152 resultados para Conditional heteroskedasticity
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Background It has been hypothesized that children and adolescents might be more vulnerable to possible health effects from mobile phone exposure than adults. We investigated whether mobile phone use is associated with brain tumor risk among children and adolescents. Methods CEFALO is a multicenter case-control study conducted in Denmark, Sweden, Norway, and Switzerland that includes all children and adolescents aged 7-19 years who were diagnosed with a brain tumor between 2004 and 2008. We conducted interviews, in person, with 352 case patients (participation rate: 83%) and 646 control subjects (participation rate: 71%) and their parents. Control subjects were randomly selected from population registries and matched by age, sex, and geographical region. We asked about mobile phone use and included mobile phone operator records when available. Odds ratios (ORs) for brain tumor risk and 95% confidence intervals (CIs) were calculated using conditional logistic regression models. Results Regular users of mobile phones were not statistically significantly more likely to have been diagnosed with brain tumors compared with nonusers (OR = 1.36; 95% CI = 0.92 to 2.02). Children who started to use mobile phones at least 5 years ago were not at increased risk compared with those who had never regularly used mobile phones (OR = 1.26, 95% CI = 0.70 to 2.28). In a subset of study participants for whom operator recorded data were available, brain tumor risk was related to the time elapsed since the mobile phone subscription was started but not to amount of use. No increased risk of brain tumors was observed for brain areas receiving the highest amount of exposure. Conclusion The absence of an exposure-response relationship either in terms of the amount of mobile phone use or by localization of the brain tumor argues against a causal association.
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The circadian timing system is critically involved in the maintenance of fluid and electrolyte balance and BP control. However, the role of peripheral circadian clocks in these homeostatic mechanisms remains unknown. We addressed this question in a mouse model carrying a conditional allele of the circadian clock gene Bmal1 and expressing Cre recombinase under the endogenous Renin promoter (Bmal1(lox/lox)/Ren1(d)Cre mice). Analysis of Bmal1(lox/lox)/Ren1(d)Cre mice showed that the floxed Bmal1 allele was excised in the kidney. In the kidney, BMAL1 protein expression was absent in the renin-secreting granular cells of the juxtaglomerular apparatus and the collecting duct. A partial reduction of BMAL1 expression was observed in the medullary thick ascending limb. Functional analyses showed that Bmal1(lox/lox)/Ren1(d)Cre mice exhibited multiple abnormalities, including increased urine volume, changes in the circadian rhythm of urinary sodium excretion, increased GFR, and significantly reduced plasma aldosterone levels. These changes were accompanied by a reduction in BP. These results show that local renal circadian clocks control body fluid and BP homeostasis.
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The adult mammalian forebrain contains neural stem/progenitor cells (NSCs) that generate neurons throughout life. As in other somatic stem cell systems, NSCs are proposed to be predominantly quiescent and proliferate only sporadically to produce more committed progeny. However, quiescence has recently been shown not to be an essential criterion for stem cells. It is not known whether NSCs show differences in molecular dependence based on their proliferation state. The subventricular zone (SVZ) of the adult mouse brain has a remarkable capacity for repair by activation of NSCs. The molecular interplay controlling adult NSCs during neurogenesis or regeneration is not clear but resolving these interactions is critical in order to understand brain homeostasis and repair. Using conditional genetics and fate mapping, we show that Notch signaling is essential for neurogenesis in the SVZ. By mosaic analysis, we uncovered a surprising difference in Notch dependence between active neurogenic and regenerative NSCs. While both active and regenerative NSCs depend upon canonical Notch signaling, Notch1-deletion results in a selective loss of active NSCs (aNSCs). In sharp contrast, quiescent NSCs (qNSCs) remain after Notch1 ablation until induced during regeneration or aging, whereupon they become Notch1-dependent and fail to fully reinstate neurogenesis. Our results suggest that Notch1 is a key component of the adult SVZ niche, promoting maintenance of aNSCs, and that this function is compensated in qNSCs. Therefore, we confirm the importance of Notch signaling for maintaining NSCs and neurogenesis in the adult SVZ and reveal that NSCs display a selective reliance on Notch1 that may be dictated by mitotic state.
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Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.
