Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form

In this paper, we study the asymptotic distribution of a simple two-stage (Hannan-Rissanen-type) linear estimator for stationary invertible vector autoregressive moving average (VARMA) models in the echelon form representation. General conditions for consistency and asymptotic normality are given. A consistent estimator of the asymptotic covariance matrix of the estimator is also provided, so that tests and confidence intervals can easily be constructed.

Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing

Statistical tests in vector autoregressive (VAR) models are typically based on large-sample approximations, involving the use of asymptotic distributions or bootstrap techniques. After documenting that such methods can be very misleading even with fairly large samples, especially when the number of lags or the number of equations is not small, we propose a general simulation-based technique that allows one to control completely the level of tests in parametric VAR models. In particular, we show that maximized Monte Carlo tests [Dufour (2002)] can provide provably exact tests for such models, whether they are stationary or integrated. Applications to order selection and causality testing are considered as special cases. The technique developed is applied to quarterly and monthly VAR models of the U.S. economy, comprising income, money, interest rates and prices, over the period 1965-1996.

A Semi-Parametric Factor Model for Interest Rates.

Understanding the dynamics of interest rates and the term structure has important implications for issues as diverse as real economic activity, monetary policy, pricing of interest rate derivative securities and public debt financing. Our paper follows a longstanding tradition of using factor models of interest rates but proposes a semi-parametric procedure to model interest rates.

Beyond Panel Unit Root Tests: Using Multiple Testing to Determine the Non Stationarity Properties of Individual Series in a Panel

Most panel unit root tests are designed to test the joint null hypothesis of a unit root for each individual series in a panel. After a rejection, it will often be of interest to identify which series can be deemed to be stationary and which series can be deemed nonstationary. Researchers will sometimes carry out this classification on the basis of n individual (univariate) unit root tests based on some ad hoc significance level. In this paper, we demonstrate how to use the false discovery rate (FDR) in evaluating I(1)=I(0) classifications based on individual unit root tests when the size of the cross section (n) and time series (T) dimensions are large. We report results from a simulation experiment and illustrate the methods on two data sets.

Corynebacterium capitovis sp. nov., from a sheep

An unknown Gram-positive rod-shaped bacterium was isolated from skin scrapings from the infected head of a sheep and subjected to a polyphasic taxonomic analysis. Chemical analysis revealed the presence of straight-chain and monounsaturated fatty acids and short-chain (C32-C36) mycolic acids consistent with the genus Corynebacterium. Comparative 16S rRNA gene sequencing confirmed that the unknown rod was a member of the genus Corynebacterium, with the organism forming a distinct sub-line and displaying greater than 3% sequence divergence with established species. The unknown Corynebacterium isolate was readily distinguished from recognized species of the genus by biochemical tests and electrophoretic analysis of whole-cell proteins. Based on phylogenetic and phenotypic evidence, it is proposed that the unknown bacterium from a sheep be classified in the genus Corynebacterium, as Corynebacterium capitovis sp. nov. The type strain of Corynebacterium capitovis is CCUG 39779T (= CIP 106739T).

Effect of constituents of the foliar wax of Didymopanax vinosum on the foraging activity of the leaf-cutting ant Atta sexdens rubropilosa

Leaf epicuticular waxes may affect substrate selection by leaf-cutting ants, and host recognition by several phytophagous insects. The influence of the crude epicuticular wax of Didymopanax vinosum E. March. (Araliaceae), and its major constituents lupeol and free primary alcohols, on substrate selection by the leaf-cutting ant Atta sexdens rubropilosa Forel, was investigated. Two ant colonies were used in laboratory bioassays. Corn flakes (zea) were impregnated with chloroform solutions of the substances being tested and fed to the adults. One of the colonies gave results, in most of the tests, not significantly different from the controls. The other colony, however, discriminated against the crude wax, a strong deterrent effect being observed from the first of a series of eight trials. The same colony was able to discriminate against lupeol after the second trial. The fraction of primary n-alcohols (22% C28, 66% C30 and 12% C32) deterred feeding only after the fifth trial. The results demonstrate that some constituents of epicuticular waxes may deter the foraging activity of A. sexdens rubropilosa, depending, however, on the colony under observation. It is suggested that lupeol, of the foliar wax of D. vinosum, is an important deterrent to leaf-cutting ants, although with less pronounced effects than those observed in tests with the crude wax.

Efficiency evaluation of ZrB2 incorporation in the MgB 2 matrix phase using high-energy milling

The present study suggests the use of high energy ball milling to mix (to dope) the phase MgB2 with the AlB2 crystalline structure compound, ZrB2, with the same C32 hexagonal structure than MgB 2, in different concentrations, enabling the maintenance of the crystalline phase structures practically unaffected and the efficient mixture with the dopant. The high energy ball milling was performed with different ball-to-powder ratios. The analysis of the transformation and formation of phases was accomplished by X-ray diffractometry (XRD), using the Rietveld method, and scanning electron microscopy. As the high energy ball milling reduced the crystallinity of the milled compounds, also reducing the size of the particles, the XRD analysis were influenced, and they could be used as comparative and control method of the milling. Aiming the recovery of crystallinity, homogenization and final phase formation, heat treatments were performed, enabling that crystalline phases, changed during milling, could be obtained again in the final product. © (2010) Trans Tech Publications.

