GLS Detrending, Efficient Unit Root Tests and Structural Change

We extend the class of M-tests for a unit root analyzed by Perron and Ng (1996) and Ng and Perron (1997) to the case where a change in the trend function is allowed to occur at an unknown time. These tests M(GLS) adopt the GLS detrending approach of Dufour and King (1991) and Elliott, Rothenberg and Stock (1996) (ERS). Following Perron (1989), we consider two models : one allowing for a change in slope and the other for both a change in intercept and slope. We derive the asymptotic distribution of the tests as well as that of the feasible point optimal tests PT(GLS) suggested by ERS. The asymptotic critical values of the tests are tabulated. Also, we compute the non-centrality parameter used for the local GLS detrending that permits the tests to have 50% asymptotic power at that value. We show that the M(GLS) and PT(GLS) tests have an asymptotic power function close to the power envelope. An extensive simulation study analyzes the size and power in finite samples under various methods to select the truncation lag for the autoregressive spectral density estimator. An empirical application is also provided.

Truncation errors in finite difference models for solute transport equation with first-order reaction

The truncation errors associated with finite difference solutions of the advection-dispersion equation with first-order reaction are formulated from a Taylor analysis. The error expressions are based on a general form of the corresponding difference equation and a temporally and spatially weighted parametric approach is used for differentiating among the various finite difference schemes. The numerical truncation errors are defined using Peclet and Courant numbers and a new Sink/Source dimensionless number. It is shown that all of the finite difference schemes suffer from truncation errors. Tn particular it is shown that the Crank-Nicolson approximation scheme does not have second order accuracy for this case. The effects of these truncation errors on the solution of an advection-dispersion equation with a first order reaction term are demonstrated by comparison with an analytical solution. The results show that these errors are not negligible and that correcting the finite difference scheme for them results in a more accurate solution. (C) 1999 Elsevier Science B.V. All rights reserved.

Truncation of the GABA(A)-receptor gamma 2 subunit in a family with generalized epilepsy with febrile seizures plus

Recent findings from studies of two families have shown that mutations in the GABA(A)-receptor gamma2 subunit are associated with generalized epilepsies and febrile seizures. Here we describe a family that has generalized epilepsy with febrile seizures plus (GEFS(+)), including an individual with severe myoclonic epilepsy of infancy, in whom a third GABA(A)-receptor gamma2-subunit mutation was found. This mutation lies in the intracellular loop between the third and fourth transmembrane domains of the GABA(A)-receptor gamma2 subunit and introduces a premature stop codon at Q351 in the mature protein. GABA sensitivity in Xenopus laevis oocytes expressing the mutant gamma2(Q351X) subunit is completely abolished, and fluorescent-microscopy studies have shown that receptors containing GFP-labeled gamma2(Q351X) protein are retained in the lumen of the endoplasmic reticulum. This finding reinforces the involvement of GABA(A) receptors in epilepsy.

Spatial bias and temporal lag in tactile space perception

Constructing a veridical spatial map by touch poses at least two problems for a perceptual system. First, as the hand is moved through space, the locations of features may be displaced if there is an uncorrected lag between the moment the hand encounters a feature and the time that feature is encoded on a spatial map. Second, due to the sequential nature of the process, some form of memory, which itself may be subject to spatial distortions, is required for integration of spatial samples. We investigated these issues using a task involving active haptic exploration with a stylus swept back and forth in the horizontal plane at the wrist. Remembered locations of tactile targets were shifted towards the medial axis of the forearm, suggesting a central tendency in haptic spatial memory, while evidence for a displacement of perceived locations in the direction of sweep motion was consistent with processing delays.

Cell cycle model to describe animal cell size variation and lag between cell number and biomass dynamics

The use of cell numbers rather than mass to quantify the size of the biotic phase in animal cell cultures causes several problems. First, the cell size varies with growth conditions, thus yields expressed in terms of cell numbers cannot be used in the normal mass balance sense. Second, experience from microbial systems shows that cell number dynamics lag behind biomass dynamics. This work demonstrates that this lag phenomenon also occurs in animal cell culture. Both the lag phenomenon and the variation in cell size are explained using a simple model of the cell cycle. The basis for the model is that onset of DNA synthesis requires accumulation of G1 cyclins to a prescribed level. This requirement is translated into a requirement for a cell to reach a critical size before commencement of DNA synthesis. A slower gl-owing cell will spend more time in G1 before reaching the critical mass. In contrast, the period between onset of DNA synthesis and mitosis, tau(B), is fixed. The two parameters in the model, the critical size and tau(B), were determined from eight steady-state measurements of mean cell size in a continuous hybridoma culture. Using these parameters, it was possible to predict with reasonable accuracy the transient behavior in a separate shift-up culture, i.e., a culture where cells were transferred from a lean environment to a rich environment. The implications for analyzing experimental data for animal cell culture are discussed. (C) 1997 John Wiley & Sons, Inc.

