907 resultados para Cointegration analysis with structural breaks


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This paper focused on four alternatives of analysis of experiments in square lattice as far as the estimation of variance components and some genetic parameters are concerned: 1) intra-block analysis with adjusted treatment and blocks within unadjusted repetitions; 2) lattice analysis as complete randomized blocks; 3) intrablock analysis with unadjusted treatment and blocks within adjusted repetitions; 4) lattice analysis as complete randomized blocks, by utilizing the adjusted means of treatments, obtained from the analysis with recovery of interblock information, having as mean square of the error the mean effective variance of this same analysis with recovery of inter-block information. For the four alternatives of analysis, the estimators and estimates were obtained for the variance components and heritability coefficients. The classification of material was also studied. The present study suggests that for each experiment and depending of the objectives of the analysis, one should observe which alternative of analysis is preferable, mainly in cases where a negative estimate is obtained for the variance component due to effects of blocks within adjusted repetitions.

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Background: The DNA repair protein O6-Methylguanine-DNA methyltransferase (MGMT) confers resistance to alkylating agents. Several methods have been applied to its analysis, with methylation-specific polymerase chain reaction (MSP) the most commonly used for promoter methylation study, while immunohistochemistry (IHC) has become the most frequently used for the detection of MGMT protein expression. Agreement on the best and most reliable technique for evaluating MGMT status remains unsettled. The aim of this study was to perform a systematic review and meta-analysis of the correlation between IHC and MSP. Methods A computer-aided search of MEDLINE (1950-October 2009), EBSCO (1966-October 2009) and EMBASE (1974-October 2009) was performed for relevant publications. Studies meeting inclusion criteria were those comparing MGMT protein expression by IHC with MGMT promoter methylation by MSP in the same cohort of patients. Methodological quality was assessed by using the QUADAS and STARD instruments. Previously published guidelines were followed for meta-analysis performance. Results Of 254 studies identified as eligible for full-text review, 52 (20.5%) met the inclusion criteria. The review showed that results of MGMT protein expression by IHC are not in close agreement with those obtained with MSP. Moreover, type of tumour (primary brain tumour vs others) was an independent covariate of accuracy estimates in the meta-regression analysis beyond the cut-off value. Conclusions Protein expression assessed by IHC alone fails to reflect the promoter methylation status of MGMT. Thus, in attempts at clinical diagnosis the two methods seem to select different groups of patients and should not be used interchangeably.

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Cutin and suberin are structural and protective polymers of plant surfaces. The epidermal cells of the aerial parts of plants are covered with an extracellular cuticular layer, which consists of polyester cutin, highly resistant cutan, cuticular waxes and polysaccharides which link the layer to the epidermal cells. A similar protective layer is formed by a polyaromatic-polyaliphatic biopolymer suberin, which is present particularly in the cell walls of the phellem layer of periderm of the underground parts of plants (e.g. roots and tubers) and the bark of trees. In addition, suberization is also a major factor in wound healing and wound periderm formation regardless of the plants’ tissue. Knowledge of the composition and functions of cuticular and suberin polymers is important for understanding the physiological properties for the plants and for nutritional quality when these plants are consumed as foods. The aims of the practical work were to assess the chemical composition of cuticular polymers of several northern berries and seeds and suberin of two varieties of potatoes. Cutin and suberin were studied as isolated polymers and further after depolymerization as soluble monomers and solid residues. Chemical and enzymatic depolymerization techniques were compared and a new chemical depolymerization method was developed. Gas chromatographic analysis with mass spectrometric detection (GC-MS) was used to assess the monomer compositions. Polymer investigations were conducted with solid state carbon-13 cross polarization magic angle spinning nuclear magnetic resonance spectroscopy (13C CP-MAS NMR), Fourier transform infrared spectroscopy (FTIR) and microscopic analysis. Furthermore, the development of suberin over one year of post-harvest storage was investigated and the cuticular layers from berries grown in the North and South of Finland were compared. The results show that the amounts of isolated cuticular layers and cutin monomers, as well as monomeric compositions vary greatly between the berries. The monomer composition of seeds was found to differ from the corresponding berry peel monomers. The berry cutin monomers were composed mostly of long-chain aliphatic ω-hydroxy acids, with various mid-chain functionalities (double-bonds, epoxy, hydroxy and keto groups). Substituted α,ω-diacids predominated over ω-hydroxy acids in potato suberin monomers and slight differences were found between the varieties. The newly-developed closed tube chemical method was found to be suitable for cutin and suberin analysis and preferred over the solvent-consuming and laborious reflux method. Enzymatic hydrolysis with cutinase was less effective than chemical methanolysis and showed specificity towards α,ω-diacid bonds. According to 13C CP-MAS NMR and FTIR, the depolymerization residues contained significant amounts of aromatic structures, polysaccharides and possible cutan-type aliphatic moieties. Cultivation location seems to have effect on cuticular composition. The materials studied contained significant amounts of different types of biopolymers that could be utilized for several purposes with or without further processing. The importance of the so-called waste material from industrial processes of berries and potatoes as a source of either dietary fiber or specialty chemicals should be further investigated in detail. The evident impact of cuticular and suberin polymers, among other fiber components, on human health should be investigated in clinical trials. These by-product materials may be used as value-added fiber fractions in the food industry and as raw materials for specialty chemicals such as lubricants and emulsifiers, or as building blocks for novel polymers.

