An extension of Purcell's vector method with applications to panel element equations

The classical Purcell's vector method, for the construction of solutions to dense systems of linear equations is extended to a flexible orthogonalisation procedure. Some properties are revealed of the orthogonalisation procedure in relation to the classical Gauss-Jordan elimination with or without pivoting. Additional properties that are not shared by the classical Gauss-Jordan elimination are exploited. Further properties related to distributed computing are discussed with applications to panel element equations in subsonic compressible aerodynamics. Using an orthogonalisation procedure within panel methods enables a functional decomposition of the sequential panel methods and leads to a two-level parallelism.

Development and clinical validation of a loop-mediated isothermal amplification (LAMP) method for the rapid detection of Neisseria meningitidis

Loop-mediated isothermal amplification (LAMP) is an innovative technique that allows the rapid detection of target nucleic acid sequences under isothermal conditions without the need for complex instrumentation. The development, optimization, and clinical validation of a LAMP assay targeting the ctrA gene for the rapid detection of capsular Neisseria meningitidis were described. Highly specific detection of capsular N. meningitidis type strains and clinical isolates was demonstrated, with no cross-reactivity with other Neisseria spp. or with a comprehensive panel of other common human pathogens. The lower limit of detection was 6 ctrA gene copies detectable in 48 min, with positive reactions readily identifiable visually via a simple color change. Higher copy numbers could be detected in as little as 16 min. When applied to a total of 394 clinical specimens, the LAMP assay in comparison to a conventional TaqMan® based real-time polymerase chain reaction system demonstrated a sensitivity of 100% and a specificity of 98.9% with a ? coefficient of 0.942. The LAMP method represents a rapid, sensitive, and highly specific technique for the detection of N. meningitidis and has the potential to be used as a point-of-care molecular test and in resource-poor settings.

Panel unit root tests in the presence of cross-sectional dependence: finite sample performance and an application

This paper examines the finite sample properties of three testing regimes for the null hypothesis of a panel unit root against stationary alternatives in the presence of cross-sectional correlation. The regimes of Bai and Ng (2004), Moon and Perron (2004) and Pesaran (2007) are assessed in the presence of multiple factors and also other non-standard situations. The behaviour of some information criteria used to determine the number of factors in a panel is examined and new information criteria with improved properties in small-N panels proposed. An application to the efficient markets hypothesis is also provided. The null hypothesis of a panel random walk is not rejected by any of the tests, supporting the efficient markets hypothesis in the financial services sector of the Australian Stock Exchange.

ARE OECD MACROECONOMIC VARIABLES TREND STATIONARY? EVIDENCE FROM PANEL STATIONARITY TESTS ALLOWING FOR A STRUCTURAL BREAK AND CROSS-SECTIONAL DEPENDENCE

This article applies the panel stationarity test with a break proposed by Hadri and Rao (2008) to examine whether 14 macroeconomic variables of OECD countries can be best represented as random walk or stationary fluctuations around a deterministic trend. In contrast to previous studies, based essentially on visual inspection of the break type or just applying the most general break model, we use a model selection procedure based on BIC. We do this for each time series so that heterogeneous break models are allowed for in the panel. Our results suggest, overwhelmingly, that if we account for a structural break, cross-sectional dependence and choose the break models to be congruent with the data, then the null of stationarity cannot be rejected for all the 14 macroeconomic variables examined in this article. This is in sharp contrast with the results obtained by Hurlin (2004), using the same data but a different methodology.

Development and clinical validation of a loop-mediated isothermal amplification method for the rapid detection of Neisseria meningitidis

Loop-mediated isothermal amplification (LAMP) is an innovative technique that allows the rapid detection of target nucleic acid sequences under isothermal conditions without the need for complex instrumentation. The development, optimization, and clinical validation of a LAMP assay targeting the ctrA gene for the rapid detection of capsular Neisseria meningitidis were described. Highly specific detection of capsular N. meningitidis type strains and clinical isolates was demonstrated, with no cross-reactivity with other Neisseria spp. or with a comprehensive panel of other common human pathogens. The lower limit of detection was 6 ctrA gene copies detectable in 48 min, with positive reactions readily identifiable visually via a simple color change. Higher copy numbers could be detected in as little as 16 min. When applied to a total of 394 clinical specimens, the LAMP assay in comparison to a conventional TaqMan® based real-time polymerase chain reaction system demonstrated a sensitivity of 100% and a specificity of 98.9% with a ? coefficient of 0.942. The LAMP method represents a rapid, sensitive, and highly specific technique for the detection of N. meningitidis and has the potential to be used as a point-of-care molecular test and in resource-poor settings.

