960 resultados para Serial-correlation common features
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In this paper we analyse the observed systematic differences incosts for teaching hospitals (THhenceforth) in Spain. Concernhas been voiced regarding the existence of a bias in thefinancing of TH s has been raised once prospective budgets arein the arena for hospital finance, and claims for adjusting totake into account the legitimate extra costs of teaching onhospital expenditure are well grounded. We focus on theestimation of the impact of teaching status on average cost. Weused a version of a multiproduct hospital cost function takinginto account some relevant factors from which to derive theobserved differences. We assume that the relationship betweenthe explanatory and the dependent variables follows a flexibleform for each of the explanatory variables. We also model theunderlying covariance structure of the data. We assumed twoqualitatively different sources of variation: random effects andserial correlation. Random variation refers to both general levelvariation (through the random intercept) and the variationspecifically related to teaching status. We postulate that theimpact of the random effects is predominant over the impact ofthe serial correlation effects. The model is estimated byrestricted maximum likelihood. Our results show that costs are 9%higher (15% in the case of median costs) in teaching than innon-teaching hospitals. That is, teaching status legitimatelyexplains no more than half of the observed difference in actualcosts. The impact on costs of the teaching factor depends on thenumber of residents, with an increase of 51.11% per resident forhospitals with fewer than 204 residents (third quartile of thenumber of residents) and 41.84% for hospitals with more than 204residents. In addition, the estimated dispersion is higher amongteaching hospitals. As a result, due to the considerable observedheterogeneity, results should be interpreted with caution. From apolicy making point of view, we conclude that since a higherrelative burden for medical training is under public hospitalcommand, an explicit adjustment to the extra costs that theteaching factor imposes on hospital finance is needed, beforehospital competition for inpatient services takes place.
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166 countries have some kind of public old age pension. What economic forcescreate and sustain old age Social Security as a public program? We document some of the internationally and historically common features of Social Security programs including explicit and implicit taxes on labor supply, pay-as-you-go features, intergenerational redistribution, benefits which areincreasing functions of lifetime earnings and not means-tested. We partition theories of Social Security into three groups: "political", "efficiency" and "narrative" theories. We explore three political theories in this paper: the majority rational voting model (with its two versions: "the elderly as the leaders of a winning coalition with the poor" and the "once and for all election" model), the "time-intensive model of political competition" and the "taxpayer protection model". Each of the explanations is compared with the international and historical facts. A companion paper explores the "efficiency" and "narrative" theories, and derives implicationsof all the theories for replacing the typical pay-as-you-go system with a forced savings plan.
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This paper proposes a new time-domain test of a process being I(d), 0 < d = 1, under the null, against the alternative of being I(0) with deterministic components subject to structural breaks at known or unknown dates, with the goal of disentangling the existing identification issue between long-memory and structural breaks. Denoting by AB(t) the different types of structural breaks in the deterministic components of a time series considered by Perron (1989), the test statistic proposed here is based on the t-ratio (or the infimum of a sequence of t-ratios) of the estimated coefficient on yt-1 in an OLS regression of ?dyt on a simple transformation of the above-mentioned deterministic components and yt-1, possibly augmented by a suitable number of lags of ?dyt to account for serial correlation in the error terms. The case where d = 1 coincides with the Perron (1989) or the Zivot and Andrews (1992) approaches if the break date is known or unknown, respectively. The statistic is labelled as the SB-FDF (Structural Break-Fractional Dickey- Fuller) test, since it is based on the same principles as the well-known Dickey-Fuller unit root test. Both its asymptotic behavior and finite sample properties are analyzed, and two empirical applications are provided.
