Buddhism and the earth : environmental thought in early Buddhist philosophy

Introduction Fundamental to the philosophy of Buddhism, is the insight that there is "unsatisfactohness" (dukkha) in the world and that it can be eliminated through the practice of the Noble Eight Fold Path. Buddhism also maintains that the world as we experience and entities that exist are bereft of any substantiality. Instead existence is manifest through dependent origination. All things are conditional; nothing is permanent. However, inherent in this dependent existence is the interconnectedness of all beings and their subjection to the cosmic law of karma. Part of cultivating the Eight Fold path includes a deep compassion for all other living things, 'trapped' within this cycle of dependent origination. This compassion or empathy (karuna) is crucial to the Buddhist path to enlightenment. It is this emphasis on karuna that shows itself in Mahayana Buddhism with respect to the theory of the boddhisatva (or Buddha-to-be) since the boddhisatva willingly postpones his/her own enlightenment to help others on the same path. One of the ramifications of the theory of dependent origination is that there is no anthropocentric bias placed on humans over the natural world. Paradoxically the doctrine of non-self becomes an ontology within Buddhism, culminating in the Mayahana realization that a common boundary exists between samsara and nirvana. Essential to this ontology is the life of dharma or a moral life. Ethics is not separated from ontology. As my thesis will show, this basic outlook of Buddhism has implications toward our understanding of the Buddhist world-view with respect to the current human predicament concerning the environment. While humans are the only ones who can 4 attain "Buddhahood", it is because of our ability to understand what it means to follow the Eight fold path and act accordingly. Because of the interconnectedness of all entities {dharmas), there is an ontological necessity to eliminate suffering and 'save the earth' because if we allow the earth to suffer, we ALL suffer. This can be understood as an ethical outlook which can be applied to our interaction with and treatment of the natural environment or environment in the broadest sense, not just trees plants rocks etc. It is an approach to samsara and all within it. It has been argued that there is no ontology in Buddhism due to its doctrine of "non-self". However, it is a goal of this thesis to argue that there does exist an original ontology in Buddhism; that according to it, the nature of Being is essentially neither "Being nor non-being nor not non-being" as illustrated by Nagarjuna. Within this ontology is engrained an ethic or 'right path' (samma marga) that is fundamental to our being and this includes a compassionate relationship to our environment. In this dissertation I endeavour to trace the implications that the Buddhist worldview has for the environmental issues that assail us in our age of technology. I will explore questions such as: can the Buddhist way of thinking help us comprehend and possibly resolve the environmental problems of our day and age? Are there any current environmental theories which are comparable to or share common ground with the classical Buddhist doctrines? I will elucidate some fundamental doctrines of early Buddhism from an environmental perspective as well as identify some comparable modern environmental theories such as deep ecology and general systems theory, that seem to share in the wisdom of classical Buddhism and have much to gain from a deeper appreciation of Buddhism.

Margin requirements and volatility : evidence from Canadian stocks

Margin policy is used by regulators for the purpose of inhibiting exceSSIve volatility and stabilizing the stock market in the long run. The effect of this policy on the stock market is widely tested empirically. However, most prior studies are limited in the sense that they investigate the margin requirement for the overall stock market rather than for individual stocks, and the time periods examined are confined to the pre-1974 period as no change in the margin requirement occurred post-1974 in the U.S. This thesis intends to address the above limitations by providing a direct examination of the effect of margin requirement on return, volume, and volatility of individual companies and by using more recent data in the Canadian stock market. Using the methodologies of variance ratio test and event study with conditional volatility (EGARCH) model, we find no convincing evidence that change in margin requirement affects subsequent stock return volatility. We also find similar results for returns and trading volume. These empirical findings lead us to conclude that the use of margin policy by regulators fails to achieve the goal of inhibiting speculating activities and stabilizing volatility.

Relation of temperament and authoritative parenting on subtypes of adolescent behaviour