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This thesis focuses on tissue inhibitor of metalloproteinases 4 (TIMP4) which is the newest member of a small gene and protein family of four closely related endogenous inhibitors of extracellular matrix (ECM) degrading enzymes. Existing data on TIMP4 suggested that it exhibits a more restricted expression pattern than the other TIMPs with high expression levels in heart, brain, ovary and skeletal muscle. These observations and the fact that the ECM is of special importance to provide the cardiovascular system with structural strength combined with elasticity and distensibility, prompted the present molecular biologic investigation on TIMP4. In the first part of the study the murine Timp4 gene was cloned and characterized in detail. The structure of murine Timp4 genomic locus resembles that in other species and of the other Timps. The highest Timp4 expression was detected in heart, ovary and brain. As the expression pattern of Timp4 gives only limited information about its role in physiology and pathology, Timp4 knockout mice were generated next. The analysis of Timp4 knockout mice revealed that Timp4 deficiency has no obvious effect on the development, growth or fertility of mice. Therefore, Timp4 deficient mice were challenged using available cardiovascular models, i.e. experimental cardiac pressure overload and myocardial infarction. In the former model, Timp4 deficiency was found to be compensated by Timp2 overexpression, whereas in the myocardial infarct model, Timp4 deficiency resulted in increased mortality due to increased susceptibility for cardiac rupture. In the wound healing model, Timp4 deficiency was shown to result in transient retardation of re-epithelialization of cutaneous wounds. Melanoma tumor growth was similar in Timp4 deficient and control mice. Despite of this, lung metastasis of melanoma cells was significantly increased in Timp4 null mice. In an attempt to translate the current findings to patient material, TIMP4 expression was studied in human specimens representing different inflammatory cardiovascular pathologies, i.e. giant cell arteritis, atherosclerotic coronary arteries and heart allografts exhibiting signs of chronic rejection. The results showed that cardiovascular expression of TIMP4 is elevated particularly in areas exhibiting inflammation. The results of the present studies suggest that TIMP4 has a special role in the regulation of tissue repair processes in the heart, and also in healing wounds and metastases. Furthermore, evidence is provided suggesting the usefulness of TIMP4 as a novel systemic marker for vascular inflammation.

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Chronic Chagas' disease cardiomyopathy (CCC) is an often fatal outcome of Trypanosoma cruzi infection, with a poorer prognosis than other cardiomyopathies. CCC is refractory to heart failure treatments, and is the major indication of heart transplantation in Latin America. A diffuse myocarditis, plus intense myocardial hypertrophy, damage and fibrosis, in the presence of very few T. cruzi forms, are the histopathological hallmarks of CCC. To gain a better understanding of the pathophysiology of CCC, we analyzed the protein profile in the affected CCC myocardium. Homogenates from left ventricular myocardial samples of end-stage CCC hearts explanted during heart transplantation were subjected to two-dimensional electrophoresis with Coomassie blue staining; protein identification was performed by MALDI-ToF mass spectrometry and peptide mass fingerprinting. The identification of selected proteins was confirmed by immunoblotting. We demonstrated that 246 proteins matched in gels from two CCC patients. They corresponded to 112 distinct proteins. Along with structural/contractile and metabolism proteins, we also identified proteins involved in apoptosis (caspase 8, caspase 2), immune system (T cell receptor ß chain, granzyme A, HLA class I) and stress processes (heat shock proteins, superoxide dismutases, and other oxidative stress proteins). Proteins involved in cell signaling and transcriptional factors were also identified. The identification of caspases and oxidative stress proteins suggests the occurrence of active apoptosis and significant oxidative stress in CCC myocardium. These results generated an inventory of myocardial proteins in CCC that should contribute to the generation of hypothesis-driven experiments designed on the basis of the classes of proteins identified here.