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Preface In this thesis we study several questions related to transaction data measured at an individual level. The questions are addressed in three essays that will constitute this thesis. In the first essay we use tick-by-tick data to estimate non-parametrically the jump process of 37 big stocks traded on the Paris Stock Exchange, and of the CAC 40 index. We separate the total daily returns in three components (trading continuous, trading jump, and overnight), and we characterize each one of them. We estimate at the individual and index levels the contribution of each return component to the total daily variability. For the index, the contribution of jumps is smaller and it is compensated by the larger contribution of overnight returns. We test formally that individual stocks jump more frequently than the index, and that they do not respond independently to the arrive of news. Finally, we find that daily jumps are larger when their arrival rates are larger. At the contemporaneous level there is a strong negative correlation between the jump frequency and the trading activity measures. The second essay study the general properties of the trade- and volume-duration processes for two stocks traded on the Paris Stock Exchange. These two stocks correspond to a very illiquid stock and to a relatively liquid stock. We estimate a class of autoregressive gamma process with conditional distribution from the family of non-central gamma (up to a scale factor). This process was introduced by Gouriéroux and Jasiak and it is known as Autoregressive gamma process. We also evaluate the ability of the process to fit the data. For this purpose we use the Diebold, Gunther and Tay (1998) test; and the capacity of the model to reproduce the moments of the observed data, and the empirical serial correlation and the partial serial correlation functions. We establish that the model describes correctly the trade duration process of illiquid stocks, but have problems to adjust correctly the trade duration process of liquid stocks which present long-memory characteristics. When the model is adjusted to volume duration, it successfully fit the data. In the third essay we study the economic relevance of optimal liquidation strategies by calibrating a recent and realistic microstructure model with data from the Paris Stock Exchange. We distinguish the case of parameters which are constant through the day from time-varying ones. An optimization problem incorporating this realistic microstructure model is presented and solved. Our model endogenizes the number of trades required before the position is liquidated. A comparative static exercise demonstrates the realism of our model. We find that a sell decision taken in the morning will be liquidated by the early afternoon. If price impacts increase over the day, the liquidation will take place more rapidly.
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The pharmacokinetic and pharmacodynamic properties of nonpeptide angiotensin antagonists in humans are reviewed in this paper. Representatives of this new therapeutic class share common features: lipophilia, intermediate bioavailability, high affinity for plasma proteins and liver metabolism; some have active metabolites. Angiotensin II antagonists block the blood pressure response to exogenous angiotensin II in healthy volunteers, decrease baseline blood pressure in both normal and hypertensive patients, produce a marked rise in plasma renin activity and endogenous angiotensin II and increase renal blood flow without altering glomerular filtration rate. These effects are dose-dependent, but their time course varies between the drugs owing to pharmacokinetic and pharmacodynamic differences. Additionally, the extent of blood pressure reduction is dependent on physiological factors such as sodium and water balance. The characterisation of their pharmacokinetic-pharmacodynamic relationships deserves further refinement for designing optimal therapeutic regimens and proposing dosage adaptations in specific conditions.
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PHO1 was previously identified in Arabidopsis (Arabidopsis thaliana) as a protein involved in loading inorganic phosphate (Pi) into the xylem of roots and its expression was associated with the vascular cylinder. Seven genes homologous to AtPHO1 (PpPHO1;1-PpPHO1;7) have been identified in the moss Physcomitrella patens. The corresponding proteins harbor an SPX tripartite domain in the N-terminal hydrophilic portion and an EXS domain in the conserved C-terminal hydrophobic portion, both common features of the plant PHO1 family. Northern-blot analysis showed distinct expression patterns for the PpPHO1 genes, both at the tissue level and in response to phosphate deficiency. Transgenic P. patens expressing the beta-glucuronidase reporter gene under three different PpPHO1 promoters revealed distinct expression profiles in various tissues. Expression of PpPHO1;1 and PpPHO1;7 was specifically induced by Pi starvation. P. patens homologs to the Arabidopsis PHT1, DGD2, SQD1, and APS1 genes also responded to Pi deficiency by increased mRNA levels. Morphological changes associated with Pi deficiency included elongation of caulonemata with inhibition of the formation of side branches, resulting in colonies with greater diameter, but reduced mass compared to Pi-sufficient plants. Under Pi-deficient conditions, P. patens also increased the synthesis of ribonucleases and of an acid phosphatase, and increased the ratio of sulfolipids over phospholipids. These results indicate that P. patens and higher plants share some common strategies to adapt to Pi deficiency, although morphological changes are distinct, and that the PHO1 proteins are well conserved in bryophyte despite the lack of a developed vascular system.
