Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Thioredoxin-1 promotes survival in cells exposed to S-nitrosoglutathione: Correlation with reduction of intracellular levels of nitrosothiols and up-regulation of the ERK1/2 MAP Kinases

Accumulating evidence indicates that post-translational protein modifications by nitric oxide and its derived species are critical effectors of redox signaling in cells. These protein modifications are most likely controlled by intracellular reductants. Among them, the importance of the 12 kDa dithiol protein thioredoxin-1 (TRX-1) has been increasingly recognized. However, the effects of TRX-1 in cells exposed to exogenous nitrosothiols remain little understood. We investigated the levels of intracellular nitrosothiols and survival signaling in HeLa cells over-expressing TRX-1 and exposed to S-nitrosoglutahione (GSNO). A role for TRX-1 expression on GSNO catabolism and cell viability was demonstrated by the concentration-dependent effects of GSNO on decreasing TRX-1 expression, activation of capase-3, and increasing cell death. The over-expressaion of TRX-1 in HeLa cells partially attenuated caspase-3 activation and enhanced cell viability upon GSNO treatment. This was correlated with reduction of intracellular levels of nitrosothiols and increasing levels of nitrite and nitrotyrosine. The involvement of ERK, p38 and JNK pathways were investigated in parental cells treated with GSNO. Activation of ERK1/2 MAP kinases was shown to be critical for survival signaling. lit cells over-expressing TRX-1, basal phosphorylation levels of ERK1/2 MAP kinases were higher and further increased after GSNO treatment. These results indicate that the enhanced cell viability promoted by TRX-1 correlates with its capacity to regulate the levels of intracellular nitiosothiols and to up-regulate the survival signaling pathway mediated by the ERK1/2 MAP kinases.

The electronic delocalization in para-substituted beta-nitrostyrenes probed by resonance Raman spectroscopy and quantum-chemical calculations

The electronic (UV-vis) and resonance Raman (RR) spectra of a series of para-substituted trans-beta-nitrostyrenes were investigated to determine the influence of the electron donating properties of the substituent (X = H, NO2, COOH, Cl, OCH3, OH, N(CH3)(2), and O-) on the extent of the charge transfer to the electron-withdrawing NO2 group directly linked to the ethylenic (C=C) unit. The Raman spectra and quantum chemical calculations show clearly the correlation of the electron donating power of the X group with the wavenumbers of the nu(s)(NO2) and nu (C=C)(sty) normal modes. In conditions of resonance with the lowest excited electronic state, one observes for X = OH and N(CH3)2 that the symmetric stretching of the NO2. nu(s)(NO2), is the most substantially enhanced mode, whereas for X = O-, the chromophore is extended over the whole molecule, with substantial enhancement of several carbon backbone modes. Copyright (c) 2008 John Wiley & Sons, Ltd.

Thermo-solvatochromism of merocyanine polarity probes - What are the consequences of increasing probe lipophilicity through annelation?

The question raised in the title has been answered by comparing the solvatochromism of two series of polarity probes, the lipophilicities of which were increased either by increasing the length of an alkyl group (R) attached to a fixed pyridine-based structure or through annelation (i.e., by fusing benzene rings onto a central pyridine-based structure). The following novel solvatochromic probes were synthesized: 2,6-dibromo-4-[(E)-2-(1-methylquinolinium-4-yl)ethenyl]-phenolate (MeQMBr(2)) and 2,6-dibromo-4-[(E)-2-(1-methyl-acridinium-4- yl) ethenyl)]phenolate (MeAMBr(2) The solvatochromic behavior of these probes, along with that of 2,6dibromo-4-[(E)-2-(1-methylpyridinium-4-yl)ethenyl]phenol-ate(MePMBr(2)) was analyzed in terms of increasing probe lipophilicity, through annelation. Values of the empirical solvent polarity scale [E(T)(MePMBr(2))] in kcalmol(-1) correlated linearly with ET(30), the corresponding values for the extensively employed probe 2,6-diphenyl-4-(2,4,6-triphenylpyridinium-1-yl)phenolate (RB). On the other hand, the nonlinear correlations of ET(MeQMBr(2)) or ET(MeAMBr(2)) with E(T)(30) are described by second-order polynomials. Possible reasons for this behavior include: i) self-aggregation of the probe, ii) photoinduced cis/trans isomerization of the dye, and iii) probe structure- and solvent-dependent contributions of the quinonoid and zwitterionic limiting formulas to the ground and excited states of the probe. We show that mechanisms (i) and (ii) are not operative under the experimental conditions employed; experimental evidence (NMR) and theoretical calculations are presented to support the conjecture that the length of the central ethenylic bond in the dye increases in the order MeAMBr(2) > MeQMBr(2) > MePMBr(2), That is, the contribution of the zwitterionic limiting formula predominates for the latter probe, as is also the case for RB, this being the reason for the observed linear correlation between the ET(MePMBr2) and the ET(30) scales. The effect of increasing probe lipophilicity on solvatochromic behavior therefore depends on the strategy employed. Increasing the length of R affects solvatochromism much less than annelation, because the former structural change hardly perturbs the energy of the intramolecular charge-transfer transition responsible for solvatochromism. The thermo-solvatochromic behavior (effect of temperature on solvatochromism) of the three probes was studied in mixtures of water with propanol and/or with DMSO. The solvation model used explicitly considers the presence of three ""species"" in the system: bulk solution and probe solvation shell [namely, water (W), organic solvent (Solv)], and solvent-water hydrogen-bonded aggregate (Solv-W). For aqueous propanol, the probe is efficiently solvated by Solv-W; the strong interaction of DMSO with W drastically decreases the efficiency of Solv-W in solvating the probe, relative to its precursor solvents. Temperature increases resulted in desolvation of the probes, due to the concomitant reduction in the structured characters of the components of the binary mixtures.

