Testing subspace Granger causality

The methodology of multivariate Granger non-causality testing at various horizons is extended to allow for inference on its directionality. Empirical manifestations of these subspaces are presented and useful interpretations for them are provided. Simple vector autoregressive models are used to estimate these subspaces and to find their dimensions. The methodology is illustrated by an application to empirical monetary policy, where a conditional form of Okun’s law is demonstrated as well as a statistical monetary policy reaction function to oil price changes

A unifying theory of tests of rank

The general principles underlying tests of matrix rank are investigated. It is demonstrated that statistics for such tests can be seen as implicit functions of null space estimators. In turn, the asymptotic behaviour of the null space estimators is shown to determine the asymptotic behaviour of the statistics through a plug-in principle. The theory simplifies the asymptotics under a variety of alternatives of empirical relevance as well as misspecification, clarifies the relationships between the various existing tests, makes use of important results in the numerical analysis literature, and motivates numerous new tests. A brief Monte Carlo study illustrates the results

Geometric and long run aspects of Granger causality

This paper extends multivariate Granger causality to take into account the subspaces along which Granger causality occurs as well as long run Granger causality. The properties of these new notions of Granger causality, along with the requisite restrictions, are derived and extensively studied for a wide variety of time series processes including linear invertible processes and VARMA. Using the proposed extensions, the paper demonstrates that: (i) mean reversion in is an instance of long run Granger non-causality, (ii) cointegration is a special case of long run Granger non-causality along a subspace, (iii) controllability is a special case of Granger causality, and finally (iv) linear rational expectations entail (possibly testable) Granger causality restriction along subspaces

The Spectral Approach to Linear Rational Expectations Models

This paper considers linear rational expectations models in the frequency domain under general conditions. The paper develops necessary and sufficient conditions for existence and uniqueness of particular and generic systems and characterizes the space of all solutions as an affine space in the frequency domain. It is demonstrated that solutions are not generally continuous with respect to the parameters of the models, invalidating mainstream frequentist and Bayesian methods. The ill-posedness of the problem motivates regularized solutions with theoretically guaranteed uniqueness, continuity, and even differentiability properties. Regularization is illustrated in an analysis of the limiting Gaussian likelihood functions of two analytically tractable models.Comment: JEL Classification: C10, C32, C62, E3

Discharge against Medical Advice among Children in Oman : A university hospital experience

Objectives: Discharge against medical advice (DAMA) is a major problem in healthcare delivery as it can complicate the health problems from which patients are suffering. The aim of this study was to understand DAMA among children in a tertiary teaching hospital in Oman and to evaluate the documentation of the events in the medical records. Methods: A retrospective survey of the medical records of patients discharged against medical advice over a two-year interval was performed (2004–2006). Results: Of the 11,802 admissions, there were 38 cases of DAMA, giving a prevalence rate of 0.32%. In 39.5% of the cases, the discharge happened within 24 hours of hospital admission. The majority of the cases were infants (n = 24; 63.25%). The diagnosis at discharge in some cases included life-threatening conditions. However, in 57.9% of the cases, the reasons for DAMA were neither reported nor documented in the patients’ medical records. Conclusion: Although the results of this study yielded a low prevalence rate compared to the rates reported in other studies, the occurrence of DAMA for children in a tertiary hospital is a distressing phenomenon. It was evident that the documentation of the DAMA process was poor. More studies should be conducted to understand the details of the problem. Policies should be established and implemented in order to attempt to reduce DAMA among child patients and to protect them from the consequences of such discharges