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Many of the most interesting questions ecologists ask lead to analyses of spatial data. Yet, perhaps confused by the large number of statistical models and fitting methods available, many ecologists seem to believe this is best left to specialists. Here, we describe the issues that need consideration when analysing spatial data and illustrate these using simulation studies. Our comparative analysis involves using methods including generalized least squares, spatial filters, wavelet revised models, conditional autoregressive models and generalized additive mixed models to estimate regression coefficients from synthetic but realistic data sets, including some which violate standard regression assumptions. We assess the performance of each method using two measures and using statistical error rates for model selection. Methods that performed well included generalized least squares family of models and a Bayesian implementation of the conditional auto-regressive model. Ordinary least squares also performed adequately in the absence of model selection, but had poorly controlled Type I error rates and so did not show the improvements in performance under model selection when using the above methods. Removing large-scale spatial trends in the response led to poor performance. These are empirical results; hence extrapolation of these findings to other situations should be performed cautiously. Nevertheless, our simulation-based approach provides much stronger evidence for comparative analysis than assessments based on single or small numbers of data sets, and should be considered a necessary foundation for statements of this type in future.
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Abstract This paper shows how to calculate recursively the moments of the accumulated and discounted value of cash flows when the instantaneous rates of return follow a conditional ARMA process with normally distributed innovations. We investigate various moment based approaches to approximate the distribution of the accumulated value of cash flows and we assess their performance through stochastic Monte-Carlo simulations. We discuss the potential use in insurance and especially in the context of Asset-Liability Management of pension funds.
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Background Carotenoids, micronutrients in fruits and vegetables, may reduce breast cancer risk. Most, but not all, past studies of circulating carotenoids and breast cancer have found an inverse association with at least one carotenoid, although the specific carotenoid has varied across studies. Methods We conducted a pooled analysis of eight cohort studies comprising more than 80% of the world's published prospective data on plasma or serum carotenoids and breast cancer, including 3055 case subjects and 3956 matched control subjects. To account for laboratory differences and examine population differences across studies, we recalibrated participant carotenoid levels to a common standard by reassaying 20 plasma or serum samples from each cohort together at the same laboratory. Using conditional logistic regression, adjusting for several breast cancer risk factors, we calculated relative risks (RRs) and 95% confidence intervals (CIs) using quintiles defined among the control subjects from all studies. All P values are two-sided. Results Statistically significant inverse associations with breast cancer were observed for α-carotene (top vs bottom quintile RR = 0.87, 95% CI = 0.71 to 1.05, Ptrend = .04), β-carotene (RR = 0.83, 95% CI = 0.70 to 0.98, Ptrend = .02), lutein+zeaxanthin (RR = 0.84, 95% CI = 0.70 to 1.01, Ptrend = .05), lycopene (RR = 0.78, 95% CI = 0.62 to 0.99, Ptrend = .02), and total carotenoids (RR = 0.81, 95% CI = 0.68 to 0.96, Ptrend = .01). β-Cryptoxanthin was not statistically significantly associated with risk. Tests for heterogeneity across studies were not statistically significant. For several carotenoids, associations appeared stronger for estrogen receptor negative (ER(-)) than for ER(+) tumors (eg, β-carotene: ER(-): top vs bottom quintile RR = 0.52, 95% CI = 0.36 to 0.77, Ptrend = .001; ER(+): RR = 0.83, 95% CI = 0.66 to 1.04, Ptrend = .06; Pheterogeneity = .01). Conclusions This comprehensive prospective analysis suggests women with higher circulating levels of α-carotene, β-carotene, lutein+zeaxanthin, lycopene, and total carotenoids may be at reduced risk of breast cancer.
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The stromal scaffold of the lymph node (LN) paracortex is built by fibroblastic reticular cells (FRCs). Conditional ablation of lymphotoxin-β receptor (LTβR) expression in LN FRCs and their mesenchymal progenitors in developing LNs revealed that LTβR-signaling in these cells was not essential for the formation of LNs. Although T cell zone reticular cells had lost podoplanin expression, they still formed a functional conduit system and showed enhanced expression of myofibroblastic markers. However, essential immune functions of FRCs, including homeostatic chemokine and interleukin-7 expression, were impaired. These changes in T cell zone reticular cell function were associated with increased susceptibility to viral infection. Thus, myofibroblasic FRC precursors are able to generate the basic T cell zone infrastructure, whereas LTβR-dependent maturation of FRCs guarantees full immunocompetence and hence optimal LN function during infection.
