966 resultados para Multivariate unit root tests


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The TOTEM collaboration has developed and tested the first prototype of its Roman Pots to be operated in the LHC. TOTEM Roman Pots contain stacks of 10 silicon detectors with strips oriented in two orthogonal directions. To measure proton scattering angles of a few microradians, the detectors will approach the beam centre to a distance of 10 sigma + 0.5 mm (= 1.3 mm). Dead space near the detector edge is minimised by using two novel "edgeless" detector technologies. The silicon detectors are used both for precise track reconstruction and for triggering. The first full-sized prototypes of both detector technologies as well as their read-out electronics have been developed, built and operated. The tests took place first in a fixed-target muon beam at CERN's SPS, and then in the proton beam-line of the SPS accelerator ring. We present the test beam results demonstrating the successful functionality of the system despite slight technical shortcomings to be improved in the near future.

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Most new drug molecules discovered today suffer from poor bioavailability. Poor oral bioavailability results mainly from poor dissolution properties of hydrophobic drug molecules, because the drug dissolution is often the rate-limiting event of the drug’s absorption through the intestinal wall into the systemic circulation. During the last few years, the use of mesoporous silica and silicon particles as oral drug delivery vehicles has been widely studied, and there have been promising results of their suitability to enhance the physicochemical properties of poorly soluble drug molecules. Mesoporous silica and silicon particles can be used to enhance the solubility and dissolution rate of a drug by incorporating the drug inside the pores, which are only a few times larger than the drug molecules, and thus, breaking the crystalline structure into a disordered, amorphous form with better dissolution properties. Also, the high surface area of the mesoporous particles improves the dissolution rate of the incorporated drug. In addition, the mesoporous materials can also enhance the permeability of large, hydrophilic drug substances across biological barriers. T he loading process of drugs into silica and silicon mesopores is mainly based on the adsorption of drug molecules from a loading solution into the silica or silicon pore walls. There are several factors that affect the loading process: the surface area, the pore size, the total pore volume, the pore geometry and surface chemistry of the mesoporous material, as well as the chemical nature of the drugs and the solvents. Furthermore, both the pore and the surface structure of the particles also affect the drug release kinetics. In this study, the loading of itraconazole into mesoporous silica (Syloid AL-1 and Syloid 244) and silicon (TOPSi and TCPSi) microparticles was studied, as well as the release of itraconazole from the microparticles and its stability after loading. Itraconazole was selected for this study because of its highly hydrophobic and poorly soluble nature. Different mesoporous materials with different surface structures, pore volumes and surface areas were selected in order to evaluate the structural effect of the particles on the loading degree and dissolution behaviour of the drug using different loading parameters. The loaded particles were characterized with various analytical methods, and the drug release from the particles was assessed by in vitro dissolution tests. The results showed that the loaded drug was apparently in amorphous form after loading, and that the loading process did not alter the chemical structure of the silica or silicon surface. Both the mesoporous silica and silicon microparticles enhanced the solubility and dissolution rate of itraconazole. Moreover, the physicochemical properties of the particles and the loading procedure were shown to have an effect on the drug loading efficiency and drug release kinetics. Finally, the mesoporous silicon particles loaded with itraconazole were found to be unstable under stressed conditions (at 38 qC and 70 % relative humidity).

