Testing for unit roots in bounded time series

Many key economic and financial series are bounded either by construction or through policy controls. Conventional unit root tests are potentially unreliable in the presence of bounds, since they tend to over-reject the null hypothesis of a unit root, even asymptotically. So far, very little work has been undertaken to develop unit root tests which can be applied to bounded time series. In this paper we address this gap in the literature by proposing unit root tests which are valid in the presence of bounds. We present new augmented Dickey–Fuller type tests as well as new versions of the modified ‘M’ tests developed by Ng and Perron [Ng, S., Perron, P., 2001. LAG length selection and the construction of unit root tests with good size and power. Econometrica 69, 1519–1554] and demonstrate how these tests, combined with a simulation-based method to retrieve the relevant critical values, make it possible to control size asymptotically. A Monte Carlo study suggests that the proposed tests perform well in finite samples. Moreover, the tests outperform the Phillips–Perron type tests originally proposed in Cavaliere [Cavaliere, G., 2005. Limited time series with a unit root. Econometric Theory 21, 907–945]. An illustrative application to U.S. interest rate data is provided

An optimized method for the extraction of bacterial mRNA from plant roots infected with Escherichia coli O157:H7

Analysis of microbial gene expression during host colonization provides valuable information on the nature of interaction, beneficial or pathogenic, and the adaptive processes involved. Isolation of bacterial mRNA for in planta analysis can be challenging where host nucleic acid may dominate the preparation, or inhibitory compounds affect downstream analysis, e.g., quantitative reverse transcriptase PCR (qPCR), microarray, or RNA-seq. The goal of this work was to optimize the isolation of bacterial mRNA of food-borne pathogens from living plants. Reported methods for recovery of phytopathogen-infected plant material, using hot phenol extraction and high concentration of bacterial inoculation or large amounts of infected tissues, were found to be inappropriate for plant roots inoculated with Escherichia coli O157:H7. The bacterial RNA yields were too low and increased plant material resulted in a dominance of plant RNA in the sample. To improve the yield of bacterial RNA and reduce the number of plants required, an optimized method was developed which combines bead beating with directed bacterial lysis using SDS and lysozyme. Inhibitory plant compounds, such as phenolics and polysaccharides, were counteracted with the addition of high-molecular-weight polyethylene glycol and hexadecyltrimethyl ammonium bromide. The new method increased the total yield of bacterial mRNA substantially and allowed assessment of gene expression by qPCR. This method can be applied to other bacterial species associated with plant roots, and also in the wider context of food safety.

Matching roots to their environment

Background Plants form the base of the terrestrial food chain and provide medicines, fuel, fibre and industrial materials to humans. Vascular land plants rely on their roots to acquire the water and mineral elements necessary for their survival in nature or their yield and nutritional quality in agriculture. Major biogeochemical fluxes of all elements occur through plant roots, and the roots of agricultural crops have a significant role to play in soil sustainability, carbon sequestration, reducing emissions of greenhouse gasses, and in preventing the eutrophication of water bodies associated with the application of mineral fertilisers. ● Scope This article provides the context for a Special Issue of Annals of Botany on ‘Matching Roots to Their Environment’. It first examines how land plants and their roots evolved, describes how the ecology of roots and their rhizospheres contributes to the acquisition of soil resources, and discusses the influence of plant roots on biogeochemical cycles. It then describes the role of roots in overcoming the constraints to crop production imposed by hostile or infertile soils, illustrates root phenotypes that improve the acquisition of mineral elements and water, and discusses high-throughput methods to screen for these traits in the laboratory, glasshouse and field. Finally, it considers whether knowledge of adaptations improving the acquisition of resources in natural environments can be used to develop root systems for sustainable agriculture in the future.

Root elongation rate is correlated with the length of the bare root apex of maize and lupin roots despite contrasting responses of root growth to compact and dry soils

Background We investigated interacting effects of matric potential and soil strength on root elongation of maize and lupin, and relations between root elongation rates and the length of bare (hairless) root apex. Methods Root elongation rates and the length of bare root apexwere determined formaize and lupin seedlings in sandy loam soil of various matric potentials (−0.01 to −1.6 MPa) and bulk densities (0.9 to 1.5 Mg m−3). Results Root elongation rates slowed with both decreasing matric potential and increasing penetrometer resistance. Root elongation of maize slowed to 10 % of the unimpeded rate when penetrometer resistance increased to 2 MPa, whereas lupin elongated at about 40 % of the unimpeded rate. Maize root elongation rate was more sensitive to changes in matric potential in loosely packed soil (penetrometer resistances <1 MPa) than lupin. Despite these differing responses, root elongation rate of both species was linearly correlated with length of the bare root apex (r2 0.69 to 0.97). Conclusion Maize root elongation was more sensitive to changes in matric potential and mechanical impedance than lupin. Robust linear relationships between elongation rate and length of bare apex suggest good potential for estimating root elongation rates for excavated roots.

