907 resultados para Cointegration analysis with structural breaks
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According to the importance of rehabilitation and recovery of Architectural Heritage in the live of people, this paper is aimed to strengthen the traditional methods of stone vaults calculation taking advantage of the technological characteristics of the powerful program ANSYS Workbench. As an example of this, it could find out the possible pathologies that could arise during the construction history of the building. To limit this research, the upper vault of the main chapel of the Santiago parish church in Orihuela -Alicante- is selected as a reference which is a Jeronimo Quijano´s important building work in the XVI century in the Renaissance. Moreover, it is an innovative stone masonry vault that consists of 8 double intercrossed arches with each other and braced by severies. During the seventeenth century there was a lantern in the central cap and it is unknown why it was removed. Its construction could justify the original constructive solution with intercrossed arches that freed the center to create a more enlightened and comfortable presbytery. By similarity with other Quijano’s works, it is considered a small lantern drilling the central spherical cap. It is proposed to carry out a comparative study of it with different architectural solutions from the same period and based on several common parameters such as: a vault of square plant with spherical surround, intercrossed arches, a possible lantern, the dimension of the permitted space, similar states of loads and compact limestone masonry. The three solutions are mainly differentiated by their size and the type of lantern and its comparison lets us know which one is the most resistant and stable. The other two building works maintain some connection with the Quijano's professional scope. It has selected the particular case of the Communion chapel of the Basilica in Elche (a large prismatic lantern with a large cylindrical drum that starts from the own arches and an upper hemispherical dome), for its conservation, its proximity to Orihuela and its implementation during the century XVIII. Finally, a significant Dome Spanish Renaissance complete the selection: a cross vault of the Benavides Chapel of the Saint Francisco Convent in Baeza - Jaén-, designed by Andres of Vandelvira in the sixteenth century (a large hemispherical dome that starts from the own arcs). To simplify the calculation and standardize the work that have to be contrasted, all of them were considered with some similar characteristics: 30 cm constant thickness, the intercrossed arches were specifically analyzed and had identical loads, Young's modulus and Poisson's ratio. Regarding the calculation solutions, in general terms, the compressive stresses predominate, influencing on it the joint collaboration of the filling material on the vault, the vault itself, the thick side walls, the buttresses and the top cover weight . In addition, the three solutions are suitable, being the Orihuela one the safest and the Baeza one the riskiest for its large dimensions. Thus, the idea of intercrossed arches with suitable thickness would allow carry out the heaviest lantern and this would confirm it as a Renaissance architectural typology built in stone.
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This paper examines the hysteresis hypothesis in the Brazilian industrialized exports using a time series analysis. This hypothesis finds an empirical representation into the nonlinear adjustments of the exported quantity to relative price changes. Thus, the threshold cointegration analysis proposed by Balke and Fomby [Balke, N.S. and Fomby, T.B. Threshold Cointegration. International Economic Review, 1997; 38; 627-645.] was used for estimating models with asymmetric adjustment of the error correction term. Amongst sixteen industrial sectors selected, there was evidence of nonlinearities in the residuals of long-run relationships of supply or demand for exports in nine of them. These nonlinearities represent asymmetric and/or discontinuous responses of exports to different representative measures of real exchange rates, in addition to other components of long-run demand or supply equations. (C) 2007 Elsevier B.V. All rights reserved.
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This article provides a fresh methodological and empirical approach for assessing price level convergence and its relation to purchasing power parity (PPP) using annual price data for seventeen US cities. We suggest a new procedure that can handle a wide range of PPP concepts in the presence of multiple structural breaks using all possible pairs of real exchange rates. To deal with cross-sectional dependence, we use both cross-sectional demeaned data and a parametric bootstrap approach. In general, we find more evidence for stationarity when the parity restriction is not imposed, while imposing parity restriction provides leads toward the rejection of the panel stationar- ity. Our results can be embedded on the view of the Balassa-Samuelson approach, but where the slope of the time trend is allowed to change in the long-run. The median half-life point estimate are found to be lower than the consensus view regardless of the parity restriction.
