Chart of bill of timber in bridges, culverts, cattle-guard and roadways, signed by S.D. Woodruff

Chart of bill of timber in bridges, culverts, cattle-guard and roadways, signed by S.D. Woodruff, Oct. 18, 1855.

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

The latin american network of women transforming the economy : building bridges between economic justice and gender equity

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

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.

Tamizaje neonatal para fibrosis quística en una muestra de la ciudad de Bogotá

La Fibrosis Quística es la enfermedad autosómica recesiva mas frecuente en caucásicos. En Colombia no se conoce la incidencia de la enfermedad, pero investigaciones del grupo de la Universidad del Rosario indican que podría ser relativamente alta. Objetivo: Determinar la incidencia de afectados por Fibrosis Quística en una muestra de recién nacidos de la ciudad de Bogotá. Metodología: Se analizan 8.297 muestras de sangre de cordón umbilical y se comparan tres protocolos de tamizaje neonatal: TIR/TIR, TIR/DNA y TIR/DNA/TIR. Resultados: El presente trabajo muestra una incidencia de 1 en 8.297 afectados en la muestra analizada. Conclusiones: Dada la relativamente alta incidencia demostrada en Bogotá, se justifica la implementación de Tamizaje Neonatal para Fibrosis Quística en Colombia.

Hallazgos radiológicos de la enfermedad pulmonar en pacientes Colombianos con esclerodermia

La esclerosis sistémica (ES) es una enfermedad autoinmune multisistémica que afecta principalmente la piel, los pulmones, el tracto gastrointestinal, el corazón y los riñones. La enfermedad pulmonar, presente en casi el 100% de los casos, es el factor con mayor influencia en la mortalidad. El propósito de este estudio es realizar un análisis detallado de la enfermedad pulmonar por tomografía computarizada de alta resolución(TCAR) en pacientes Colombianos con ES, para lo cual se realizó un estudio de prevalencia analítica en 44 pacientes con ES valorados en el Hospital Universitario Mayor Méderi en los últimos 7 años. Los resultados mostraron características demográficas y clínicas similares a las previamente descritas. La prevalencia de enfermedad pulmonar intersticial fue alta, y los hallazgos de fibrosis pulmonar como vidrio esmerilado y panal de abejas se asociaron con la presencia del autoanticuerpo antiSCL70. La medida del diámetro esofágico por TCAR fue mayor en los pacientes con disfagia, antiSCL 70 y linfopenia, los cuales son marcadores de mal pronóstico.

Two new mu-(1,3-azido)-bridged polymers: alternating single and double bridges in a 1D nickel(II) complex and uniform bridge in a 2D copper(II) complex: Syntheses, single-crystal structures and magnetic studies

Two polymeric azido bridged complexes [Ni2L2(N-3)(3)](n)(ClO4). (1) and [Cu(bpdS)(2)(N-3)],(ClO4),(H2O)(2.5n) (2) [L = Schiff base, obtained from the condensation of pyridine-2-aldehyde with N,N,2,2-tetramethyl-1,3-propanediamine; bpds = 4,4'-bipyridyl disulfide] have been synthesized and their crystal structures have been determined. Complex 1, C26H42ClN15Ni2O4, crystallizes in a triclinic system, space group P1 with a 8.089(13), b = 9.392(14), c = 12.267(18) angstrom, a = 107.28(l), b 95.95(1), gamma = 96.92(1)degrees and Z = 2; complex 2, C20H21ClCuN7O6.5S4, crystallizes in an orthorhombic system, space group Pnna with a = 10.839(14), b = 13.208(17), c = 19.75(2) angstrom and Z = 4. The crystal structure of I consists of 1D polymers of nickel(L) units, alternatively connected by single and double bridging mu-(1,3-N-3) ligand with isolated perchlorate anions. Variable temperature magnetic susceptibility data of the complex have been measured and the fitting,of magnetic data was carried out applying the Borris-Almenar formula for such types of alternating one-dimensional S = 1 systems, based on the Hamiltonian H = -J Sigma(S2iS2i-1 + aS(2i)S(2i+1)). The best-fit parameters obtained are J = -106.7 +/- 2 cm(-1); a = 0.82 +/- 0.02; g = 2.21 +/- 0.02. Complex 2 is a 2D network of 4,4 topology with the nodes occupied by the Cu-II ions, and the edges formed by single azide and double bpds connectors. The perchlorate anions are located between pairs of bpds. The magnetic data have been fitted considering the complex as a pseudo-one-dimensional system, with all copper((II)) atoms linked by [mu(1,3-azido) bridging ligands at axial positions (long Cu...N-3 distances) since the coupling through long bpds is almost nil. The best-fit parameters obtained with this model are J = -1.21 +/- 0.2 cm(-1), g 2.14 +/- 0.02. (c) Wiley-VCH Verlag GmbH & Co. KGaA, 69451 Weinheim, Germany, 2005).

