Essays in Macroecometrics: methodological aspects and empirical applications

In the first chapter, I develop a panel no-cointegration test which extends Pesaran, Shin and Smith (2001)'s bounds test to the panel framework by considering the individual regressions in a Seemingly Unrelated Regression (SUR) system. This allows to take into account unobserved common factors that contemporaneously affect all the units of the panel and provides, at the same time, unit-specific test statistics. Moreover, the approach is particularly suited when the number of individuals of the panel is small relatively to the number of time series observations. I develop the algorithm to implement the test and I use Monte Carlo simulation to analyze the properties of the test. The small sample properties of the test are remarkable, compared to its single equation counterpart. I illustrate the use of the test through a test of Purchasing Power Parity in a panel of EU15 countries. In the second chapter of my PhD thesis, I verify the Expectation Hypothesis of the Term Structure in the repurchasing agreements (repo) market with a new testing approach. I consider an "inexact" formulation of the EHTS, which models a time-varying component in the risk premia and I treat the interest rates as a non-stationary cointegrated system. The effect of the heteroskedasticity is controlled by means of testing procedures (bootstrap and heteroskedasticity correction) which are robust to variance and covariance shifts over time. I fi#nd that the long-run implications of EHTS are verified. A rolling window analysis clarifies that the EHTS is only rejected in periods of turbulence of #financial markets. The third chapter introduces the Stata command "bootrank" which implements the bootstrap likelihood ratio rank test algorithm developed by Cavaliere et al. (2012). The command is illustrated through an empirical application on the term structure of interest rates in the US.

Tooth wear and erosion: methodological issues in epidemiological and public health research and the future research agenda

This paper addresses methodological issues in the field of tooth wear and erosion research including the epidemiological indices, and identifies future work that is needed to improve knowledge about tooth wear and erosion.

An AMSTAR assessment of the methodological quality of systematic reviews of oral healthcare interventions published in the Journal of Applied Oral Science (JAOS)

Systematic reviews are not an assembly of anecdotes but a distillation of current best available evidence on a particular topic and as such have an important role to play in evidence-based healthcare. A substantial proportion of these systematic reviews focus on interventions, and are able to provide clinicians with the opportunity to understand and translate the best available evidence on the effects of these healthcare interventions into clinical practice. The importance of systematic reviews in summarising and identifying the gaps in evidence which might inform new research initiatives is also widely acknowledged. Their potential impact on practice and research makes their methodological quality especially important as it may directly influence their utility for clinicians, patients and policy makers. The objectives of this study were to identify systematic reviews of oral healthcare interventions published in the Journal of Applied Oral Science (JAOS) and to evaluate their methodological quality using the evaluation tool, AMSTAR.

The design of artificial nestboxes for the study of secondary hole-nesting birds: a review of methodological inconsistencies and potential biases

The widespread use of artificial nestboxes has led to significant advances in our knowledge of the ecology, behaviour and physiology of cavity nesting birds, especially small passerines Nestboxes have made it easier to perform routine monitoring and experimental manipulation of eggs or nestlings, and also repeatedly to capture, identify and manipulate the parents However, when comparing results across study sites the use of nestboxes may also Introduce a potentially significant confounding variable in the form of differences in nestbox design amongst studies, such as their physical dimensions, placement height, and the way in which they are constructed and maintained However, the use of nestboxes may also introduce an unconsidered and potentially significant confounding variable clue to differences in nestbox design amongst studies, such as their physical dimensions, placement height, and the way in which they are constructed and maintained Here we review to what extent the characteristics of artificial nestboxes (e g size, shape, construction material, colour) are documented in the 'methods' sections of publications involving hole-nesting passerine birds using natural or excavated cavities or artificial nestboxes for reproduction and roosting Despite explicit previous recommendations that authors describe in detail the characteristics of the nestboxes used, we found that the description of nestbox characteristics in most recent publications remains poor and insufficient We therefore list the types of descriptive data that should be included in the methods sections of relevant manuscripts and justify this by discussing how variation in nestbox characteristics can affect or confound conclusions from nestbox studies We also propose several recommendations to improve the reliability and usefulness of research based on long-term studies of any secondary hole-nesting species using artificial nestboxes for breeding or roosting.

Methodological issues in quantifying the magnitude of the tuberculosis problem in a prison population

SETTING: Correctional settings and remand prisons. OBJECTIVE: To critically discuss calculations for epidemiological indicators of the tuberculosis (TB) burden in prisons and to provide recommendations to improve study comparability. METHODS: A hypothetical data set illustrates issues in determining incidence and prevalence. The appropriate calculation of the incidence rate is presented and problems arising from cross-sectional surveys are clarifi ed. RESULTS: Cases recognized during the fi rst 3 months should be classifi ed as prevalent at entry and excluded from any incidence rate calculation. The numerator for the incidence rate includes persons detected as having developed TB during a specifi ed period of time subsequent to the initial 3 months. The denominator is persontime at risk from 3 months onward to the end point (TB or end of the observation period). Preferably, entry time, exit time and event time are known for each inmate to determine person-time at risk. Failing that, an approximation consists of the sum of monthly head counts, excluding prevalent cases and those persons no longer at risk from both the numerator and the denominator. CONCLUSIONS: The varying durations of inmate incarceration in prisons pose challenges for quantifying the magnitude of the TB problem in the inmate population. Recommendations are made to measure incidence and prevalence.