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In this paper we empirically examine the relationship between the real exchange rate and real interest rate differentials using recent econometric methods robust to potential structural breaks. Generally, our study provides evidence of this relationship in the long-run context. More specifically, we first focus on the UK-US relationship, and interestingly find limited evidence of this long-run relationship using traditional methods. But when an approach robust to endogenously determined structural breaks is employed, we find evidence that the real interest rate differential is an important determinant of the real exchange rate. Secondly, in order to investigate the relevance of structural shifts in a more global context, we carry out multiple country analysis. While providing evidence of this long-run relationship, European data suggest that the presence of structural breaks is not very common across countries and is indeed country-specific.
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The effects of structural breaks in dynamic panels are more complicated than in time series models as the bias can be either negative or positive. This paper focuses on the effects of mean shifts in otherwise stationary processes within an instrumental variable panel estimation framework. We show the sources of the bias and a Monte Carlo analysis calibrated on United States bank lending data demonstrates the size of the bias for a range of auto-regressive parameters. We also propose additional moment conditions that can be used to reduce the biases caused by shifts in the mean of the data.
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Retroelements are important evolutionary forces but can be deleterious if left uncontrolled. Members of the human APOBEC3 family of cytidine deaminases can inhibit a wide range of endogenous, as well as exogenous, retroelements. These enzymes are structurally organized in one or two domains comprising a zinc-coordinating motif. APOBEC3G contains two such domains, only the C terminal of which is endowed with editing activity, while its N-terminal counterpart binds RNA, promotes homo-oligomerization, and is necessary for packaging into human immunodeficiency virus type 1 (HIV-1) virions. Here, we performed a large-scale mutagenesis-based analysis of the APOBEC3G N terminus, testing mutants for (i) inhibition of vif-defective HIV-1 infection and Alu retrotransposition, (ii) RNA binding, and (iii) oligomerization. Furthermore, in the absence of structural information on this domain, we used homology modeling to examine the positions of functionally important residues and of residues found to be under positive selection by phylogenetic analyses of primate APOBEC3G genes. Our results reveal the importance of a predicted RNA binding dimerization interface both for packaging into HIV-1 virions and inhibition of both HIV-1 infection and Alu transposition. We further found that the HIV-1-blocking activity of APOBEC3G N-terminal mutants defective for packaging can be almost entirely rescued if their virion incorporation is forced by fusion with Vpr, indicating that the corresponding region of APOBEC3G plays little role in other aspects of its action against this pathogen. Interestingly, residues forming the APOBEC3G dimer interface are highly conserved, contrasting with the rapid evolution of two neighboring surface-exposed amino acid patches, one targeted by the Vif protein of primate lentiviruses and the other of yet-undefined function.
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BACKGROUND: Structural mutations (SMs) play a major role in cancer development. In some cancers, such as breast and ovarian, DNA double-strand breaks (DSBs) occur more frequently in transcribed regions, while in other cancer types such as prostate, there is a consistent depletion of breakpoints in transcribed regions. Despite such regularity, little is understood about the mechanisms driving these effects. A few works have suggested that protein binding may be relevant, e.g. in studies of androgen receptor binding and active chromatin in specific cell types. We hypothesized that this behavior might be general, i.e. that correlation between protein-DNA binding (and open chromatin) and breakpoint locations is common across divergent cancers. RESULTS: We investigated this hypothesis by comprehensively analyzing the relationship among 457 ENCODE protein binding ChIP-seq experiments, 125 DnaseI and 24 FAIRE experiments, and 14,600 SMs from 8 diverse cancer datasets covering 147 samples. In most cancers, including breast and ovarian, we found enrichment of protein binding and open chromatin in the vicinity of SM breakpoints at distances up to 200 kb. Furthermore, for all cancer types we observed an enhanced enrichment in regions distant from genes when compared to regions proximal to genes, suggesting that the SM-induction mechanism is independent from the bias of DSBs to occur near transcribed regions. We also observed a stronger effect for sites with more than one protein bound. CONCLUSIONS: Protein binding and open chromatin state are associated with nearby SM breakpoints in many cancer datasets. These observations suggest a consistent mechanism underlying SM locations across different cancers.