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Cette thèse est composée de trois articles en économie des ressources naturelles non-renouvelables. Nous considérons tour à tour les questions suivantes : le prix in-situ des ressources naturelles non-renouvelables ; le taux d’extraction optimal et le prix des res- sources non-renouvelables et durables. Dans le premier article, nous estimons le prix in-situ des ressources naturelles non-renouvelables en utilisant les données sur le coût moyen d’extraction pour obtenir une approximation du coût marginal. En utilisant la Méthode des Moments Généralisés, une dynamique du prix de marché derivée des conditions d’optimalité du modèle d’Hotelling est estimée avec des données de panel de 14 ressources naturelles non-renouvelables. Nous trouvons des résultats qui tendent à soutenir le modèle. Premièrement, le modèle d’Hotelling exhibe un bon pouvoir explicatif du prix de marché observé. Deuxièmement, bien que le prix estimé présente un changement structurel dans le temps, ceci semble n’avoir aucun impact significatif sur le pouvoir explicatif du modèle. Troisièmement, on ne peut pas rejeter l’hypothèse que le coût marginal d’extraction puisse être approximé par les données sur le coût moyen. Quatrièmement, le prix in-situ estimé en prenant en compte les changements structurels décroît ou exhibe une forme en U inversé dans le temps et semble être corrélé positivement avec le prix de marché. Cinquièmement, pour neuf des quatorze ressources, la différence entre le prix in-situ estimé avec changements structurels et celui estimé en négligeant les changements structurels est un processus de moyenne nulle. Dans le deuxième article, nous testons l’existence d’un équilibre dans lequel le taux d’extraction optimal des ressources non-renouvelables est linéaire par rapport au stock de ressource en terre. Tout d’abord, nous considérons un modèle d’Hotelling avec une fonction de demande variant dans le temps caractérisée par une élasticité prix constante et une fonction de coût d’extraction variant dans le temps caractérisée par des élasticités constantes par rapport au taux d’extraction et au stock de ressource. Ensuite, nous mon- trons qu’il existe un équilibre dans lequel le taux d’extraction optimal est proportionnel au stock de ressource si et seulement si le taux d’actualisation et les paramètres des fonctions de demande et de coût d’extraction satisfont une relation bien précise. Enfin, nous utilisons les données de panel de quatorze ressources non-renouvelables pour vérifier empiriquement cette relation. Dans le cas où les paramètres du modèle sont supposés invariants dans le temps, nous trouvons qu’on ne peut rejeter la relation que pour six des quatorze ressources. Cependant, ce résultat change lorsque nous prenons en compte le changement structurel dans le temps des prix des ressources. En fait, dans ce cas nous trouvons que la relation est rejetée pour toutes les quatorze ressources. Dans le troisième article, nous étudions l’évolution du prix d’une ressource naturelle non-renouvelable dans le cas où cette ressource est durable, c’est-à-dire qu’une fois extraite elle devient un actif productif détenu hors terre. On emprunte à la théorie de la détermination du prix des actifs pour ce faire. Le choix de portefeuille porte alors sur les actifs suivant : un stock de ressource non-renouvelable détenu en terre, qui ne procure aucun service productif ; un stock de ressource détenu hors terre, qui procure un flux de services productifs ; un stock d’un bien composite, qui peut être détenu soit sous forme de capital productif, soit sous forme d’une obligation dont le rendement est donné. Les productivités du secteur de production du bien composite et du secteur de l’extraction de la ressource évoluent de façon stochastique. On montre que la prédiction que l’on peut tirer quant au sentier de prix de la ressource diffère considérablement de celle qui découle de la règle d’Hotelling élémentaire et qu’aucune prédiction non ambiguë quant au comportement du sentier de prix ne peut être obtenue de façon analytique.

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The study deals with structural and spectral investigations of transition metal complexes of di-2-pyridyl ketone N(4),N(4)-disubstituted thiosemicarbazones. The main objective and scope of the work deals with di-2-pyridyl ketone N(4),N(4)-disubstituted thiosemicarbazones are quardridentate NNNS donor ligands. To chosen this ligand for study because, the ligands are prepared and characterized for the first time, since there are two pyridyl nitorgens, dimmers and polymers of complexes may result leading to interesting structural aspects. The work includes the preparation of the thiosemicarbzones and their structural and spectral studies, synthesis and spectral characterization of complexes of copper(II),,nickel(II),manganese(II), dioxovanadium(V),cobalt(III),zinc(II),cadmium(II) of the ligand HL, synthesis and spectral characterization of complexes of copper(II),manganese(II), of the ligand HL and the development of X-ray quality crystals and its X-ray diffraction studies. The structural characterization techniques are elemental analysis, conductivity measurements, magnetic measurements, electronic spectroscopy, H NMR spectroscopy, Infrared spectroscopy and X-ray crystallography.

