the role of deterministic components in the DGP and in the auxiliaryregression model which underlies the implementation of the Fractional Dickey-Fuller (FDF) test for I(1) against I(d) processes with d [0, 1). This is an important test in many economic applications because I(d) processess with d < 1 are mean-reverting although, when 0.5 = d < 1, like I(1) processes, they are nonstationary. We show how simple is the implementation of the FDF in these situations, and argue that it has better properties than LM tests. A simple testing strategy entailing only asymptotically normally distributedtests is also proposed. Finally, an empirical application is provided where the FDF test allowing for deterministic components is used to test for long-memory in the per capita GDP of several OECD countries, an issue that has important consequences to discriminate between growth theories, and on which there is some controversy.

Testing for poverty dominance: an application to Canada

The paper proposes and applies statistical tests for poverty dominance that check for whether poverty comparisons can be made robustly over ranges of poverty lines and classes of poverty indices. This helps provide both normative and statistical confidence in establishing poverty rankings across distributions. The tests, which can take into account the complex sampling procedures that are typically used by statistical agencies to generate household-level surveys, are implemented using the Canadian Survey of Labour and Income Dynamics (SLID) for 1996, 1999 and 2002. Although the yearly cumulative distribution functions cross at the lower tails of the distributions, the more recent years tend to dominate earlier years for a relatively wide range of poverty lines. Failing to take into account SLID's sampling variability (as is sometimes done) can inflate significantly one's confidence in ranking poverty. Taking into account SLID's complex sampling design (as has not been done before) can also decrease substantially the range of poverty lines over which a poverty ranking can be inferred.

Compositional hypotheses of subcompositional stability and specific perturbation change and their testing

In standard multivariate statistical analysis common hypotheses of interest concern changes in mean vectors and subvectors. In compositional data analysis it is now well established that compositional change is most readily described in terms of the simplicial operation of perturbation and that subcompositions replace the marginal concept of subvectors. To motivate the statistical developments of this paper we present two challenging compositional problems from food production processes.Against this background the relevance of perturbations and subcompositions can beclearly seen. Moreover we can identify a number of hypotheses of interest involvingthe specification of particular perturbations or differences between perturbations and also hypotheses of subcompositional stability. We identify the two problems as being the counterpart of the analysis of paired comparison or split plot experiments and of separate sample comparative experiments in the jargon of standard multivariate analysis. We then develop appropriate estimation and testing procedures for a complete lattice of relevant compositional hypotheses

Bringing game theory to hypothesis testing: Establishing finite sample bounds on inference

Small sample properties are of fundamental interest when only limited data is avail-able. Exact inference is limited by constraints imposed by speci.c nonrandomizedtests and of course also by lack of more data. These e¤ects can be separated as we propose to evaluate a test by comparing its type II error to the minimal type II error among all tests for the given sample. Game theory is used to establish this minimal type II error, the associated randomized test is characterized as part of a Nash equilibrium of a .ctitious game against nature.We use this method to investigate sequential tests for the di¤erence between twomeans when outcomes are constrained to belong to a given bounded set. Tests ofinequality and of noninferiority are included. We .nd that inference in terms oftype II error based on a balanced sample cannot be improved by sequential sampling or even by observing counter factual evidence providing there is a reasonable gap between the hypotheses.

Testing Cayley graph densities

We present a computer-assisted analysis of combinatorial properties of the Cayley graphs of certain finitely generated groups: Given a group with a finite set of generators, we study the density of the corresponding Cayley graph, that is, the least upper bound for the average vertex degree (= number of adjacent edges) of any finite subgraph. It is known that an m-generated group is amenable if and only if the density of the corresponding Cayley graph equals to 2m. We test amenable and non-amenable groups, and also groups for which amenability is unknown. In the latter class we focus on Richard Thompson’s group F.

Testing the entrepreneurial intention model on a two-country sample

This paper tests the Entrepreneurial Intention Model -which is adapted from the Theory of Planned Behavior- on a sample of 533 individuals from two quite different countries: one of them European (Spain) and the other South Asian (Taiwan). A newly developed Entrepreneurial Intention Questionnaire (EIQ) has being used which tries to overcome some of the limitations of previous instruments. Structural equations techniques were used in the empirical analysis. Results are generally satisfactory, indicating that the model is probably adequate for studying entrepreneurship. Support for the model was found not only in the combined sample, but also in each of the national ones. However, some differences arose that may indicate demographic variables contribute differently to the formation of perceptions in each culture.

