The Niagara Railway Arch (1898)

From American Society of Civil Engineers.

Unsigned letter to John Williams stating that before the return of the final estimate, the arch of the bridge must be completed

Unsigned letter to John Williams stating that before the return of the final estimate, the arch of the bridge must be completed, Sept. 19, 1857

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

Quadratic M-Estimators for ARCH-Type Processes

This paper addresses the issue of estimating semiparametric time series models specified by their conditional mean and conditional variance. We stress the importance of using joint restrictions on the mean and variance. This leads us to take into account the covariance between the mean and the variance and the variance of the variance, that is, the skewness and kurtosis. We establish the direct links between the usual parametric estimation methods, namely, the QMLE, the GMM and the M-estimation. The ususal univariate QMLE is, under non-normality, less efficient than the optimal GMM estimator. However, the bivariate QMLE based on the dependent variable and its square is as efficient as the optimal GMM one. A Monte Carlo analysis confirms the relevance of our approach, in particular, the importance of skewness.

L'efficience du marche des changes et l'application d'un modele arch.

Rapport de recherche

Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data.

An arch in the UK

Arches, streamers, polar lights, merry dancers… just a few of many names used to describe the aurora borealis in historical documents in the UK. We have compiled a new catalogue of 20591 independent reports of auroral sightings from the British Isles and Ireland for 1700–1975 using observatory yearbooks, the diaries of amateur observers, newspaper reports and the scientific literature. Our aim is to provide an independent data series that can aid understanding of longterm solar variability, alongside cosmogenic isotope data and historic records of geomagnetic activity and sunspots.

A retrospective study of zygomatico-orbital complex and/or zygomatic arch fractures over a 71-month period

Background/Aim: The aim of this retrospective study was to evaluate the epidemiology, treatment, and complications of zygomatico-orbital complex (ZOC) and/or zygomatic arch (ZA) fractures either associated with other facial fractures or not over a 71-month period. Material and methods: This survey was performed in three hospitals of Ribeirao Preto in Sao Paulo, Brazil, from August 2002 to July 2008. The records of 1575 patients with facial trauma were reviewed. There were 140 cases of ZOC and ZA fractures either associated with other facial fractures or not. Data regarding gender, age, race, addictions, day of trauma, etiology, signs and symptoms, oral hygiene condition, day of initial evaluation, hospital admission, day of surgery, surgery approach, pattern of fractures, treatment performed, post-operative antibiotic therapy, day of hospital discharge, and post-operative complications were collected. The data were subjected to descriptive statistical analyses. Results: The most frequent fractures affected Caucasian men and occurred during the fourth decade of life. The most frequent etiology was traffic accident, and symptoms and signs included pain and edema. Type I fractures were the main injury observed, and the treatment of choice was always rigid internal fixation. Post-operative antibiotic therapy was solely employed when there was an indication. Complications were observed in 13.1% of the cases. Conclusions: The treatment protocol yielded suitable post-operative results and also showed success rates comparable to published data around the world.

Treatment of Zygomatic Arch Fracture With Lag Screws

Zygomatic arch fractures often occur as part of a zygoma fracture or Le Fort type III fractures of the maxillary. Isolated fractures of the zygomatic arch comprise around 10% of all zygoma fractures. The main etiologic factors are traffic accidents, falls, assaults, and sport accidents. Treatment may involve minimally invasive surgical procedures for slightly dislocated fractures or surgery with more extensive access for large dislocations of bone segments. This article reports the case of a 41-year-old male victim of physical aggression to the face with a steel sickle with an exposed, unstable fracture of the zygomatic arch. The patient underwent general anesthesia, and after the reduction of the fractures, the bone segments were fixed with 2.0-mm screws.

A New Yardstick for Rating Dental Arch Relationship in Patients With Complete Bilateral Cleft Lip and Palate

Objective: To develop yardsticks for assessment of dental arch relationship in young individuals with repaired complete bilateral cleft lip and palate appropriate to different stages of dental development. Participants: Eleven cleft team orthodontists from five countries worked on the projects for 4 days. A total of 776 sets of standardized plaster models from 411 patients with operated complete bilateral cleft lip and palate were available for the exercise. Statistics: The interexaminer reliability was calculated using weighted kappa statistics. Results: The interrater weighted kappa scores were between .74 and .92, which is in the ""good"" to ""very good"" categories. Conclusions: Three bilateral cleft lip and palate yardsticks for different developmental stages of the dentition were made: one for the deciduous dentition (6-year-olds` yardstick), one for early mixed dentition (9-year-olds` yardstick), and one for early permanent dentition (12-year-olds` yardstick).

A Longitudinal Three-Center Study of Dental Arch Relationship in Patients With Bilateral Cleft Lip and Palate

Objective: To compare and evaluate longitudinally the dental arch relationships from 4.5 to 13.5 years of age with the Bauru-BCLP Yardstick in a large sample of patients with bilateral cleft lip and palate (BCLP). Design: Retrospective longitudinal intercenter outcome study. Patients: Dental casts of 204 consecutive patients with complete BCLP were evaluated at 6, 9, and 12 years of age. All models were identified only by random identification numbers. Setting: Three cleft palate centers with different treatment protocols. Main Outcome Measures: Dental arch relationships were categorized with the Bauru-BCLP yardstick. Increments for each interval (from 6 to 9 years, 6 to 12 years, and 9 to 12 years) were analyzed by logistic and linear regression models. Results: There were no significant differences in outcome measures between the centers at age 12 or at age 9. At age 6, center B showed significantly better results (p = .027), but this difference diminished as the yardstick score for this group increased over time (linear regression analysis), the difference with the reference category (center C, boys) for the intervals 6 to 12 and 9 to 12 years being 10.4% (p = .041) and 12.9% (p = .009), respectively. Conclusions: Despite different treatment protocols, dental arch relationships in the three centers were comparable in final scores at age 9 and 12 years. Delaying hard palate closure and employing infant orthopedics did not appear to be advantageous in the long run. Premaxillary osteotomy employed in center B appeared to be associated with less favorable development of the dental arch relationship between 9 and 12 years.