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Methods Ten patients with aniridia from 3 families of Egyptian origin underwent full ophthalmologic, general and neurological examination, and blood drawing. Cerebral MRI was performed in the index case of each family. Genomic DNA was prepared from venous leukocytes and direct sequencing of all the exons and intron-exon junctions of the PAX6 gene was performed after PCR amplification. Results Common features observed in the three families included absence of iris tissue, corneal pannus with different degrees of severity and foveal hypoplasia with severely reduced visual acuity. In families 2 and 3, additional findings such as lens dislocation, lens opacities or polar cataract and glaucoma were observed. We identified two novel (c.170-174delTGGGC [p.L57fs17] and c.475delC [p.R159fs47]) and one known (c.718C>T) PAX6 mutations in the affected members of the 3 families. Systemic and neurological examination was normal in all ten affected patients. Cerebral MRI showed absence of the pineal gland in all three index patients. Severe hypoplasia of the brain anterior commissure was associated to the p.L57fs17mutation, absence of the posterior commissure to both p.R159fs47 and p.R240X, and optic chiasma atrophy and almost complete agenesis of the corpus callosum to p.R240X. Conclusions We identified two novel PAX6 mutations in families with severe aniridia from Northern Egypt, an ethnic group which is not well studied. In addition to common phenotype of aniridia and despite normal neurological examination, absence of the pineal gland was observed in all 3 index patients. The heterogeneity of brain anomalies related to PAX6 mutations is underexplored and is highlighted in this study.
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We deal with the hysteretic behavior of partial cycles in the two¿phase region associated with the martensitic transformation of shape¿memory alloys. We consider the problem from a thermodynamic point of view and adopt a local equilibrium formalism, based on the idea of thermoelastic balance, from which a formal writing follows a state equation for the material in terms of its temperature T, external applied stress ¿, and transformed volume fraction x. To describe the striking memory properties exhibited by partial transformation cycles, state variables (x,¿,T) corresponding to the current state of the system have to be supplemented with variables (x,¿,T) corresponding to points where the transformation control parameter (¿¿ and/or T) had reached a maximum or a minimum in the previous thermodynamic history of the system. We restrict our study to simple partial cycles resulting from a single maximum or minimum of the control parameter. Several common features displayed by such partial cycles and repeatedly observed in experiments lead to a set of analytic restrictions, listed explicitly in the paper, to be verified by the dissipative term of the state equation, responsible for hysteresis. Finally, using calorimetric data of thermally induced partial cycles through the martensitic transformation in a Cu¿Zn¿Al alloy, we have fitted a given functional form of the dissipative term consistent with the analytic restrictions mentioned above.
Fear and anxiety at the basis of adolescent externalizing and internalizing behaviors: a case study.
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Juvenile delinquency is rarely associated with success in psychotherapeutic treatment. Up until now, few data have been recorded regarding possible overlaps or common features of conduct disorders with anxiety disorders. This case report of a delinquent adolescent's presenting an obsessive-compulsive disorder discusses possible underlying common features of externalizing and internalizing disorders, mainly in terms of fear and anxiety regulation. The successful psychotherapy is discussed with regard to efficient psychological assessment and treatment of delinquent adolescents, and it underlies the importance of detailed analysis of psychopathology in cases of juvenile delinquency.
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We show the appearance of spatiotemporal stochastic resonance in the Swift-Hohenberg equation. This phenomenon emerges when a control parameter varies periodically in time around the bifurcation point. By using general scaling arguments and by taking into account the common features occurring in a bifurcation, we outline possible manifestations of the phenomenon in other pattern-forming systems.
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Qualitative research and psycho-cultural approaches to deviant behaviour¦In this paper, the authors discuss the relevance of some historical, theoretical and¦methodological features of qualitative research for a psycho-cultural approach to¦deviance. Specifically, three methods are presented: ethnography, life stories and¦grounded theory. Some common features of these methods are: their potentialities of¦articulation with other methods, their plasticity and their procedures grounded in¦research contexts, experiences and meanings lived by participants. The role of the¦researcher, as well as the constructed and dialogical characteristics of both process¦and products of research, are also emphasised in these approaches. In this way,¦qualitative methods seem particularly adequate to a psycho-cultural approach to¦deviance, allowing the research of "hidden" phenomena and an understanding of¦deviance that takes into account its cultural norms. Thus, qualitative research is as a¦methodological device which allows to get beyond the traditional ethnocentrism of psychology.
