An insight into the beginning stage of the aqueous ring opening metathesis polymerization of exo,exo-7-oxabicyclo[2.2.1]hept-5-ene-2,3-dicarboxylic acid with Ru(III) compounds: the consumption of Ru(III) species in the presence of carboxylic acids monitored by ESR spectroscopy

The presence of paramagnetic species in the aqueous ring opening metathesis polymerizations of the exo,exo-7-oxabicyclo[2.2.1]hept-5-ene-2,3-dicarboxylic acid monomer with RuCl(3) and K(2)[RuCl(5)H(2)O] compounds was studied using ESR techniques. It was observed that the intensities of the Ru(III) signals in the ESR spectra decrease on the time scale of the induction period so that the ROMP can take place. The intensity of the Ru(III) signal almost disappeared 50 min after reacting with K(2)[RuCl(5)H(2)O] and after 100 mm in the case of RuCl(3). Reactions of the cis-[Ru(NH(3))(4)(H(2)O)(2)](tfms)(3) and [Ru(NH(3))(5)H(2)O](tfms)(3) complexes with the monomer and different organic compounds representing the organic functions in the monomer (furan, norbornene, but-2-ene-1,4-diol and formic, acetic, oxalic and maleic acids) were also monitored by ESR and UV/vis spectra. It was deduced that the organic acids provide the disappearance of the Ru(III) signal. The proton NMR relaxation times of the residual water in D(2)O for reactions with oxalic acid suggested that the presence of paramagnetic ions in the solution decreases along with

Interaction of bovine serum albumin (BSA) with ionic surfactants evaluated by electron paramagnetic resonance (EPR) spectroscopy

EPR spectra of 5- and 16-doxyl stearic acid nitroxide probes (5-DSA and 16-DSA, respectively) bound to bovine serum albumin (BSA) revealed that in the presence of ionic surfactants, at least, two label populations coexist in equilibrium. The rotational correlation times (tau) indicated that component I displays a more restricted mobility state, associated to the spin labels bound to the protein; the less immobilized component 2 is due to label localization in the surfactant aggregates. For both probes, the increase of surfactant concentration leads to higher motional levels of component 1 followed by a simultaneous decrease of this fraction of nitroxides and its conversion into component 2. For 10 mM cethyltrimethylammonium chloride (CTAC), the nitroxides are 100% bound to the protein, whereas at 10mM N-hexadecyl-N,N-dimethyl-3-ammonio-1-propanesulfonate (HPS) and sodium dodecyl sulfate (SDS) the fractions of bound nitroxides are reduced to 18% and 86%, respectively. No significant polarity changes were observed in the whole surfactant concentration range for component 1. Moreover, at higher surfactant concentration, component 2 exhibited a similar polarity as in the pure surfactant micelles. For 16-DSA the surfactant effect is different: at 10mM of HPS and CTAC the fractions of bound nitroxides are 76% and 49%, respectively, while at 10 mM SDS they are present exclusively in a micellar environment, consistent with 100% of component 2. Overall, both SDS and HPS are able to effectively displace the nitroxide probes from the protein binding sites. while CTAC seems to affect the nitroxide binding to a significantly smaller extent. (C) 2008 Elsevier B.V. All rights reserved.

Residual-based test for Nonlinear Cointegration with application in PPPs

Nested by linear cointegration first provided in Granger (1981), the definition of nonlinear cointegration is presented in this paper. Sequentially, a nonlinear cointegrated economic system is introduced. What we mainly study is testing no nonlinear cointegration against nonlinear cointegration by residual-based test, which is ready for detecting stochastic trend in nonlinear autoregression models. We construct cointegrating regression along with smooth transition components from smooth transition autoregression model. Some properties are analyzed and discussed during the estimation procedure for cointegrating regression, including description of transition variable. Autoregression of order one is considered as the model of estimated residuals for residual-based test, from which the teststatistic is obtained. Critical values and asymptotic distribution of the test statistic that we request for different cointegrating regressions with different sample sizes are derived based on Monte Carlo simulation. The proposed theoretical methods and models are illustrated by an empirical example, comparing the results with linear cointegration application in Hamilton (1994). It is concluded that there exists nonlinear cointegration in our system in the final results.

