Econometric Modelling with Time Series : Specification, Estimation and Testing

This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation, and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby providing a coherent vehicle for understanding their properties and interrelationships. In contrast to many existing econometric textbooks, which deal mainly with the theoretical properties of estimators and test statistics through a theorem-proof presentation, this book squarely addresses implementation to provide direct conduits between the theory and applied work.

Acetylcholine receptor antibody in the diagnosis of myasthenia gravis

The acetylcholine receptor (AchR) antibody assay has a key role in the diagnosis of myasthenia gravis. In this article, the role of AchR antibody assay in the diagnosis of ocular and generalized myasthenia gravis is reviewed, and compared to standard means of diagnosing the disease by clinical and electrophysiological methods.

The effects of hot and cold temperatures on emergency hospital admissions in Brisbane, Australia

As Earth's climate is rapidly changing, the impact of ambient temperature on health outcomes has attracted increasing attention in the recent time. Considerable number of excess deaths has been reported because of exposure to ambient hot and cold temperatures. However, relatively little research has been conducted on the relation between temperature and morbidity. The aim of this study was to characterize the relationship between both hot and cold temperatures and emergency hospital admissions in Brisbane, Australia, and to examine whether the relation varied by age and socioeconomic factors. It aimed to explore lag structures of temperature–morbidity association for respiratory causes, and to estimate the magnitude of emergency hospital admissions for cardiovascular diseases attributable to hot and cold temperatures for the large contribution of both diseases to the total emergency hospital admissions. A time series study design was applied using routinely collected data of daily emergency hospital admissions, weather and air pollution variables in Brisbane during 1996–2005. Poisson regression model with a distributed lag non-linear structure was adopted to assess the impact of temperature on emergency hospital admissions after adjustment for confounding factors. Both hot and cold effects were found, with higher risk of hot temperatures than that of cold temperatures. Increases in mean temperature above 24.2oC were associated with increased morbidity, especially for the elderly ≥ 75 years old with the largest effect. The magnitude of the risk estimates of hot temperature varied by age and socioeconomic factors. High population density, low household income, and unemployment appeared to modify the temperature–morbidity relation. There were different lag structures for hot and cold temperatures, with the acute hot effect within 3 days after hot exposure and about 2-week lagged cold effect on respiratory diseases. A strong harvesting effect after 3 days was evident for respiratory diseases. People suffering from cardiovascular diseases were found to be more vulnerable to hot temperatures than cold temperatures. However, more patients admitted for cardiovascular diseases were attributable to cold temperatures in Brisbane compared with hot temperatures. This study contributes to the knowledge base about the association between temperature and morbidity. It is vitally important in the context of ongoing climate change. The findings of this study may provide useful information for the development and implementation of public health policy and strategic initiatives designed to reduce and prevent the burden of disease due to the impact of climate change.

Behavioral evaluation of eight rat lines selected for high and low anxiety-related responses

Anxiety traits can be stable and permanent characteristics of an individual across time that is less susceptible of influences by a particular situation. One way to study trait anxiety in an experimental context is through the use of rat lines, selected according to contrasting phenotypes of fear and anxiety. It is not clear whether the behavioral differences between two contrasting rat lines in one given anxiety test are also present in others paradigms of state anxiety. Here, we examine the extent to which multiple anxiety traits generalize across selected animal lines originally selected for a single anxiety trait. We review the behavioral results available in the literature of eight rat genetic models of trait anxiety - namely Maudsley Reactive and Non-reactive rats, Floripa H and L rats, Tsukuba High and Low Emotional rats, High and Low Anxiety-related rats, High and Low Ultrasonic Vocalization rats, Roman High and Low Avoidance rats, Syracuse High and Low Avoidance rats, and Carioca High and Low Conditioned Freezing rats - across 11 behavioral paradigms of innate anxiety or aversive learning frequently used in the experimental setting. We observed both convergence and divergence of behavioral responses in these selected lines across the 11 paradigms. We find that predisposition for specific anxiety traits will usually be generalized to other anxiety provoking stimuli. However this generalization is not observed across all genetic models indicating some unique trait and state interactions. Genetic models of enhanced-anxiety related responses are beginning to help define how anxiety can manifest differently depending on the underlying traits and the current environmentally induced state.