Evidence for euphotic zone anoxia during the deposition of Aptian source rocks based on aryl isoprenoids in petroleum, Sergipe-Alagoas Basin, northeastern Brazil

Four crude oil samples from the Sergipe-Alagoas Basin, northeastern Brazil, were analyzed using full scan gas chromatography-quadrupole mass spectrometry (GC-qMS) for biomarkers, in order to correlate them using aromatic carotenoids thereby enhancing knowledge about the depositional environment of their source rocks. The geochemical parameters derived from saturated fractions of the oils show evidence of little or no biodegradation and similar thermal maturation (Ts/(Ts+Tm) for terpanes, C29 αββ/(αββ+ααα), C27, and C29 20S/(20S+20R) for steranes). Low pristane/phytane ratios and the abundance of gammacerane and β-carotane are indicative of an anoxic and saline depositional environment for the source rocks. Moreover, we identified a large range of diagenetic and catagenetic products of the aromatic carotenoid isorenieratene, including C40, C33, and C32 diaryl isoprenoids and aryl isoprenoid derivatives with short side chains and/or additional rings. These results indicate anoxia in the photic zone during the deposition of the source rocks. © 2013 The Authors.

Estimativa da ingestão e digestibilidade em bovinos de corte alimentados com Brachiaria brizantha cv. Marandu

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Zur Jahreswende : sieben Predigten zum Schlusse des Jahres 5654 und zum Beginne des Jahres 5655, in der Synagoge zu Lübeck

gehalten von S. Carlebach

Isotopic signature of specific biomarkers derived from anaerobic methanotrophic archaea (ANME groups) and sulphate-reducing bacteria (SRB) at different cold seep provinces

Anaerobic methane-oxidizing microbial communities in sediments at cold methane seeps are important factors in controlling methane emission to the ocean and atmosphere. Here, we investigated the distribution and carbon isotopic signature of specific biomarkers derived from anaerobic methanotrophic archaea (ANME groups) and sulphate-reducing bacteria (SRB) responsible for the anaerobic oxidation of methane (AOM) at different cold seep provinces of Hydrate Ridge, Cascadia margin. The special focus was on their relation to in situ cell abundances and methane turnover. In general, maxima in biomarker abundances and minima in carbon isotope signatures correlated with maxima in AOM and sulphate reduction as well as with consortium biomass. We found ANME-2a/DSS aggregates associated with high abundances of sn-2,3-di-O-isoprenoidal glycerol ethers (archaeol, sn-2-hydroxyarchaeol) and specific bacterial fatty acids (C16:1omega5c, cyC17:0omega5,6) as well as with high methane fluxes (Beggiatoa site). The low to medium flux site (Calyptogena field) was dominated by ANME-2c/DSS aggregates and contained less of both compound classes but more of AOM-related glycerol dialkyl glycerol tetraethers (GDGTs). ANME-1 archaea dominated deeper sediment horizons at the Calyptogena field where sn-1,2-di-O-alkyl glycerol ethers (DAGEs), archaeol, methyl-branched fatty acids (ai-C15:0, i-C16:0, ai-C17:0), and diagnostic GDGTs were prevailing. AOM-specific bacterial and archaeal biomarkers in these sediment strata generally revealed very similar d13C-values of around -100 per mill. In ANME-2-dominated sediment sections, archaeal biomarkers were even more 13C-depleted (down to -120 per mill), whereas bacterial biomarkers were found to be likewise 13C-depleted as in ANME-1-dominated sediment layers (d13C: -100 per mill). The zero flux site (Acharax field), containing only a few numbers of ANME-2/DSS aggregates, however, provided no specific biomarker pattern. Deeper sediment sections (below 20 cm sediment depth) from Beggiatoa covered areas which included solid layers of methane gas hydrates contained ANME-2/DSS typical biomarkers showing subsurface peaks combined with negative shifts in carbon isotopic compositions. The maxima were detected just above the hydrate layers, indicating that methane stored in the hydrates may be available for the microbial community. The observed variations in biomarker abundances and 13C-depletions are indicative of multiple environmental and physiological factors selecting for different AOM consortia (ANME-2a/DSS, ANME-2c/DSS, ANME-1) along horizontal and vertical gradients of cold seep settings.

