Testing for a unit root in a process exhibiting a structural break in the presence of GARCH errors

This paper considers the effect of GARCH errors on the tests proposed byPerron (1997) for a unit root in the presence of a structural break. We assessthe impact of degeneracy and integratedness of the conditional varianceindividually and find that, apart from in the limit, the testing procedure isinsensitive to the degree of degeneracy but does exhibit an increasingover-sizing as the process becomes more integrated. When we consider the GARCHspecifications that we are likely to encounter in empirical research, we findthat the Perron tests are reasonably robust to the presence of GARCH and donot suffer from severe over-or under-rejection of a correct null hypothesis.

Symmetry-break in Voronoi tessellations

We analyse in a common framework the properties of the Voronoi tessellations resulting from regular 2D and 3D crystals and those of tessellations generated by Poisson distributions of points, thus joining on symmetry breaking processes and the approach to uniform random distributions of seeds. We perturb crystalline structures in 2D and 3D with a spatial Gaussian noise whose adimensional strength is α and analyse the statistical properties of the cells of the resulting Voronoi tessellations using an ensemble approach. In 2D we consider triangular, square and hexagonal regular lattices, resulting into hexagonal, square and triangular tessellations, respectively. In 3D we consider the simple cubic (SC), body-centred cubic (BCC), and face-centred cubic (FCC) crystals, whose corresponding Voronoi cells are the cube, the truncated octahedron, and the rhombic dodecahedron, respectively. In 2D, for all values α>0, hexagons constitute the most common class of cells. Noise destroys the triangular and square tessellations, which are structurally unstable, as their topological properties are discontinuous in α=0. On the contrary, the honeycomb hexagonal tessellation is topologically stable and, experimentally, all Voronoi cells are hexagonal for small but finite noise with α<0.12. Basically, the same happens in the 3D case, where only the tessellation of the BCC crystal is topologically stable even against noise of small but finite intensity. In both 2D and 3D cases, already for a moderate amount of Gaussian noise (α>0.5), memory of the specific initial unperturbed state is lost, because the statistical properties of the three perturbed regular tessellations are indistinguishable. When α>2, results converge to those of Poisson-Voronoi tessellations. In 2D, while the isoperimetric ratio increases with noise for the perturbed hexagonal tessellation, for the perturbed triangular and square tessellations it is optimised for specific value of noise intensity. The same applies in 3D, where noise degrades the isoperimetric ratio for perturbed FCC and BCC lattices, whereas the opposite holds for perturbed SCC lattices. This allows for formulating a weaker form of the Kelvin conjecture. By analysing jointly the statistical properties of the area and of the volume of the cells, we discover that also the cells shape heavily fluctuates when noise is introduced in the system. In 2D, the geometrical properties of n-sided cells change with α until the Poisson-Voronoi limit is reached for α>2; in this limit the Desch law for perimeters is shown to be not valid and a square root dependence on n is established, which agrees with exact asymptotic results. Anomalous scaling relations are observed between the perimeter and the area in the 2D and between the areas and the volumes of the cells in 3D: except for the hexagonal (2D) and FCC structure (3D), this applies also for infinitesimal noise. In the Poisson-Voronoi limit, the anomalous exponent is about 0.17 in both the 2D and 3D case. A positive anomaly in the scaling indicates that large cells preferentially feature large isoperimetric quotients. As the number of faces is strongly correlated with the sphericity (cells with more faces are bulkier), in 3D it is shown that the anomalous scaling is heavily reduced when we perform power law fits separately on cells with a specific number of faces.

Pricing short leases and break clauses using simulation methodology

This paper examines the changes in the length of commercial property leases over the last decade and presents an analysis of the consequent investment and occupational pricing implications for commercial property investmentsIt is argued that the pricing implications of a short lease to an investor are contingent upon the expected costs of the letting termination to the investor, the probability that the letting will be terminated and the volatility of rental values.The paper examines the key factors influencing these variables and presents a framework for incorporating their effects into pricing models.Approaches to their valuation derived from option pricing are critically assessed. It is argued that such models also tend to neglect the price effects of specific risk factors such as tenant circumstances and the terms of break clause. Specific risk factors have a significant bearing on the probability of letting termination and on the level of the resultant financial losses. The merits of a simulation methododology are examined for rental and capital valuations of short leases and properties with break clauses.It is concluded that in addition to the rigour of its internal logic, the success of any methodology is predicated upon the accuracy of the inputs.The lack of reliable data on patterns in, and incidence of, lease termination and the lack of reliable time series of historic property performance limit the efficacy of financial models.