Over the years, researchers have investigated direct, conditional, and meditational pathways of adolescent aggression in relation to both temperament and parenting behaviours. However, no study to date has considered these relations with respect to a measure of aggression differentiated by form (e.g., overt, relational) and function (e.g., proactive, reactive). The present study examined the differential association of adolescent temperament and authoritative parenting on four subtypes of aggression. Participants included mothers, fathers, and one adolescent (between the ages of 10-19) from 663 families, recruited through random digit dialing. Parents reported on their child's temperament and occurrence of aggressive behaviours in addition to the perception of their own authoritative parenting. Adolescents reported on their own temperament and aggressive behaviours as well as on both their mother and father's authoritative parenting. Multiple regression analyses confirmed predictions that some aspects of temperament and authoritative parenting provide motivation towards the engagement of different aggressive behaviours. For example, higher negative affect was related to reactive types of aggression, whereas a strong desire for novel or risky behaviours related to proactive aggression. However, differences in effortful control altered the trajectory for both relationships. Higher levels of self-regulation reduced the impact of negative affect on reactive-overt aggression. Greater self-regulation also reduced the impact of surgency on proactive-overt aggression when age was a factor. Structural equation modeling was then used to assess the process through which adolescents become more or less susceptible to impulsive behaviours. Although the issue ofbi-directionality cannot be ruled out, temperament characteristics were the proximal correlate for aggression subtypes as opposed to authoritative parenting dimensions. Effortful control was found to partially mediate the relation between parental acceptancelinvolvement and reactive-relational and reactive-overt aggression, suggesting that higher levels of warmth and support as perceived by the child related to increased levels of self-regulation and emotional control, which in tum lead to less reactive-relational and less reactive-overt types of aggression in adolescents. On the other hand, negative affect partially mediated the relation between parental psychological autonomy granting and these two subtypes of aggression, supporting predictions that higher levels of autonomy granting (perceived independence) related to lower levels of frustration, which in tum lead to less reactive-relational and reactive-overt aggression in adolescents. Both findings provide less evidence for the evocative person-environment correlation and more support for temperament being an open system shaped by experience and authoritative parenting dimensions. As one of the first known studies examining the differential association of authoritative parenting and temperament on aggression subtypes, this study demonstrates the role parents can play in shaping and altering their children's temperament and the effects it can have on aggressive behaviour.

Ambivalent longings: Heim and its prefix : anxiety and the discourse of home

Please consult the paper edition of this thesis to read. It is available on the 5th Floor of the Library at Call Number: Z 9999 P55 N37 2005

Ethics, tourists and the environmental practices of the North American cruise ship industry: a comparison study of the ethical standards of Alaskan and Caribbean cruise ship tourists

Please consult the paper edition of this thesis to read. It is available on the 5th Floor of the Library at Call Number: Z 9999 R43 S54 2005

Identification of renin progenitors in the mouse bone marrow that give rise to B-cell leukaemia

cell of origin and triggering events for leukaemia are mostly unknown. Here we show that the bone marrow contains a progenitor that expresses renin throughout development and possesses a B-lymphocyte pedigree. This cell requires RBP-J to differentiate. Deletion of RBP-J in these renin-expressing progenitors enriches the precursor B-cell gene programme and constrains lymphocyte differentiation, facilitated by H3K4me3 activating marks in genes that control the pre-B stage. Mutant cells undergo neoplastic transformation, and mice develop a highly penetrant B-cell leukaemia with multi-organ infiltration and early death. These reninexpressing cells appear uniquely vulnerable as other conditional models of RBP-J deletion do not result in leukaemia. The discovery of these unique renin progenitors in the bone marrow and the model of leukaemia described herein may enhance our understanding of normal and neoplastic haematopoiesis.

Volume-Synchronized Probability of Informed Trading (VPIN), Market Volatility, and High-Frequency Liquidity

We assess the predictive ability of three VPIN metrics on the basis of two highly volatile market events of China, and examine the association between VPIN and toxic-induced volatility through conditional probability analysis and multiple regression. We examine the dynamic relationship on VPIN and high-frequency liquidity using Vector Auto-Regression models, Granger Causality tests, and impulse response analysis. Our results suggest that Bulk Volume VPIN has the best risk-warning effect among major VPIN metrics. VPIN has a positive association with market volatility induced by toxic information flow. Most importantly, we document a positive feedback effect between VPIN and high-frequency liquidity, where a negative liquidity shock boosts up VPIN, which, in turn, leads to further liquidity drain. Our study provides empirical evidence that reflects an intrinsic game between informed traders and market makers when facing toxic information in the high-frequency trading world.

Community and the Recognition of the Other: A Levinasian Examination of The City, Inc. 1987-1992

This case study examines how The City, Inc.’s work within North and South Minneapolis, Minnesota neighborhoods from 1987 and 1992 was framed within a compilation of articles drawn from prominent Twin Cities’ daily newspapers. Positioned within a conceptual framework based on the ethical philosophy of Emmanuel Levinas, this study explores how the idea of community, as constructed and reinforced through organizational initiatives and local print media, impacts the everyday relationships of those within and between communities. Framed within a discourse analysis, Levinasian ethics considers what aspects of community discourse restrict and oppress the relation with the other. The study concludes by suggesting how the identified aspects of conditional belonging, finding the trace, and building community can be valuable in offering an alternative to assessment-style research by considering the relationship and responsibility of the one for the other.