Testing common nonlinear features in vector nonlinear autoregressive models

This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).

Forecasting with Vector Nonlinear Time Series Models

This work concerns forecasting with vector nonlinear time series models when errorsare correlated. Point forecasts are numerically obtained using bootstrap methods andillustrated by two examples. Evaluation concentrates on studying forecast equality andencompassing. Nonlinear impulse responses are further considered and graphically sum-marized by highest density region. Finally, two macroeconomic data sets are used toillustrate our work. The forecasts from linear or nonlinear model could contribute usefulinformation absent in the forecasts form the other model.

Residual-based Inference for Common Nonlinear Features

This paper investigates common nonlinear features in multivariate nonlinear autore-gressive models via testing the estimated residuals. A Wald-type test is proposed and itis asymptotically Chi-squared distributed. Simulation studies are given to examine thefinite-sample properties of the proposed test.

Common Features in Vector Nonlinear Time Series Models

This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in these area. Both stationary and nonstationary time series are concerned. A definition of common features is proposed in an appropriate way to each class. Based on the definition, a vector nonlinear time series model with common features is set up for testing for common features. The proposed models are available for forecasting as well after being well specified. The first paper addresses a testing procedure on nonstationary time series. A class of nonlinear cointegration, smooth-transition (ST) cointegration, is examined. The ST cointegration nests the previously developed linear and threshold cointegration. An Ftypetest for examining the ST cointegration is derived when stationary transition variables are imposed rather than nonstationary variables. Later ones drive the test standard, while the former ones make the test nonstandard. This has important implications for empirical work. It is crucial to distinguish between the cases with stationary and nonstationary transition variables so that the correct test can be used. The second and the fourth papers develop testing approaches for stationary time series. In particular, the vector ST autoregressive (VSTAR) model is extended to allow for common nonlinear features (CNFs). These two papers propose a modeling procedure and derive tests for the presence of CNFs. Including model specification using the testing contributions above, the third paper considers forecasting with vector nonlinear time series models and extends the procedures available for univariate nonlinear models. The VSTAR model with CNFs and the ST cointegration model in the previous papers are exemplified in detail,and thereafter illustrated within two corresponding macroeconomic data sets.

Investigation of Iron (III) desferrioxamine B oxalate ligand exchange by UV-vis spectroscopy: the next step in developing a quantitative analytical method for measuring bioavailable iron in marine ecosystems

To date there are no analytical techniques designed to exclusively measure bioavailable iron in marine environments. The goal of this research is to develop such a technique by isolating the bioavailable iron using the terrestrial siderophore desferrioxamine B (DFB). This project contained many challenging aspects, but the specific goal of this study was to develop a robust analytical technique for quantification of Fe(III)-DFB complexes at nanomolar concentrations. Past work showed that oxalate (Ox) promotes photodissociation of Fe(III)-DFB to Fe(Il), and we are specifically interested in the mechanism of this process. A model was developed using known thermodynamic constants for Fe(III)-DFB and Fe(III) oxalato complexes and adjusting for ionic strength. The model was confirmed by monitoring the UV-VIS absorbance of the system at a variety of oxalate concentrations and pH. The model did not include ternary complexes. Next., the rate of Fe(1I) production during UV irradiation was examined. The results showed that the rate of Fe(II) production was based entirely on the [Fe(Ox)?]3- speciation, and that reoxidation of Fe(II) occurred via reactive oxygen intermediates. This reoxidation could be avoided by either decreasing the oxygen concentration or by adding a Fe(II) stabilizing reagent, such as ferrozine. Further studies need to be done to confirm that these results apply at sub nanomolar concentrations, and the issue of Fe(II) reoxidation at lower Fe concentrations needs to be addressed.