Biofilm on the apical region of roots in primary teeth with vital and necrotic pulps with or without radiographically evident apical pathosis

Aim To evaluate, by scanning electron microscopy (SEM), the presence of biofilms on the external surfaces of the apical third of roots of human primary teeth with vital or necrotic pulps with and without radiographically evident periradicular pathosis. Methodology Eighteen teeth were selected: group I - normal pulp (n = 5), group II - pulp necrosis without radiographic evidence of periapical pathosis (n = 7) and group III - pulp necrosis with well-defined radiographic periapical pathosis (n = 6). After extraction, the teeth were washed with saline and immersed in 0.03 g mL(-1) trypsin solution for 20 min. The teeth were then washed in sodium cacodilate buffer and stored in receptacles containing modified Karnovsky solution. The teeth were sectioned, dehydrated in an ethanol series, critical-point dried with CO(2), sputter coated with gold and the external root surface in the apical third examined by SEM. Results In the teeth of groups I and II, the apical root surfaces were covered by collagen fibres, with no evidence of bacteria (100%). In the teeth of group III, the root apices had no collagen fibres but revealed resorptive areas containing microorganisms (cocci, bacilli, filaments and spirochetes) in all cases (100%). Conclusion Microorganisms organized as biofilms on the external root surface (extraradicular infection) were detected in primary teeth with pulp necrosis and radiographically visible periapical pathosis.

Abscisic acid and auxin accumulation in Catasetum fimbriatum roots growing in vitro with high sucrose and mannitol content

Endogenous contents of indolyl-3-acetic acid (IAA) and abscisic acid (ABA) were quantified in excised roots of Catasetum fimbriatum (Orchidaceae) cultured in vitro on solidified Vacin and Went medium with 1, 2, 4, 6, 8 and 10 % sucrose, as well as 2 % sucrose plus mannitol. Maximum root growth was observed in media with 4 % sucrose and 2 % sucrose plus 2.2 % mannitol, suggesting that a moderate water or osmotic stress promotes orchid root growth. Contents of both ABA and IAA increased in parallel to increasing sucrose concentration and a correlation between root elongation and the ABA/IAA ratio was observed. Incubating isolated C. fimbriatum roots with radiolabeled tryptophan, we showed an accumulation of IAA and its conjugates.

On the dominance of roots of characteristic equations for neutral functional differential equations

We present a sufficient condition for a zero of a function that arises typically as the characteristic equation of a linear functional differential equations of neutral type, to be simple and dominant. This knowledge is useful in order to derive the asymptotic behaviour of solutions of such equations. A simple characteristic equation, arisen from the study of delay equations with small delay, is analyzed in greater detail. (C) 2009 Elsevier Inc. All rights reserved.

The spectrum of an open vertex model based on the U(q)[SU(2)] algebra at roots of unity

We study the exact solution of an N-state vertex model based on the representation of the U(q)[SU(2)] algebra at roots of unity with diagonal open boundaries. We find that the respective reflection equation provides us one general class of diagonal K-matrices having one free-parameter. We determine the eigenvalues of the double-row transfer matrix and the respective Bethe ansatz equation within the algebraic Bethe ansatz framework. The structure of the Bethe ansatz equation combine a pseudomomenta function depending on a free-parameter with scattering phase-shifts that are fixed by the roots of unity and boundary variables. (C) 2010 Elsevier B.V. All rights reserved.

Determination of polyamines in organic extracts from roots of Canavalia ensiformis by capillary electrophoresis

A rapid, selective and specific capillary zone electrophoresis method to determine polyamines in organic extracts from roots of Canavalia ensiformis (Jack Beans) was developed using ultra violet (UV) detection. Canavalia ensiformis is relatively free from diseases and it is used as reference in allelopathy studies. Polyamines are widely distributed in plant and it could be involved in plant pathogen interactions. Optimal separation was achieved using 15 mmol.L-1formic acid (pH 3.0) + 4 mmol.L-1 imidazole as a background electrolyte. It was possible to identify and quantify the polyamines on herbal samples in the presence of other phytochemical substances and analyze them quickly (up to 6 min). The applicability of this method was evaluated in crude organic extracts from roots of Canavalia ensiformis.

