Residual-based test for Nonlinear Cointegration with application in PPPs

Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. What we mainly study is testing no nonlinear cointegration against nonlinear cointegration by residual-based test, which is ready for detecting stochastic trend in nonlinear autoregression models. We construct cointegrating regression along with smooth transition components from smooth transition autoregression model. Some properties are analyzed and discussed during the estimation procedure for cointegrating regression, including description of transition variable. Autoregression of order one is considered as the model of estimated residuals for residual-based test, from which the teststatistic is obtained. Critical values and asymptotic distribution of the test statistic that we request for different cointegrating regressions with different sample sizes are derived based on Monte Carlo simulation. The proposed theoretical methods and models are illustrated by an empirical example, comparing the results with linear cointegration application in Hamilton (1994). It is concluded that there exists nonlinear cointegration in our system in the final results.

Residual-based Inference for Common Nonlinear Features

This paper investigates common nonlinear features in multivariate nonlinear autore-gressive models via testing the estimated residuals. A Wald-type test is proposed and itis asymptotically Chi-squared distributed. Simulation studies are given to examine thefinite-sample properties of the proposed test.

Comparison of Multivariate and Univariate Models for Genetic Evaluation of Milk Yield based on Test Day Data

2000 Mathematics Subject Classification: 62H12, 62P99

The development of a serological-based diagnostic test for Dasheen mosaic potyvirus (DsMV)

Dasheen mosaic potyvirus (DsMV) is an important virus affecting taro. The virus has been found wherever taro is grown and infects both the edible and ornamental aroids, causing yield losses of up to 60%. The presence of DsMV, and other viruses,prevents the international movement of taro germplasm between countries. This has a significant negative impact on taro production in many countries due to the inability to access improved taro lines produced in breeding programs. To overcome this problem, sensitive and reliable virus diagnostic tests need to be developed to enable the indexing of taro germplasm. The aim of this study was to generate an antiserum against a recombinant DsMV coat protein (CP) and to develop a serological-based diagnostic test that would detect Pacific Island isolates of the virus. The CP-coding region of 16 DsMV isolates from Papua New Guinea, Samoa, Solomon Islands, French Polynesia, New Caledonia and Vietnam were amplified,cloned and sequenced. The size of the CP-coding region ranged from 939 to 1038 nucleotides and encoded putative proteins ranged from 313 to 346 amino acids, with the molecular mass ranging from 34 to 38 kDa. Analysis ofthe amino acid sequences revealed the presence of several amino acid motifs typically found in potyviruses,including DAG, WCIE/DN, RQ and AFDF. When the amino acid sequences were compared with each other and the DsMV sequences on the database, the maximum variability was21.9%. When the core region ofthe CP was analysed, the maximum variability dropped to 6% indicating most variability was present in the N terminus. Within seven PNG isolates ofDsMV, the maximum variability was 16.9% and 3.9% over the entire CP-coding region and core region, respectively. The sequence ofPNG isolate P1 was most similar to all other sequences. Phylogenetic analysis indicated that almost all isolates grouped according to their provenance. Further, the seven PNG isolates were grouped according to the region within PNG from which they were obtained. Due to the extensive variability over the entire CP-coding region, the core region ofthe CP ofPNG isolate Pl was cloned into a protein expression vector and expressed as a recombinant protein. The protein was purified by chromatography and SDS-PAGE and used as an antigen to generate antiserum in a rabbit. In western blots, the antiserum reacted with bands of approximately 45-47 kDa in extracts from purified DsMV and from known DsMV -infected plants from PNG; no bands were observed using healthy plant extracts. The antiserum was subsequently incorporated into an indirect ELISA. This procedure was found to be very sensitive and detected DsMV in sap diluted at least 1:1,000. Using both western blot and ELISA formats,the antiserum was able to detect a wide range ofDsMV isolates including those from Australia, New Zealand, Fiji, French Polynesia, New Caledonia, Papua New Guinea, Samoa, Solomon Islands and Vanuatu. These plants were verified to be infected with DsMV by RT-PCR. In specificity tests, the antiserum was also found to react with sap from plants infected with SCMV, PRSV-P, PRSV-W, but not with PVY or CMV -infected plants.

