Causalités à court et à long terme dans les modèles VAR et ARIMA multivariés.

La causalité au sens de Granger est habituellement définie par la prévisibilité d'un vecteur de variables par un autre une période à l'avance. Récemment, Lutkepohl (1990) a proposé de définir la non-causalité entre deux variables (ou vecteurs) par la non-prévisibilité à tous les délais dans le futur. Lorsqu'on considère plus de deux vecteurs (ie. lorsque l'ensemble d'information contient les variables auxiliaires), ces deux notions ne sont pas équivalentes. Dans ce texte, nous généralisons d'abord les notions antérieures de causalités en considérant la causalité à un horizon donné h arbitraire, fini ou infini. Ensuite, nous dérivons des conditions nécessaires et suffisantes de non-causalité entre deux vecteurs de variables (à l'intérieur d'un plus grand vecteur) jusqu'à un horizon donné h. Les modèles considérés incluent les autoregressions vectorielles, possiblement d'ordre infini, et les modèles ARIMA multivariés. En particulier, nous donnons des conditions de séparabilité et de rang pour la non-causalité jusqu'à un horizon h, lesquelles sont relativement simples à vérifier.

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.

Extracción y caracterización química,nutricional y funcional de proteinas de la semilla de Brassica campestris L.

Tesis (Doctorado en ciencias con Especialidad en alimentos) UANL

Mecanismo de acción de la oncotoxina de Bacillus thuringiensis var.thuringiensis

Tesis (Doctorado en Ciencias con Especialidad en Microbiología) UANL

Elaboración de formulados de Bacillus thuringiensis var. kurstaki y determinación de la actividad tóxica contra larvas de Diatraea saccharalis (Fabricius) (Lepidoptera: Pyralidae) en laboratorio y campo

Tesis ( Doctorado en Ciencias con Especialidad en Biotecnología) UANL

Estudio sobre los parámetros de fermentación de importancia industrial durante la propagación de Bacillus thuringiensis var. kumamotoensis C-4 para producción de bioinsecticidas

Tesis (Doctor en Ciencias con Especialidad en Microbiología) U.A.N.L.

Actividad biológica e identificación de compuestos del extracto de orujo de uva (vitis vinifera var. ruby cabernet).

Tesis (Doctor en Ciencias con Acentuación en Química de Productos Naturales) UANL, 2010.

L'impact de la volatilité des taux de change sur le commerce international : essai de validation empirique désagrégées des exportations sectorielles canadiennes vers les États-Unis via une approche d'estimation VAR

La présente étude offre un panorama sur les interactions et les liens qui existent entre la volatilité des taux de change et les échanges internationaux. L’objectif de ce travail est donc de présenter théoriquement cette relation, puis d’examiner empiriquement l’existence de cette relation de causalité entre le commerce international et la variabilité des taux de change. La littérature portant sur la question se considère dans l'ensemble comme contradictoire et supporte plusieurs controverses qui ne nous permettent pas de conclure clairement quant à la relation en question. Nous essayerons de pousser ces recherches un peu plus loin en réexaminant cette évidence pour le canada et en offrant une investigation empirique sur l’existence éventuelle d'un impact significatif de la volatilité sur les flux désagrégées des exportations sectoriels du canada vers son partenaire, les États-Unis. Nous y examinons la réponse empirique de 5 secteurs d’exportations canadiennes aux variations du taux de change réel effectif entre le canada et les États- Unis. Toutefois, nos résultats obtenus ne nous permettent pas de conclure quant à la significativité relative d’un impact de volatilité de taux de change sur les exportations sectoriels désagrégées destinées aux États-Unis. Dans l’ensemble, même si on admet que les signe des coefficients estimés de la variable de risque dans chaque secteur est négatif, nous arrivons à la conclusion que la volatilité ne semble pas avoir un impact statistiquement significatif sur le volume réelle des exportations du Canada vers les États-Unis.

Biochemical characterization of a novel halide/bisulfide mythyltransferase purified from Brassica oleracea L.

Thèse diffusée initialement dans le cadre d'un projet pilote des Presses de l'Université de Montréal/Centre d'édition numérique UdeM (1997-2008) avec l'autorisation de l'auteur.

Inférence exacte simulée et techniques d'estimation dans les modèles VAR et VARMA avec applications macroéconomiques

Thèse numérisée par la Division de la gestion de documents et des archives de l'Université de Montréal

Modélisation MHD tridimensionnelle de tubes de flux coronaux utilisant l'assimilation des donnés 4D-VAR