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Localization, which is the ability of a mobile robot to estimate its position within its environment, is a key capability for autonomous operation of any mobile robot. This thesis presents a system for indoor coarse and global localization of a mobile robot based on visual information. The system is based on image matching and uses SIFT features as natural landmarks. Features extracted from training images arestored in a database for use in localization later. During localization an image of the scene is captured using the on-board camera of the robot, features are extracted from the image and the best match is searched from the database. Feature matching is done using the k-d tree algorithm. Experimental results showed that localization accuracy increases with the number of training features used in the training database, while, on the other hand, increasing number of features tended to have a negative impact on the computational time. For some parts of the environment the error rate was relatively high due to a strong correlation of features taken from those places across the environment.
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The transcriptome is the readout of the genome. Identifying common features in it across distant species can reveal fundamental principles. To this end, the ENCODE and modENCODE consortia have generated large amounts of matched RNA-sequencing data for human, worm and fly. Uniform processing and comprehensive annotation of these data allow comparison across metazoan phyla, extending beyond earlier within-phylum transcriptome comparisons and revealing ancient, conserved features. Specifically, we discover co-expression modules shared across animals, many of which are enriched in developmental genes. Moreover, we use expression patterns to align the stages in worm and fly development and find a novel pairing between worm embryo and fly pupae, in addition to the embryo-to-embryo and larvae-to-larvae pairings. Furthermore, we find that the extent of non-canonical, non-coding transcription is similar in each organism, per base pair. Finally, we find in all three organisms that the gene-expression levels, both coding and non-coding, can be quantitatively predicted from chromatin features at the promoter using a 'universal model' based on a single set of organism-independent parameters.
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Résumé Le présent travail de thèse a fait face au défi de lier les changements transcriptionnels dans les neurones du système nerveux central au développement de l'addiction aux drogues. I1 est connu que l'apprentissage induit des modifications au niveau de la structure du cerveau, principalement en changeant la manière dont les neurones sont interconnectés par des synapses. De plus en plus d'évidences soutiennent un scénario selon lequel l'activité neuronale déclenche des cascades de signalisation intracellulaire qui ciblent des facteurs de transcription. Ces derniers peuvent activer la transcription de gènes spécifiques qui codent pour des protéines nécessaires au renforcement des synapses mémorisant ainsi la nouvelle information. Puisque l'addiction peut être considérée comme une forme aberrante d'apprentissage, et que les modifications synaptiques sont connues pour être impliquées dans le processus d'addiction, nous essayons de décrire des mécanismes transcriptionels étant à la base des changements synaptiques induits par les drogues. Comme modèle nous utilisons des cultures primaires des neurones de striatum, d'hippocampe et de cortex de souris ainsi que des tranches de cerveau de rat. Une des caractéristiques communes de quasiment toutes les substances addictives est de pouvoir activer le système mésolimbique dopaminergique provoquant la libération de dopamine sur les neurones du striatum (du noyau accumbens). Dans ce travail de thèse nous démontrons que dans des cultures du striatum, la dopamine induit le facteur de transcription C/EBPβ qui, à son tour, provoque l'expression du gène codant pour la substance P. Ce mécanisme pourrait potentiellement contribuer à la tolérance envers les drogues puisqu'il fait partie d'une rétroaction (feed-back) sur les cellules produisant la dopamine. Etant donné que ces résultats montrent l'importance de C/EBPβ dans la psychopathologie de l'addiction, nous avons également décidé d'étudier les mécanismes fondamentaux de l'activation de la transcription par C/EBPβ. Nos expériences démontrent que trois isoformes activatrices de la famille C/EBP recrutent le coactivateur CBP et provoquent en même temps sa phosphorylation. Enfin, nous montrons que les coactivateurs nommés TORC, nouvellement découverts et clonés, sont capables de détecter la coïncidence d'un signal cAMP et d'une entrée de calcium dans des neurones. Par conséquent les TORCs pourraient contribuer à détecter la coïncidence d'un signal glutamate et d'un signal dopamine dans les neurones de striatum, ce qui pourrait être important pour associer les effets hédonistes de la drogue à l'information contextuelle (par exemple à l'environnement où la drogue a été consommée). Nous sommes les premiers à observer que les TORCs sont nécessaires pour la potentiation à long terme dans l'hippocampe. Summary The present thesis work faced the challenge to link the development of drug addiction to transcriptional changes in the neurons of the central nervous system. Experience and learning are known to induce