The effects of air pollution on cardiovascular diseases: lag structures

OBJECTIVE: To assess the lag structure between air pollution exposure and elderly cardiovascular diseases hospital admissions, by gender. METHODS: Health data of people aged 64 years or older was stratified by gender in São Paulo city, Southeastern Brazil, from 1996 to 2001. Daily levels of air pollutants (CO, PM10, O3, NO2, and SO2) , minimum temperature, and relative humidity were also analyzed. It were fitted generalized additive Poisson regressions and used constrained distributed lag models adjusted for long time trend, weekdays, weather and holidays to assess the lagged effects of air pollutants on hospital admissions up to 20 days after exposure. RESULTS: Interquartile range increases in PM10 (26.21 mug/m³) and SO2 (10.73 mug/m³) were associated with 3.17% (95% CI: 2.09-4.25) increase in congestive heart failure and 0.89% (95% CI: 0.18-1.61) increase in total cardiovascular diseases at lag 0, respectively. Effects were higher among female group for most of the analyzed outcomes. Effects of air pollutants for different outcomes and gender groups were predominately acute and some "harvesting" were found. CONLUSIONS: The results show that cardiovascular diseases in São Paulo are strongly affected by air pollution.

Lag-user method: Using laggards to leverage user innovation

Laggards are the last users to adopt a product. Prior literature on user-led innovation ignores laggards’ impact on innovation. In this paper, we develop the Lag-User Method, through which laggards can generate new ideas. Through six studies with 62 teams in three countries, we apply the method to different technologies and services and present our findings to executives to get managerial insights. Findings reveal that laggards who generate new ideas (lag-users) have different perceptions of user-friendly products and different unfulfilled needs. They prefer simple products. We propose that by involving lag-users in NPD, firms can improve the effectiveness of NPD.

Functional elucidation of pag through the generation of truncation and point mutants

T-cell signalling, PAG, adaptor proteins, lipid rafts, palmitoylation, chemokine induced migration

Individual-based modelling of bacterial cultures to study the lag ohase

Els bacteris són la forma dominant de vida del planeta: poden sobreviure en medis molt adversos, i en alguns casos poden generar substàncies que quan les ingerim ens són tòxiques. La seva presència en els aliments fa que la microbiologia predictiva sigui un camp imprescindible en la microbiologia dels aliments per garantir la seguretat alimentària. Un cultiu bacterià pot passar per quatre fases de creixement: latència, exponencial, estacionària i de mort. En aquest treball s’ha avançat en la comprensió dels fenòmens intrínsecs a la fase de latència, que és de gran interès en l’àmbit de la microbiologia predictiva. Aquest estudi, realitzat al llarg de quatre anys, s’ha abordat des de la metodologia Individual-based Modelling (IbM) amb el simulador INDISIM (INDividual DIScrete SIMulation), que ha estat millorat per poder fer-ho. INDISIM ha permès estudiar dues causes de la fase de latència de forma separada, i abordar l’estudi del comportament del cultiu des d’una perspectiva mesoscòpica. S’ha vist que la fase de latència ha de ser estudiada com un procés dinàmic, i no definida per un paràmetre. L’estudi de l’evolució de variables com la distribució de propietats individuals entre la població (per exemple, la distribució de masses) o la velocitat de creixement, han permès distingir dues etapes en la fase de latència, inicial i de transició, i aprofundir en la comprensió del que passa a nivell cel•lular. S’han observat experimentalment amb citometria de flux diversos resultats previstos per les simulacions. La coincidència entre simulacions i experiments no és trivial ni casual: el sistema estudiat és un sistema complex, i per tant la coincidència del comportament al llarg del temps de diversos paràmetres interrelacionats és un aval a la metodologia emprada en les simulacions. Es pot afirmar, doncs, que s’ha verificat experimentalment la bondat de la metodologia INDISIM.

MART-1 peptide vaccination plus IMP321 (LAG-3Ig fusion protein) in patients receiving autologous PBMCs after lymphodepletion: results of a Phase I trial.

