The expression and development of teachers' capacities within two learning communities : a participant-observer case study

The learning community model has been an integral component of teacher development in Ontarian schools and beyond. This research was conducted to understand how teachers' personal capacity and professional, interpersonal, and organizational competencies are developed and expressed within this context. Nineteen elementary teachers and administrators participated in the study from November through January 2007. A qualitative case study methodology was used to investigate the role ofteachers' capacities and competencies in learning communities. Combined data sources from semistructured interviews, research journals, and document review were used to gather data about teachers' capacities and competencies. The study included 3 phases of analysis. In the final phase the analysis provided 3 qualities of the teachers at Jude and Mountain Schools (pseudonyms): identification as professionals, investment in others, and institutional affiliation that may explain how they differed from other educators. The data revealed these three themes, which provided an understanding of educators at Jude and Mountain Schools as dedicated professionals pushing practices to contribute to school life and address student learning needs, and as teachers who reflected on practices to continue expanding their skills. Teachers were heavily invested in creating a caring culture and in students' and team members' learning. Educators actively participated in solving problems and coplanning throughout the school levels and beyond, assumed collective responsibility for all pupils, and focused on generating school-wide consistent practices. These qualities and action patterns revealed teachers who invested time and effort in their colleagues, who committed to develop as professionals, and who affiliated closely with every aspect of school living.

The identification and characterization of inter- and intra-species genetic diversity derived from retrotransposons in humans

Retrotransposons, which used to be considered as “junk DNA”, have begun to reveal their immense value to genome evolution and human biology due to recent studies. They consist of at least ~45% of the human genome and are more or less the same in other mammalian genomes. Retrotransposon elements (REs) are known to affect the human genome through many different mechanisms, such as generating insertion mutations, genomic instability, and alteration in gene expression. Previous studies have suggested several RE subfamilies, such as Alu, L1, SVA and LTR, are currently active in the human genome, and they are an important source of genetic diversity between human and other primates, as well as among humans. Although several groups had used Retrotransposon Insertion Polymorphisms (RIPs) as markers in studying primate evolutionary history, no study specifically focused on identifying Human-Specific Retrotransposon Element (HS-RE) and their roles in human genome evolution. In this study, by computationally comparing the human genome to 4 primate genomes, we identified a total of 18,860 HS-REs, among which are 11,664 Alus, 4,887 L1s, 1,526 SVAs and 783 LTRs (222 full length entries), representing the largest and most comprehensive list of HS-REs generated to date. Together, these HS-REs contributed a total of 14.2Mb sequence increase from the inserted REs and Target Site Duplications (TSDs), 71.6Kb increase from transductions, and 268.2 Kb sequence deletion of from insertion-mediated deletion, leading to a net increase of ~14 Mb sequences to the human genome. Furthermore, we observed for the first time that Y chromosome might be a hot target for new retrotransposon insertions in general and particularly for LTRs. The data also allowed for the first time the survey of frequency of TE insertions inside other TEs in comparison with TE insertion into none-TE regions. In summary, our data suggest that retrotransposon elements have played a significant role in the evolution of Homo sapiens.

First Field Artillery Brigade Observer, 22 June 1918

An issue of the First Field Artillery Brigade Observer, 22 June 1918, no.5. The report describes several raids, including "the Austrians, under orders from the Kaiser and with the object of putting new enthusiasm into their disheartened people, launched a big offensive, which the Italians have handled to date masterfully."

First Field Artillery Brigade Observer, 1 July 1918

The report mentions that General Pershing presented Distinguished Service Crosses to soldiers in the First Field Artillery Brigade. It also describes a Sergeant and 3 men finding an enemy soldier asleep with a machine gun. They brought him back to the American lines. Also included is a list of destruction that took place over the the last three days.

Illustration from the First Field Artillery Brigade Observer

A cartoon by Alban B. Butler (signed), titled "National Salute" and dated 4 July 1918. The illustration shows officers loading a canon and firing.

