Modelli Gravitazionali per l'analisi del Commercio Internazionale

Il modello gravitazionale e' ormai diventato un "cavallo da battaglia" in economia internazionle ed e' comunemente utilizzato nella determinazione dei flussi commerciali. Recentemente, molti studi hanno mostrato l'importanza della dipendenza spaziale, che va' a considerare quegli effetti dovuti al cosiddetto "third country". Intervengono a questo scopo la modellistica e le tecniche di stima di Econometria Spaziale. Verra' fatto uso di tali tecniche allo scopo di stimare con un modello gravitazionale spaziale il commercio internazionale tra paesi dell'OCSE per un panel di 22 anni. L'obiettivo e' quindi duplice: da un lato, si andra' ad applicare le piu' moderne tecniche di Econometria Spaziale, in un campo in cui tali contributi scarseggiano. Dall'altro lato,verra' fornita una interpretazione del comportamento del commercio internazionale tra paesi dell'OCSE, approfondendo gli aspetti relativi all'effetto del"third country" e del fenomeno migratorio. Inoltre , viene proposta un'analisi che ha lo scopo di validare l'ipotesi di omissione della distanza dal modello gravitazione strutturale.

Statistical problems related to excitation threshold and reset value of membrane potentials

Die vorliegende Arbeit ist motiviert durch biologische Fragestellungen bezüglich des Verhaltens von Membranpotentialen in Neuronen. Ein vielfach betrachtetes Modell für spikende Neuronen ist das Folgende. Zwischen den Spikes verhält sich das Membranpotential wie ein Diffusionsprozess X der durch die SDGL dX_t= beta(X_t) dt+ sigma(X_t) dB_t gegeben ist, wobei (B_t) eine Standard-Brown'sche Bewegung bezeichnet. Spikes erklärt man wie folgt. Sobald das Potential X eine gewisse Exzitationsschwelle S überschreitet entsteht ein Spike. Danach wird das Potential wieder auf einen bestimmten Wert x_0 zurückgesetzt. In Anwendungen ist es manchmal möglich, einen Diffusionsprozess X zwischen den Spikes zu beobachten und die Koeffizienten der SDGL beta() und sigma() zu schätzen. Dennoch ist es nötig, die Schwellen x_0 und S zu bestimmen um das Modell festzulegen. Eine Möglichkeit, dieses Problem anzugehen, ist x_0 und S als Parameter eines statistischen Modells aufzufassen und diese zu schätzen. In der vorliegenden Arbeit werden vier verschiedene Fälle diskutiert, in denen wir jeweils annehmen, dass das Membranpotential X zwischen den Spikes eine Brown'sche Bewegung mit Drift, eine geometrische Brown'sche Bewegung, ein Ornstein-Uhlenbeck Prozess oder ein Cox-Ingersoll-Ross Prozess ist. Darüber hinaus beobachten wir die Zeiten zwischen aufeinander folgenden Spikes, die wir als iid Treffzeiten der Schwelle S von X gestartet in x_0 auffassen. Die ersten beiden Fälle ähneln sich sehr und man kann jeweils den Maximum-Likelihood-Schätzer explizit angeben. Darüber hinaus wird, unter Verwendung der LAN-Theorie, die Optimalität dieser Schätzer gezeigt. In den Fällen OU- und CIR-Prozess wählen wir eine Minimum-Distanz-Methode, die auf dem Vergleich von empirischer und wahrer Laplace-Transformation bezüglich einer Hilbertraumnorm beruht. Wir werden beweisen, dass alle Schätzer stark konsistent und asymptotisch normalverteilt sind. Im letzten Kapitel werden wir die Effizienz der Minimum-Distanz-Schätzer anhand simulierter Daten überprüfen. Ferner, werden Anwendungen auf reale Datensätze und deren Resultate ausführlich diskutiert.

Dichteschätzung mit Wavelets

Es soll eine Dichtefunktion geschätzt werden unter der Modellannahme, dass diese in einer geeigneten Besovklasse liegt und kompakten Träger hat. Hierzu wird ein Waveletschätzer TW näher untersucht, der Thresholding-Methoden verwendet. Es wird die asymptotische Konvergenzgeschwindigkeit von TW für eine große Zahl von Beobachtungen angegeben und bewiesen. Schließlich werden in einem Überblick weitere Waveletschätzer diskutiert und mit TW verglichen. Es zeigt sich, dass TW in vielen Modellannahmen die optimale Konvergenzrate erreicht.

