Cross-Country Evidence on Output Growth Volatility: Nonstationary Variance and GARCH Models

This paper revisits the issue of conditional volatility in real GDP growth rates for Canada, Japan, the United Kingdom, and the United States. Previous studies find high persistence in the volatility. This paper shows that this finding largely reflects a nonstationary variance. Output growth in the four countries became noticeably less volatile over the past few decades. In this paper, we employ the modified ICSS algorithm to detect structural change in the unconditional variance of output growth. One structural break exists in each of the four countries. We then use generalized autoregressive conditional heteroskedasticity (GARCH) specifications modeling output growth and its volatility with and without the break in volatility. The evidence shows that the time-varying variance falls sharply in Canada, Japan, and the U.K. and disappears in the U.S., excess kurtosis vanishes in Canada, Japan, and the U.S. and drops substantially in the U.K., once we incorporate the break in the variance equation of output for the four countries. That is, the integrated GARCH (IGARCH) effect proves spurious and the GARCH model demonstrates misspecification, if researchers neglect a nonstationary unconditional variance.

DEVELOPMENT AND IMPLEMENTATION OF A REMOTE AUDIT TOOL FOR HIGH DOSE RATE (HDR) 192IR BRACHYTHERAPY USING OPTICALLY STIMULATED LUMINESCENCE DOSIMETRY

This work aimed to create a mailable and OSLD-based phantom with accuracy suitable for RPC audits of HDR brachytherapy sources at institutions participating in NCI-funded cooperative clinical trials. An 8 × 8 × 10 cm3 prototype with two slots capable of holding nanoDot Al2O3:C OSL dosimeters (Landauer, Glenwood, IL) was designed and built. The phantom has a single channel capable of accepting all 192Ir HDR brachytherapy sources in current clinical use in the United States. Irradiations were performed with an 192Ir HDR source to determine correction factors for linearity with dose, dose rate, and the combined effect of irradiation energy and phantom construction. The uncertainties introduced by source positioning in the phantom and timer resolution limitations were also investigated. It was found that the linearity correction factor was where dose is in cGy, which differed from that determined by the RPC for the same batch of dosimeters under 60Co irradiation. There was no significant dose rate effect. Separate energy+block correction factors were determined for both models of 192Ir sources currently in clinical use and these vendor-specific correction factors differed by almost 2.6%. For Nucletron sources, this correction factor was 1.026±0.004 (99% Confidence Interval) and for Varian sources it was 1.000±0.007 (99% CI). Reasonable deviations in source positioning within the phantom and the limited resolution of the source timer had insignificant effects on the ability to measure dose. Overall measurement uncertainty of the system was estimated to be ±2.5% for both Nucletron and Varian source audits (95% CI). This uncertainty was sufficient to establish a ±5% acceptance criterion for source strength audits under a formal RPC audit program. Trial audits of eight participating institutions resulted in an average RPC-to-institution dose ratio of 1.000 with a standard deviation of 0.011.

Using spatial linear models with SAR and CAR structure to examine Texas lung cancer incidence rates

Scholars have found that socioeconomic status was one of the key factors that influenced early-stage lung cancer incidence rates in a variety of regions. This thesis examined the association between median household income and lung cancer incidence rates in Texas counties. A total of 254 individual counties in Texas with corresponding lung cancer incidence rates from 2004 to 2008 and median household incomes in 2006 were collected from the National Cancer Institute Surveillance System. A simple linear model and spatial linear models with two structures, Simultaneous Autoregressive Structure (SAR) and Conditional Autoregressive Structure (CAR), were used to link median household income and lung cancer incidence rates in Texas. The residuals of the spatial linear models were analyzed with Moran's I and Geary's C statistics, and the statistical results were used to detect similar lung cancer incidence rate clusters and disease patterns in Texas.^

Regression with autocorrelated data: A study of time trend of global infant mortality rate

The infant mortality rate (IMR) is considered to be one of the most important indices of a country's well-being. Countries around the world and other health organizations like the World Health Organization are dedicating their resources, knowledge and energy to reduce the infant mortality rates. The well-known Millennium Development Goal 4 (MDG 4), whose aim is to archive a two thirds reduction of the under-five mortality rate between 1990 and 2015, is an example of the commitment. ^ In this study our goal is to model the trends of IMR between the 1950s to 2010s for selected countries. We would like to know how the IMR is changing overtime and how it differs across countries. ^ IMR data collected over time forms a time series. The repeated observations of IMR time series are not statistically independent. So in modeling the trend of IMR, it is necessary to account for these correlations. We proposed to use the generalized least squares method in general linear models setting to deal with the variance-covariance structure in our model. In order to estimate the variance-covariance matrix, we referred to the time-series models, especially the autoregressive and moving average models. Furthermore, we will compared results from general linear model with correlation structure to that from ordinary least squares method without taking into account the correlation structure to check how significantly the estimates change.^

Analysis of life expectancy using linear and nonlinear models

Life expectancy has consistently increased over the last 150 years due to improvements in nutrition, medicine, and public health. Several studies found that in many developed countries, life expectancy continued to rise following a nearly linear trend, which was contrary to a common belief that the rate of improvement in life expectancy would decelerate and was fit with an S-shaped curve. Using samples of countries that exhibited a wide range of economic development levels, we explored the change in life expectancy over time by employing both nonlinear and linear models. We then observed if there were any significant differences in estimates between linear models, assuming an auto-correlated error structure. When data did not have a sigmoidal shape, nonlinear growth models sometimes failed to provide meaningful parameter estimates. The existence of an inflection point and asymptotes in the growth models made them inflexible with life expectancy data. In linear models, there was no significant difference in the life expectancy growth rate and future estimates between ordinary least squares (OLS) and generalized least squares (GLS). However, the generalized least squares model was more robust because the data involved time-series variables and residuals were positively correlated. ^