Synergy Between an Improved Covariate Unit Root Test and Cross-sectionally Dependent Panel Data Unit Root Tests, with two Applications

This paper proposes the use of an improved covariate unit root test which exploits the cross-sectional dependence information when the panel data null hypothesis of a unit root is rejected. More explicitly, to increase the power of the test, we suggest the utilization of more than one covariate and offer several ways to select the ‘best’ covariates from the set of potential covariates represented by the individuals in the panel. Employing our methods, we investigate the Prebish-Singer hypothesis for nine commodity prices. Our results show that this hypothesis holds for all but the price of petroleum.

Novel Panel Cointegration Tests Emending for Cross-Section Dependence with N Fixed

In this paper, we propose new cointegration tests for single equations and panels. Inboth cases, the asymptotic distributions of the tests, which are derived with N fixed andT → ∞, are shown to be standard normals. The effects of serial correlation and crosssectionaldependence are mopped out via long-run variances. An effective bias correctionis derived which is shown to work well in finite samples; particularly when N is smallerthan T. Our panel tests are robust to possible cointegration across units.

Bootstrap for panel data models with an application to the evaluation of public policies

Le but de cette thèse est d étendre la théorie du bootstrap aux modèles de données de panel. Les données de panel s obtiennent en observant plusieurs unités statistiques sur plusieurs périodes de temps. Leur double dimension individuelle et temporelle permet de contrôler l 'hétérogénéité non observable entre individus et entre les périodes de temps et donc de faire des études plus riches que les séries chronologiques ou les données en coupe instantanée. L 'avantage du bootstrap est de permettre d obtenir une inférence plus précise que celle avec la théorie asymptotique classique ou une inférence impossible en cas de paramètre de nuisance. La méthode consiste à tirer des échantillons aléatoires qui ressemblent le plus possible à l échantillon d analyse. L 'objet statitstique d intérêt est estimé sur chacun de ses échantillons aléatoires et on utilise l ensemble des valeurs estimées pour faire de l inférence. Il existe dans la littérature certaines application du bootstrap aux données de panels sans justi cation théorique rigoureuse ou sous de fortes hypothèses. Cette thèse propose une méthode de bootstrap plus appropriée aux données de panels. Les trois chapitres analysent sa validité et son application. Le premier chapitre postule un modèle simple avec un seul paramètre et s 'attaque aux propriétés théoriques de l estimateur de la moyenne. Nous montrons que le double rééchantillonnage que nous proposons et qui tient compte à la fois de la dimension individuelle et la dimension temporelle est valide avec ces modèles. Le rééchantillonnage seulement dans la dimension individuelle n est pas valide en présence d hétérogénéité temporelle. Le ré-échantillonnage dans la dimension temporelle n est pas valide en présence d'hétérogénéité individuelle. Le deuxième chapitre étend le précédent au modèle panel de régression. linéaire. Trois types de régresseurs sont considérés : les caractéristiques individuelles, les caractéristiques temporelles et les régresseurs qui évoluent dans le temps et par individu. En utilisant un modèle à erreurs composées doubles, l'estimateur des moindres carrés ordinaires et la méthode de bootstrap des résidus, on montre que le rééchantillonnage dans la seule dimension individuelle est valide pour l'inférence sur les coe¢ cients associés aux régresseurs qui changent uniquement par individu. Le rééchantillonnage dans la dimen- sion temporelle est valide seulement pour le sous vecteur des paramètres associés aux régresseurs qui évoluent uniquement dans le temps. Le double rééchantillonnage est quand à lui est valide pour faire de l inférence pour tout le vecteur des paramètres. Le troisième chapitre re-examine l exercice de l estimateur de différence en di¤érence de Bertrand, Duflo et Mullainathan (2004). Cet estimateur est couramment utilisé dans la littérature pour évaluer l impact de certaines poli- tiques publiques. L exercice empirique utilise des données de panel provenant du Current Population Survey sur le salaire des femmes dans les 50 états des Etats-Unis d Amérique de 1979 à 1999. Des variables de pseudo-interventions publiques au niveau des états sont générées et on s attend à ce que les tests arrivent à la conclusion qu il n y a pas d e¤et de ces politiques placebos sur le salaire des femmes. Bertrand, Du o et Mullainathan (2004) montre que la non-prise en compte de l hétérogénéité et de la dépendance temporelle entraîne d importantes distorsions de niveau de test lorsqu'on évalue l'impact de politiques publiques en utilisant des données de panel. Une des solutions préconisées est d utiliser la méthode de bootstrap. La méthode de double ré-échantillonnage développée dans cette thèse permet de corriger le problème de niveau de test et donc d'évaluer correctement l'impact des politiques publiques.