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The importance of lying behavior to dairy cows and the feasible definition of lying has attracted many studies on the subject. Cattle show both behavioral and physiological stress responses when subjected to thwarting of their lying behavior. If cows are unable to lie down they later compensate for lost lying time when possible. Environmental factors such as housing and bedding systems have been noted to affect the time spent lying, but there is usually large variation in lying time between individuals. Internal factors such as the reproductive stage, age and health of cows affect their lying time and can cause variation. However, the effect of higher milk production on behavior has not previously been illuminated. The objective of this study was to provide data applicable for the improvement of resting conditions of cows. The preference of stall surface material, differences in normal behavior per unit time and various health measures were observed. The aim was to evaluate lying behavior and cow comfort on different stall bedding materials. In addition, the effect of milk yield on behavior was examined in a tie stall experiment. The preferences for surface materials were investigated in 5 experiments using 3 surface materials with bedding manipulations. According to the results, the cows preferred abundant straw bedding and soft rubber mats. However, they showed an aversion to sand bedding. Some individuals even refused to use stalls with sand when no organic bedding material was present. However, this study was unable to determine the reason for the avoidance, as neither the sand particle size nor thermal properties appeared critical. However, previous exposure to particular surface materials increased the preference for them. The amount of straw bedding was found to be an important factor affecting the preferences for stalls, and the lying time in stalls increased when the flooring softness was improved by applying straw or by installing elastic mats. Despite sand being the least preferred flooring material in preference tests, the health of legs improved during exposure to sand-floored stalls. Moreover cows using sand were cleaner than those that used straw stalls. Thus, sand bedding entailed some health benefits despite the contradictory results of preference tests, which more strongly reflected the perceptions of individual animals. Milk yield was observed to affect behavior by reducing the lying time, possibly due to factors other than longer duration of eating. High yielding cows seemed to intensify their lying bouts, as they were observed to lie with the neck muscles relaxed sooner after lying down than lower yielding cows. In conclusion, cows were found to prefer softer stall surface materials and organic bedding material. In addition, the lying time was reduced by a high milk yield, although the lying time seemed to be important for resting. Cows might differ in the needs for their lying environment. The management of dairy cows should eliminate any unnecessary prevention of lying, as even in tie-stalls high yielding cows seem to be affected by time constraints. Adding fresh bedding material to stalls increases the comfort of any stall flooring material.

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By using the bender and extender elements tests, together with measurements of the travel times of shear (S) and primary (P) waves, the variation of Poisson ratio (nu) was determined for dry sands with respect to changes in relative densities and effective confining pressures (sigma(3)). The tests were performed for three different ranges of particle sizes. The magnitude of the Poisson ratio decreases invariably with an increase in both the relative density and the effective confining pressure. The effect of the confining pressure on the Poisson ratio was found to become relatively more significant for fine-grained sand as compared with the coarse-grained sand. For a given material, at a particular value of sigma(3), the magnitude of the Poisson ratio decreases, almost in a linear fashion, with an increase in the value of maximum shear modulus (G(max)). The two widely used correlations in literature, providing the relationships among G(max), void ratio (e) and effective confining pressure (sigma(3)), applicable for angular granular materials, were found to compare reasonably well with the present experimental data for the fine- and medium-grained sands. However, for the coarse-grained sand, these correlations tend to overestimate the values of G(max).

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The Caucasus region is a hotspot of biodiversity and is one of the few areas in the Northern Hemisphere which harbor Pleistocene glacial refugia. The region encompasses Armenia, Azerbaijan, Georgia, the southernmost European Russia, NE Turkey, and northern Iran. The study on fungal composition of the Caucasus region and its connection and possible contribution to the present mycota of Europe has largely escaped empirical scrutiny. Using taxonomic surveys, phylogenetic reconstruction methods, haplotype analysis, and similarity tests, this study has aimed to, 1) summarize the knowledge on the occurrence of corticioids and polypores in the Caucasus region, 2) resolve the phylogenetic relationships of selected, resupinate wood-inhabiting basidiomycetes for which the Caucasus region is currently the mere, or one of the noteworthy areas of distribution, and, 3) assess the similarity of Caucasian corticioid fungi to those of Europe and important areas in the Northern Hemisphere, and to examine the significance of the Caucasus region as a glacial refugium for these fungi. This study provides the first catalogue of corticioids and polypores (635 species) occurring in the Caucasus region. The phylogeny and systematics of the Caucasian resupinate taxa in focus has been resolved and the usefulness of some morphological characters has been re-evaluated. In this context, four new genera and two new species were described and five new combinations were proposed, two of which were supplemented with modern descriptions. The species composition of corticioids in the Caucasus region is found to be distinctly more similar to Europe and North America than to East Asia and India. The highest molecular diversity and within population pairwise distance for Peniophorella praetermissa has been detected in the Caucasus and East Asia, with the isolates of the latter area being highly divergent from the European ones. This, and the assignment of root haplotype to the Caucasian isolates in a haplotype network for Phlebia tuberucalta and P. livida, call attention to the role of the Caucasus region in shaping the current mycota of Europe.

