907 resultados para Cointegration analysis with structural breaks


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Photoexpansion and photobleaching effects have been observed in amorphous GeS2 + Ga2O3 (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.

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Suppose that having established a marginal total effect of a point exposure on a time-to-event outcome, an investigator wishes to decompose this effect into its direct and indirect pathways, also know as natural direct and indirect effects, mediated by a variable known to occur after the exposure and prior to the outcome. This paper proposes a theory of estimation of natural direct and indirect effects in two important semiparametric models for a failure time outcome. The underlying survival model for the marginal total effect and thus for the direct and indirect effects, can either be a marginal structural Cox proportional hazards model, or a marginal structural additive hazards model. The proposed theory delivers new estimators for mediation analysis in each of these models, with appealing robustness properties. Specifically, in order to guarantee ignorability with respect to the exposure and mediator variables, the approach, which is multiply robust, allows the investigator to use several flexible working models to adjust for confounding by a large number of pre-exposure variables. Multiple robustness is appealing because it only requires a subset of working models to be correct for consistency; furthermore, the analyst need not know which subset of working models is in fact correct to report valid inferences. Finally, a novel semiparametric sensitivity analysis technique is developed for each of these models, to assess the impact on inference, of a violation of the assumption of ignorability of the mediator.

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This paper explores whether a significant long-run relationship exists between money and nominal GDP and between money and the price level in the Venezuelan economy. We apply time-series econometric techniques to annual data for the Venezuelan economy for 1950 to 1996. An important feature of our analysis is the use of tests for unit roots and cointegration with structural breaks. Certain characteristics of the Venezuelan experience suggest that structural breaks may be important. Since the economy depends heavily on oil revenue, oil price shocks have had important influences on most macroeconomic variables. Also since the economy possesses large foreign debt, the world debt crisis that exploded in 1982 had pervasive effects on the Venezuelan economy. Radical changes in economic policy and political instability may have also significantly affected the movement of the macroeconomy. We find that a long-run relationship exists between narrow money (M1) and nominal GDP, the GDP deflator, and the CPI when one makes allowances for one or two structural breaks. We do not find such long-run relationships when broad money (M2) is used.

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During launch, satellite and their equipment are subjected to loads of random nature and with a wide frequency range. Their vibro-acoustic response is an important issue to be analysed, for example for folded solar arrays and antennas. The main issue at low modal density is the modelling combinations engaging air layers, structures and external fluid. Depending on the modal density different methodologies, as FEM, BEM and SEA should be considered. This work focuses on the analysis of different combinations of the methodologies previously stated used in order to characterise the vibro-acoustic response of two rectangular sandwich structure panels isolated and engaging an air layer between them under a diffuse acoustic field. Focusing on the modelling of air layers, different models are proposed. To illustrate the phenomenology described and studied, experimental results from an acoustic test on an ARA-MKIII solar array in folded configuration are presented along with numerical results.

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In Drosophila, stripe (sr) gene function is required for normal muscle development. Some mutations disrupt embryonic muscle development and are lethal. Other mutations cause total loss of only a single muscle in the adult. Molecular analysis shows that sr encodes a predicted protein containing a zinc finger motif. This motif is homologous to the DNA binding domains encoded by members of the early growth response (egr) gene family. In mammals, expression of egr genes is induced by intercellular signals, and there is evidence for their role in many developmental events. The identification of sr as an egr gene and its pattern of expression suggest that it functions in muscle development via intercellular communication.

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A systematic study on the structural properties and external morphologies of large-pore mesoporous organosilicas synthesized using triblock copolymer EO20PO70EO20 as a template under low-acid conditions was carried out. By employing the characterization techniques of SAXS, FE-SEM, and physical adsorption of N-2 in combination with alpha(s)-plot method, the structural properties and external morphologies of large-pore mesoporous organosilicas were critically examined and compared with that of their pure-silica counterparts synthesized under similar conditions. It has been observed that unlike mesoporous pure silicas, the structural and morphological properties of mesoporous organosilicas are highly acid-sensitive. High-quality mesoporous organosilicas can only be obtained from synthesis gels with the molar ratios of HCl/H2O between 7.08 x 10(-4) and 6.33 x 10(-3), whereas mesoporous pure silicas with well-ordered structure can be obtained in a wider range of acid concentration. Simply by adjusting the HCl/H2O molar ratios, the micro-, meso-, and macroporosities of the organosilica materials can be finely tuned without obvious effect on their structural order. Such a behavior is closely related to their acid-controlled morphological evolution: from necklacelike fibers to cobweb-supported pearl-like particles and to nanosized particulates.