Bootstrapping the Error Correction Model Cointegration Test

This paper is concerned with using the bootstrap to obtain improved critical values for the error correction model (ECM) cointegration test in dynamic models. In the paper we investigate the effects of dynamic specification on the size and power of the ECM cointegration test with bootstrap critical values. The results from a Monte Carlo study show that the size of the bootstrap ECM cointegration test is close to the nominal significance level. We find that overspecification of the lag length results in a loss of power. Underspecification of the lag length results in size distortion. The performance of the bootstrap ECM cointegration test deteriorates if the correct lag length is not used in the ECM. The bootstrap ECM cointegration test is therefore not robust to model misspecification.

V-Transform: “An Enhanced Polynomial Coefficient Based DC Test for Non-linear Analog Circuits

Abstract—DC testing of parametric faults in non-linear analog circuits based on a new transformation, entitled, V-Transform acting on polynomial coefficient expansion of the circuit function is presented. V-Transform serves the dual purpose of monotonizing polynomial coefficients of circuit function expansion and increasing the sensitivity of these coefficients to circuit parameters. The sensitivity of V-Transform Coefficients (VTC) to circuit parameters is up to 3x-5x more than sensitivity of polynomial coefficients. As a case study, we consider a benchmark elliptic filter to validate our method. The technique is shown to uncover hitherto untestable parametric faults whose sizes are smaller than 10 % of the nominal values. I.

A Reliable Residual Based A Posteriori Error Estimator for a Quadratic Finite Element Method for the Elliptic Obstacle Problem

A residual based a posteriori error estimator is derived for a quadratic finite element method (FEM) for the elliptic obstacle problem. The error estimator involves various residuals consisting of the data of the problem, discrete solution and a Lagrange multiplier related to the obstacle constraint. The choice of the discrete Lagrange multiplier yields an error estimator that is comparable with the error estimator in the case of linear FEM. Further, an a priori error estimate is derived to show that the discrete Lagrange multiplier converges at the same rate as that of the discrete solution of the obstacle problem. The numerical experiments of adaptive FEM show optimal order convergence. This demonstrates that the quadratic FEM for obstacle problem exhibits optimal performance.

A research-based approach to exploring the adoption of novel UK-based concrete test methods in Chinese construction sector

As part of a UK-China science bridge project - a UK government funded initiative linking leading universities and businesses in selective partnering countries in 2009 a collaborative research programme was initiated between Queen's University and the Research Institute of High Performance Concrete (part of the Central Research Institute of Building and Construction) in Beijing.

For further details email b.magee@ulster.ac.uk

Development of paper-based color test-strip for drug detection in aquatic environment: Application to oxytetracycline

The wide use of antibiotics in aquaculture has led to the emergence of resistant microbial species. It should be avoided/minimized by controlling the amount of drug employed in fish farming. For this purpose, the present work proposes test-strip papers aiming at the detection/semi-quantitative determination of organic drugs by visual comparison of color changes, in a similar analytical procedure to that of pH monitoring by universal pH paper. This is done by establishing suitable chemical changes upon cellulose, attributing the paper the ability to react with the organic drug and to produce a color change. Quantitative data is also enabled by taking a picture and applying a suitable mathematical treatment to the color coordinates given by the HSL system used by windows. As proof of concept, this approach was applied to oxytetracycline (OXY), one of the antibiotics frequently used in aquaculture. A bottom-up modification of paper was established, starting by the reaction of the glucose moieties on the paper with 3-triethoxysilylpropylamine (APTES). The so-formed amine layer allowed binding to a metal ion by coordination chemistry, while the metal ion reacted after with the drug to produce a colored compound. The most suitable metals to carry out such modification were selected by bulk studies, and the several stages of the paper modification were optimized to produce an intense color change against the concentration of the drug. The paper strips were applied to the analysis of spiked environmental water, allowing a quantitative determination for OXY concentrations as low as 30 ng/mL. In general, this work provided a simple, method to screen and discriminate tetracycline drugs, in aquaculture, being a promising tool for local, quick and cheap monitoring of drugs.

