907 resultados para Cointegration analysis with structural breaks


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Dissertação de mestrado em Ciências da Comunicação (área de especialização em Audiovisual e Multimédia)

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AbstractIn children with structural congenital heart disease (CHD), the effects of chronic ventricular pacing on diastolic function are not well known. On the other hand, the beneficial effect of septal pacing over apical pacing is still controversial.The aim of this study was to evaluate the influence of different right ventricular (RV) pacing site on left ventricular (LV) diastolic function in children with cardiac defects.Twenty-nine pediatric patients with complete atrioventricular block (CAVB) and CHD undergoing permanent pacing were prospectively studied. Pacing sites were RV apex (n = 16) and RV septum (n = 13). Echocardiographic assessment was performed before pacemaker implantation and after it, during a mean follow‑up of 4.9 years.Compared to RV septum, transmitral E-wave was significantly affected in RV apical pacing (95.38 ± 9.19 vs 83 ± 18.75, p = 0.038). Likewise, parameters at the lateral annular tissue Doppler imaging (TDI) were significantly affected in children paced at the RV apex. The E´ wave correlated inversely with TDI lateral myocardial performance index (Tei index) (R2= 0.9849, p ≤ 0.001). RV apex pacing (Odds ratio, 0.648; confidence interval, 0.067-0.652; p = 0.003) and TDI lateral Tei index (Odds ratio, 31.21; confidence interval, 54.6-177.4; p = 0.025) predicted significantly decreased LV diastolic function.Of the two sites studied, RV septum prevents pacing-induced reduction of LV diastolic function.

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The definition of areas of endemism is central to studies of historical biogeography, and their interrelationships are fundamental questions. Consistent hypotheses for the evolution of Pentatomidae in the Neotropical region depend on the accuracy of the units employed in the analyses, which in the case of studies of historical biogeography, may be areas of endemism. In this study, the distribution patterns of 222 species, belonging to 14 Pentatomidae (Hemiptera) genera, predominantly neotropical, were studied with the Analysis of Endemicity (NDM) to identify possible areas of endemism and to correlate them to previously delimited areas. The search by areas of endemism was carried out using grid-cell units of 2.5° and 5° latitude-longitude. The analysis based on groupings of grid-cells of 2.5° of latitude-longitude allowed the identification of 51 areas of endemism, the consensus of these areas resulted in four clusters of grid-cells. The second analysis, with grid-cells units of 5° latitude-longitude, resulted in 109 areas of endemism. The flexible consensus employed resulted in 17 areas of endemism. The analyses were sensitive to the identification of areas of endemism in different scales in the Atlantic Forest. The Amazonian region was identified as a single area in the area of consensus, and its southeastern portion shares elements with the Chacoan and Paraná subregions. The distribution data of the taxa studied, with different units of analysis, did not allow the identification of individual areas of endemism for the Cerrado and Caatinga. The areas of endemism identified here should be seen as primary biogeographic hypotheses.

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BACKGROUND AND AIMS: Inflammatory bowel disease (IBD) frequently manifests during childhood and adolescence. For providing and understanding a comprehensive picture of a patients' health status, health-related quality of life (HRQoL) instruments are an essential complement to clinical symptoms and functional limitations. Currently, the IMPACT-III questionnaire is one of the most frequently used disease-specific HRQoL instrument among patients with IBD. However, there is a lack of studies examining the validation and reliability of this instrument. METHODS: 146 paediatric IBD patients from the multicenter Swiss IBD paediatric cohort study database were included in the study. Medical and laboratory data were extracted from the hospital records. HRQoL data were assessed by means of standardized questionnaires filled out by the patients in a face-to-face interview. RESULTS: The original six IMPACT-III domain scales could not be replicated in the current sample. A principal component analysis with the extraction of four factor scores revealed the most robust solution. The four factors indicated good internal reliability (Cronbach's alpha=.64-.86), good concurrent validity measured by correlations with the generic KIDSCREEN-27 scales and excellent discriminant validity for the dimension of physical functioning measured by HRQoL differences for active and inactive severity groups (p<.001, d=1.04). CONCLUSIONS: This study with Swiss children with IBD indicates good validity and reliability for the IMPACT-III questionnaire. However, our findings suggest a slightly different factor structure than originally proposed. The IMPACT-III questionnaire can be recommended for its use in clinical practice. The factor structure should be further examined in other samples.

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This paper analyzes the persistence of shocks that affect the real exchange rates for a panel of seventeen OECD developed countries during the post-Bretton Woods era. The adoption of a panel data framework allows us to distinguish two different sources of shocks, i.e. the idiosyncratic and the common shocks, each of which may have di¤erent persistence patterns on the real exchange rates. We first investigate the stochastic properties of the panel data set using panel stationarity tests that simultaneously consider both the presence of cross-section dependence and multiple structural breaks that have not received much attention in previous persistence analyses. Empirical results indicate that real exchange rates are non-stationary when the analysis does not account for structural breaks, although this conclusion is reversed when they are modeled. Consequently, misspecification errors due to the non-consideration of structural breaks leads to upward biased shocks' persistence measures. The persistence measures for the idiosyncratic and common shocks have been estimated in this paper always turn out to be less than one year.