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This paper proposes a new time-domain test of a process being I(d), 0 < d = 1, under the null, against the alternative of being I(0) with deterministic components subject to structural breaks at known or unknown dates, with the goal of disentangling the existing identification issue between long-memory and structural breaks. Denoting by AB(t) the different types of structural breaks in the deterministic components of a time series considered by Perron (1989), the test statistic proposed here is based on the t-ratio (or the infimum of a sequence of t-ratios) of the estimated coefficient on yt-1 in an OLS regression of ?dyt on a simple transformation of the above-mentioned deterministic components and yt-1, possibly augmented by a suitable number of lags of ?dyt to account for serial correlation in the error terms. The case where d = 1 coincides with the Perron (1989) or the Zivot and Andrews (1992) approaches if the break date is known or unknown, respectively. The statistic is labelled as the SB-FDF (Structural Break-Fractional Dickey- Fuller) test, since it is based on the same principles as the well-known Dickey-Fuller unit root test. Both its asymptotic behavior and finite sample properties are analyzed, and two empirical applications are provided.
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Les approches multimodales dans l'imagerie cérébrale non invasive sont de plus en plus considérées comme un outil indispensable pour la compréhension des différents aspects de la structure et de la fonction cérébrale. Grâce aux progrès des techniques d'acquisition des images de Resonance Magnetique et aux nouveaux outils pour le traitement des données, il est désormais possible de mesurer plusieurs paramètres sensibles aux différentes caractéristiques des tissues cérébraux. Ces progrès permettent, par exemple, d'étudier les substrats anatomiques qui sont à la base des processus cognitifs ou de discerner au niveau purement structurel les phénomènes dégénératifs et développementaux. Cette thèse met en évidence l'importance de l'utilisation d'une approche multimodale pour étudier les différents aspects de la dynamique cérébrale grâce à l'application de cette approche à deux études cliniques: l'évaluation structurelle et fonctionnelle des effets aigus du cannabis fumé chez des consommateurs réguliers et occasionnels, et l'évaluation de l'intégrité de la substance grise et blanche chez des jeunes porteurs de la prémutations du gène FMR1 à risque de développer le FXTAS (Fragile-X Tremor Ataxia Syndrome). Nous avons montré que chez les fumeurs occasionnels de cannabis, même à faible concentration du principal composant psychoactif (THC) dans le sang, la performance lors d'une tâche visuo-motrice est fortement diminuée, et qu'il y a des changements dans l'activité des trois réseaux cérébraux impliqués dans les processus cognitifs: le réseau de saillance, le réseau du contrôle exécutif, et le réseau actif par défaut (Default Mode). Les sujets ne sont pas en mesure de saisir les saillances dans l'environnement et de focaliser leur attention sur la tâche. L'augmentation de la réponse hémodynamique dans le cortex cingulaire antérieur suggère une augmentation de l'activité introspective. Une investigation des ef¬fets au niveau cérébral d'une exposition prolongée au cannabis, montre des changements persistants de la substance grise dans les régions associées à la mémoire et au traitement des émotions. Le niveau d'atrophie dans ces structures corrèle avec la consommation de cannabis au cours des trois mois précédant l'étude. Dans la deuxième étude, nous démontrons des altérations structurelles des décennies avant l'apparition du syndrome FXTAS chez des sujets jeunes, asymptomatiques, et porteurs de la prémutation du gène FMR1. Les modifications trouvées peuvent être liées à deux mécanismes différents. Les altérations dans le réseau moteur du cervelet et dans la fimbria de l'hippocampe, suggèrent un effet développemental de la prémutation. Elles incluent aussi une atrophie de la substance grise du lobule VI du cervelet et l'altération des propriétés tissulaires de la substance blanche des projections afférentes correspondantes aux pédoncules cérébelleux moyens. Les lésions diffuses de la substance blanche cérébrale peu¬vent être un marquer précoce du développement de la maladie, car elles sont liées à un phénomène dégénératif qui précède l'apparition des symptômes du FXTAS. - Multimodal brain imaging is becoming a leading tool for understanding different aspects of brain structure and function. Thanks to the advances in Magnetic Resonance imaging (MRI) acquisition schemes and data processing techniques, it is now possible to measure different parameters sensitive to different tissue characteristics. This allows for example to investigate anatomical substrates underlying cognitive processing, or to disentangle, at a pure structural level degeneration and developmental processes. This thesis highlights the importance of using a multimodal approach for investigating different aspects of brain dynamics by applying this approach to two clinical studies: functional and structural assessment of the acute effects of