Poverty as an Abuse of Human Rights in Ghana. : A grass roots perspective on poverty and human rights.

The study aimed at getting a grass root opinion on poverty and why Ghana is still poor after 50 years of independence in spite of her richness in natural resources, second largest producer of cocoa in the word and appreciable stable political environment. The opinions of the ordinary people in the Bia district and their observed living conditions was analysed in line with theoretical basis of the study and previous studies to justify the stance that poverty should be considered as an abuse of human rights. It was concluded based on position of informants and previous data available that though many factors have been raised by previous scholars as the cause of poverty, the actions and inactions of both internal and external power-holders is the main source of poverty in Ghana. It was proposed that for poverty to be reduced in a sustainable way there should be strong civil society groups and active citizens through civic education to hold power-holders accountable. Until the actions and inactions of power-holders which have subjected many Ghanaians into intergenerational poverty are seen as human rights abuse, the rights of many Ghanaians would be constantly abused. This will eventually defeat the promotion of human rights culture in Ghana.

Testing Seasonal Unit Roots in Data at Any Frequency, an HEGY approach

This paper generalizes the HEGY-type test to detect seasonal unit roots in data at any frequency, based on the seasonal unit root tests in univariate time series by Hylleberg, Engle, Granger and Yoo (1990). We introduce the seasonal unit roots at first, and then derive the mechanism of the HEGY-type test for data with any frequency. Thereafter we provide the asymptotic distributions of our test statistics when different test regressions are employed. We find that the F-statistics for testing conjugation unit roots have the same asymptotic distributions. Then we compute the finite-sample and asymptotic critical values for daily and hourly data by a Monte Carlo method. The power and size properties of our test for hourly data is investigated, and we find that including lag augmentations in auxiliary regression without lag elimination have the smallest size distortion and tests with seasonal dummies included in auxiliary regression have more power than the tests without seasonal dummies. At last we apply the our test to hourly wind power production data in Sweden and shows there are no seasonal unit roots in the series.

Testing for Seasonal Unit Roots when Residuals Contain Serial Correlations under HEGY Test Framework

This paper introduces a corrected test statistic for testing seasonal unit roots when residuals contain serial correlations, based on the HEGY test proposed by Hylleberg,Engle, Granger and Yoo (1990). The serial correlations in the residuals of test regressionare accommodated by making corrections to the commonly used HEGY t statistics. Theasymptotic distributions of the corrected t statistics are free from nuisance parameters.The size and power properties of the corrected statistics for quarterly and montly data are investigated. Based on our simulations, the corrected statistics for monthly data havemore power compared with the commonly used HEGY test statistics, but they also have size distortions when there are strong negative seasonal correlations in the residuals.

Unit roots and the welfare gains of cycle smoothing

li consumption is log-Normal and is decomposed into a linear deterministic trend and a stationary cycle, a surprising result in business-cycle research is that the welfare gains of eliminating uncertainty are relatively small. A possible problem with such calculations is the dichotomy between the trend and the cyclical components of consumption. In this paper, we abandon this dichotomy in two ways. First, we decompose consumption into a deterministic trend, a stochastic trend, and a stationary cyclical component, calculating the welfare gains of cycle smoothing. Calculations are carried forward only after a careful discussion of the limitations of macroeconomic policy. Second, still under the stochastic-trend model, we incorporate a variable slope for consumption depending negatively on the overall volatility in the economy. Results are obtained for a variety of preference parameterizations, parameter values, and different macroeconomic-policy goals. They show that, once the dichotomy in the decomposition in consumption is abandoned, the welfare gains of cycle smoothing may be substantial, especially due to the volatility effect.

Thiamethoxam on the histological characteristics of sugarcane young roots

Thiamethoxam is a systemic insecticide from the neonicotinoid group, nitroguanidin family which affects the nicotinic receptor acetyl choline in the insect membrane, wounding the nervous system and causing the death of the insect. It was used with success in the control of initial pests of several crops. It was considered that thiamethoxam has a bioactivator effect, because in the absence of insects promoted increase in vigor, development and productivity of crops. This work was carried out to verify if thiamethoxam causes histological changes in sugarcane roots. In this work, it was used optical microscopy, images arrest, tissue biometrics and statistical analysis, in young roots of sugarcane RB 83 5486 after the treatments with different thiamethoxam concentrations. It was determined changes in histological structure of tissues 7, 14, 21 and 28 days after the treatments, establishing its effects on root plant anatomy. It was verified that thiamethoxam increased root cortex width, increasing the vascular cylinder and the metaxylem vessel elements number in the vascular tissue until 21 days after application.