Formalising human recognition : a fundamental building block for security proofs

A fundamental part of many authentication protocols which authenticate a party to a human involves the human recognizing or otherwise processing a message received from the party. Examples include typical implementations of Verified by Visa in which a message, previously stored by the human at a bank, is sent by the bank to the human to authenticate the bank to the human; or the expectation that humans will recognize or verify an extended validation certificate in a HTTPS context. This paper presents general definitions and building blocks for the modelling and analysis of human recognition in authentication protocols, allowing the creation of proofs for protocols which include humans. We cover both generalized trawling and human-specific targeted attacks. As examples of the range of uses of our construction, we use the model presented in this paper to prove the security of a mutual authentication login protocol and a human-assisted device pairing protocol.

Influence of drying conditions on the moisture diffusion and fluidization quality during multi-stage fluidized bed drying of bovine intestine for pet food

In order to establish the influence of the drying air characteristics on the drying performance and fluidization quality of bovine intestine for pet food, several drying tests have been carried out in a laboratory scale heat pump assisted fluid bed dryer. Bovine intestine samples were heat pump fluidized bed dried at atmospheric pressure and at temperatures below and above the materials freezing points, equipped with a continuous monitoring system. The investigation of the drying characteristics have been conducted in the temperature range −10 to 25 ◦C and the airflow in the range 1.5–2.5 m/s. Some experiments were conducted as single temperature drying experiments and others as two stage drying experiments employing two temperatures. An Arrhenius-type equation was used to interpret the influence of the drying air temperature on the effective diffusivity, calculated with the method of slopes in terms of energy activation, and this was found to be sensitive to the temperature. The effective diffusion coefficient of moisture transfer was determined by the Fickian method using uni-dimensional moisture movement in both moisture, removal by evaporation and combined sublimation and evaporation. Correlations expressing the effective moisture diffusivity and drying temperature are reported. Bovine particles were characterized according to the Geldart classification and the minimum fluidization velocity was calculated using the Ergun Equation and generalized equation for all drying conditions at the beginning and end of the trials. Walli’s model was used to categorize stability of the fluidization at the beginning and end of the dryingv for each trial. The determined Walli’s values were positive at the beginning and end of all trials indicating stable fluidization at the beginning and end for each drying condition.

Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates-application to modeling the health of Filipino children

The method of generalized estimating equations (GEE) is a popular tool for analysing longitudinal (panel) data. Often, the covariates collected are time-dependent in nature, for example, age, relapse status, monthly income. When using GEE to analyse longitudinal data with time-dependent covariates, crucial assumptions about the covariates are necessary for valid inferences to be drawn. When those assumptions do not hold or cannot be verified, Pepe and Anderson (1994, Communications in Statistics, Simulations and Computation 23, 939–951) advocated using an independence working correlation assumption in the GEE model as a robust approach. However, using GEE with the independence correlation assumption may lead to significant efficiency loss (Fitzmaurice, 1995, Biometrics 51, 309–317). In this article, we propose a method that extracts additional information from the estimating equations that are excluded by the independence assumption. The method always includes the estimating equations under the independence assumption and the contribution from the remaining estimating equations is weighted according to the likelihood of each equation being a consistent estimating equation and the information it carries. We apply the method to a longitudinal study of the health of a group of Filipino children.

Reliability of spatiotemporal and kinetic gait parameters determined by a new instrumented treadmill system

Background Despite the emerging use of treadmills integrated with pressure platforms as outcome tools in both clinical and research settings, published evidence regarding the measurement properties of these new systems is limited. This study evaluated the within– and between–day repeatability of spatial, temporal and vertical ground reaction forces measured by a treadmill system instrumented with a capacitance–based pressure platform. Methods Thirty three healthy adults (mean age, 21.5 ± 2.8 years; height, 168.4 ± 9.9 cm; and mass, 67.8 ± 18.6 kg), walked barefoot on a treadmill system (FDM–THM–S, Zebris Medical GmbH) on three separate occasions. For each testing session, participants set their preferred pace but were blinded to treadmill speed. Spatial (foot rotation, step width, stride and step length), temporal (stride and step times, duration of stance, swing and single and double support) and peak vertical ground reaction force variables were collected over a 30–second capture period, equating to an average of 52 ± 5 steps of steady–state walking. Testing was repeated one week following the initial trial and again, for a third time, 20 minutes later. Repeated measures ANOVAs within a generalized linear modelling framework were used to assess between–session differences in gait parameters. Agreement between gait parameters measured within the same day (session 2 and 3) and between days (session 1 and 2; 1 and 3) were evaluated using the 95% repeatability coefficient. Results There were statistically significant differences in the majority (14/16) of temporal, spatial and kinetic gait parameters over the three test sessions (P < .01). The minimum change that could be detected with 95% confidence ranged between 3% and 17% for temporal parameters, 14% and 33% for spatial parameters, and 4% and 20% for kinetic parameters between days. Within–day repeatability was similar to that observed between days. Temporal and kinetic gait parameters were typically more consistent than spatial parameters. The 95% repeatability coefficient for vertical force peaks ranged between ± 53 and ± 63 N. Conclusions The limits of agreement in spatial parameters and ground reaction forces for the treadmill system encompass previously reported changes with neuromuscular pathology and footwear interventions. These findings provide clinicians and researchers with an indication of the repeatability and sensitivity of the Zebris treadmill system to detect changes in common spatiotemporal gait parameters and vertical ground reaction forces.