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Fibroblast-like cells of secondary lymphoid organs (SLO) are important for tissue architecture. In addition, they regulate lymphocyte compartmentalization through the secretion of chemokines, and participate in the orchestration of appropriate cell-cell interactions required for adaptive immunity. Here, we provide data demonstrating the functional importance of SLO fibroblasts during Notch-mediated lineage specification and immune response. Genetic ablation of the Notch ligand Delta-like (DL)1 identified splenic fibroblasts rather than hematopoietic or endothelial cells as niche cells, allowing Notch 2-driven differentiation of marginal zone B cells and of Esam(+) dendritic cells. Moreover, conditional inactivation of DL4 in lymph node fibroblasts resulted in impaired follicular helper T cell differentiation and, consequently, in reduced numbers of germinal center B cells and absence of high-affinity antibodies. Our data demonstrate previously unknown roles for DL ligand-expressing fibroblasts in SLO niches as drivers of multiple Notch-mediated immune differentiation processes.
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This article employs a unique data set - covering 25 popular votes on foreign, European and immigration/asylum policy held between 1992 and 2006 in Switzerland - in order to examine the conditional impact of context upon utilitarian, cultural, political and cognitive determinants of individual attitudes toward international openness. Our results reveal clear patterns of cross-level interactions between individual determinants and the project-related context of the vote. Thus, although party cues and political competence have a strong impact on individuals' support for international openness, this impact is substantially mediated by the type of coalition that is operating within the party elite. Similarly, subjective utilitarian and cultural considerations influence the voters' decision in interaction with the content of the proposal submitted to the voters as well as with the framing of the voting campaign.
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La diarrhée congénitale de sodium est une maladie génétique très rare. Les enfants touchés par cette maladie présentent une diarrhée aqueuse sévère accompagnée d'une perte fécale de sodium et bicarbonates causant une déshydratation hyponatrémique et une acidose métabolique. Des analyses génétiques ont identifié des mutations du gène Spint2 comme cause de cette maladie. Le gène Spint2 code pour un inhibiteur de sérine protéase transmembranaire exprimé dans divers épithéliums tels que ceux du tube digestif ou des tubules rénaux. Le rôle physiologique de Spint2 n'est pas connu. De plus, aucun partenaire physiologique de Spint2 n'a été identifié et le mécanisme d'inhibition par Spint2 nous est peu connu. Le but de ce projet est donc d'obtenir de plus amples informations concernant la fonction et le rôle de Spint2 dans le contexte de la diarrhée congénitale de sodium, cela afin de mieux comprendre la physiopathologie des diarrhées et peut-être d'identifier de nouvelles cibles thérapeutiques. Un test fonctionnel dans les ovocytes de Xenopus a identifié les sérine protéases transmembranaires CAPI et Tmprssl3 comme potentielles cibles de Spint2 dans la mesure où ces deux protéases n'étaient plus bloquées par le mutant de Spint2 Y163C qui est associé avec la diarrhée congénitale de sodium. Des expériences fonctionnelles et biochimiques plus poussées suggèrent que l'inhibition de Tmprssl3 par Spint2 est le résultat d'une interaction complexe entre ces deux protéines. Les effets des sérine protéases transmembranaires sur l'échangeur Na+-H+ NHE3, qui pourrait être impliqué dans la pathogenèse de la diarrhée congénitale de sodium ont aussi été testés. Un clivage spécifique de NHE3 par la sérine protéase transmembranaire Tmprss3 a été observé lors d'expériences biochimiques. Malheureusement, la pertinence physiologique de ces résultats n'a pas pu être évaluée in vivo, étant donné que le modèle de souris knockout conditionnel de Spint2 que nous avons créé ne montrait une réduction de l'expression de Spint2 que de 50% et aucun phénotype. En résumé, ce travail met en évidence deux nouveaux partenaires possibles de Spint2, ainsi qu'une potentielle régulation de NHE3 par des sérine protéases transmembranaires. Des expériences supplémentaires faites dans des modèles animaux et lignées cellulaires sont requises pour évaluer la pertinence physiologique de ces données et pour obtenir de plus amples informations au sujet de Spint2 et de la diarrhée congénitale de sodium. - The congenital sodium diarrhea is a very rare genetic disease. Children affected by this condition suffer from a severe diarrhea characterized by watery stools with a high fecal loss of sodium and bicarbonates, resulting in hyponatremic dehydration and metabolic acidosis. Genetic analyses have identified mutations in the