Testing of stair climbing point-of-choice prompts in Barcelona at an outdoor set of stairs and scalators on the Montjuïc site

Regular stair climbing has well-documented health dividends, such as increased fitness and strength, weight loss and reduced body fat, improved lipid profiles and reduced risk of osteoporosis. The general absence of barriers to participation makes stair climbing an ideal physical activity (PA) for health promotion. Studies in the US and the UK have consistently shown that interventions to increase the accumulation of lifestyle PA by climbing stairs rather than using the escalators are effective. However, there are no previous in Catalonia. This project tested one message for their ability to prompt travelers on the Montjuïc site to choose the stairs rather than the escalator when climbing up the Monjuïc hill. One standard message, " Take the stairs! 7 minutes of stair climbing a day protects your heart" provided a comparison with previous research done in the UK. Translated into Catalan and Spanish, it was presented on a poster positioned at the point of choice between the stairs and the escalator. The study used a quasi-experimental, interrupted time series design. Travelers, during several and specific hours on two days of the week, were coded for stair or escalator use, gender, age, ethnic status, presence of accompanying children or bags by one observer. Overall, the intervention resulted in a 81% increase in stair climbing. In the follow-up period without messages, stair climbing dropped out to baseline levels. This preliminary study showed a significant effect on stair use. However, caution is needed since results are based on a small sample and, only a low percentage of the sample took the stairs at baseline or the intervention phase . Future research on stair use in Catalonia should focus on using bigger samples, different sites (metro stations, airports, shopping centers, etc) , different messages and techniques to promote stair climbing.

The Rise of democracy in Europe and the fight against mass poverty in Latin America: the implications for marxist thought of some recent mainstream papers

Recently a number of mainstream papers have treated the rise of democracy in 19th century Europe and its instability in Latin America in an eminently Marxist fashion. This paper sets out their implications for Marxist thought. With respect to Europe, Marx's emphasis on political action backed by the threat of violence is vindicated but his justification for socialism is not. With respect to Latin America, the unequal distribution of wealth is the cause of political instability that is, in turn, the root cause of mass poverty. In addition it is possible to explain some of the paradoxical characteristics of neo-liberalism and to make a weak argument for socialism in spite of its rejection in Europe.

Estudi de les alteracions en la capacitat neuroprotectora dels astròcits reactius en l'envelliment

En el periodo 2005-2008 hemos publicado tres artículos sobre las alteraciones de los astrocitos reactivos en el cerebro durante el envejecimiento. En el primer estudio, evaluamos la capacidad neuroprotectora de los astrocitos en un modelo experimental in vitro de envejecimiento. Los cambios en el estrés oxidativo, la captación del glutamato y la expresión proteica fueron evaluados en los astrocitos corticales de rata cultivados durante 10 y 90 días in vitro (DIV). Los astrocitos envejecidos tenían una capacidad reducida de mantener la supervivencia neuronal. Estos resultados indican que los astrocitos pueden perder parcialmente su capacidad neuroprotectora durante el envejecimiento. En el segundo estudio el factor neurotrófico derivado de la línea glial (GDNF) fue probado para observar sus efectos neurotróficos contra la atrofia neuronal que causa déficits cognitivos en la vejez. Las ratas envejecidas Fisher 344 con deficiencias en el laberinto de Morris recibieron inyecciones intrahippocampales de un vector lentiviral que codifica GDNF humano en los astrocitos o del mismo vector que codifica la proteína fluorescente verde humana como control. El GDNF secretado por los astrocitos mejoró la función de la neurona como se muestra por aumentos locales en la síntesis de los neurotransmisores acetilcolina, dopamina y serotonina. El aprendizaje espacial y la prueba de memoria demostraron un aumento significativo en las capacidades cognitivas debido a la exposición de GDNF, mientras que las ratas control mantuvieron sus resultados al nivel del azar. Estos resultados confirman el amplio espectro de la acción neurotrófica del GDNF y abre nuevas posibilidades de terapia génica para reducir la neurodegeneración asociada al envejecimiento. En el último estudio, examinamos cambios en la fosforilación de tau, el estrés oxidativo y la captación de glutamato en los cultivos primarios de astrocitos corticales de ratones neonatos de senescencia acelerada (SAMP8) y ratones resistentes a la senescencia (SAMR1). Nuestros resultados indican que las alteraciones en cultivos del astrocitos de los ratones SAMP8 son similares a las detectadas en cerebros enteros de los ratones SAMP8 de 1-5 meses de edad. Por otra parte, nuestros resultados sugieren que esta preparación in vitro es adecuada para estudiar en este modelo murino el envejecimiento temprano y sus procesos moleculares y celulares.