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This paper uses an infinite hidden Markov model (IIHMM) to analyze U.S. inflation dynamics with a particular focus on the persistence of inflation. The IHMM is a Bayesian nonparametric approach to modeling structural breaks. It allows for an unknown number of breakpoints and is a flexible and attractive alternative to existing methods. We found a clear structural break during the recent financial crisis. Prior to that, inflation persistence was high and fairly constant.

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This study addresses the issue of the presence of a unit root on the growth rate estimation by the least-squares approach. We argue that when the log of a variable contains a unit root, i.e., it is not stationary then the growth rate estimate from the log-linear trend model is not a valid representation of the actual growth of the series. In fact, under such a situation, we show that the growth of the series is the cumulative impact of a stochastic process. As such the growth estimate from such a model is just a spurious representation of the actual growth of the series, which we refer to as a “pseudo growth rate”. Hence such an estimate should be interpreted with caution. On the other hand, we highlight that the statistical representation of a series as containing a unit root is not easy to separate from an alternative description which represents the series as fundamentally deterministic (no unit root) but containing a structural break. In search of a way around this, our study presents a survey of both the theoretical and empirical literature on unit root tests that takes into account possible structural breaks. We show that when a series is trendstationary with breaks, it is possible to use the log-linear trend model to obtain well defined estimates of growth rates for sub-periods which are valid representations of the actual growth of the series. Finally, to highlight the above issues, we carry out an empirical application whereby we estimate meaningful growth rates of real wages per worker for 51 industries from the organised manufacturing sector in India for the period 1973-2003, which are not only unbiased but also asymptotically efficient. We use these growth rate estimates to highlight the evolving inter-industry wage structure in India.

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This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the parameters defining the model which applies in each regime and the out-of-sample probability of a break occurring. In an extensive empirical evaluation involving many important macroeconomic time series, we demonstrate the presence of structural breaks and their importance for forecasting in the vast majority of cases. However, we find no single forecasting model consistently works best in the presence of structural breaks. In many cases, the formal modeling of the break process is important in achieving good forecast performance. However, there are also many cases where simple, rolling OLS forecasts perform well.

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This paper compares the forecasting performance of different models which have been proposed for forecasting in the presence of structural breaks. These models differ in their treatment of the break process, the parameters defining the model which applies in each regime and the out-of-sample probability of a break occurring. In an extensive empirical evaluation involving many important macroeconomic time series, we demonstrate the presence of structural breaks and their importance for forecasting in the vast majority of cases. However, we find no single forecasting model consistently works best in the presence of structural breaks. In many cases, the formal modeling of the break process is important in achieving good forecast performance. However, there are also many cases where simple, rolling OLS forecasts perform well.

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Hereditary diffuse leukoencephalopathy with spheroids (HDLS) is an autosomal-dominant central nervous system white-matter disease with variable clinical presentations, including personality and behavioral changes, dementia, depression, parkinsonism, seizures and other phenotypes. We combined genome-wide linkage analysis with exome sequencing and identified 14 different mutations affecting the tyrosine kinase domain of the colony stimulating factor 1 receptor (encoded by CSF1R) in 14 families with HDLS. In one kindred, we confirmed the de novo occurrence of the mutation. Follow-up sequencing identified an additional CSF1R mutation in an individual diagnosed with corticobasal syndrome. In vitro, CSF-1 stimulation resulted in rapid autophosphorylation of selected tyrosine residues in the kinase domain of wild-type but not mutant CSF1R, suggesting that HDLS may result from partial loss of CSF1R function. As CSF1R is a crucial mediator of microglial proliferation and differentiation in the brain, our findings suggest an important role for microglial dysfunction in HDLS pathogenesis.

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Meta-analysis of prospective studies shows that quantitative ultrasound of the heel using validated devices predicts risk of different types of fracture with similar performance across different devices and in elderly men and women. These predictions are independent of the risk estimates from hip DXA measures.Introduction Clinical utilisation of heel quantitative ultrasound (QUS) depends on its power to predict clinical fractures. This is particularly important in settings that have no access to DXA-derived bone density measurements. We aimed to assess the predictive power of heel QUS for fractures using a meta-analysis approach.Methods We conducted an inverse variance random effects meta-analysis of prospective studies with heel QUS measures at baseline and fracture outcomes in their follow-up. Relative risks (RR) per standard deviation (SD) of different QUS parameters (broadband ultrasound attenuation [BUA], speed of sound [SOS], stiffness index [SI], and quantitative ultrasound index [QUI]) for various fracture outcomes (hip, vertebral, any clinical, any osteoporotic and major osteoporotic fractures) were reported based on study questions.Results Twenty-one studies including 55,164 women and 13,742 men were included in the meta-analysis with a total follow-up of 279,124 person-years. All four QUS parameters were associated with risk of different fracture. For instance, RR of hip fracture for 1 SD decrease of BUA was 1.69 (95% CI 1.43-2.00), SOS was 1.96 (95% CI 1.64-2.34), SI was 2.26 (95%CI 1.71-2.99) and QUI was 1.99 (95% CI 1.49-2.67). There was marked heterogeneity among studies on hip and any clinical fractures but no evidence of publication bias amongst them. Validated devices from different manufacturers predicted fracture risks with similar performance (meta-regression p values > 0.05 for difference of devices). QUS measures predicted fracture with a similar performance in men and women. Meta-analysis of studies with QUS measures adjusted for hip BMD showed a significant and independent association with fracture risk (RR/SD for BUA = 1.34 [95%CI 1.22-1.49]).Conclusions This study confirms that heel QUS, using validated devices, predicts risk of different fracture outcomes in elderly men and women. Further research is needed for more widespread utilisation of the heel QUS in clinical settings across the world.