Complex materials via colloidal crystallization

The work presented in this thesis deals with complex materials, which were obtained by self-assembly of monodisperse colloidal particles, also called colloidal crystallization. Two main fields of interest were investigated, the first dealing with the fabrication of colloidal monolayers and nanostructures, which derive there from. The second turned the focus on the phononic properties of colloidal particles, crystals, and glasses. For the fabrication of colloidal monolayers a method is introduced, which is based on the sparse distribution of dry colloidal particles on a parent substrate. In the ensuing floating step the colloidal monolayer assembles readily at the three-phase-contact line, giving a 2D hexagonally ordered film under the right conditions. The unique feature of this fabrication process is an anisotropic shrinkage, which occurs alongside with the floating step. This phenomenon is exploited for the tailored structuring of colloidal monolayers, leading to designed hetero-monolayers by inkjet printing. Furthermore, the mechanical stability of the floating monolayers allows the deposition on hydrophobic substrates, which enables the fabrication of ultraflat nanostructured surfaces. Densely packed arrays of crescent shaped nanoparticles have also been synthesized. It is possible to stack those arrays in a 3D manner allowing to mutually orientate the individual layers. In a step towards 3D mesoporous materials a methodology to synthesize hierarchically structured inverse opals is introduced. The deposition of colloidal particles in the free voids of a host inverse opal allows for the fabrication of composite inverse opals on two length scales. The phononic properties of colloidal crystals and films are characterized by Brillouin light scattering (BLS). At first the resonant modes of colloidal particles consisting of polystyrene, a copolymer of methylmethacrylate and butylacrylate, or of a silica core-PMMA shell topography are investigated, giving insight into their individual mechanical properties. The infiltration of colloidal films with an index matching liquid allows measuring the phonon dispersion relation. This leads to the assignment of band gaps to the material under investigation. Here, two band gaps could be found, one originating from the fcc order in the colloidal crystal (Bragg gap), the other stemming from the vibrational eigenmodes of the colloidal particles (hybridization gap).

Context-aware wireless networks

This thesis investigates context-aware wireless networks, capable to adapt their behavior to the context and the application, thanks to the ability of combining communication, sensing and localization. Problems of signals demodulation, parameters estimation and localization are addressed exploiting analytical methods, simulations and experimentation, for the derivation of the fundamental limits, the performance characterization of the proposed schemes and the experimental validation. Ultrawide-bandwidth (UWB) signals are in certain cases considered and non-coherent receivers, allowing the exploitation of the multipath channel diversity without adopting complex architectures, investigated. Closed-form expressions for the achievable bit error probability of novel proposed architectures are derived. The problem of time delay estimation (TDE), enabling network localization thanks to ranging measurement, is addressed from a theoretical point of view. New fundamental bounds on TDE are derived in the case the received signal is partially known or unknown at receiver side, as often occurs due to propagation or due to the adoption of low-complexity estimators. Practical estimators, such as energy-based estimators, are revised and their performance compared with the new bounds. The localization issue is addressed with experimentation for the characterization of cooperative networks. Practical algorithms able to improve the accuracy in non-line-of-sight (NLOS) channel conditions are evaluated on measured data. With the purpose of enhancing the localization coverage in NLOS conditions, non-regenerative relaying techniques for localization are introduced and ad hoc position estimators are devised. An example of context-aware network is given with the study of the UWB-RFID system for detecting and locating semi-passive tags. In particular a deep investigation involving low-complexity receivers capable to deal with problems of multi-tag interference, synchronization mismatches and clock drift is presented. Finally, theoretical bounds on the localization accuracy of this and others passive localization networks (e.g., radar) are derived, also accounting for different configurations such as in monostatic and multistatic networks.

Modeling the spatial dynamics of economic models

The advances that have been characterizing spatial econometrics in recent years are mostly theoretical and have not found an extensive empirical application yet. In this work we aim at supplying a review of the main tools of spatial econometrics and to show an empirical application for one of the most recently introduced estimators. Despite the numerous alternatives that the econometric theory provides for the treatment of spatial (and spatiotemporal) data, empirical analyses are still limited by the lack of availability of the correspondent routines in statistical and econometric software. Spatiotemporal modeling represents one of the most recent developments in spatial econometric theory and the finite sample properties of the estimators that have been proposed are currently being tested in the literature. We provide a comparison between some estimators (a quasi-maximum likelihood, QML, estimator and some GMM-type estimators) for a fixed effects dynamic panel data model under certain conditions, by means of a Monte Carlo simulation analysis. We focus on different settings, which are characterized either by fully stable or quasi-unit root series. We also investigate the extent of the bias that is caused by a non-spatial estimation of a model when the data are characterized by different degrees of spatial dependence. Finally, we provide an empirical application of a QML estimator for a time-space dynamic model which includes a temporal, a spatial and a spatiotemporal lag of the dependent variable. This is done by choosing a relevant and prolific field of analysis, in which spatial econometrics has only found limited space so far, in order to explore the value-added of considering the spatial dimension of the data. In particular, we study the determinants of cropland value in Midwestern U.S.A. in the years 1971-2009, by taking the present value model (PVM) as the theoretical framework of analysis.