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

INTRACELLULAR OSMOREGULATION IN THE ESTUARINE MOLLUSC VILLORITA CYPRINOIDES VAR. COCHINENSIS (Mollusca: Bivalvia) Hanley

The present investigation is dedicated to understanding various mechanisms of salinity tolerance in the estuarine clam V. cyprinoides var. cochinensis. Even though V. cyprinoids var. cochinensis and V. cyprinoides are found to coexist in the same area, V. cyprinoids is reported to tolerate higher salinities than variety cochinenesis. Variations in the salinity of sea water may affect the aquatic organisms through specific gravity control and variations in osmotic pressure. The specific gravity of most soft tissues is close to that of normal seawater. Many bottom living forms, both attached and motile, have very high specific gravities eg.villorita cyprinoids. Villorita spp. Occurs abundantly in the reaches of the estuary and backwaters of Kerala. In both marine and estuarine forms, it is observed that mantle employs a lesser quantity of amino acids compared to adductor and foot. The regulation of cell volume is not carried out equally in all types of tissues. The capability of salinity tolerance is an aggregate of both the capabilities of extra cellular anisosmotic and intracellular isosmotic regulations in osmoconforming animals. The ultimate aim of water regulation is to regulate the cell volume.T here are slight changes occur in cell volume even in osmoregulators. These studies can also help in revealing the changes brought about in the cellular organelles like lysosomes, which were found to have a role in the osmoregulatory process. The osmoregulatory machinery of estuarine animals is more streamlined for a successful life in the estuarine regime.

Studies on the effect of the organophosphorus pesticide Eka(Rlu) x EC 25 on the bacterial flora of Villorita cyprinoides var. cochinensis (Han1ey)

The thesis is Studies on the Effect or the Obganophosphorus Pesticide Ekalux(R) EC 25 on the Bacterial Flora or Villorita Cyprinoides Var.Cochinensis (Hanley). For the present investigation, the black clam Villorita gyprinoides var. cochinensis (Hanley), a most common clam genus present in this estuarine system has been selected as test organaism and Ekalux (R) EC 25 as toxicant. The aspects dealt with are 1. Total heterotrophic bacterial population, 2. Generic composition, 3. Hydrolytic enzyme producing bacteria, 4. Antibiotic resistance, 5. Heavy metal resistance, 6. The effect of pesticide concentration on the growth of the bacteria and 7. Effect of temperature, pH and sodium chloride on the growth and phosphate release of selected isolates.The samples for the experiment were collected from the Vembanad Lake, near Kumbalam Island during the period of September 1985 to May '86. The THB of the estuarine water and clams contained 6.5 x I04/ml and 2.975 x l06/g respectively, immediately after collection. Untreated water and clam samples showed enormous increase in THB from 0 hr population. The treated samples (water and clams) contained higher THB than 0 hr. In general, THB was observed to increase tremendously in the samples treated with pesticide when compared to their native flora. With reference to various concentrations of pesticides, THB recorded an increase with increase of concentration in water and clam samples.

Quantization of specific trace metals in bivalve, Villorita Cyprinoides Var Cochinensis in the Cochin estuary

Present study consists the quantization of specific metals-- Cr, Cd, Pb, Zn and Cu observed in the experimental bivalve, Villorita species. Bivalve specimens were collected seasonally from the identified three hot spots of Vembanad Lake. Soft tissue concentrations of metals are very sensitive in reflecting changes in the ambient environment and hence important in assessing the environmental quality. Concentrations of Zn in bivalves were fairly high compared to other metals. All the stations showed a maximum concentration during premonsoon and minimum during the other two seasons. Levels of Pb, Cu, Zn, Cd and Cr are between 0-6.17mg/kg, 0-17.224mg/kg, 1.916-255.163mg/kg, 0.325-4.133mg/kg, and 0-15.233mg/kg respectively

A survey of brassica vegetable smallholder farmers in the Gauteng and Limpopo provinces of South Africa

A study was taken to investigate the types of brassica vegetables mostly grown by smallholder farmers in two provinces of South Africa. Thirty-one smallholder vegetable farmers in the Gauteng province and Waterberg district in the Limpopo province were surveyed. In addition, the study also sought to establish the common diseases, the management strategies used and problems encountered by the farmers. Farmers were interviewed using a questionnaire with closed and open–ended questions. The results indicated that the smallholder farmers mostly grew cabbage (93.6%) as their main brassica crop followed by rape (41.2%). Thirty percent of farmers could not identify or name the predominant disease/s encountered in their fields. Major diseases encountered by farmers surveyed were an unknown disease/s (33.3%), black rot (26.7%), Alternaria leaf spot (6.7%) and white rust (6.7%). Smallholder farmers have inadequate technical information available especially relating to crop diseases, their identification and control. Farmers encountered challenges with black rot disease especially on cabbage, rape and kale and the disease was a problem during winter and summer. Generally, the smallholder farmers used crop rotation (74.2%) as a major practice to manage the diseases experienced. They rotated their brassica vegetables with other crops/vegetables like tomatoes, onions, beetroots and maize. Most of the farmers interviewed (61.3%) did not use chemicals to control diseases, whereas 38.7% of them used chemicals. This was mostly because they lacked information and knowledge, high costs associated with use of chemical fungicides and some were shifting towards organic farming. From the study it was noted that there was a need for technical support to improve farmers’ knowledge on disease identification and control within the surveyed areas.