cannabis smoking in regular and occasional users, and grey and white matter assessment in young FMR1 premutation carriers at risk of developing FXTAS. We demonstrate that in occasional smokers cannabis smoking, even at low concentration of the main psychoactive component (THC) in the blood, strongly decrease subjects' performance on a visuo-motor tracking task, and globally alters the activity of the three brain networks involved in cognitive processing: the Salience, the Control Executive, and the Default Mode networks. Subjects are unable to capture saliences in the environment and to orient attention to the task; the increase in Hemodynamic Response in the Anterior Cingulate Cortex suggests an increase in self-oriented mental activity. A further investigation on long term exposure to cannabis, shows a persistent grey matter modification in brain regions associated with memory and affective processing. The degree of atrophy in these structures also correlates with the estimation of drug use in the three months prior the participation to the study. In the second study we demonstrate structural changes in young asymptomatic premutation carriers decades before the onset of FXTAS that might be related to two different mechanisms. Alteration of the cerebellar motor network and of the hippocampal fimbria/ fornix, may reflect a potential neurodevelopmental effect of the premutation. These include grey matter atrophy in lobule VI and modification of white matter tissue property in the corresponding afferent projections through the Middle Cerebellar Peduncles. Diffuse hemispheric white matter lesions that seem to appear closer to the onset of FXTAS and be related to a neurodegenerative phenomenon may mark the imminent onset of FXTAS.
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The concept of open innovation has recently gained widespread attention, and is particularly relevant now as many firms endeavouring to implement open innovation, face different sets of challenges associated with managing it. Prior research on open innovation has focused on the internal processes dealing with open innovation implementation and the organizational changes, already taking place or yet required in companies order to succeed in the global open innovation market. Despite the intensive research on open innovation, the question of what influences its adoption by companies in different contexts has not received much attention in studies. To fill this gap, this thesis contribute to the discussion on open innovation influencing factors by bringing in the perspective of environmental impacts, i.e. gathering data on possible sources of external influences, classifying them and testing their systemic impact through conceptual system dynamics simulation model. The insights from data collection and conceptualization in modelling are used to answer the question of how the external environment affects the adoption of open innovation. The thesis research is presented through five research papers reflecting the method triangulation based study (conducted at initial stage as case study, later as quantitative analysis and finally as system dynamics simulation). This multitude of methods was used to collect the possible external influence factors and to assess their impact (on positive/negative scale rather than numerical). The results obtained throughout the thesis research bring valuable insights into understanding of open innovation influencing factors inside a firm’s operating environment, point out the balance required in the system for successful open innovation performance and discover the existence of tipping point of open innovation success when driven by market dynamics and structures. The practical implications on how firms and policy-makers can leverage environment for their potential benefits are offered in the conclusions.
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A rapid thiolytic degradation and cleanup procedure was developed for analyzing tannins directly in chlorophyll-containing sainfoin (Onobrychis viciifolia) plants. The technique proved suitable for complex tannin mixtures containing catechin, epicatechin, gallocatechin, and epigallocatechin flavan-3-ol units. The reaction time was standardized at 60 min to minimize the loss of structural information as a result of epimerization and degradation of terminal flavan-3-ol units. The results were evaluated by separate analysis of extractable and unextractable tannins, which accounted for 63.6−113.7% of the in situ plant tannins. It is of note that 70% aqueous acetone extracted tannins with a lower mean degree of polymerization (mDP) than was found for tannins analyzed in situ. Extractable tannins had between 4 and 29 lower mDP values. The method was validated by comparing results from individual and mixed sample sets. The tannin composition of different sainfoin accessions covered a range of mDP values from 16 to 83, procyanidin/prodelphinidin (PC/PD) ratios from 19.2/80.8 to 45.6/54.4, and cis/trans ratios from 74.1/25.9 to 88.0/12.0. This is the first high-throughput screening method that is suitable for analyzing condensed tannin contents and structural composition directly in green plant tissue.