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Mikael Juselius’ doctoral dissertation covers a range of significant issues in modern macroeconomics by empirically testing a number of important theoretical hypotheses. The first essay presents indirect evidence within the framework of the cointegrated VAR model on the elasticity of substitution between capital and labor by using Finnish manufacturing data. Instead of estimating the elasticity of substitution by using the first order conditions, he develops a new approach that utilizes a CES production function in a model with a 3-stage decision process: investment in the long run, wage bargaining in the medium run and price and employment decisions in the short run. He estimates the elasticity of substitution to be below one. The second essay tests the restrictions implied by the core equations of the New Keynesian Model (NKM) in a vector autoregressive model (VAR) by using both Euro area and U.S. data. Both the new Keynesian Phillips curve and the aggregate demand curve are estimated and tested. The restrictions implied by the core equations of the NKM are rejected on both U.S. and Euro area data. These results are important for further research. The third essay is methodologically similar to essay 2, but it concentrates on Finnish macro data by adopting a theoretical framework of an open economy. Juselius’ results suggests that the open economy NKM framework is too stylized to provide an adequate explanation for Finnish inflation. The final essay provides a macroeconometric model of Finnish inflation and associated explanatory variables and it estimates the relative importance of different inflation theories. His main finding is that Finnish inflation is primarily determined by excess demand in the product market and by changes in the long-term interest rate. This study is part of the research agenda carried out by the Research Unit of Economic Structure and Growth (RUESG). The aim of RUESG it to conduct theoretical and empirical research with respect to important issues in industrial economics, real option theory, game theory, organization theory, theory of financial systems as well as to study problems in labor markets, macroeconomics, natural resources, taxation and time series econometrics. RUESG was established at the beginning of 1995 and is one of the National Centers of Excellence in research selected by the Academy of Finland. It is financed jointly by the Academy of Finland, the University of Helsinki, the Yrjö Jahnsson Foundation, Bank of Finland and the Nokia Group. This support is gratefully acknowledged.

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The likelihood ratio test of cointegration rank is the most widely used test for cointegration. Many studies have shown that its finite sample distribution is not well approximated by the limiting distribution. The article introduces and evaluates by Monte Carlo simulation experiments bootstrap and fast double bootstrap (FDB) algorithms for the likelihood ratio test. It finds that the performance of the bootstrap test is very good. The more sophisticated FDB produces a further improvement in cases where the performance of the asymptotic test is very unsatisfactory and the ordinary bootstrap does not work as well as it might. Furthermore, the Monte Carlo simulations provide a number of guidelines on when the bootstrap and FDB tests can be expected to work well. Finally, the tests are applied to US interest rates and international stock prices series. It is found that the asymptotic test tends to overestimate the cointegration rank, while the bootstrap and FDB tests choose the correct cointegration rank.

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The use of different time units in option pricing may lead to inconsistent estimates of time decay and spurious jumps in implied volatilities. Different time units in the pricing model leads to different implied volatilities although the option price itself is the same.The chosen time unit should make it necessary to adjust the volatility parameter only when there are some fundamental reasons for it and not due to wrong specifications of the model. This paper examined the effects of option pricing using different time hypotheses and empirically investigated which time frame the option markets in Germany employ over weekdays. The paper specifically tries to get a picture of how the market prices options. The results seem to verify that the German market behaves in a fashion that deviates from the most traditional time units in option pricing, calendar and trading days. The study also showed that the implied volatility of Thursdays was somewhat higher and thus differed from the pattern of other days of the week. Using a GARCH model to further investigate the effect showed that although a traditional tests, like the analysis of variance, indicated a negative return for Thursday during the same period as the implied volatilities used, this was not supported using a GARCH model.

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Bootstrap likelihood ratio tests of cointegration rank are commonly used because they tend to have rejection probabilities that are closer to the nominal level than the rejection probabilities of the correspond- ing asymptotic tests. The e¤ect of bootstrapping the test on its power is largely unknown. We show that a new computationally inexpensive procedure can be applied to the estimation of the power function of the bootstrap test of cointegration rank. The bootstrap test is found to have a power function close to that of the level-adjusted asymp- totic test. The bootstrap test estimates the level-adjusted power of the asymptotic test highly accurately. The bootstrap test may have low power to reject the null hypothesis of cointegration rank zero, or underestimate the cointegration rank. An empirical application to Euribor interest rates is provided as an illustration of the findings.