Spint2 gene as a cause of this disease. The spint2 gene encodes a transmembrane serine protease inhibitor expressed in various epithelial tissues including the gastro-intestinal tract and renal tubules. The physiological role of Spint2 is completely unknown. In addition, physiological partners of Spint2 are still to be identified and the mechanism of inhibition by Spint2 remains elusive. Therefore, the aim of this project was to get insights about the function and the role of Spint2 in the context of the congenital sodium diarrhea in order to better understand the pathophysiology of diarrheas and maybe identify new therapeutic targets. A functional assay in Xenopus oocytes identified the membrane-bound serine proteases CAPI and Tmprssl3 as potential targets of Spint2 because both proteases were no longer inhibited by the mutant Spint2 Y163C that has been associated with the congenital diarrhea. Further functional and biochemical experiments suggested that the inhibition of Tmprssl3 by Spint2 occurs though a complex interaction between both proteins. The effects of membrane-bound serine proteases on the Na+-H+ exchanger NHE3, which has been proposed to be involved in the pathogenesis of the congenital sodium diarrhea, were also tested. A specific cleavage of NHE3 by the membrane-bound serine protease Tmprss3 was observed in biochemical experiments. Unfortunately, the physiological relevance of these results could not be assessed in vivo since the conditional Spint2 knockout mouse model that we generated showed a reduction in Spint2 expression of only 50% and displayed no phenotype. Briefly, this work provides two new potential partners of Spint2 and emphasizes a putative regulation of NHE3 by membrane-bound serine proteases. Further work done in animal models and cell lines is required to assess the physiological relevance of these results and to obtain additional data about Spint2 and the congenital diarrhea.
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Résumé La voie de signalisation de Wnt est extrêmement conservée au cours de l'évolution. Les protéines Wnt sont des molécules sécrétées qui se lient à la famille de récepteurs Frizzled. Cette interaction mène à la stabilisation de la protéine β-caténine, qui va s'accumuler dans le cytoplasme puis migrer dans le noyau où elle peut s'hétérodimériser avec les facteurs de transcription de la famille TCF/LEF. Il a été démontré que cette voie de signalisation joue un rôle important durant la lymphopoïèse et de récents résultats suggèrent un rôle clé de cette voie dans le renouvellement des Cellules Souches Hématopoïétique (CSH). Des études se basant sur un système de surexpression de protéines montrent clairement que la voie Wnt peut influencer l'hématopoïèse. Cependant, le rôle de la protéine β-caténine dans le système hématopoïétique n'a jamais été testé directement. Ce projet de thèse se propose d'étudier la fonction de la protéine β-caténine par sa délétion inductible via le système Cre-loxP. De façon surprenante, nous avons pu démontrer que les progéniteurs de la moelle osseuse, déficients en β-caténine, ne montrent aucune altération dans leur capacité à s'auto-renouveler et/ou à reconstituer toutes les lignées hématopoïétiques (myéloïde, érythroïde et lymphoïde) dans les souris-chimères. De plus, le développement, la survie des thymocytes ainsi que la prolifération des cellules T périphériques induite par un antigène, sont indépendants de β-caténine. Ces résultats suggèrent soit que la protéine β-caténine ne joue pas un rôle primordial dans le système hématopoiétique, soit que son absence pourrait être compensée par une autre protéine. Un candidat privilégié susceptible de se substituer à β-caténine, serait plakoglobine, aussi connu sous le nom de γ-caténine. En effet, ces deux protéines partagent de multiples caractéristiques structurelles. Afin de démontrer que la protéine γ-caténine peut compenser l'absence de β-caténine, nous avons généré des souris dans lesquelles, le système hématopoïétique est déficient pour ces deux protéines. Cette déficience combinée de β- caténine et γ-caténine ne perturbe pas la capacité des Cellules Souche Hématopoïétique-Long Terme (CSH-LT) de se renouveler, par contre elle agit sur un progéniteur précoce déjà différencié de la moelle osseuse. Ces résultats mettent en évidence que la protéine γ-caténine est capable de compenser l'absence de protéine β-caténine dans le système hématopoïétique. Par conséquent, ce travail contribue à une meilleure connaissance de la cascade Wnt dans l'hématopoïèse. Summary The canonical Wnt signal transduction pathway is a developmentally highly conserved. Wnts are secreted molecules which bind to the family of Frizzled receptors in a complex with the low density lipoprotein receptor related protein (LRP-5/6). This initial activation step leads to the stabilization and accumulation of β-catenin, first in the cytoplasm and subsequently in the nucleus where it forms heterodimers with