Comparing two multivariate unit root tests

In this essay, a method for comparing the asymptotic power of the multivariate unit root tests proposed in Phillips & Durlauf (1986) and Flˆores, Preumont & Szafarz (1996) is proposed. In order to determine the asymptotic power of the tests the asymptotic distributions under the null hypothesis and under the set of alternative hypotheses described in Phillips (1988) are determined. In addition, a test which combines characteristics of both tests is proposed and its distributions under the null hypothesis and the same set of alternative hypotheses are determined. This allows us to determine what causes any difference in the asymptotic power of the two tests against the set of alternative hypotheses considered

Purchasing power parity and the unit root tests: a robust analysis

Empirical evidence suggests that real exchange rate is characterized by the presence of near-unity and additive outliers. Recent studeis have found evidence on favor PPP reversion by using the quasi-differencing (Elliott et al., 1996) unit root tests (ERS), which is more efficient against local alternatives but is still based on least squares estimation. Unit root tests basead on least saquares method usually tend to bias inference towards stationarity when additive out liers are present. In this paper, we incorporate quasi-differencing into M-estimation to construct a unit root test that is robust not only against near-unity root but also against nonGaussian behavior provoked by assitive outliers. We re-visit the PPP hypothesis and found less evidemce in favor PPP reversion when non-Gaussian behavior in real exchange rates is taken into account.

Robustness of stationary tests under long-memory alternatives

This paper investigates the presence of long memory in financiaI time series using four test statistics: V/S, KPSS, KS and modified R/S. There has been a large amount of study on the long memory behavior in economic and financiaI time series. However, there is still no consensus. We argue in this paper that spurious short-term memory may be found due to the incorrect use of data-dependent bandwidth to estimating the longrun variance. We propose a partially adaptive lag truncation procedure that is robust against the presence of long memory under the alternative hypothesis and revisit several economic and financiaI time series using the proposed bandwidth choice. Our results indicate the existence of spurious short memory in real exchange rates when Andrews' formula is employed, but long memory is detected when the proposed lag truncation procedure is used. Using stock market data, we also found short memory in returns and long memory in volatility.

Nonparametric entropy-based tests of independence between stochastic processes

This paper develops nonparametric tests of independence between two stationary stochastic processes. The testing strategy boils down to gauging the closeness between the joint and the product of the marginal stationary densities. For that purpose, I take advantage of a generalized entropic measure so as to build a class of nonparametric tests of independence. Asymptotic normality and local power are derived using the functional delta method for kernels, whereas finite sample properties are investigated through Monte Carlo simulations.

Wald tests for IV regression with weak instruments

This dissertation deals with the problem of making inference when there is weak identification in models of instrumental variables regression. More specifically we are interested in one-sided hypothesis testing for the coefficient of the endogenous variable when the instruments are weak. The focus is on the conditional tests based on likelihood ratio, score and Wald statistics. Theoretical and numerical work shows that the conditional t-test based on the two-stage least square (2SLS) estimator performs well even when instruments are weakly correlated with the endogenous variable. The conditional approach correct uniformly its size and when the population F-statistic is as small as two, its power is near the power envelopes for similar and non-similar tests. This finding is surprising considering the bad performance of the two-sided conditional t-tests found in Andrews, Moreira and Stock (2007). Given this counter intuitive result, we propose novel two-sided t-tests which are approximately unbiased and can perform as well as the conditional likelihood ratio (CLR) test of Moreira (2003).

Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

This paper considers two-sided tests for the parameter of an endogenous variable in an instrumental variable (IV) model with heteroskedastic and autocorrelated errors. We develop the nite-sample theory of weighted-average power (WAP) tests with normal errors and a known long-run variance. We introduce two weights which are invariant to orthogonal transformations of the instruments; e.g., changing the order in which the instruments appear. While tests using the MM1 weight can be severely biased, optimal tests based on the MM2 weight are naturally two-sided when errors are homoskedastic. We propose two boundary conditions that yield two-sided tests whether errors are homoskedastic or not. The locally unbiased (LU) condition is related to the power around the null hypothesis and is a weaker requirement than unbiasedness. The strongly unbiased (SU) condition is more restrictive than LU, but the associated WAP tests are easier to implement. Several tests are SU in nite samples or asymptotically, including tests robust to weak IV (such as the Anderson-Rubin, score, conditional quasi-likelihood ratio, and I. Andrews' (2015) PI-CLC tests) and two-sided tests which are optimal when the sample size is large and instruments are strong. We refer to the WAP-SU tests based on our weights as MM1-SU and MM2-SU tests. Dropping the restrictive assumptions of normality and known variance, the theory is shown to remain valid at the cost of asymptotic approximations. The MM2-SU test is optimal under the strong IV asymptotics, and outperforms other existing tests under the weak IV asymptotics.