BACKGROUND: Immunotherapy offers a promising novel approach for the treatment of cancer and both adoptive T-cell transfer and immune modulation lead to regression of advanced melanoma. However, the potential synergy between these two strategies remains unclear. METHODS: We investigated in 12 patients with advanced stage IV melanoma the effect of multiple MART-1 analog peptide vaccinations with (n = 6) or without (n = 6) IMP321 (LAG-3Ig fusion protein) as an adjuvant in combination with lymphodepleting chemotherapy and adoptive transfer of autologous PBMCs at day (D) 0 (Trial registration No: NCT00324623). All patients were selected on the basis of ex vivo detectable MART-1-specific CD8 T-cell responses and immunized at D0, 8, 15, 22, 28, 52, and 74 post-reinfusion. RESULTS: After immunization, a significant expansion of MART-1-specific CD8 T cells was measured in 83% (n = 5/6) and 17% (n = 1/6) of patients from the IMP321 and control groups, respectively (P < 0.02). Compared to the control group, the mean fold increase of MART-1-specific CD8 T cells in the IMP321 group was respectively >2-, >4- and >6-fold higher at D15, D30 and D60 (P < 0.02). Long-lasting MART-1-specific CD8 T-cell responses were significantly associated with IMP321 (P < 0.02). At the peak of the response, MART-1-specific CD8 T cells contained higher proportions of effector (CCR7⁻ CD45RA⁺/⁻) cells in the IMP321 group (P < 0.02) and showed no sign of exhaustion (i.e. were mostly PD1⁻CD160⁻TIM3⁻LAG3⁻2B4⁺/⁻). Moreover, IMP321 was associated with a significantly reduced expansion of regulatory T cells (P < 0.04); consistently, we observed a negative correlation between the relative expansion of MART-1-specific CD8 T cells and of regulatory T cells. Finally, although there were no confirmed responses as per RECIST criteria, a transient, 30-day partial response was observed in a patient from the IMP321 group. CONCLUSIONS: Vaccination with IMP321 as an adjuvant in combination with lymphodepleting chemotherapy and adoptive transfer of autologous PBMCs induced more robust and durable cellular antitumor immune responses, supporting further development of IMP321 as an adjuvant for future immunotherapeutic strategies.

Stability of Growth Models with Generalised Lag Structures

This paper considers the lag structures of dynamic models in economics, arguing that the standard approach is too simple to capture the complexity of actual lag structures arising, for example, from production and investment decisions. It is argued that recent (1990s) developments in the the theory of functional differential equations provide a means to analyse models with generalised lag structures. The stability and asymptotic stability of two growth models with generalised lag structures are analysed. The paper concludes with some speculative discussion of time-varying parameters.

Pareto or log-normal? A recursive-truncation approach to the distribution of (all) cities

Traditionally, it is assumed that the population size of cities in a country follows a Pareto distribution. This assumption is typically supported by nding evidence of Zipf's Law. Recent studies question this nding, highlighting that, while the Pareto distribution may t reasonably well when the data is truncated at the upper tail, i.e. for the largest cities of a country, the log-normal distribution may apply when all cities are considered. Moreover, conclusions may be sensitive to the choice of a particular truncation threshold, a yet overlooked issue in the literature. In this paper, then, we reassess the city size distribution in relation to its sensitivity to the choice of truncation point. In particular, we look at US Census data and apply a recursive-truncation approach to estimate Zipf's Law and a non-parametric alternative test where we consider each possible truncation point of the distribution of all cities. Results con rm the sensitivity of results to the truncation point. Moreover, repeating the analysis over simulated data con rms the di culty of distinguishing a Pareto tail from the tail of a log-normal and, in turn, identifying the city size distribution as a false or a weak Pareto law.

Truncation of the receptor carboxyl terminus impairs agonist-dependent phosphorylation and desensitization of the alpha 1B-adrenergic receptor.

The alpha 1B-adrenergic receptor (alpha 1BAR) and its truncated mutant T368 lacking the last 147 amino acids were stably expressed in Rat1 fibroblasts. The wild type alpha 1BAR was rapidly phosphorylated upon exposure to the agonist epinephrine as well as to phorbol ester as assessed by immunoprecipitation of the receptor with antiserum raised against its amino-terminal portion. Exposure of cells expressing the wild type alpha 1BAR to epinephrine resulted also in rapid homologous desensitization of receptor-mediated response on polyphosphoinositide hydrolysis. On the other hand, truncation of the serine- and threonine-rich carboxyl portion of the alpha 1BAR abolished agonist-induced phosphorylation and greatly impaired homologous desensitization of the receptor. The truncated receptor T368 could undergo agonist-induced decrease of cell surface receptors but to a lesser extent, as compared with the wild type alpha 1BAR. These results demonstrate that the carboxyl portion of the alpha 1BAR plays a crucial role in the regulation of receptor function. They also suggest a strong relationship between agonist-induced phosphorylation and desensitization of the alpha 1BAR, which were both insensitive to the inhibitor of protein kinase C RO-318220. Our findings support the emerging hypothesis that the biochemical mechanisms involved in rapid agonist-dependent regulation of G protein-coupled receptors, which activate polyphosphoinositide hydrolysis, do not primarily involve protein kinase C.