Wirkmechanismen der trifunktionalen Antikörper catumaxomab und ertumaxomab in humanen Tumorsphäroid-Kokulturen

Ein neuer Ansatz der immunologischen Krebstherapie ist die Verwendung der bispezifischen, trifunktionalen Antikörper catumaxomab (anti-EpCAM x anti-CD3) und ertumaxomab (anti-Her2/neu x anti-CD3). Die Bispezifität besteht in der Bindung eines Tumor-assoziierten Antigens (EpCAM bzw. Her2/neu) und des CD3 Moleküls auf der Oberfläche von T-Zellen. Darüber hinaus stellt die Interaktion des Fc-Teils mit FcγRI/IIa/III positiven akzessorischen Immunzellen die dritte Funktion der Antikörper dar. Diese einzigartige Kombination ermöglicht theoretisch die Ausbildung eines Tri-Zell-Komplexes. In klinischen Studien konnte bereits die Wirksamkeit beider Antikörper nachgewiesen werden. Die eigentlichen Wirkmechanismen der trifunktionalen Antikörper jedoch sind noch nicht ausreichend bekannt. Um die Wechselwirkung zwischen den stark EpCAM- und schwach Her2/neu-positive FaDu- sowie den stabil mit humanem Her2/neu transfizierten FaDu E593-Tumorzellen, peripheren Blutmonozyten (PBMC) und trifunktionalen Antikörpern systematisch zu untersuchen wurde ein 3D-Tumormodell, die so genannten multizellulären Tumorsphäroide (MCTS), angewandt. Als Endpunkte zur Beurteilung der Therapieeffizienz dienten das Volumenwachstum der Sphäroide, sowie die Klonogenität und die Zellvitalität. Zur Beurteilung der PBMC-Penetration in die Sphäroide erfolgten immunhistochemische Färbungen und molekularbiologische Nachweise der Abwehrzellantigene. Entsprechend wurden in den Sphäroiden die Proliferationsrate über eine Ki67-Färbung sowie die Apoptoserate über eine FragEL-Markierung identifiziert. Die Aktivität der PBMC wurde durch die Bestimmung ausgewählter Zytokine (ELISA) und der Zellzahl aus den Medienüberständen charakterisiert. Die an den FaDu- und E593-Sphäroiden erzielten Ergebnisse zeigten, dass catumaxomab und ertumaxomab eine konzentrations- und zeitabhängige Abnahme des Sphäroidvolumens bewirkten. Die Schrumpfung der Tumorsphäroide ging mit einer Reduktion des proliferativen und mit einer Steigerung des apoptotischen Tumorzellanteils einher. Die histologischen Befunde weisen darauf hin, dass die Volumenreduktion durch eine gesteigerte Anzahl infiltrierender Leukozyten bedingt ist. Auf verschiedenen Methoden basierende Analysen der Immunzellsubtypen zeigten eine dominierende Infiltration von zytotoxischen T-Zellen in die Tumorsphäroide. Der Aktivitätsnachweis der T-Zellen wurde über die Detektion der IL-2 mRNA und des sekretierten Zytokins erbracht. Einen zusätzlichen Hinweis auf eine zelluläre Immunantwort liefert das Zytokinmuster mit hohen Konzentrationen an IFN-γ. Der direkte Vergleich beider Antikörper zeigte, dass der anti-tumorale Effekt abhängig von der Antigenexpression auf den Tumorzellen war. Die Analyse von Medienüberständen wies auf eine mehrheitlich höhere Zytokinausschüttung in Gegenwart des Tumorantigens hin. Sphäroid-Kokulturen, die mit dem parentalen anti-EpCAM Antikörper behandelt wurden, zeigten keine Volumenreduktion. Im Gegensatz dazu führte der parentale CD3-Antikörper, das CD3- und Tumorzell-bindende catumaxomab F(ab')2 Fragment oder eine Kombination beider parentaler Antikörper zu einer anti-tumoralen Wirkung, die jedoch nicht so stark war wie die des trifunktionalen Antikörpers catumaxomab. Demnach ist für catumaxomab gezeigt, dass für die Effektivität des Antikörpers die Trifunktionalität unabdingbar ist. Daraus leitet sich ab, dass die Aktivierung der Abwehrzellen durch kostimulatorische Signale notwendig ist und über die Tumorantigenbindung Mechanismen wie ADCC (antibody-dependent cellular cytotoxicity) zum Tragen kommen. Die Experimente mit gleichzeitiger Gabe von trifunktionalen Antikörpern und Immunsuppressiva haben gezeigt, dass eine Kombination beider Agenzien möglich ist. Die Konzentrationen sind jedoch sorgfältig derart zu wählen, dass die Zytokinausschüttung und die damit verbundenen Nebenwirkungen reduziert sind, ohne dass die anti-tumorale Wirkung der Antikörper maßgeblich beeinflusst wird. T-Zellen bedienen sich nach Aktivierung für die rasche Proliferation einer gesteigerten aeroben Glykolyse. Unter Behandlung der Kokulturen mit catumaxomab konnte im Vergleich zu anderen immunstimulatorischen Agenzien die größte Steigerung der Laktatproduktion bzw. der Azidifizierungs- und Sauerstoffverbrauchsrate detektiert werden. Diese Effekte weisen auf eine metabolische Aktivierung der PBMC durch catumaxomab hin. Das von den Tumorzellen abgegebene Laktat kann die Immunzellen jedoch inhibieren. Daher wäre die Kombination mit Glykolyseinhibitoren ein möglicher Ansatz, um die Therapieeffizienz weiter zu steigern. Darüber hinaus konnte gezeigt werden, dass eine Komedikation der trifunktionalen Antikörper mit Chemotherapeutika zu einer gesteigerter Wirkung führte. Insgesamt liegt die Zukunft der Immuntherapien wohl in der Kombination mit anderen Wirkstoffklassen, die anti-tumorale Effekte verstärken oder immunsupprimierende Mechanismen inhibieren.