Invariant tests in an instrumental variables model with unknown data generating process

In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests introduced by Moreira and Moreira (2013). This new boundary condition is motivated by the score e ciency under strong identi cation. It allows reducing computational costs of WAP tests by replacing the strongly unbiased condition. This latter restriction imposes, under the null hypothesis, the test to be uncorrelated to a given statistic with dimension given by the number of instruments. The new proposed boundary condition only imposes the test to be uncorrelated to a linear combination of the statistic. WAP tests under both restrictions to perform similarly numerically. We apply the di erent tests discussed to an empirical example. Using data from Yogo (2004), we assess the e ect of weak instruments on the estimation of the elasticity of inter-temporal substitution of a CCAPM model.

Electromyographic preactivation pattern of the gluteus medius during weight-bearing functional tasks in women with and without anterior knee pain

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

Fatigue strength: effect of welding type and joint design executed in Ti-6Al-4V structures

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

Muscle strength assessment among children and adolescents with growing pains and joint hypermobility

OBJETIVO: Avaliar, por meio de teste quantitativo, a força muscular em crianças e adolescentes com dores de crescimento, associada ou não com hipermobilidade articular e comparadas com controles saudáveis. MÉTODO: Quarenta e sete casos de crianças e adolescentes acompanhados por dores de crescimento, sendo 24 com hipermobilidade articular (DC-HA), 23 sem hipermobilidade articular (DC) e 47 controles saudáveis pareados por idade e gênero foram submetidos a dois testes quantitativos para a avaliação da força muscular, o Childhood Myositis Assessment Scale (CMAS) e o Manual Muscle Strength Test (MMT). Os dados antropométricos como altura, peso, índice de massa corporal, prega cutânea tricipital, circunferência média do braço e a área muscular do braço foram comparados entre os três grupos. RESULTADOS: Os três grupos não apresentaram diferença estatística entre as medidas antropométricas. Houve diferença significante entre a mediana da pontuação do CMAS, sendo menores no grupo DC (47, mínimo e máximo 39-52) e DC-HA (46, mínimo e máximo 40-51), comparados com controles (50, mínimo e máximo 45-52; p<0,0001). Dois dos exercícios cronometrados do CMAS, a elevação da cabeça e a duração da elevação das pernas, tiveram menor pontuação nos pacientes comparados aos controles (p<0.0001). A pontuação mediana do MMT no grupo DC (79, mínimo e máximo 73-80) e DC-HA (78, mínimo e máximo 32-80) também apresentou diferença significante, sendo menor nos pacientes que nos controles (80, mínimo e máximo 78-80; p<0,0001). A melhor correlação entre a pontuação do CMAS e MMT foi no grupo DC-HA (Spearman r=0,65; p=0,0007). A aplicação do CMAS e MMT em duas ocasiões apresentou boa concordância e coeficiente de correlação intraclasse de 0,87 (IC 95% 0,64-0,96; p<0,0001) e 0,92 (IC 95% 0,76-0,97; p<0,0001), respectivamente. CONCLUSÃO: Os pacientes com dores de crescimento com ou sem hipermobilidade articular apresentaram fraqueza muscular de leve a moderada quando comparados com controles saudáveis.

The treatment of painful temporomandibular joint clicking with oral splints: A randomized clinical trial

Background. The authors compared the efficacy of bilateral balanced and canine guidance (occlusal) splints in the treatment of temporomandibular joint (TMJ) pain in subjects who experienced joint clicking with a nonoccluding splint in a double-blind, controlled randomized clinical trial.Methods. The authors randomly assigned 57 people with signs of disk displacement and TMJ pain into three groups according to the type of splint: bilateral balanced, canine guidance and nonoccluding. The authors followed the groups for six months using analysis of a visual analog scale (VAS), palpation of the TMJ and masticatory muscles, mandibular movements and joint sounds. They used repeated analysis of variance and a XI test to test the hypothesis.Results. The type of guidance used did not influence the pain reduction; yet both occlusal splints were superior to the nonoccluding splint, on the basis of the VAS. Despite similar outcomes in relation to opening, left; lateral and protrusive movements, TMJ and muscle pain on palpation, subjects who used the occlusal splints had improved clinical outcomes. The frequency of joint noises decreased over time, with no significant differences among groups. Subjects in the groups using the occlusal splints reported more comfort.Conclusion. The type of lateral guidance did not influence the subjects'; improvement: All of the subjects had a general improvement on the VAS, though subjects in the occlusal splint groups had better results that did subjects in the nonoccluding splint group.