Sincronización de estros en cabras usando dosis reducidas de prostaglenadinas F2 Alfa en aplicaciones intra-vaginales.

Tesis (Maestría en Ciencias Especialidad en Producción Animal) UANL

Complicaciones intra y postoperatorias en la cirugía ginecológica (por) Horacio Maldonado Peña

Tesis (Especialidad Ginecobstetricia)U.A.N.L.

Estudio comparativo a nivel INTRA e INTER personal entre el talento humano que cuenta con apoyo del outplacement para el proceso de desvinculación laboral.

Tesis (Maestría en Psicología Laboral y Organizacional) UANL, 2010.

International Business Cycles: What Are the Facts?

Modern business cycle theory involves developing models that explain stylized facts. For this strategy to be successful, these facts should be well established. In this paper, we focus on the stylized facts of international business cycles. We use the generalized method of moments and quarterly data from nineteen industrialized countries to estimate pairwise cross-country and within-country correlations of macroeconomic aggregates. We calculate standard errors of the statistics for our unique panel of data and test hypotheses about the relative sizes of these correlations. We find a lower cross-country correlation of all aggregates and especially of consumption than in previous studies. The cross-country correlations of consumption, output and Solow residuals are not significantly different from one another over the whole sample, but there are significant differences in the post-1973 subsample.

The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation

This note investigates the adequacy of the finite-sample approximation provided by the Functional Central Limit Theorem (FCLT) when the errors are allowed to be dependent. We compare the distribution of the scaled partial sums of some data with the distribution of the Wiener process to which it converges. Our setup is purposely very simple in that it considers data generated from an ARMA(1,1) process. Yet, this is sufficient to bring out interesting conclusions about the particular elements which cause the approximations to be inadequate in even quite large sample sizes.

Testing Mean-Variance Efficiency in CAPM with Possibly Non-Gaussian Errors : An Exact Simulation-Based Approach

In this paper we propose exact likelihood-based mean-variance efficiency tests of the market portfolio in the context of Capital Asset Pricing Model (CAPM), allowing for a wide class of error distributions which include normality as a special case. These tests are developed in the frame-work of multivariate linear regressions (MLR). It is well known however that despite their simple statistical structure, standard asymptotically justified MLR-based tests are unreliable. In financial econometrics, exact tests have been proposed for a few specific hypotheses [Jobson and Korkie (Journal of Financial Economics, 1982), MacKinlay (Journal of Financial Economics, 1987), Gib-bons, Ross and Shanken (Econometrica, 1989), Zhou (Journal of Finance 1993)], most of which depend on normality. For the gaussian model, our tests correspond to Gibbons, Ross and Shanken’s mean-variance efficiency tests. In non-gaussian contexts, we reconsider mean-variance efficiency tests allowing for multivariate Student-t and gaussian mixture errors. Our framework allows to cast more evidence on whether the normality assumption is too restrictive when testing the CAPM. We also propose exact multivariate diagnostic checks (including tests for multivariate GARCH and mul-tivariate generalization of the well known variance ratio tests) and goodness of fit tests as well as a set estimate for the intervening nuisance parameters. Our results [over five-year subperiods] show the following: (i) multivariate normality is rejected in most subperiods, (ii) residual checks reveal no significant departures from the multivariate i.i.d. assumption, and (iii) mean-variance efficiency tests of the market portfolio is not rejected as frequently once it is allowed for the possibility of non-normal errors.

Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities

This note develops general model-free adjustment procedures for the calculation of unbiased volatility loss functions based on practically feasible realized volatility benchmarks. The procedures, which exploit the recent asymptotic distributional results in Barndorff-Nielsen and Shephard (2002a), are both easy to implement and highly accurate in empirically realistic situations. On properly accounting for the measurement errors in the volatility forecast evaluations reported in Andersen, Bollerslev, Diebold and Labys (2003), the adjustments result in markedly higher estimates for the true degree of return-volatility predictability.

Analyse du commerce intra-industriel entre le Québec et huit États américains limitrophes.

Rapport de recherche