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ingle tract guanine residues can associate to form stable parallel quadruplex structures in the presence of certain cations. Nanosecond scale molecular dynamics simulations have been performed on fully solvated fibre model of parallel d(G(7)) quadruplex structures with Na+ or K+ ions coordinated in the cavity formed by the O6 atoms of the guanine bases. The AMBER 4.1 force field and Particle Mesh Ewald technique for electrostatic interactions have been used in all simulations. There quadruplex structures are stable during the simulation, with the middle four base tetrads showing root mean square deviation values between 0.5 to 0.8 Angstrom from the initial structure as well the high resolution crystal structure. Even in the absence of any coordinated ion in the initial structure, the G-quadruplex structure remains intact throughout the simulation. During the 1.1 ns MD simulation, one Nai counter ion from the solvent as well as several water molecules enter the central cavity to occupy the empty coordination sites within the parallel quadruplex and help stabilize the structure. Hydrogen bonding pattern depends on the nature of the coordinated ion, with the G-tetrad undergoing local structural variation to accommodate cations of different sizes. in the absence of any coordinated ion. due to strong mutual repulsion, O6 atoms within G-tetrad are forced farther apart from each other, which leads to a considerably different hydrogen bonding scheme within the G-tetrads and very favourable interaction energy between the guanine bases constituting a G-tetrad. However, a coordinated ion between G-tetrads provides extra stacking energy for the G-tetrads and makes the quadruplex structure more rigid. Na+ ions, within the quadruplex cavity, are more mobile than coordinated K+ ions. A number of hydrogen bonded water molecules are observed within the grooves of all quadruplex structures.

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Instrument landing systems (ILS) and the upcoming microwave landing systems (MLS) are (or are planned to be) very important navigational aids at most major airports of the world. However, their performance is directly affected by the features of the site in which they are located. Currently, validation of the ILS performance is through costly and time-consuming experimental methods. This paper outlines a powerful and versatile analytical approach for performing the site evaluation, as an alternative to the experimental methods. The approach combines a multi-plate model for the terrain with a powerful and exhaustive ray-tracing technique and a versatile and accurate formulation for estimating the electromagnetic fields due to the array antenna in the presence of the terrain. It can model the effects of the undulation, the roughness and the impedance (depending on the soil type) of the terrain at the site. The results computed from the analytical method are compared with the actual measurements and good agreement is shown. Considerations for site effects on MLS are also outlined.

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dThe work looks at the response to three-point loading of carbon-epoxy (CF-EP) composites with inserted buffer strip (BS) material. Short beam Shear tests were performed to study the load-deflection response as well as fracture features through macroscopy on the CF-EP system containing the interleaved PTFE-coated fabric material. Significant differences were noticed in the response of the CF-EP system to the bending process consequent to the architectural modification. It was inferred that introduction of small amounts of less adherent layers of material at specific locations causes a decrement in the load carrying capability. Further the number and the ease with which interface separation occurs is found to depend on the extent to which the inserted layer is present in either single or multiple layer positions.

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With the objective of better understanding the significance of New Car Assessment Program (NCAP) tests conducted by the National Highway Traffic Safety Administration (NHTSA), head-on collisions between two identical cars of different sizes and between cars and a pickup truck are studied in the present paper using LS-DYNA models. Available finite element models of a compact car (Dodge Neon), midsize car (Dodge Intrepid), and pickup truck (Chevrolet C1500) are first improved and validated by comparing theanalysis-based vehicle deceleration pulses against corresponding NCAP crash test histories reported by NHTSA. In confirmation of prevalent perception, simulation-bascd results indicate that an NCAP test against a rigid barrier is a good representation of a collision between two similar cars approaching each other at a speed of 56.3 kmph (35 mph) both in terms of peak deceleration and intrusions. However, analyses carried out for collisions between two incompatible vehicles, such as an Intrepid or Neon against a C1500, point to the inability of the NCAP tests in representing the substantially higher intrusions in the front upper regions experienced by the cars, although peak decelerations in cars arc comparable to those observed in NCAP tests. In an attempt to improve the capability of a front NCAP test to better represent real-world crashes between incompatible vehicles, i.e., ones with contrasting ride height and lower body stiffness, two modified rigid barriers are studied. One of these barriers, which is of stepped geometry with a curved front face, leads to significantly improved correlation of intrusions in the upper regions of cars with respect to those yielded in the simulation of collisions between incompatible vehicles, together with the yielding of similar vehicle peak decelerations obtained in NCAP tests.