A relationship between aerosol transport and compound-specific d13C land plant biomarker and pollen records

We examined near-surface, late Holocene deep-sea sediments at nine sites on a north-south transect from the Congo Fan (4°S) to the Cape Basin (30°S) along the Southwest African continental margin. Contents, distribution patterns and molecular stable carbon isotope signatures of long-chain n-alkanes (C27-C33) and n-alkanols (C22-C32) are indicators of land plant vegetation of different biosynthetic types, which can be correlated with concentrations and distributions of pollen taxa in the same sediments. Calculated clusters of wind trajectories and satellite Aerosol Index imagery afford information on the source areas for the lipids and pollen on land and their transport pathways to the ocean sites. This multidisciplinary approach on an almost continental scale provides clear evidence of latitudinal differences in lipid and pollen composition paralleling the major phytogeographic zonations on the adjacent continent. Dust and smoke aerosols are mainly derived from the western and central South African hinterland dominated by deserts, semi-deserts and savannah regions rich in C4 and CAM plants. The northern sites (Congo Fan area and northern Angola Basin), which get most of their terrestrial material from the Congo Basin and the Angolan highlands, may also receive some material from the Chad region. Very little aerosol from the African continent is transported to the most southerly sites in the Cape Basin. As can be expected from the present position of the phytogeographic zones, the carbon isotopic signatures of the n-alkanes and n-alkanols both become isotopically more enriched in 13C from north to south. The results of the study suggest that this combination of pollen data and compound-specific isotope geochemical proxies can be effectively applied in the reconstruction of past continental phytogeographic developments.

n-Alkane analyses from an transect of marine surface sediments off southwest Africa

An isobathic transect of marine surface sediments from 1°N to 28°S off southwest Africa was used to further evaluate the potential of the chain length distribution and carbon stable isotope composition of higher plant n-alkanes as proxies for continental vegetation and climate conditions. We found a strong increase in the n-C29-33 weighted mean average d13C values from -33 per mil near the equator to around -26 per mil further south. Additionally, C25-35n-alkanes reveal a southward trend of increasing average chain length from 30.0 to 30.5. The data reflect the changing contribution of plants employing different photosynthetic pathways (C3 and C4) and/or being differently influenced by the environmental conditions of their habitat. The C4 plant proportions calculated from the data (ca. 20% for rivers draining the rainforest, to ca. 70% at higher latitude) correspond to the C4 plant abundance in continental catchment areas postulated by considering prevailing wind systems and river outflows. Furthermore, the C4 plant contribution to the sediments correlates with the mean annual precipitation and aridity at selected continental locations in the postulated catchment areas, suggesting that the C4 plant fraction in marine sediments can be used to assess these environmental parameters.

Organic geochemistry of sediments from North Alex Mud Vulcano

Hydrocarbon seeps are ubiquitous at gas-prone Cenozoic deltas such as the Nile Deep Sea Fan (NDSF) where seepage into the bottom water has been observed at several mud volcanoes (MVs) including North Alex MV (NAMV). Here we investigated the sources of hydrocarbon gases and sedimentary organic matter together with biomarkers of microbial activity at four locations of NAMV to constrain how venting at the seafloor relates to the generation of hydrocarbon gases in deeper sediments. At the centre, high upward flux of hot (70 °C) hydrocarbon-rich fluids is indicated by an absence of biomarkers of Anaerobic Oxidation of Methane (AOM) and nearly constant methane (CH4) concentration depth-profile. The presence of lipids of incompatible thermal maturities points to mixing between early-mature petroleum and immature organic matter, indicating that shallow mud has been mobilized by the influx of deep-sourced hydrocarbon-rich fluids. Methane is enriched in the heavier isotopes, with values of d13C ~-46.6 per mil VPDB and dD ~-228 per mil VSMOW, and is associated with high amounts of heavier homologues (C2+) suggesting a co-genetic origin with the petroleum. On the contrary at the periphery, a lower but sustained CH4 flux is indicated by deeper sulphate-methane transition zones and the presence of 13C-depleted biomarkers of AOM, consistent with predominantly immature organic matter. Values of d13C-CH4 ~-60 per mil VPDB and decreased concentrations of 13C-enriched C2+ are typical of mixed microbial CH4 and biodegraded thermogenic gas from Plio-Pleistocene reservoirs of the region. The maturity of gas condensate migrated from pre-Miocene sources into Miocene reservoirs of the Western NDSF is higher than that of the gas vented at the centre of NAMV, supporting the hypothesis that it is rather released from the degradation of oil in Neogene reservoirs. Combined with the finding of hot pore water and petroleum at the centre, our results suggest that clay mineral dehydration of Neogene sediments, which takes place posterior to reservoir filling, may contribute to intense gas generation at high sedimentation rate deltas.

n-fatty acids of shale partings in the Franciscan bedded cherts

Normal saturated fatty acid (n-fatty acid) in marine sediments from coastal and pelagic environments were analyzed. The coastal sediments contain both short-chained n-fatty acids with carbon numbers from 12 to 18 and long-chained acids from 22 to 32, whereas the pelagic sediments contain predominantly short-chained acids. The relative abundance of short-chained to long-chained n-fatty acids, expressed by the molar ratio C16/C26, can be an indicator to assess the depositional environment of sedimentary rocks. The ratio of long-chained n-fatty acids (C22-C32) to the total n-fatty acids also has the potential to discriminate sedimentary environments. The indicators based on the n-fatty acids were applied to the Franciscan bedded cherts. The result shows that the bedded cherts had deposited in continuous environments from the pelagic to the coastal. This is in harmony with the same inference based on major, trace and rare earth elements and normal paraffins.