Melanosomal targeting sequences from gp100 are essential for MHC class II-restricted endogenous epitope presentation and mobilization to endosomal compartments

CD4+ T lymphocytes play an important role in CD8+ T cell-mediated responses against tumors. Considering that about 20% of melanomas express major histocompatibility complex (MHC) class II, it is plausible that concomitant antigenic presentation by MHC class I and class II complexes shapes positive (helper T cells) or negative (regulatory T cells) anti-tumor responses. Interestingly, gp100, a melanoma antigen, can be presented by both MHC class I and class II when expressed endogenously, suggesting that it can reach endosomal/MHC class II compartments (MIIC). Here, we demonstrated that the gp100 putative amino-terminal signal sequence and the last 70 residues in carboxy-terminus, are essential for MIIC localization and MHC class II presentation. Confocal microscopy analyses confirmed that gp100 was localized in LAMP-1+ endosomal/MIIC. Gp100-targeting sequences were characterized by deleting different sections in the carboxy-terminus (residues 590 to 661). Transfection in 293T cells, expressing MHC class I and class II molecules, revealed that specific deletions in carboxy-terminus resulted in decreased MHC class II presentation, without effects on MHC class I presentation, suggesting a role in MIIC trafficking for these deleted sections. Then, we used these gp100-targeting sequences to mobilize the green fluorescent protein (GFP) to endosomal compartments, and to allow MHC class II and class I presentation of minimal endogenous epitopes. Thus, we concluded that these specific sequences are MIIC targeting motifs. Consequently, these sequences could be included in expression cassettes for endogenously expressed tumor or viral antigens to promote MHC class II and class I presentation and optimize in vivo T cell responses, or as an in vitro tool for characterization of new MHC class II epitopes.

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

Tests of Conditional Asset Pricing Models in the Brazilian Stock Market

In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.

Tests of Conditional Asset Pricing Models in the Brazilian Stock Market

In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the 1976-1992 period. We also test a conditional APT model by using the difference between the 30-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. the conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from a total of 25 securities exchanged on the Brazilian markets. the inclusion of this second factor proves to be crucial for the appropriate pricing of the portfolios.

Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form

Conditional heteroskedasticity is an important feature of many macroeconomic and financial time series. Standard residual-based bootstrap procedures for dynamic regression models treat the regression error as i.i.d. These procedures are invalid in the presence of conditional heteroskedasticity. We establish the asymptotic validity of three easy-to-implement alternative bootstrap proposals for stationary autoregressive processes with m.d.s. errors subject to possible conditional heteroskedasticity of unknown form. These proposals are the fixed-design wild bootstrap, the recursive-design wild bootstrap and the pairwise bootstrap. In a simulation study all three procedures tend to be more accurate in small samples than the conventional large-sample approximation based on robust standard errors. In contrast, standard residual-based bootstrap methods for models with i.i.d. errors may be very inaccurate if the i.i.d. assumption is violated. We conclude that in many empirical applications the proposed robust bootstrap procedures should routinely replace conventional bootstrap procedures for autoregressions based on the i.i.d. error assumption.

Identification, Weak Instruments and Statistical Inference in Econometrics

We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on weakly identified models (or weak instruments). We point out that many hypotheses, for which test procedures are commonly proposed, are not testable at all, while some frequently used econometric methods are fundamentally inappropriate for the models considered. Such situations lead to ill-defined statistical problems and are often associated with a misguided use of asymptotic distributional results. Concerning nonparametric hypotheses, we discuss three basic problems for which such difficulties occur: (1) testing a mean (or a moment) under (too) weak distributional assumptions; (2) inference under heteroskedasticity of unknown form; (3) inference in dynamic models with an unlimited number of parameters. Concerning weakly identified models, we stress that valid inference should be based on proper pivotal functions —a condition not satisfied by standard Wald-type methods based on standard errors — and we discuss recent developments in this field, mainly from the viewpoint of building valid tests and confidence sets. The techniques discussed include alternative proposed statistics, bounds, projection, split-sampling, conditioning, Monte Carlo tests. The possibility of deriving a finite-sample distributional theory, robustness to the presence of weak instruments, and robustness to the specification of a model for endogenous explanatory variables are stressed as important criteria assessing alternative procedures.