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Bayesian Model Averaging (BMA) is used for testing for multiple break points in univariate series using conjugate normal-gamma priors. This approach can test for the number of structural breaks and produce posterior probabilities for a break at each point in time. Results are averaged over specifications including: stationary; stationary around trend and unit root models, each containing different types and number of breaks and different lag lengths. The procedures are used to test for structural breaks on 14 annual macroeconomic series and 11 natural resource price series. The results indicate that there are structural breaks in all of the natural resource series and most of the macroeconomic series. Many of the series had multiple breaks. Our findings regarding the existence of unit roots, having allowed for structural breaks in the data, are largely consistent with previous work.
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Novel imaging techniques are playing an increasingly important role in drug development, providing insight into the mechanism of action of new chemical entities. The data sets obtained by these methods can be large with complex inter-relationships, but the most appropriate statistical analysis for handling this data is often uncertain - precisely because of the exploratory nature of the way the data are collected. We present an example from a clinical trial using magnetic resonance imaging to assess changes in atherosclerotic plaques following treatment with a tool compound with established clinical benefit. We compared two specific approaches to handle the correlations due to physical location and repeated measurements: two-level and four-level multilevel models. The two methods identified similar structural variables, but higher level multilevel models had the advantage of explaining a greater proportion of variation, and the modeling assumptions appeared to be better satisfied.
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The structural and thermal properties of three different dental composite resins, Filtek (TM) Supreme XT, Filtek (TM) Z-250 and TPHA (R)(3) were investigated in this study. The internal structures of uncured and cured resins with blue light-emitting diodes (LEDs) were examined by Micro-Raman spectroscopy. Thermal analysis techniques as DSC, TG and DTG methods were used to investigate the temperature characteristics, as glass transition (T (g) ), degradation, and the thermal stability of the resins. The results showed that the TPHA (R)(3) and Filtek (TM) Supreme XT presented very similar T (g) values, 48 and 50A degrees C, respectively, while the Filtek (TM) Z-250 composite resin presented a higher one, 58A degrees C. AFM microscope was utilized in order to analyze the sample morphologies, which possess different fillers. The composed resin Filtek (TM) Z-250 has a well interconnected more homogeneous morphology, suggesting a better degree of conversion correlated to the glass phase transition temperature. The modes of vibration of interest in the resin were investigated using Raman spectroscopy. It was possible to observe the bands representative for the C=C (1630 cm(-1)) and C=O(1700 cm(-1)) vibrations were studied with respect to their compositions and polymerization. It was observed that the Filtek (TM) Z -250 resin presents the best result related to the thermal properties and polymerization after light curing among the other resins.
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Photoexpansion and photobleaching effects have been observed in amorphous GeS(2) + Ga(2)O(3) (GGSO) thin films, when their surfaces were exposed to UV light. The photoinduced changes on the surface of the samples are indications that the structure has been changed as a result of photoexcitation. In this paper, micro-Raman, energy dispersive X-ray analysis (EDX) and backscattering electrons (BSE) microscopy were the techniques used to identify the origin of these effects. Raman spectra revealed that these phenomena are a consequence of the Ge-S bonds` breakdown and the formation of new Ge-O bonds, with an increase of the modes associated with Ge-O-Ge bonds and mixed oxysulphide tetrahedral units (S-Ge-O). The chemical composition measured by EDX and BSE microscopy images indicated that the irradiated area is oxygen rich. So, the present paper provides fundamental insights into the influence of the oxygen within the glass matrix on the considered photoinduced effects. (C) 2010 Elsevier B.V. All rights reserved.