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The investigation of unexplained syncope remains a challenging clinical problem. In the present study we sought to evaluate the diagnostic value of a standardized work-up focusing on non invasive tests in patients with unexplained syncope referred to a syncope clinic, and whether certain combinations of clinical parameters are characteristic of rhythmic and reflex causes of syncope. METHODS AND RESULTS: 317 consecutive patients underwent a standardized work-up including a 12-lead ECG, physical examination, detailed history with screening for syncope-related symptoms using a structured questionnaire followed by carotid sinus massage (CSM), and head-up tilt test. Invasive testings including an electrophysiological study and implantation of a loop recorder were only performed in those with structural heart disease or traumatic syncope. Our work-up identified an etiology in 81% of the patients. Importantly, three quarters of the causes were established non invasively combining head-up tilt test, CSM and hyperventilation testing. Invasive tests yielded an additional 7% of diagnoses. Logistic analysis identified age and number of significant prodromes as the only predictive factors of rhythmic syncope. The same two factors, in addition to the duration of the ECG P-wave, were also predictive of vasovagal and psychogenic syncope. These factors, optimally combined in predictive models, showed a high negative and a modest positive predictive value. CONCLUSION: A standardized work-up focusing on non invasive tests allows to establish more than three quarters of syncope causes. Predictive models based on simple clinical parameters may help to distinguish between rhythmic and other causes of syncope

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A total of 880 expressed sequence tags (EST) originated from clones randomly selected from a Trypanosoma cruzi amastigote cDNA library have been analyzed. Of these, 40% (355 ESTs) have been identified by similarity to sequences in public databases and classified according to functional categorization of their putative products. About 11% of the mRNAs expressed in amastigotes are related to the translational machinery, and a large number of them (9% of the total number of clones in the library) encode ribosomal proteins. A comparative analysis with a previous study, where clones from the same library were selected using sera from patients with Chagas disease, revealed that ribosomal proteins also represent the largest class of antigen coding genes expressed in amastigotes (54% of all immunoselected clones). However, although more than thirty classes of ribosomal proteins were identified by EST analysis, the results of the immunoscreening indicated that only a particular subset of them contains major antigenic determinants recognized by antibodies from Chagas disease patients.

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As acute nonlymphocytic leukemia (ANLL) with inv(16) (p13q22) or t(16;16)(p13;q22) has been shown to result from the fusion of transcription factor subunit core binding factor (CBFB) to a myosin heavy chain (MYH11), we sought to design methods to detect this rearrangement using reverse transcriptase-polymerase chain reaction (RT-PCR). In all of 27 inv(16)(p13q22) and four t(16;16)(p13;q22) cases tested, a chimeric CBFB-MYH11 transcript coding for an in-frame fusion protein was detected. In a more extensive RT-PCR analysis with different primer pairs, we detected a second new chimeric CBFB-MYH11 transcript in 10 of 11 patients tested. The CBFB-MYH11 reading frame of the second transcript was maintained in one patient but not in the others. We show that the different CBFB-MYH11 transcripts in one patient arise from alternative splicing. Translation of the transcript in which the CBFB-MYH11 reading frame is not maintained leads to a slightly truncated CBFB protein.

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Many multivariate methods that are apparently distinct can be linked by introducing oneor more parameters in their definition. Methods that can be linked in this way arecorrespondence analysis, unweighted or weighted logratio analysis (the latter alsoknown as "spectral mapping"), nonsymmetric correspondence analysis, principalcomponent analysis (with and without logarithmic transformation of the data) andmultidimensional scaling. In this presentation I will show how several of thesemethods, which are frequently used in compositional data analysis, may be linkedthrough parametrizations such as power transformations, linear transformations andconvex linear combinations. Since the methods of interest here all lead to visual mapsof data, a "movie" can be made where where the linking parameter is allowed to vary insmall steps: the results are recalculated "frame by frame" and one can see the smoothchange from one method to another. Several of these "movies" will be shown, giving adeeper insight into the similarities and differences between these methods