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.

Effectiveness of artemether-lumefantrine provided by community health workers in under-five children with uncomplicated malaria in rural Tanzania : an open label prospective study

Background: Home-management of malaria (HMM) strategy improves early access of anti-malarial medicines to high-risk groups in remote areas of sub-Saharan Africa. However, limited data are available on the effectiveness of using artemisinin-based combination therapy (ACT) within the HMM strategy. The aim of this study was to assess the effectiveness of artemether-lumefantrine (AL), presently the most favoured ACT in Africa, in under-five children with uncomplicated Plasmodium falciparum malaria in Tanzania, when provided by community health workers (CHWs) and administered unsupervised by parents or guardians at home. Methods: An open label, single arm prospective study was conducted in two rural villages with high malaria transmission in Kibaha District, Tanzania. Children presenting to CHWs with uncomplicated fever and a positive rapid malaria diagnostic test (RDT) were provisionally enrolled and provided AL for unsupervised treatment at home. Patients with microscopy confirmed P. falciparum parasitaemia were definitely enrolled and reviewed weekly by the CHWs during 42 days. Primary outcome measure was PCR corrected parasitological cure rate by day 42, as estimated by Kaplan-Meier survival analysis. This trial is registered with ClinicalTrials.gov, number NCT00454961. Results: A total of 244 febrile children were enrolled between March-August 2007. Two patients were lost to follow up on day 14, and one patient withdrew consent on day 21. Some 141/241 (58.5%) patients had recurrent infection during follow-up, of whom 14 had recrudescence. The PCR corrected cure rate by day 42 was 93.0% (95% CI 88.3%-95.9%). The median lumefantrine concentration was statistically significantly lower in patients with recrudescence (97 ng/mL [IQR 0-234]; n = 10) compared with reinfections (205 ng/mL [114-390]; n = 92), or no parasite reappearance (217 [121-374] ng/mL; n = 70; p <= 0.046). Conclusions: Provision of AL by CHWs for unsupervised malaria treatment at home was highly effective, which provides evidence base for scaling-up implementation of HMM with AL in Tanzania.

Chloroquine is grossly under dosed in young children with malaria : implications for drug resistance

Background: Plasmodium falciparum malaria is treated with 25 mg/kg of chloroquine (CQ) irrespective of age. Theoretically, CQ should be dosed according to body surface area (BSA). The effect of dosing CQ according to BSA has not been determined but doubling the dose per kg doubled the efficacy of CQ in children aged <15 years infected with P. falciparum carrying CQ resistance causing genes typical for Africa. The study aim was to determine the effect of age on CQ concentrations. Methods and Findings: Day 7 whole blood CQ concentrations were determined in 150 and 302 children treated with 25 and 50 mg/kg, respectively, in previously conducted clinical trials. CQ concentrations normalised for the dose taken in mg/kg of CQ decreased with decreasing age (p<0.001). CQ concentrations normalised for dose taken in mg/m(2) were unaffected by age. The median CQ concentration in children aged <2 years taking 50 mg/kg and in children aged 10-14 years taking 25 mg/kg were 825 (95% confidence interval [CI] 662-988) and 758 (95% CI 640-876) nmol/l, respectively (p = 0.67). The median CQ concentration in children aged 10-14 taking 50 mg/kg and children aged 0-2 taking 25 mg/kg were 1521 and 549 nmol/l. Adverse events were not age/concentration dependent. Conclusions: CQ is under-dosed in children and should ideally be dosed according to BSA. Children aged <2 years need approximately double the dose per kg to attain CQ concentrations found in children aged 10-14 years. Clinical trials assessing the efficacy of CQ in Africa are typically performed in children aged <5 years. Thus the efficacy of CQ is typically assessed in children in whom CQ is under dosed. Approximately 3 fold higher drug concentrations can probably be safely given to the youngest children. As CQ resistance is concentration dependent an alternative dosing of CQ may overcome resistance in Africa.

Hamiltonian constraint analysis of vector field theories with spontaneous Lorentz symmetry breaking

Recent investigations of various quantum-gravity theories have revealed a variety of possible mechanisms that lead to Lorentz violation. One of the more elegant of these mechanisms is known as Spontaneous Lorentz Symmetry Breaking (SLSB), where a vector or tensor field acquires a nonzero vacuum expectation value. As a consequence of this symmetry breaking, massless Nambu-Goldstone modes appear with properties similar to the photon in Electromagnetism. This thesis considers the most general class of vector field theories that exhibit spontaneous Lorentz violation-known as bumblebee models-and examines their candidacy as potential alternative explanations of E&M, offering the possibility that Einstein-Maxwell theory could emerge as a result of SLSB rather than of local U(1) gauge invariance. With this aim we employ Dirac's Hamiltonian Constraint Analysis procedure to examine the constraint structures and degrees of freedom inherent in three candidate bumblebee models, each with a different potential function, and compare these results to those of Electromagnetism. We find that none of these models share similar constraint structures to that of E&M, and that the number of degrees of freedom for each model exceeds that of Electromagnetism by at least two, pointing to the potential existence of massive modes or propagating ghost modes in the bumblebee theories.

Vector Theory of Spontaneous Lorentz Violation

Classical electromagnetism predicts two massless propagating modes, which are known as the two polarizations of the photon. On the other hand, if the Lorentz symmetry of classical electromagnetism is spontaneously broken, the new theory will still have two massless Nambu-Goldstone modes resembling the photon. If the Lorentz symmetry is broken by a bumblebee potential that allows for excitations out of the minimum, then massive modes arise. Furthermore, in curved spacetime, such massive modes will be created through a process other than the usual Higgs mechanism because of the dependence of the bumblebee potential on both the vector field and the metric tensor. Also, it is found that these massive modes do not propagate due to the extra constraints.