Acetylation of cellulose in LiCl-N,N-dimethylacetamide: first report on the correlation between the reaction efficiency and the aggregation number of dissolved cellulose

The acylation of three cellulose samples by acetic anhydride, Ac(2)O, in the solvent system LiCl/N,N-dimethylacetamide, DMAc (4 h, 110 A degrees C), has been revisited in order to investigate the dependence of the reaction efficiency on the structural characteristics of cellulose, and its aggregation in solution. The cellulose samples employed included microcrystalline, MCC; mercerized cotton linters, M-cotton, and mercerized sisal, M-sisal. The reaction efficiency expresses the relationship between the degree of substitution, DS, of the ester obtained, and the molar ratio Ac(2)O/AGU (anhydroglucose unit of the biopolymer); 100% efficiency means obtaining DS = 3 at Ac(2)O/AGU = 3. For all celluloses, the dependence of DS on Ac(2)O/AGU is described by an exponential decay equation: DS = DS(o) - Ae(-[(Ac2O/AGU)/B]); (A) and (B) are regression coefficients, and DS(o) is the calculated maximum degree of substitution, achieved under the conditions of each experiment. Values of (B) are clearly dependent on the cellulose employed: B((M-cotton)) > B((M-sisal)) > B((MCC)); they correlate qualitatively with the degree of polymerization of cellulose, and linearly with the aggregation number, N(agg), of the dissolved biopolymer, as calculated from static light scattering measurements: (B) = 1.709 + 0.034 N(agg). To our knowledge, this is the first report on the latter correlation; it shows the importance of the physical state of dissolved cellulose, and serves to explain, in part, the need to use distinct reaction conditions for MCC and fibrous celluloses, in particular Ac(2)O/AGU, time, temperature.

Sisal chemically modified with lignins: Correlation between fibers and phenolic composites properties

Sisal fibers have been chemically modified by reaction with lignins, extracted from sugarcane bagasse and Pinus-type wood and then hydroxymethylated, to increase adhesion in resol-type phenolic thermoset matrices. Inverse gas chromatography (IGC) results showed that acidic sites predominate for unmodified/modified sisal fibers and for phenolic thermoset, indicating that the phenolic matrix has properties that favor the interaction with sisal fibers. The IGC results also showed that the phenolic thermoset has a dispersive component closer to those of the modified fibers suggesting that thermoset interactions with the less polar modified fibers are favored. Surface SEM images of the modified fibers showed that the fiber bundle deaggregation increased after the treatment, making the interfibrillar structure less dense in comparison with that of unmodified fibers, which increased the contact area and encouraged microbial biodegradation in simulated soil. Water diffusion was observed to be faster for composites reinforced with modified fibers, since the phenolic resin penetrated better into modified fibers, thereby blocking water passage through their channels. Overall, composites` properties showed that modified fibers promote a significant reduction in the hydrophilic character, and consequently of the reinforced composite without a major effect on impact strength and with increased storage modulus. (c) 2008 Elsevier Ltd. 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.