Local Trigonometric Methods for Time Series Smoothing.

The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following. First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for the smoothing of ARIMA(p,d,q) process. Second, a local trigonometric filter is built, with its statistical properties. Third, they are discussed the convergence properties of trigonometric estimators, and the problem of choosing the order of the model. A large scale simulation experiment has been designed in order to assess the performance of the proposed models and methods. The results show that local trigonometric regression may be a useful tool for periodic time series analysis.

The impact of grants in the agriculture sector in Albania: a counterfactual approach

The objective of this study is to measure the impact of the national subsidy scheme on the olive and fruit sector in two regions of Albania, Shkodra and Fier. From the methodological point of view, we use a non- parametric approach based on the propensity score matching. This method overcomes problem of the missing data, by creating a counterfactual scenario. In the first step, the conditional probability to participate in the program was computed. Afterwards, different matching estimators were applied to establish whether the subsidies have affected sectors performance. One of the strengths of this study stays in the data. Cross-sectional primary data was gathered through about 250 interviews.. We have not found empirical evidence of significant effects of government aid program on production. Differences in production found between beneficiaries and non-beneficiaries disappear after adjustment by the conditional probability of participating into the program. This suggests that subsidized farmers would have performed better than the subsidized households even in the absence of production grants, revealing program self-selection. On the other hand, the scheme has affected positively the farm structure increasing the area under cultivation, but yields has not increased for beneficiaries compared to non beneficiaries. These combined results shed light on the reason of the missed impact. It could be reasonable to believe that the new plantation, in particular in the case of olives, has not yet reached full production. Therefore, we have reasons to believe on positive impacts in the future. Concerning some qualitative results, the extension of area under cultivation is strongly conditioned by the small farm size. This together with a thin land market makes extremely difficult the expansion beyond farm boundaries.