Metacarpophalangeal pattern profile in Marfan syndrome and Marfan-like patients

Marfan syndrome (MFS) is an autosomal dominant trait due to mutations in the fibrillin gene (FBN1). The MFS expressivity is variable, and its diagnosis relies completely on clinical criteria. Atypical cases and Marfan- like (marfanoid) clinical presentations are commonly found. The metacarpophalangeal pattern profile (MCPP), a radiological method in which the 19 tubular hand bones are assessed, has been used in the diagnosis of various syndromes. To investigate whether the MCPP was adequate to discriminate between MFS and Marfan-like subjects, we studied 38 patients who were referred to our service because they had an MFS diagnosis, diagnostic hypothesis, or differential diagnosis or had arachnodactyly with dolichostenomelia. Two groups were formed: 1) MFS: 21 patients with a mean age of 18.3 (10.8 S.D.) years and 2) Marfan-like syndromes: 16 patients who did not meet the current criteria, with a mean age of 14.6 (4.6 S.D.) years. The MCPP was performed in each case following the classical technique, and a characteristic mean profile was obtained for group I (MFS), with Z scores ranging from 0.69 to 2.73 (1.80 ± 0.50; mean ± S.D.). In group I, three cases had no correlation with the typical MFS pattern. In group II, three cases had an MFS pattern. The correlation with the mean MCPP of MFS permitted the differential diagnosis of MFS and marfanoid syndromes with 86% sensitivity, 81% specificity, and 86% positive and 81% negative predictive values. The results suggest that MCPP can be used effectively as an auxiliary tool in the nosology of these conditions and, because there is no change in MCPP with age, can be helpful in early diagnosis.

Study of the venom glands in Ectatomma quadridens (Hymenoptera: Formicidae). Evolutionary hypothesis in subfamily ponerinae

The venom glands of worker ants of the species Ectatomma quadridens morphologically resemble an elongated sac or reservoir ending in a narrower portion that has the function of releasing the secretion to the exterior. Two external secretory filaments are individually inserted into the proximal portion of the gland and end inside the convoluted gland. The venom gland of workers of E. quadridens is, therefore, morphologically subdivided into four distinct portions: a) sac-shaped reservoir measuring approximately 1mm in length; b) excretory duct, proximal portion of the reservoir that joins the gland to the sting apparatus; c) convoluted gland, final portion of the external secretory filaments located inside the reservoir; and d) two secretory filaments measuring about 2 mm in length; their free extremities end blindly and are individually inserted into the reservoir wall at the proximal region of the venom gland. The histological data showed that the filaments and the convoluted gland are composed of cubic cells of secretory function. The reservoir consists of a simple cubical epithelium externally surrounded by muscle fibers. A thick cuticle internally coats the epithelium of the reservoir. The application of histochemical tests allowed us to establish that the final secretion of the venom gland of Ectatomma quadridens is of glycoproteic nature. This secretion undergoes several modifications at the secretory filaments, at the convoluted gland, and in the reservoir before reaching the excretory duct, the point at which the secretion is released in its final composition, namely the venom. Based on the differences among various Ponerinae species we propose a hypothesis suggesting a probable evolutionary process that the venom glands of members of this subfamily might have undergone.

Tipologias de projetos de pesquisa de métodos mistos: análise classificatória das teses de doutorado dos programas de pós-graduação em geociências no Brasil

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Behavioural changes and occlusal splints are effective in the management of masticatory myofascial pain: a short-term evaluation

The aim of this research was to test the hypothesis that treatment with intra-oral appliances with different occlusal designs was beneficial in the management of pain of masticatory muscles compared with a control group. A total of 51 patients were analysed according to the Research Diagnostic Criteria for Temporomandibular Disorders (RDC/TMD) to obtain the diagnosis of masticatory myofascial pain (MMP). The sample was then randomly divided into three groups: group I (n = 21) wore a full coverage acrylic stabilisation occlusal splint; group II (n = 16) wore an anterior device nociceptive trigeminal inhibitory (NTI) system; and group III (n = 14) only received counselling for behavioural changes and self-care (the control group). The first two groups also received counselling. Follow-ups were performed after 2 and 6 weeks and 3 months. In these sessions, patients were evaluated by means of a visual analogue scale (VAS) and pressure pain threshold (PPT) of the masticatory muscles. Possible adverse effects were also recorded, such as discomfort while using the appliance and occlusal changes. The results were analysed with KruskalWallis, anova, Tukeys and Friedman tests, with a significance level of 5%. Group I showed improvement in the reported pain at the first follow-up (2 weeks), whereas for groups II and III, this progress was detected only after 6 weeks and 3 months, respectively. The PPT values did not change significantly. It was concluded that behavioural changes are effective in the management of pain in MMP patients. However, the simultaneous use of occlusal devices appears to produce an earlier improvement.