Continuity of care for people with psychotic illness: its relationship to clinical and social functioning.

Background: The relationship between continuity of care and user characteristics or outcomes has rarely been explored. The ECHO study operationalized and tested a multi-axial definition of continuity of care, producing a seven-factor model used here. Aims: To assess the relationship between user characteristics and established components of continuity of care, and the impact of continuity on clinical and social functioning. Methods: The sample comprised 180 community mental health team users with psychotic disorders who were interviewed at three annual time-points, to assess their experiences of continuity of care and clinical and social functioning. Scores on seven continuity factors were tested for association with user-level variables. Results: Improvement in quality of life was associated with better Experience & Relationship continuity scores (better user-rated continuity and therapeutic relationship) and with lower Meeting Needs continuity factor scores. Higher Meeting Needs scores were associated with a decrease in symptoms. Conclusion: Continuity is a dynamic process, influenced significantly by care structures and organizational change.

The role of double-stranded break repair in the creation of phenotypic diversity at cereal VRN1 loci

Nonhomologous repair of double-stranded breaks, although fundamental to the maintenance of genomic integrity in all eukaryotes, has received little attention as to its evolutionary consequences in the generation and selection of phenotypic diversity. Here we document the role of illegitimate recombination in the creation of novel alleles in VRN1 orthologs selected to confer adaptation to annual cropping systems in barley and wheat.

The projected hand illusion: component structure in a community sample, and association with demographics, cognition and psychotic-like experiences

The projected hand illusion (PHI) is a variant of the rubber hand illusion (RHI), and both are commonly used to study mechanisms of self-perception. A questionnaire was developed by Longo et al. (2008) to measure qualitative changes in the RHI. Such psychometric analyses have not yet been conducted on the questionnaire for the PHI. The present study is an attempt to validate minor modifications of the questionnaire of Longo et al. to assess the PHI in a community sample (n = 48) and to determine the association with selected demographic (age, sex, years of education), cognitive (Digit Span), and clinical (psychotic-like experiences) variables. Principal components analysis on the questionnaire data extracted four components: Embodiment of “Other” Hand, Disembodiment of Own Hand, Deafference, and Agency—in both synchronous and asynchronous PHI conditions. Questions assessing “Embodiment” and “Agency” loaded onto orthogonal components. Greater illusion ratings were positively associated with being female, being younger, and having higher scores on psychotic-like experiences. There was no association with cognitive performance. Overall, this study confirmed that self-perception as measured with PHI is a multicomponent construct, similar in many respects to the RHI. The main difference lies in the separation of Embodiment and Agency into separate constructs, and this likely reflects the fact that the “live” image of the PHI presents a more realistic picture of the hand and of the stroking movements of the experimenter compared with the RHI.

Bizzy Break! The effect of a classroom-based activity break on in-school physical activity levels of primary school children

The school has been identified as a key setting to promote physical activity. The purpose of this study was to evaluate the effect of a classroom-based activity break on in-school step counts of primary school children. Data for 90 children (49 boys, 41 girls, 9.3 ± 1.4 years) from three Irish primary schools is presented. In each school one class was randomly assigned as the intervention group and another as controls. Children's step counts were measured for five consecutive days during school hours at baseline and follow-up. Teachers of the intervention classes led a 10 min activity break in the classroom each day (Bizzy Break!). Mean daily in-school steps for the intervention at baseline and follow-up were 5351 and 5054. Corresponding values for the control group were 5469 and 4246. There was a significant difference in the change in daily steps from baseline to follow-up between groups (p < .05). There was no evidence that girls and boys responded differently to the intervention (p > .05). Children participating in a daily 10 min classroom-based activity break undertake more physical activity during school hours than controls.

Nonrecurrent MECP2 duplications mediated by genomic architecture-driven DNA breaks and break-induced replication repair

Recurrent submicroscopic genomic copy number changes are the result of nonallelic homologous recombination (NAHR). Nonrecurrent aberrations, however, can result from different nonexclusive recombination-repair mechanisms. We previously described small microduplications at Xq28 containing MECP2 in four male patients with a severe neurological phenotype. Here, we report on the fine-mapping and breakpoint analysis of 16 unique microduplications. The size of the overlapping copy number changes varies between 0.3 and 2.3 Mb, and FISH analysis on three patients demonstrated a tandem orientation. Although eight of the 32 breakpoint regions coincide with low-copy repeats, none of the duplications are the result of NAHR. Bioinformatics analysis of the breakpoint regions demonstrated a 2.5-fold higher frequency of Alu interspersed repeats as compared with control regions, as well as a very high GC content (53%). Unexpectedly, we obtained the junction in only one patient by long-range PCR, which revealed nonhomologous end joining as the mechanism. Breakpoint analysis in two other patients by inverse PCR and subsequent array comparative genomic hybridization analysis demonstrated the presence of a second duplicated region more telomeric at Xq28, of which one copy was inserted in between the duplicated MECP2 regions. These data suggest a two-step mechanism in which part of Xq28 is first inserted near the MECP2 locus, followed by breakage-induced replication with strand invasion of the normal sister chromatid. Our results indicate that the mechanism by which copy number changes occur in regions with a complex genomic architecture can yield complex rearrangements.