Seasonal adjustment and cointegration

El documento examina el efecto de filtros de ajuste en el tamaño y poder de prueba de cointegración que usan los residuales como pruebas ADF y PP, mediante procedimientos MonteCarlo y una aplicación empírica. Nuestros resultados indican que el uso de filtros distorsiona el tamaño y reduce el poder de estas pruebas.

Validity evidence based on test content

Resumen tomado de la publicación

Colon extended physiologically based extraction test (CE-PBET) increases bioaccessibility of soil-bound PAH

Assessment of the risk to human health posed by contaminated land may be seriously overestimated if reliant on total pollutant concentration. In vitro extraction tests, such as the physiologically based extraction test (PBET), imitate the physicochemical conditions of the human gastro-intestinal tract and offer a more practicable alternative for routine testing purposes. However, even though passage through the colon accounts for approximately 80% of the transit time through the human digestive tract and the typical contents of the colon in vivo are a carbohydrate-rich aqueous medium with the potential to promote desorption of organic pollutants, PBET comprises stomach and small intestine compartments only. Through addition of an eight-hour colon compartment to PBET and use of a carbohydrate-rich fed-state medium we demonstrated that colon-extended PBET (CE-PBET) in- creased assessments of soil-bound PAH bioaccessibility by up to 50% in laboratory soils and a factor of 4 in field soils. We attribute this increased bioaccessibility to a combination of the additional extraction time and the presence of carbohydrates in the colon compartment, both of which favor PAH desorption from soil. We propose that future assessments of the bioaccessibility of organic pollutants in soils using physiologically based extraction tests should have a colon compartment as in CE-PBET.

The case for property in the long run: a cointegration test

The benefits of property in the mixed asset portfolio has been the subject of a number of studies both in the UK and around the world. The traditional way of investigating this issue is to use MPT with the results suggesting that Property should play a significant role in the mixed asset portfolio. These results are not without criticism and generally revolve around quality and quantity of the property data series. To overcome these deficiencies this paper uses cointegration methodology which examines the longer term time series behaviour of various asset markets using a very long run desmoothed data series. Using a number of different cointegration tests, both pair-wise and multivariate, the results show, in unambiguous terms, that there is no contemporous cointegration between the major asset classes Property, Equities and Bonds. The implications of which are that Property does indeed have a risk reducing place to play in the long-run strategic mixed-asset portfolio. A result of particular relevance to institutions such as pension funds and life insurance companies who would wish to hold investments for the long-term.

False-positive results of a rapid K39-based strip test and Chagas disease

Background: The definitive diagnosis of visceral. leishmaniasis (VL) requires invasive procedures with demonstration of amastigotes in tissue or promastigotes in culture. Unfortunately, these approaches require laboratory materials not available in poor countries where the disease is endemic. The correct diagnosis of VL is important, and made more difficult by the fact that several common tropical diseases such as malaria, disseminated tuberculosis, and enteric fever share the same clinical presentation. Serological tests have been developed to replace parasitological diagnosis in the field. A commercially available K39-based strip test for VL has been developed for this purpose. The endemic area of leishmaniasis in Brazil overlaps the endemic area of Chagas disease, a disease that can cause false-positive serological test results. The aim of this study was to evaluate the incidence of false-positive exams using a rapid test for VL in patients with Chagas disease. Methods: A rapid test based on the recombinant K39 antigen of Leishmania was used in: (1) 30 patients with confirmed Chagas disease, (2) 30 patients with a serological diagnosis of Chagas disease by ELISA, indirect immunofluorescence, indirect hemagglutination, and chemiluminescence, (3) 30 healthy patients from a non-endemic area as the control group, (4) 30 patients with confirmed VL, and (5) 20 patients with proved cutaneous leishmaniasis. Results: The sensitivity and specificity of the rapid strip test were 100% when compared with healthy volunteers and those with confirmed Chagas disease. One false-positive result occurred in the group with Chagas disease diagnosed by serological tests (specificity of 96%). Conclusion: The rapid test based on recombinant K39 is a useful diagnostic assay, and a false-positive result rarely occurs in patients with a serological diagnosis of Chagas disease. (C) 2008 International Society for Infectious Diseases. Published by Elsevier Ltd. All rights reserved.