Hyperelastic constitutive relationship for the strain-rate dependent behavior of shoulder and other joint cartilages

Non-linear finite deformations of articular cartilages under physiological loading conditions can be attributed to hyperelastic behavior. This paper contains experimental results of indentation tests in finite deformation and proposes an empirical based new generalized hyperelastic constitutive model to account for strain-rate dependency for humeral head cartilage tissues. The generalized model is based on existing hyperelastic constitutive relationships that are extensively used to represent biological tissues in biomechanical literature. The experimental results were obtained for three loading velocities, corresponding to low (1x10-3 s-1), moderate and high strain-rates (1x10-1 s-1), which represent physiological loading rates that are experienced in daily activities such as lifting, holding objects and sporting activities. Hyperelastic material parameters were identified by non linear curve fitting procedure. Analysis demonstrated that the material behavior of cartilage can be effectively decoupled into strain-rate independent(elastic) and dependent parts. Further, experiments conducted using different indenters indicated that the parameters obtained are significantly affected by the indenter size, potentially due to structural inhomogeneity of the tissue. The hyperelastic constitutive model developed in this paper opens a new avenue for the exploration of material properties of cartilage tissues.

Sensationalizing death? Graphic disaster images in the tabloid and broadsheet press

Debates over the extent of graphic imagery of death in newspapers often suffer from generalized assertions that are based on inadequate or incomplete empirical evidence. Newspapers are believed to display death in very graphic ways, with particularly the tabloid press assumedly leading a race to the bottom. This article reports the results of a study of tabloid and broadsheet images of death from the 2010 Haiti earthquake in eight Western European and North American countries. It shows that, far from omnipresent, graphic images of death are relatively rare. While tabloids overall display a larger percentage of graphic images, this was not the case everywhere, with particularly the UK, Canada and the US displaying strong similarities between tabloids and broadsheets. In Austria, Germany, Norway and Switzerland, on the other hand, there were distinct differences between the two types. The article argues that different extents of tabloidization may account for these differences.

Co-morbidity of depression and anxiety in common age-related eye diseases : a population-based study of 662 adults

This study examined the prevalence of co-morbid age-related eye disease and symptoms of depression and anxiety in late life, and the relative roles of visual function and disease in explaining symptoms of depression and anxiety. A community-based sample of 662 individuals aged over 70 years was recruited through the electoral roll. Vision was measured using a battery of tests including high and low contrast visual acuity, contrast sensitivity, motion sensitivity, stereoacuity, Useful Field of View, and visual fields. Depression and anxiety symptoms were measured using the Goldberg scales. The prevalence of self-reported eye disease [cataract, glaucoma, or age-related macular degeneration (AMD)] in the sample was 43.4%, with 7.7% reporting more than one form of ocular pathology. Of those with no eye disease, 3.7% had clinically significant depressive symptoms. This rate was 6.7% among cataract patients, 4.3% among those with glaucoma, and 10.5% for AMD. Generalized linear models adjusting for demographics, general health, treatment, and disability examined self-reported eye disease and visual function as correlates of depression and anxiety. Depressive symptoms were associated with cataract only, AMD, comorbid eye diseases and reduced low contrast visual acuity. Anxiety was significantly associated with self-reported cataract, and reduced low contrast visual acuity, motion sensitivity and contrast sensitivity. We found no evidence for elevated rates of depressive or anxiety symptoms associated with self-reported glaucoma. The results support previous findings of high rates of depression and anxiety in cataract and AMD, and in addition show that mood and anxiety are associated with objective measures of visual function independently of self-reported eye disease. The findings have implications for the assessment and treatment of mental health in the context of late-life visual impairment...

