Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

In this paper we examine the order of integration of EuroSterling interest rates by employing techniques that can allow for a structural break under the null and/or alternative hypothesis of the unit-root tests. In light of these results, we investigate the cointegrating relationship implied by the single, linear expectations hypothesis of the term structure of interest rates employing two techniques, one of which allows for the possibility of a break in the mean of the cointegrating relationship. The aim of the paper is to investigate whether or not the interest rate series can be viewed as I(1) processes and furthermore, to consider whether there has been a structural break in the series. We also determine whether, if we allow for a break in the cointegration analysis, the results are consistent with those obtained when a break is not allowed for. The main results reported in this paper support the conjecture that the ‘short’ Euro-currency rates are characterised as I(1) series that exhibit a structural break on or near Black Wednesday, 16 September 1992, whereas the ‘long’ rates are I(1) series that do not support the presence of a structural break. The evidence from the cointegration analysis suggests that tests of the expectations hypothesis based on data sets that include the ERM crisis period, or a period that includes a structural break, might be problematic if the structural break is not explicitly taken into account in the testing framework.

Characterisation of connective tissue from the hypertrophic skeletal muscle of myostatin null mice

Myostatin is a potent inhibitor of muscle development. Genetic deletion of myostatin in mice results in muscle mass increase, with muscles often weighing three times their normal values. Contracting muscle transfers tension to skeletal elements through an elaborate connective tissue network. Therefore, the connective tissue of skeletal muscle is an integral component of the contractile apparatus. Here we examine the connective tissue architecture in myostatin null muscle. We show that the hypertrophic muscle has decreased connective tissue content compared with wild-type muscle. Secondly, we show that the hypertrophic muscle fails to show the normal increase in muscle connective tissue content during ageing. Therefore, genetic deletion of myostatin results in an increase in contractile elements but a decrease in connective tissue content. We propose a model based on the contractile profile of muscle fibres that reconciles this apparent incompatible tissue composition phenotype.

Food restriction reverses the hyper-muscular phenotype and force generation capacity deficit of the myostatin null mouse

Food restriction has a great impact on skeletal muscle mass by inducing muscle protein breakdown to provide substrates for energy production through gluconeogenesis. Genetic models of hyper-muscularity interfere with the normal balance between protein synthesis and breakdown which eventually results in extreme muscle growth. Mutations or deletions in the myostatin gene result in extreme muscle mass. Here we evaluated the impact of food restriction for a period of 5 weeks on skeletal muscle size (i.e., fibre cross-sectional area), fibre type composition and contractile properties (i.e., tetanic and specific force) in myostatin null mice. We found that this hyper-muscular model was more susceptible to catabolic processes than wild type mice. The mechanism of skeletal muscle mass loss was examined and our data shows that the myostatin null mice placed on a low calorie diet maintained the activity of molecules involved in protein synthesis and did not up-regulate the expression of genes pivotal in ubiquitin-mediated protein degradation. However, we did find an increase in the expression of genes associated with autophagy. Surprisingly, the reduction on muscle size was followed by improved tetanic and specific force in the null mice compared to wild type mice. These data provide evidence that food restriction may revert the hyper-muscular phenotype of the myostatin null mouse restoring muscle function.

Hypothesis management in situation assessment

A situation assessment uses reports from sensors to produce hypotheses about a situation at a level of aggregation that is of direct interest to a military commander. A low level of aggregation could mean forming tracks from reports, which is well documented in the tracking literature as track initiation and data association. In this paper there is also discussion on higher level aggregation; assessing the membership of tracks to larger groups. Ideas used in joint tracking and identification are extended, using multi-entity Bayesian networks to model a number of static variables, of which the identity of a target is one. For higher level aggregation a scheme for hypothesis management is required. It is shown how an offline clustering of vehicles can be reduced to an assignment problem.

Keeping the dream of rigorous hypothesis testing alive

This article reviews recent work on hypothesis testing in the American Journal of AGricultural Economics and its predecessor journal, the Journal of Farm Economics

What variables condition syntactic transfer? A look at the L3 initial state

This study investigates transfer at the third-language (L3) initial state, testing between the following possibilities: (1) the first language (L1) transfer hypothesis (an L1 effect for all adult acquisition), (2) the second language (L2) transfer hypothesis, where the L2 blocks L1 transfer (often referred to in the recent literature as the ‘L2 status factor’; Williams and Hammarberg, 1998), and (3) the Cumulative Enhancement Model (Flynn et al., 2004), which proposes selective transfer from all previous linguistic knowledge. We provide data from successful English-speaking learners of L2 Spanish at the initial state of acquiring L3 French and L3 Italian relating to properties of the Null-Subject Parameter (e.g. Chomsky, 1981; Rizzi, 1982). We compare these groups to each other, as well as to groups of English learners of L2 French and L2 Italian at the initial state, and conclude that the data are consistent with the predictions of the ‘L2 status factor’. However, we discuss an alternative possible interpretation based on (psycho)typologically-motivated transfer (borrowing from Kellerman, 1983), providing a methodology for future research in this domain to meaningfully tease apart the ‘L2 status factor’ from this alternative account.