A ferromagnetic linear trinuclear Ni(II)-Schiff base complex supported by phenoxo and cinnamato bridges

A new linear trinuclear nickel(II) complex, [Ni-3(salme)(2)(OCn)(4)] (Hsalme = 2-[(3-methylamino-propylimino)-methyl]-phenol, OCn = cinnamate), showing weak ferromagnetic coupling (J = 1.8(1) cm(-1)) through phenoxo and a novel tridentate bridging mode (1 kappa(OO)-O-2':2 kappa O') of the cinnamate ligand has been synthesized and structurally characterized by X-ray crystallography. (C) 2009 Elsevier B.V. All rights reserved.

Facile strategies for the synthesis and crystallization of linear trinuclear nickel(II)-Schiff base, complexes with carboxylate bridges: Tuning of coordination geometry and magnetic properties

Three new linear trinuclear nickel(II) complexes, [Ni-3(salpen)(2)(OAc)(2)(H2O)(2)]center dot 4H(2)O (1) (OAc = acetate, CH3COO-), [Ni-3(salpen)(2)(OBz)(2)] (2) (OBz=benzoate, PhCOO-) and [Ni-3(salpen)(2)(OCn)(2)(CH3CN)(2)] (4) (OCn = cinnamate, PhCH=CHCOO-), H(2)salpen = tetradentate ligand, N,N'-bis(salicylidene)-1,3-pentanediamine have been synthesized and characterized structurally and magnetically. The choice of solvent for growing single crystal was made by inspecting the morphology of the initially obtained solids with the help of SEM study. The magnetic properties of a closely related complex, [Ni-3(salpen)(2)(OPh)(2)(EtOH)] (3) (OPh = phenyl acetate, PhCH2COO-) whose structure and solution properties have been reported recently, has also been studied here. The structural analyses reveal that both phenoxo and carboxylate bridging are present in all the complexes and the three Ni(II) atoms remain in linear disposition. Although the Schiff base ligand and the syn-syn bridging bidentate mode of the carboxylate group remain the same in complexes 1-4, the change of alkyl/aryl group of the carboxylates brings about systematic variations between six- and five-coordination in the geometry of the terminal Ni(II) centres of the trinuclear units. The steric demand as well as hydrophobic nature of the alkyl/aryl group of the carboxylate is found to play a crucial role in the tuning of the geometry. Variable-temperature (2-300 K) magnetic susceptibility measurements show that complexes 1-4 are antiferromagnetically coupled (J = -3.2(1), -4.6(1). -3.2(1) and -2.8(1) cm(-1) in 1-4, respectively). Calculations of the zero-field splitting parameter indicate that the values of D for complexes 1-4 are in the high range (D = +9.1(2), +14.2(2), +9.8(2) and +8.6(1) cm(-1) for 1-4, respectively). The highest D value of +14.2(2) and +9.8(2) cm(-1) for complexes 2 and 3, respectively, are consistent with the pentacoordinated geometry of the two terminal nickel(II) ions in 2 and one terminal nickel(II) ion in 3. (C) 2009 Elsevier Ltd. All rights reserved.