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Structural Health Monitoring (SHM) systems were developed to evaluate the integrity of a system during operation, and to quickly identify the maintenance problems. They will be used in future aerospace vehicles to improve safety, reduce cost and minimize the maintenance time of a system. Many SHM systems were already developed to evaluate the integrity of plates and used in marine structures. Their implementation in manufacturing processes is still expected. The application of SHM methods for complex geometries and welds are two important challenges in this area of research. This research work started by studying the characteristics of piezoelectric actuators, and a small energy harvester was designed. The output voltages at different frequencies of vibration were acquired to determine the nonlinear characteristics of the piezoelectric stripe actuators. The frequency response was evaluated experimentally. AA battery size energy harvesting devices were developed by using these actuators. When the round and square cross section devices were excited at 50 Hz frequency, they generated 16 V and 25 V respectively. The Surface Response to Excitation (SuRE) and Lamb wave methods were used to estimate the condition of parts with complex geometries. Cutting tools and welded plates were considered. Both approaches used piezoelectric elements that were attached to the surfaces of considered parts. The variation of the magnitude of the frequency response was evaluated when the SuRE method was used. The sum of the square of the differences was calculated. The envelope of the received signal was used for the analysis of wave propagation. Bi-orthogonal wavelet (Binlet) analysis was also used for the evaluation of the data obtained during Lamb wave technique. Both the Lamb wave and SuRE approaches along with the three methods for data analysis worked effectively to detect increasing tool wear. Similarly, they detected defects on the plate, on the weld, and on a separate plate without any sensor as long as it was welded to the test plate.

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We evaluate the effectiveness of the Colombian Central Bank´s interventions in the foreign exchange market during the period 2000 to 2014 -- We examine the stochastic process that describes the exchange rate, with a focus on the detection of structural breaks or unit roots in the data to determine whether the Central Bank´s interventions were effective -- We find that the exchange rate can be described either by a random walk or by a trend-stationary model with multiple breaks -- In neither cases do we find any evidence that the exchange rate was affected by the Central Bank interventions

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Single interface flow systems (SIFA) present some noteworthy advantages when compared to other flow systems, such as a simpler configuration, a more straightforward operation and control and an undemanding optimisation routine. Moreover, the plain reaction zone establishment, which relies strictly on the mutual inter-dispersion of the adjoining solutions, could be exploited to set up multiple sequential reaction schemes providing supplementary information regarding the species under determination. In this context, strategies for accuracy assessment could be favourably implemented. To this end, the sample could be processed by two quasi-independent analytical methods and the final result would be calculated after considering the two different methods. Intrinsically more precise and accurate results would be then gathered. In order to demonstrate the feasibility of the approach, a SIFA system with spectrophotometric detection was designed for the determination of lansoprazole in pharmaceutical formulations. Two reaction interfaces with two distinct pi-acceptors, chloranilic acid (CIA) and 2,3-dichloro-5,6-dicyano-p-benzoquinone (DDQ) were implemented. Linear working concentration ranges between 2.71 x 10(-4) to 8.12 x 10(-4) mol L(-1) and 2.17 x 10(-4) to 8.12 x 10(-4) mol L(-1) were obtained for DDQ and CIA methods, respectively. When compared with the results furnished by the reference procedure, the results showed relative deviations lower than 2.7%. Furthermore. the repeatability was good, with r.s.d. lower than 3.8% and 4.7% for DDQ and CIA methods, respectively. Determination rate was about 30 h(-1). (C) 2009 Elsevier B.V. All rights reserved.

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There are many techniques for electricity market price forecasting. However, most of them are designed for expected price analysis rather than price spike forecasting. An effective method of predicting the occurrence of spikes has not yet been observed in the literature so far. In this paper, a data mining based approach is presented to give a reliable forecast of the occurrence of price spikes. Combined with the spike value prediction techniques developed by the same authors, the proposed approach aims at providing a comprehensive tool for price spike forecasting. In this paper, feature selection techniques are firstly described to identify the attributes relevant to the occurrence of spikes. A simple introduction to the classification techniques is given for completeness. Two algorithms: support vector machine and probability classifier are chosen to be the spike occurrence predictors and are discussed in details. Realistic market data are used to test the proposed model with promising results.

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Functional magnetic resonance imaging (FMRI) analysis methods can be quite generally divided into hypothesis-driven and data-driven approaches. The former are utilised in the majority of FMRI studies, where a specific haemodynamic response is modelled utilising knowledge of event timing during the scan, and is tested against the data using a t test or a correlation analysis. These approaches often lack the flexibility to account for variability in haemodynamic response across subjects and brain regions which is of specific interest in high-temporal resolution event-related studies. Current data-driven approaches attempt to identify components of interest in the data, but currently do not utilise any physiological information for the discrimination of these components. Here we present a hypothesis-driven approach that is an extension of Friman's maximum correlation modelling method (Neurolmage 16, 454-464, 2002) specifically focused on discriminating the temporal characteristics of event-related haemodynamic activity. Test analyses, on both simulated and real event-related FMRI data, will be presented.