Transforming morning to afternoon using linear regression techniques

Visual localization in outdoor environments is often hampered by the natural variation in appearance caused by such things as weather phenomena, diurnal fluctuations in lighting, and seasonal changes. Such changes are global across an environment and, in the case of global light changes and seasonal variation, the change in appearance occurs in a regular, cyclic manner. Visual localization could be greatly improved if it were possible to predict the appearance of a particular location at a particular time, based on the appearance of the location in the past and knowledge of the nature of appearance change over time. In this paper, we investigate whether global appearance changes in an environment can be learned sufficiently to improve visual localization performance. We use time of day as a test case, and generate transformations between morning and afternoon using sample images from a training set. We demonstrate the learned transformation can be generalized from training data and show the resulting visual localization on a test set is improved relative to raw image comparison. The improvement in localization remains when the area is revisited several weeks later.

Quality of life of women with lower limb swelling or lymphedema 3-5 years following endometrial cancer

Objective To quantitatively assess and compare the quality of life (QoL) of women with a self-reported diagnosis of lower limb lymphedema (LLL), to women with lower limb swelling (LLS), and to women without LLL or LLS following treatment for endometrial cancer. Methods 1399 participants in the Australian National Endometrial Cancer Study were sent a follow-up questionnaire 3–5 years after diagnosis. Women were asked if they had experienced swelling in the lower limbs and, if so, whether they had received a diagnosis of lymphedema by a health professional. The 639 women who responded were categorised as: Women with LLL (n = 68), women with LLS (n = 177) and women without LLL or LLS (n = 394). Multivariable-adjusted generalized linear models were used to compare women’s physical and mental QoL by LLL status. Results On average, women were 65 years of age and 4 years after diagnosis. Women with LLL had clinically lower physical QoL (M= 41.8, SE= 1.4) than women without LLL or LLS (M= 45.1, SE= 0.8, p = .07), however, their mental QoL was within the normative range (M= 49.6; SE= 1.1 p = 1.0). Women with LLS had significantly lower physical (M= 41.0, SE= 1.0, p = .003) and mental QoL (M= 46.8; SE= 0.8, p < .0001) than women without LLL or LLS (Mental QoL: M= 50.6, SE= 0.8). Conclusion Although LLL was associated with reductions in physical QoL, LLS was related to reductions in both physical and mental QoL 3-5 years after cancer treatment. Early referral to evidence-based lymphedema programs may prevent long-term impairments to women’s QoL.

Violence in and around entertainment districts : a longitudinal analysis of the impact of late-night lockout legislation

Violence in entertainment districts is a major problem across urban landscapes throughout the world. Research shows that licensed premises are the third most common location for homicides and serious assaults, accounting for one in ten fatal and nonfatal assaults. One class of interventions that aims to reduce violence in entertainment districts involves the use of civil remedies: a group of strategies that use civil or regulatory measures as legal “levers” to reduce problem behavior. One specific civil remedy used to reduce problematic behavior in entertainment districts involves manipulation of licensed premise trading hours. This article uses generalized linear models to analyze the impact of lockout legislation on recorded violent offences in two entertainment districts in the Australian state of Queensland. Our research shows that 3 a.m. lockout legislation led to a direct and significant reduction in the number of violent incidents inside licensed premises. Indeed, the lockouts cut the level of violent crime inside licensed premises by half. Despite these impressive results for the control of violence inside licensed premises, we found no evidence that the lockout had any impact on violence on streets and footpaths outside licensed premises that were the site for more than 80 percent of entertainment district violence. Overall, however, our analysis suggests that lockouts are an important mechanism that helps to control the level of violence inside licensed premises but that finely grained contextual responses to alcohol-related problems are needed rather than one-size-fits-all solutions.

Flexible IBE and beyond in the commutative-blinding framework

The cryptographic community has, of late, shown much inventiveness in the creation of powerful new IBE-like primitives that go beyond the basic IBE notion and extend it in many new directions. Virtually all of these “super-IBE” schemes rely on bilinear pairings for their implementation, which they tend to use in a surprisingly small number of different ways: three of them as of this writing. What is interesting is that, among the three main frameworks that we know of so far, one has acted as a veritable magnet for the construction of many of these “generalized IBE” primitives, whereas the other two have not been nearly as fruitful in that respect. This refers to the Commutative Blinding framework defined by the Boneh-Boyen [Bscr ][Bscr ]1 IBE scheme from 2004. The aim of this chapter is to try to shed some light on this approach's popularity, first by comparing its key properties with those of the competing frameworks, and then by providing a number of examples that illustrate how those properties have been used.