Testing low-altitude infrared digital photography from a mini-UAV to retrieve information for biological conservation

Satellite remote sensing imagery is used for forestry, conservation and environmental applications, but insufficient spatial resolution, and, in particular, unavailability of images at the precise timing required for a given application, often prevent achieving a fully operational stage. Airborne remote sensing has the advantage of custom-tuned sensors, resolution and timing, but its price prevents using it as a routine technique for the mentioned fields. Some Unmanned Aerial Vehicles might provide a “third way” solution as low-cost techniques for acquiring remotely sensed information, under close control of the end-user, albeit at the expense of lower quality instrumentation and instability. This report evaluates a light remote sensing system based on a remotely-controlled mini-UAV (ATMOS-3) equipped with a color infra-red camera (VEGCAM-1) designed and operated by CATUAV. We conducted a testing mission over a Mediterranean landscape dominated by an evergreen woodland of Aleppo pine (Pinus halepensis) and (Holm) oak (Quercus ilex) in the Montseny National Park (Catalonia, NE Spain). We took advantage of state-of-the-art ortho-rectified digital aerial imagery (acquired by the Institut Cartogràfic de Catalunya over the area during the previous year) and used it as quality reference. In particular, we paid attention to: 1) Operationality of flight and image acquisition according to a previously defined plan; 2) Radiometric and geometric quality of the images; and 3) Operational use of the images in the context of applications. We conclude that the system has achieved an operational stage regarding flight activities, although with meteorological limits set by wind speed and turbulence. Appropriate landing areas can be sometimes limiting also, but the system is able to land on small and relatively rough terrains such as patches of grassland or short matorral, and we have operated the UAV as far as 7 km from the control unit. Radiometric quality is sufficient for interactive analysis, but probably insufficient for automated processing. A forthcoming camera is supposed to greatly improve radiometric quality and consistency. Conventional GPS positioning through time synchronization provides coarse orientation of the images, with no roll information.

Development of an optimized methodology for tensile testing of carbon steels in hydrogen environment

The study was performed at OCAS, the Steel Research Centre of ArcelorMittal for the Industry market. The major aim of this research was to obtain an optimized tensile testing methodology with in-situ H-charging to reveal the hydrogen embrittlement in various high strength steels. The second aim of this study has been the mechanical characterization of the hydrogen effect on hight strength carbon steels with varying microstructure, i.e. ferrite-martensite and ferrite-bainite grades. The optimal parameters for H-charging - which influence the tensile test results (sample geometry type of electrolyte, charging methods effect of steel type, etc.) - were defined and applied to Slow Strain Rate testing, Incremental Step Loading and Constant Load Testing. To better understand the initiation and propagation of cracks during tensile testing with in-situ H-charging, and to make the correlation with crystallographic orientation, some materials have been analyzed in the SEM in combination with the EBSD technique. The introduction of a notch on the tensile samples permits to reach a significantly improved reproducibility of the results. Comparing the various steel grades reveals that Dual Phase (ferrite-martensite) steels are more sensitive to hydrogen induced cracking than the FB (ferritic-bainitic) ones. This higher sensitivity to hydrogen was found back in the reduced failure times, increased creep rates and enhanced crack initiation (SEM) for the Dual Phase steels in comparison with the FB steels.

Testing, not modelling, the impact of cohesion support: a theoretical framework and some preliminary results for the Spanish regions

This paper develops a simple model that can be used to estimate the effectiveness of Cohesion expenditure relative to similar but unsubsidized projects, thereby making it possible to explicitly test an important assumption that is often implicit in estimates of the impact of Cohesion policies. Some preliminary results are reported for the case of infrastructure investment in the Spanish regions.