Probing the (6,7)Li nucleon densities through a new break-up process approach

In this work we present a double folding optical model analysis of new near-barrier quasi-elastic experimental data for the (6,7)Li + (120)Sn systems. From the analysis, it was possible to confirm the ground-state nucleon densities assumed for the weakly bound (6,7)Li isotopes. The apparent discrepancies between the experimental densities and those based on Dirac-Hartree-Fock Bogoliubov (DHB) calculations were removed. A new approach that simulates the projectile break-up and a positive polarization from couplings of (6,7)Li bound states with the continuum was considered in the reaction mechanism. (C) 2010 Elsevier B.V. All rights reserved.

Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break

This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are estimated. The rst one is a Vector Autoregressive Model with Error Correction Mechanism (VECM) with smooth transition in the deterministic coe¢ cients (Ripatti and Saikkonen [25]). The second one is a VECM with abrupt structural change formulated by Hansen [13]. Two datasets were analysed. The rst one contains a nominal interest rate with maturity up to three years. The second data set focuses on maturity up to one year. The rst data set focuses on a sample period from 1995 to 2010 and the second from 1998 to 2010. The frequency is monthly. The estimated models suggest the existence of structural change in the Brazilian term structure. It was possible to document the existence of multiple regimes using both techniques for both databases. The risk premium for di¤erent spreads varied considerably during the earliest period of both samples and seemed to converge to stable and lower values at the end of the sample period. Long-term risk premiums seemed to converge to inter-national standards, although the Brazilian term structure is still subject to liquidity problems for longer maturities.

Break: o grito corporal da periferia

In order to question a sociology as it considers appropriate the body dimensions, which contributes in a mean singular in relation to body, not only as a matter, but mainly as a producer of knowledge, our research shows a reflection on corporality as the production of knowledge and to understand different perspectives and social logic here in contemporaneity, whose rationality seems to be placed in question through a performance expressed, a lot of 'breaks', including the space, which the dancer break appropriates of a reversed form and not more than linear. Our problem is the possibility of a greater understanding of this young body with dance the break, is not only 'breaking' his body, but fluent in their own body fragments, producing probably a break in relation to a dominant power established, by creating a kind of 'social resistance' to provide another sense for his life, out of the senses by the dominant of a social field. This is the area of production of knowledge, of the 'body' that cries keep our eyes, the challenge of dive in the depth of gestures, beyond the physical structure, restoring in a strong political constitution and cultural in so far as this body faces. The body as spectacular becomes 'cause and effect' of communication, this body is not only individual, it is not expression only for itself; when the young dance outside their walls individuals, makes it relational, turning to relate with the other, with the space, time and the world. The methodological point of view, to study this corporality in element break, the body as language of senses, we considered withdrawals in the field, observations of movements of the universe of break creative dance, performance and analysis of "attitudes" (expression peculiar world hip hop ), as well as my experience with dancing in the street interventions through 'urban' and our own attitudes to the object of research which challenges us academically and, it all, existentially

Numerical Experimental Comparison of Dam Break Flows with non-Newtonian Fluids

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Acute psychotic disorders induced by topiramate: report of two cases

Relatamos dois pacientes epilépticos que manifestaram quadro psicótico agudo induzido por topiramato (TPM). Um paciente apresentou agitação psicomotora grave, heteroagressividade, alucinações auditivas e visuais, e delírios de conteúdo paranóide e místico. O outro paciente apresentou agitação psicomotora, despersonalização, desrealização, ansiedade intensa e delírio de que estava perdendo a memória. Ambos os pacientes foram conduzidos ao serviço de emergência e, após a interrupção do TPM em um deles e redução da droga em outro, houve remissão total dos sintomas psicóticos sem necessidade de medicação antipsicótica. Alertamos os clínicos para o risco de surgimento de sintomas psicóticos em pacientes em uso do TPM.