The reconstruction of skeletal movement: the soft tissue artefact issue

In 3D human movement analysis performed using stereophotogrammetric systems and skin markers, bone pose can only be estimated in an indirect fashion. During a movement, soft tissue deformations make the markers move with respect to the underlying bone generating soft tissue artefact (STA). STA has devastating effects on bone pose estimation and its compensation remains an open question. The aim of this PhD thesis was to contribute to the solution of this crucial issue. Modelling STA using measurable trial-specific variables is a fundamental prerequisite for its removal from marker trajectories. Two STA model architectures are proposed. Initially, a thigh marker-level artefact model is presented. STA was modelled as a linear combination of joint angles involved in the movement. This model was calibrated using ex-vivo and in-vivo STA invasive measures. The considerable number of model parameters led to defining STA approximations. Three definitions were proposed to represent STA as a series of modes: individual marker displacements, marker-cluster geometrical transformations (MCGT), and skin envelope shape variations. Modes were selected using two criteria: one based on modal energy and another on the selection of modes chosen a priori. The MCGT allows to select either rigid or non-rigid STA components. It was also empirically demonstrated that only the rigid component affects joint kinematics, regardless of the non-rigid amplitude. Therefore, a model of thigh and shank STA rigid component at cluster-level was then defined. An acceptable trade-off between STA compensation effectiveness and number of parameters can be obtained, improving joint kinematics accuracy. The obtained results lead to two main potential applications: the proposed models can generate realistic STAs for simulation purposes to compare different skeletal kinematics estimators; and, more importantly, focusing only on the STA rigid component, the model attains a satisfactory STA reconstruction with less parameters, facilitating its incorporation in an pose estimator.

Numerical simulations of the effects of residual stresses in adhesively bonded composite specimen

In this work the problem of performing a numerical simulation of quasi-static crack propagation within an adhesive layer of a bonded joint under Mode I loading affected by stress field changes due to thermal-chemical shrinkage induced by cure process is addressed. Secondly, a parametric study on fracture critical energy, cohesive strength and Young's modulus is performed. Finally, a particular case of adhesive layer stiffening is simulated in order to verify qualitatively the major effect.

Rapidly excised and cryofixed rat tissue

All preparation efforts of biological samples in electron microscopy are focused to preserve structures as close as possible to the native state. To achieve this goal with tissues, it is of advantage to have a very short time between excision and fixation. The most common approach is chemical fixation: cross-linking of the tissue samples with aldehydes followed by postfixation with osmium tetroxide. Here, the fastest approach for tissue samples is perfusion. However, the diffusion of the fixation solution from blood vessels into the depth of the tissue is still slow and does not allow an overall instant fixation of a single cell. As a result, osmotic effects become evident (swelling or shrinkage of cell organelles). Another possibility is to take a tissue sample from the experimental animal. Excision of tissue can last quite some time, which results in even more pronounced autolytic induced osmotic effects. Furthermore, the animal does not survive the procedure in most cases. Alternatively, microbiopsies are an elegant technique to rapidly excise small quantities of tissue. Some tissues, such as liver and muscle, may be obtained using a non-lethal approach. To avoid the artifacts introduced by chemical fixation, high-pressure freezing of microbiopsies (brain, liver, kidney, and muscle) is a powerful alternative to chemical fixation. Here, we describe the microbiopsy method, and high-pressure freezing/freeze-substitution (HPF/FS) as a follow-up procedure. Cryosectioning of high-pressure frozen samples is optimally preserving the ultrastructure; however, it is not considered to be a routine approach yet.

A comparative assessment by optical coherence tomography of the performance of the first and second generation of the everolimus-eluting bioresorbable vascular scaffolds

The first generation of the everolimus-eluting bioresorbable vascular scaffold (BVS 1.0) showed an angiographic late loss higher than the metallic everolimus-eluting stent Xience V due to scaffold shrinkage. The new generation (BVS 1.1) presents a different design and manufacturing process than the BVS 1.0. This study sought to evaluate the differences in late shrinkage, neointimal response, and bioresorption process between these two scaffold generations using optical coherence tomography (OCT).

Evaluation of the second generation of a bioresorbable everolimus drug-eluting vascular scaffold for treatment of de novo coronary artery stenosis: six-month clinical and imaging outcomes

The first generation of the bioresorbable everolimus drug-eluting vascular scaffold showed signs of shrinkage at 6 months, which largely contributed to late luminal loss. Nevertheless, late luminal loss was less than that observed with bare metal stents. To maintain the mechanical integrity of the device up to 6 months, the scaffold design and manufacturing process of its polymer were modified.

A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process

In this article we propose a bootstrap test for the probability of ruin in the compound Poisson risk process. We adopt the P-value approach, which leads to a more complete assessment of the underlying risk than the probability of ruin alone. We provide second-order accurate P-values for this testing problem and consider both parametric and nonparametric estimators of the individual claim amount distribution. Simulation studies show that the suggested bootstrap P-values are very accurate and outperform their analogues based on the asymptotic normal approximation.