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Solid waste management nowadays is an important environmental issue in country like India. Statistics show that there has been substantial increase in the solid waste generation especially in the urban areas. This trend can be ascribed to rapid population growth, changing lifestyles, food habits, and change in living standards, lack of financial resources, institutional weaknesses, improper choice of technology and public apathy towards municipal solid waste. Waste is directly related to the consumption of resources and dumping to the land. Ecological footprint analysis – an impact assessment environment management tool makes a relationship between two factors- the amount of land required to dispose per capita generated waste. Ecological footprint analysis is a quantitative tool that represents the ecological load imposed on the earth by humans in spatial terms. By quantifying the ecological footprint we can formulate strategies to reduce the footprint and there by having a sustainable living. In this paper, an attempt is made to explore the tool Ecological Footprint Analysis with special emphasis to waste generation. The paper also discusses and analyses the waste footprint of Kochi city,India. An attempt is also made to suggest strategies to reduce the waste footprint thereby making the city sustainable, greener and cleaner

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This chapter applies rigorous statistical analysis to existing datasets of medieval exchange rates quoted in merchants’ letters sent from Barcelona, Bruges and Venice between 1380 and 1310, which survive in the archive of Francesco di Marco Datini of Prato. First, it tests the exchange rates for stationarity. Second, it uses regression analysis to examine the seasonality of exchange rates at the three financial centres and compares them against contemporary descriptions by the merchant Giovanni di Antonio da Uzzano. Third, it tests for structural breaks in the exchange rate series.

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Using cluster analysis this study reveals significant heterogeneity in the institutional characteristics of European mortgage markets. Distinct clusters are formed which can be related to differences in the mortgage credit system, the relative importance of the owner-occupation and the property specific fiscal system. The paper then tests for multiple structural breaks. We find evidence that structural breaks in European housing markets often coincide with a changes in housing market policy.

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The article suggests a new test for strong hysteresis in international trade. The variables that capture the effects of hysteresis are based on the model of Dixit (1989) with calibrations using a state-space model to determine the parameters for each point in time. These variables are then applied to a cointegration test with breaks, where it is possible to verify whether the hysteresis effect is essential in determining the long-term equilibrium.

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O setor automotivo é bastante representativo na economia nacional, o que motivou a realização deste estudo sobre a demanda por veículos novos no Brasil. No presente trabalho, é abordado um modelo econométrico que permite calcular as elasticidades do preço, da renda e do crédito em relação à demanda por veículos, sob a luz da teoria da cointegração. Analisando-se o período de junho de 2000 a janeiro de 2014, verifica-se a ocorrência de três quebras estruturais. Estas quebras dividem o intervalo de tempo analisado em quatro subperíodos, cada um com uma dinâmica própria. A constatação deste fato, muitas vezes negligenciado na literatura científica prévia, é um dos principais resultados deste trabalho: afinal, conclusões bastante distintas seriam obtidas ao se considerar o período todo sem quebras. Vale também destacar que o crédito se mostrou relevante para a demanda em todos os subperíodos: acredita-se, portanto, ser efetiva a implementação de uma política de estímulo ao setor, por meio do incentivo ao crédito. Por último, comenta-se que, no passado recente, a cada 1% de redução no preço do automóvel, a demanda aumentou numa proporção 30% maior. Este resultado corrobora com a percepção de que a redução de impostos pode alavancar a venda de veículos.

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In this work, a numerical model to perform non-linear analysis of building floor structures is proposed. The presented model is derived from the Kirchhoff-s plate bending formulation of the boundary element method (BENI) for zoned domains, in which the plate stiffness is modified by the presence of membrane effects. In this model, no approximation of the generalized forces along the interface is required and the compatibility and equilibrium conditions along interfaces are imposed at the integral equation level. In order to reduce the number of degrees of freedom, the Navier Bernoulli hypothesis is assumed to simplify the strain field for the thin sub-regions (rectangular beams). The non-linear formulation is obtained from the linear formulation by incorporating initial internal force fields, which are approximated by using the well-known cell sub-division. Then, the non-linear solution of algebraic equations is obtained by using the concept of the consistent tangent operator. The Von Mises criterion is adopted to govern the elasto-plastic material behaviour checked at points along the plate thickness and along the rectangular beam element axes. The numerical representations are accurately obtained by either computing analytically the element integrals or performing the numerical integration accurately using an appropriate sub-elementation scheme. (C) 2007 Elsevier Ltd. All rights reserved.

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Includes bibliography

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Includes bibliography