Analysis of System Signals Based on Cross Recurrence Method for System Dynamics Characterization

Natural systems are inherently non linear. Recurrent behaviours are typical of natural systems. Recurrence is a fundamental property of non linear dynamical systems which can be exploited to characterize the system behaviour effectively. Cross recurrence based analysis of sensor signals from non linear dynamical system is presented in this thesis. The mutual dependency among relatively independent components of a system is referred as coupling. The analysis is done for a mechanically coupled system specifically designed for conducting experiment. Further, cross recurrence method is extended to the actual machining process in a lathe to characterize the chatter during turning. The result is verified by permutation entropy method. Conventional linear methods or models are incapable of capturing the critical and strange behaviours associated with the dynamical process. Hence any effective feature extraction methodologies should invariably gather information thorough nonlinear time series analysis. The sensor signals from the dynamical system normally contain noise and non stationarity. In an effort to get over these two issues to the maximum possible extent, this work adopts the cross recurrence quantification analysis (CRQA) methodology since it is found to be robust against noise and stationarity in the signals. The study reveals that the CRQA is capable of characterizing even weak coupling among system signals. It also divulges the dependence of certain CRQA variables like percent determinism, percent recurrence and entropy to chatter unambiguously. The surrogate data test shows that the results obtained by CRQA are the true properties of the temporal evolution of the dynamics and contain a degree of deterministic structure. The results are verified using permutation entropy (PE) to detect the onset of chatter from the time series. The present study ascertains that this CRP based methodology is capable of recognizing the transition from regular cutting to the chatter cutting irrespective of the machining parameters or work piece material. The results establish this methodology to be feasible for detection of chatter in metal cutting operation in a lathe.

Validation of an ELISA method for the serological diagnosis of canine brucellosis due to Brucella canis

In the present study, the validation of an enzyme-linked immunosorbent assay (ELISA) for serodiagnosis of canine brucellosis is described. Two different antigenic extracts, obtained by heat or ultrasonic homogenization of microbial antigens from a wild isolate of Brucella canis bacteria, were compared by ELISA and Western blot (WB). A total of 145 canine sera were used to define sensitivity, specificity and accuracy of the ELISA as follows: (1) sera from 34 animals with natural B. canis infection, confirmed by blood culture and PCR, as well as 51 sera samples from healthy dogs with negative results by the agar-gel immunodiffusion (ACID) test for canine brucellosis, were used as the control panel for B. cants infection; and (2) to scrutinize the possibility of cross reactions with other common dog infections in the same geographical area in Brazil, 60 sera samples from dogs harboring known infections by Leptospira sp., Ehrlichia canis, canine distemper virus (CDV), Neospora caninum, Babesia canis and Leishmania chagasi (10 in each group) were included in the study. The ELISA using heat soluble bacterial extract (HE-antigen) as antigen showed the best values of sensitivity (91.18%), specificity (100%) and accuracy (96.47%). In the WB analyses, the HE-antigen showed no cross-reactivity with sera from dogs with different infections, while the B. canis sonicate had various protein bands identified by those sera. The performance of the ELISA standardized with the heat soluble B. canis antigen indicates that this assay can be used as a reliable and practical method to confirm infection by this microorganism, as well as a tool for seroepidemiological studies. (C) 2010 Elsevier Ltd. All rights reserved.

Application of dissociation curve analysis to radiation hybrid panel marker scoring: generation of a map of river buffalo (B-bubalis) chromosome 20

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)