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Gasteruptiinae is the largest Gasteruptiidae subfamily, with circa 400 species that have been grouped into the worldwide Gasteruption Latreille. Based on a cladistic analysis with 43 morphological characters, 40 ingroup taxa representing all biogeographic regions, and seven outgroups (four Hyptiogastrinae, two Aulacidae and one Evaniidae), I confirm the monophyly of Gasteruptiinae and Gasteruption and recognize three exclusively Neotropical small genera: Plutofoenus Kieffer (revalidated) (southern South America), Spinolafoenus Macedo n. gen. (Chile) and Trilobitofoenus Macedo n. gen. (Central and South America). Gasteruption, supported by four synapomorphies, remains the most speciose genus in the subfamily. The four Gasteruptiinae genera are keyed and described. Seven species are keyed and described or redescribed: Plutofoenus chaeturus (Schletterer) n. comb., P. edwardsi Turner, P. paraguayensis (Schrottky), Spinolafoenus ruficornis (Spinola) n. comb., Trilobitofoenus alvarengai Macedo n. sp., T. plaumanni Macedo n. sp. and T. sericeus (Cameron) n. comb. (lectotype designated).

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Background-Randomized trials that studied clinical outcomes after percutaneous coronary intervention (PCI) with bare metal stenting versus coronary artery bypass grafting (CABG) are underpowered to properly assess safety end points like death, stroke, and myocardial infarction. Pooling data from randomized controlled trials increases the statistical power and allows better assessment of the treatment effect in high-risk subgroups. Methods and Results-We performed a pooled analysis of 3051 patients in 4 randomized trials evaluating the relative safety and efficacy of PCI with stenting and CABG at 5 years for the treatment of multivessel coronary artery disease. The primary end point was the composite end point of death, stroke, or myocardial infarction. The secondary end point was the occurrence of major adverse cardiac and cerebrovascular accidents, death, stroke, myocardial infarction, and repeat revascularization. We tested for heterogeneities in treatment effect in patient subgroups. At 5 years, the cumulative incidence of death, myocardial infarction, and stroke was similar in patients randomized to PCI with stenting versus CABG (16.7% versus 16.9%, respectively; hazard ratio, 1.04, 95% confidence interval, 0.86 to 1.27; P = 0.69). Repeat revascularization, however, occurred significantly more frequently after PCI than CABG (29.0% versus 7.9%, respectively; hazard ratio, 0.23; 95% confidence interval, 0.18 to 0.29; P<0.001). Major adverse cardiac and cerebrovascular events were significantly higher in the PCI than the CABG group (39.2% versus 23.0%, respectively; hazard ratio, 0.53; 95% confidence interval, 0.45 to 0.61; P<0.001). No heterogeneity of treatment effect was found in the subgroups, including diabetic patients and those presenting with 3-vessel disease. Conclusions-In this pooled analysis of 4 randomized trials, PCI with stenting was associated with a long-term safety profile similar to that of CABG. However, as a result of persistently lower repeat revascularization rates in the CABG patients, overall major adverse cardiac and cerebrovascular event rates were significantly lower in the CABG group at 5 years.

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Background: Several studies have already reported the utilization of fibrin glue in microvascular anastomoses to minimize the number of sutures and to decrease the operative time. Despite the good results obtained in most of these experiments, its clinical application has not launched. The aim of this study was to clarify the controversies around the safeness of fibrin glue application in microvascular anastomoses, and also to demonstrate the potential benefits of fibrin glue application in a realistic free flap model. Methods: Twenty-seven rabbits were used in this study The experimental model consisted of a free groin flap transfer to the anterior cervical region. The flap`s circulation was restored by means of an end-to-side anastomosis between the femoral and carotid arteries, and an end-to-end anastomosis between the femoral and external jugular veins. The animals were divided into two groups (n = 10) according to the anastomosis technique: Group I (conventional suture) and group 11 (fibrin glue). Results: The number of sutures required to complete the arterial and venous anastomoses was reduced in 39 and 37% in group 11, respectively. Despite this reduction, the anastomoses maintained adequate patency rates and mechanical strength. Both arterial and venous anastomoses benefited from fibrin glue application, which made them easier and faster to perform. The flaps` ischemic time and the total operative time were also significantly shortened. Conclusions: In this study, the application of fibrin glue in microvascular anastomoses was safe and reliable. The risk-benefit ratio of fibrin glue application in microvascular anastomoses is favorable for its use. (c) 2008 Wiley-Liss, Inc.