Pragmatic deficits with syntactic consequences?: L2 pronominal subjects and the syntax–pragmatics interface

Contemporary acquisition theorizing has placed a considerable amount of attention on interfaces, points at which different linguistic modules interact. The claim is that vulnerable interfaces cause particular difficulties in L1, bilingual and adult L2 acquisition (e.g. Platzack, 2001; Montrul, 2004; Müller and Hulk, 2001; Sorace, 2000, 2003, 2004, 2005). Accordingly, it is possible that deficits at the syntax–pragmatics interface cause what appears to be particular non-target-like syntactic behavior in L2 performance. This syntax-before-discourse hypothesis is examined in the present study by analyzing null vs. overt subject pronoun distribution in L2 Spanish of English L1 learners. As ultimately determined by L2 knowledge of the Overt Pronoun Constraint (OPC) (Montalbetti, 1984), the data indicate that L2 learners at the intermediate and advanced levels reset the Null Subject Parameter (NSP), but only advanced learners have acquired a more or less target null/overt subject distribution. Against the predictions of Sorace (2004) and in line with Montrul and Rodríguez-Louro (2006), the data indicate an overuse of both overt and null subject pronouns. As a result, this behavior cannot be from L1 interference alone, suggesting that interface-conditioned properties are simply more complex and therefore, harder to acquire. Furthermore, the data from the advanced learners demonstrate that the syntax–pragmatics interface is not a predetermined locus for fossilization (in contra e.g. Valenzuela, 2006).

Why all counter-evidence to the critical period hypothesis in second language acquisition is not equal or problematic

That adult and child language acquisitions differ in route and outcome is observable. Notwithstanding, there is controversy as to what this observation means for the Critical Period Hypothesis’ (CPH) application to adult second language acquisition (SLA). As most versions of the CPH applied to SLA claim that differences result from maturational effects on in-born linguistic mechanisms, the CPH has many implications that are amendable to empirical investigation. To date, there is no shortage of literature claiming that the CPH applies or does not apply to normal adult SLA. Herein, I provide an epistemological discussion on the conceptual usefulness of the CPH in SLA (cf. Singleton 2005) coupled with a review of Long's (2005) evaluation of much available relevant research. Crucially, I review studies that Long did not consider and conclude differently that there is no critical/sensitive period for L2 syntactic and semantic acquisition.

Aspect selection in adult L2 Spanish and the competing systems hypothesis: when pedagogical and linguistic rules conflict.

Native-like use of preterit and imperfect morphology in all contexts by English learners of L2 Spanish is the exception rather than the rule, even for successful learners. Nevertheless, recent research has demonstrated that advanced English learners of L2 Spanish attain a native-like morphosyntactic competence for the preterit/imperfect contrast, as evidenced by their native-like knowledge of associated semantic entailments (Goodin-Mayeda and Rothman 2007, Montrul and Slabakova 2003, Slabakova and Montrul 2003, Rothman and Iverson 2007). In addition to an L2 disassociation of morphology and syntax (e.g., Bruhn de Garavito 2003, Lardiere 1998, 2000, 2005, Prévost and White 1999, 2000, Schwartz 2003), I hypothesize that a system of learned pedagogical rules contributes to target-deviant L2 performance in this domain through the most advanced stages of L2 acquisition via its competition with the generative system. I call this hypothesis the Competing Systems Hypothesis. To test its predictions, I compare and contrast the use of the preterit and imperfect in two production tasks by native, tutored (classroom), and naturalistic learners of L2 Spanish.

Input type and parameter resetting: is naturalistic input necessary?

It has been argued that extended exposure to naturalistic input provides L2 learners with more of an opportunity to converge of target morphosyntactic competence as compared to classroom-only environments, given that the former provide more positive evidence of less salient linguistic properties than the latter (e.g., Isabelli 2004). Implicitly, the claim is that such exposure is needed to fully reset parameters. However, such a position conflicts with the notion of parameterization (cf. Rothman and Iverson 2007). In light of two types of competing generative theories of adult L2 acquisition – the No Impairment Hypothesis (e.g., Duffield and White 1999) and so-called Failed Features approaches (e.g., Beck 1998; Franceschina 2001; Hawkins and Chan 1997), we investigate the verifiability of such a claim. Thirty intermediate L2 Spanish learners were tested in regards to properties of the Null-Subject Parameter before and after study-abroad. The data suggest that (i) parameter resetting is possible and (ii) exposure to naturalistic input is not privileged.