Age models and stabile isotope ratios from SO35 cores

Stable isotope measurements on the planktonic foraminifer Globigerinoides ruber (white) have been carried out on a number of selected deep-seas sediment cores from the South Lau and Norlh Fiji Basins. The d18O-curves show good correlation with the inter-ocean oraphic correlation composite d18O-record of the standard reference section (Prell et al. 1986), which, in combination with the chronostratigraphic classifications of Herterich & Sarnthein (1984, modified) and Imbrie et al. 1984), allows a detailed dating of the sedimentary sequences. The deepest layers in core no. 119 (southern Lau Basin) could be assigned to Isotope Stage 24. Measurements made on bulk carbonate in two cores show a much higher glacial-interglacial amplitude, allowing the general identification of the conventional oxygen isotope stages. The d13C-values of the benthic foraminifer Cibicidoides wuellerstorfi show progressively lighter values northwards reflecting an increasing contribution of the isotopically lighter CO2 from the remineralisation of organic matter during the general northward movement of the deep water masses. Cyclicities in the sedimentation rates were observed in core nos. 117 and 119 (both southern Lau Basin) where the interglacials exhibit higher levels than the glacials. Calculated new or export paleoproductivity show that the glacials had higher productivity in the euphotic zone. From the oxygen isotope stratigraphy, the five ash layers in core nos. 117 and 119 could be dated as about 530 ka B.P. in Stage 14, 695 ka B.P. in Stage 18, 775 ka B.P. in Stage 21, 790 ka B.P. and 825 ka B.P. in Stage 22. Carbonate dissolution occurred during stages 5, 8 and 10 to 12.

Planktonic foraminiferal oxygen isotopes of ODP Site 143-865 samples

Cool tropical sea surface temperatures (SSTs) are reported for warm Paleogene greenhouse climates based on the d18O of planktonic foraminiferal tests. These results are difficult to reconcile with models of greenhouse gas-forced climate. It has been suggested that this "cool tropics paradox" arises from postdepositional alteration of foraminiferal calcite, yielding erroneously high d18O values. Recrystallization of foraminiferal tests is cryptic and difficult to quantify, and the compilation of robust d18O records from moderately altered material remains challenging. Scanning electron microscopy of planktonic foraminiferal chamber-wall cross sections reveals that the basal area of muricae, pustular outgrowths on the chamber walls of species belonging to the genus Morozovella, contain no mural pores and may be less susceptible to postdepositional alteration. We analyzed the d18O in muricae bases of morozovellids from the central Pacific (Ocean Drilling Program Site 865) by ion microprobe using 10 ?m pits with an analytical reproducibility of ±0.34 per mil (2 standard deviations). In situ measurements of d18O in these domains yield consistently lower values than those published for conventional multispecimen analyses. Assuming that the original d18O is largely preserved in the basal areas of muricae, this new d18O record indicates Early Paleogene (~49-56 Ma) tropical SSTs in the central Pacific were 4°-8°C higher than inferred from the previously published d18O record and that SSTs reached at least ~33°C during the Paleocene-Eocene thermal maximum. This study demonstrates the utility of ion microprobe analysis for generating more reliable paleoclimate records from moderately altered foraminiferal tests preserved in deep-sea sediments.

Age models, accumulation rates, sand and carbonates at DSDP Leg 74 holes

Accumulation rates for the five sites drilled during Leg 74 of the Glomar Challenger are presented on a common timescale based on calibration of datum levels to paleomagnetic records in Leg 74 sediments for the Paleogene, and a new compilation by Berggren et al. (1985), for the Neogene, and using the seafloor-spreading magnetic anomaly timescale of Kent (1985). We present data on accumulation of total sediment, of foraminifers, of the noncarbonate portion, and of fish teeth that give a history of productivity, winnowing, carbonate dissolution, and nonbiogenic input to what was then a part of the South Atlantic at about 30 deg S.

Age models of five ice cores from the Dronning Maud Land, Antarctica

For the first time, annually resolved accumulation rates have been determined in central Antarctica by means of counting seasonal signals of ammonium, calcium, and sodium. All records, obtained from three intermediate depth ice cores from Dronning Maud Land, East Antarctica, show rather constant accumulation rates throughout the last 9 centuries with mean values of 63, 61, and 44 mm H2O yr**-1 and a typical year-to-year variation of about 30%. For the last few decades, no trend was detected accounting for the high natural variability of all records. A significant weak intersite correlation is apparent only between two cores when the high-frequency part with periods less than 30 years is removed. By analyzing the records in the frequency domain, no persistent periods were found. This suggests that the snow accumulation in this area is mainly influenced by local deposition patterns and may be additionally masked by redistribution of snow due to wind. By comparing accumulation rates over the last 2 millennia a distinct change in the layer thickness in one of the three cores was found, which might be attributed either to an area upstream of the drilling site with lower accumulation rates, or to deposition processes influenced by surface undulations. The missing of a clear correlation between the accumulation rate histories at the three locations is also important for the interpretation of small, short time variations of past precipitation records obtained from deep ice cores.