structural modifications in the brain, and these changes are thought to occur mainly in the way neurons are interconnected by synapses. More and more evidences point to a scenario in which neuronal activity would activate signalization cascades that impinge on transcription factors, which, in turn, would activate genes necessary for the reinforcement of synapses coding for new informations. Given that drug addiction can be considered as an aberrant form of learning and is thought to involve synaptic modifications, we try to elucidate some of the transcriptional mechanisms that could underlie drug-induced synaptic changes. As a model system, we use primary cultures of striatal, cortical and hippocampal neurons dissected from mouse embryos as well as brain slices from rats. One of the common features of virtually all drugs of abuse is to activate the mesocorticolimbic dopaminergic system that results in the release of dopamine onto the neurons of the striatum (nucleus accumbens). In this thesis work we show that in striatal cultures, dopamine induces the transcription factor C/EBPβ that in turn drives the expression of the gene coding for substance P. This mechanism is likely to be important for the drug-induced tolerance in the brain since it might be a part of a feedback acting on dopaminergic neurons. Given the suspected importance of C/EBPβ in drug addiction, we also try to elucidate some aspects of the basic mechanisms by which the C/EBP family activates transcription. We show that three activating members of the C/EBP family recruit the coactivator CBP and trigger its phosphorylation. Finally, we demonstrate that the newly discovered and cloned transcriptional coactivators, named TORCs (transducers of regulated CREB activity) are able to detect the coincidence of a calcium and a cAMP signal in the central nervous system. This way, TORCs could contribute to the detection of a coincidence between a glutamate and a dopamine signal in striatal neurons - a process that is suggested to be important for an association between the rewarding effect of a drug and contextual information (such as the environment where the drug had been taken). We demonstrate that TORCs are required for hippocampal LTP.
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Fuzzy set theory and Fuzzy logic is studied from a mathematical point of view. The main goal is to investigatecommon mathematical structures in various fuzzy logical inference systems and to establish a general mathematical basis for fuzzy logic when considered as multi-valued logic. The study is composed of six distinct publications. The first paper deals with Mattila'sLPC+Ch Calculus. THis fuzzy inference system is an attempt to introduce linguistic objects to mathematical logic without defining these objects mathematically.LPC+Ch Calculus is analyzed from algebraic point of view and it is demonstratedthat suitable factorization of the set of well formed formulae (in fact, Lindenbaum algebra) leads to a structure called ET-algebra and introduced in the beginning of the paper. On its basis, all the theorems presented by Mattila and many others can be proved in a simple way which is demonstrated in the Lemmas 1 and 2and Propositions 1-3. The conclusion critically discusses some other issues of LPC+Ch Calculus, specially that no formal semantics for it is given.In the second paper the characterization of solvability of the relational equation RoX=T, where R, X, T are fuzzy relations, X the unknown one, and o the minimum-induced composition by Sanchez, is extended to compositions induced by more general products in the general value lattice. Moreover, the procedure also applies to systemsof equations. In the third publication common features in various fuzzy logicalsystems are investigated. It turns out that adjoint couples and residuated lattices are very often present, though not always explicitly expressed. Some minor new results are also proved.The fourth study concerns Novak's paper, in which Novak introduced first-order fuzzy logic and proved, among other things, the semantico-syntactical completeness of this logic. He also demonstrated that the algebra of his logic is a generalized residuated lattice. In proving that the examination of Novak's logic can be reduced to the examination of locally finite MV-algebras.In the fifth paper a multi-valued sentential logic with values of truth in an injective MV-algebra is introduced and the axiomatizability of this logic is proved. The paper developes some ideas of Goguen and generalizes the results of Pavelka on the unit interval. Our proof for the completeness is purely algebraic. A corollary of the Completeness Theorem is that fuzzy logic on the unit interval is semantically complete if, and only if the algebra of the valuesof truth is a complete MV-algebra. The Compactness Theorem holds in our well-defined fuzzy sentential logic, while the Deduction Theorem and the Finiteness Theorem do not. Because of its generality and good-behaviour, MV-valued logic can be regarded as a mathematical basis of fuzzy reasoning. The last paper is a continuation of the fifth study. The semantics and syntax of fuzzy predicate logic with values of truth in ana injective MV-algerba are introduced, and a list of universally valid sentences is established. The system is proved to be semanticallycomplete. This proof is based on an idea utilizing some elementary properties of injective MV-algebras and MV-homomorphisms, and is purely algebraic.