TCF/LEF transcription factor family members. Wnt signalling has been shown to be important during early lymphopoiesis and has more recently, been suggested to be a key player in self-renewal of haematopoietic stem cells (HSCs). Although mostly gain of function studies indicate that components of the Wnt signalling pathway can influence the haematopoietic system, the role of β-catenin has never been directly investigated. The aim of this thesis project is to investigate the putatively critical role of β-catenin in vivo using the Cre-loxP mediated conditional loss of function approach. Surprisingly, β-catenin deficient bone marrow (BM) progenitors arc not impaired in their ability to self-renew and/or to reconstitute all haematopoietic lineages (myeloid, erythroid and lymphoid) in both mixed and straight bone marrow chimeras. In addition, both thymocyte development and survival, and antigen-induced proliferation of peripheral T cells are β- catenin independent. Our results do not necessarily exclude the possibility of an important function for β-catenin mediated Wnt signalling in the haematopoietic system, it rather raises the question that β-catenin is compensated for by another protein. A prime candidate that may take over the function of β-catenin in its absence, is the close relative plakoglobin, also know as γ-catenin. This protein shares multiple structural features with β-catenin. In order to investigate whether γ-catenin can compensate for the loss of β-catenin we have generated mice in which the haematopoietic compartment is deficient for both proteins. Combined deficiency of β-catenin and γ-catenin does not perturb Long Term-Haematopoietic Stem Cells (LT-HSC) self renewal, but affects an already lineage committed progenitor population within the BM. Our results demonstrate that y-catenin can indeed compensate for the loss of β-catenin within the haematopoietie system.
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Beta-catenin is a component of the intercalated disc in cardiomyocytes, but can also be involved in signalling and activation of gene transcription. We wanted to determine how long-term changes in beta-catenin expression levels would affect mature cardiomyocytes. Conditional transgenic mice that either lacked beta-catenin or that expressed a non-degradable form of beta-catenin in the adult ventricle were created. While mice lacking beta-catenin in the ventricle do not have an overt phenotype, mice expressing a non-degradable form develop dilated cardiomyopathy and do not survive beyond 5 months. A detailed analysis could reveal that this phenotype is correlated with a distinct localisation of beta-catenin in adult cardiomyocytes, which cannot be detected in the nucleus, no matter how much protein is present. Our report is the first study that addresses long-term effects of either the absence of beta-catenin or its stabilisation on ventricular cardiomyocytes and it suggests that beta-catenin's role in the nucleus may be of little significance in the healthy adult heart.
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OBJECTIVE: To investigate HIV-related immunodeficiency as a risk factor for hepatocellular carcinoma (HCC) among persons infected with HIV, while controlling for the effect of frequent coinfection with hepatitis C and B viruses. DESIGN: A case-control study nested in the Swiss HIV Cohort Study. METHODS: Twenty-six HCC patients were identified in the Swiss HIV Cohort Study or through linkage with Swiss Cancer Registries, and were individually matched to 251 controls according to Swiss HIV Cohort Study centre, sex, HIV-transmission category, age and year at enrollment. Odds ratios and corresponding confidence intervals were estimated by conditional logistic regression. RESULTS: All HCC patients were positive for hepatitis B surface antigen or antibodies against hepatitis C virus. HCC patients included 14 injection drug users (three positive for hepatitis B surface antigen and 13 for antibodies against hepatitis C virus) and 12 men having sex with men/heterosexual/other (11 positive for hepatitis B surface antigen, three for antibodies against hepatitis C virus), revealing a strong relationship between HIV transmission route and hepatitis viral type. Latest CD4+ cell count [Odds ratio (OR) per 100 cells/mul decrease = 1.33, 95% confidence interval (CI) 1.06-1.68] and CD4+ cell count percentage (OR per 10% decrease = 1.65, 95% CI 1.01-2.71) were significantly associated with HCC. The effects of CD4+ cell count were concentrated among men having sex with men/heterosexual/other rather than injecting drug users. Highly active antiretroviral therapy use was not significantly associated with HCC risk (OR for ever versus never = 0.59, 95% confidence interval 0.18-1.91). CONCLUSION: Lower CD4+ cell counts increased the risk for HCC among persons infected with HIV, an effect that was particularly evident for hepatitis B virus-related HCC arising in non-injecting drug users.