Assessment of Marine Pollution along Qatar’s Coasts

In 2006 a study was carried out to evaluate organic and petroleum pollutants including: Total Organic Carbon (TOC), Total Petroleum Hydrocarbon (TPH), Total Kjeldahl Nitrogen (TKN), Polycyclic Aromatic Hydrocarbons (PAHs) and PolyChlorinated Biphenyls (PCBs) in coastal bottom sediments of Qatar, as well to determine the source of petroleum pollutant in the environment. The study included 15 stations along the coastline, at a 100 m distance from the shoreline. The average TOC % analyzed in the study area is 0.262 % which is less than other regional studies. The average TPH in Qatar sediment is around 133.46 mg/kg; this is lower than previous studies in UAE and there was no significant correlation observed between TPH and grain size distribution. The average concentration of total PCBs in the study area is 16.7 µg/kg showing decreasing value than observed in the region. For individual PCB\u27s, PCB 18 has the highest value (19.9 µg/kg) detected in station S-004 (Mesaieed MIC). The TKN concentration in sediments ranges from 0.0013 to 0.093 1 % with an average of 0.0442 %. Maximum concentration was observed in S-015 (Umm Bab) at the western coast. Concentrations tend to increase toward Northwestern coasts. Total PAH\u27s ranged between nd and 64. 8 µg/kg. The maximum value was recorded in station S-014 named Dukhan-2; this is higher than previous studies at the same location in 2001. In general, total PAH\u27s concentrated in Southwestern and Southeastern (city activities and major port) coast of Qatar. In respect to individual PAH\u27s, Pheneanthrene has the highest concentration among other individual PAHs with 79.55 µg/kg. The concentrations of total aliphatic hydrocarbons in the studied stations fluctuate between 0.4 mg/kg at S-009 (Fuwairat) to 19.8 mg/kg at S-011 (AL-Ruwais) reflecting the impact of current movement. Fingerprints from GC-FID chromatograms for S-004 (Mesaieed MIC), S-005 (Ras Abu-Fontas- 1 ), S-007 (Lusail) and S-010 (Al-Mafjar) showed long chain alkanes than short chain alkanes, which reflected terrestrial sources from harbor and industrial activities. Carbon Preference Index (CPI) in samples ranged from 0.8 to 1.03, reflecting similar petrogenic (anthropogenic) sources of pollution rather than biogenic. C17/Pr (n-C17/pristine) and C18/Ph (n- C18/phytane) ratios showed that most of the studied samples have 1 value; which may reflect the level of biodegradation and the natural climate at this region. (Pr/Ph) ratio for the studied samples ranged from 0 to 2.6. Samples S-001 (Khor Al-Odaid End), S-002 (Khor Al-Odaid Entrance), S003 (Mesaieed-Sealine), S-005 (Ras Abu-Fontas- 1), S-007(Lusail) and S-008 (Sumaisamah) have showed petroleum source, while in S -004 (Mesaieed MIC), S009 (Fuwairat) and S -011 (AL-Ruwais) was biogenic source. The petrogenic/biogenic ratio cleared that most of the studied samples were less than 1 meaning biogenic sources; in this case its not reflecting anthropogenic sources of n-alkanes

Synthesis of Iron Nanoparticles and Applications in the Removal of Heavy Metals from Aqueous Solutions

In this study, The synthesis of nano-size iron particles using a borohydride reduction of ferrous/ ferric ions in the presence ofsolvent containing ethanol, was investigated. The particle distribution of each sample of synthesized iron particles was characterized by powder X-raydiffraction XRD, which was used to determinethe prevailing phases.. Nanoscale iron particles have large surface areas and high surface reactivity. The size of the particles have been diagnosed by AFM, SEM, TEM microscopy.Then being used to remove elements (Cd ,Ni ,Cr ) from water. At the adsorption process the element were determined by the percentage of adsorption in conjunction with atomic absorption spectroscopy ,also byEDX. The synthesized nano-ZVI material has shown aremarkable potential for heavy metals immobilization from aqueous water. Langmuir adsorption parameters for the adsorption of Cd, Cr, Ni were (k 0.85 , 0.71 , 0.67) .ΔH=11.6 , 22.8 , 16.6kJper mole.G=-12.6 , -15.5 , -12.9kJ per mole,ΔS=0.08 , 0.13 , 0.098kJ per mole respectively. Keywords : Nanoparticles , Iron oxide , TEM , EDX , Heavy Metals, Adsorptio

Modern GPS diagnostic technique to determine and map soil hardpan for enhancing agricultural operation management

Among the undesirable effects of soil compaction is a measurable reduction in plant growth and crop yield. The prevailing belief is that compacted tillage pans are caused by repetitive farming practices, heavy tractors, tillage tools, and field traffic. This experiment was conducted to determine and map the hardpan layers across an agricultural field through advanced technologies of precision agriculture. These valuable techniques such as data logger, yield map, and data analysis of performance indicators were linked with accurate global positioning systems (GPS) datasets. These important technologies provided the farmers and helped them to identify and manage areas of the fields with higher compacted layers. Three ground speeds 4.3, 5.2, and 6.4 km h-1 were performed with two tillage depths 25 and 40 cm of a chisel plow. The effects of these two factors were studied to determine slippage percentage, field productivity, traction power, and fuel consumption. For the first shallow 25 cm depth, the results showed that increasing the speed from 4.3 to 5.2 and then to 6.4 km h-1 led to a significant increase in slippage percentage from 7.22 to 10.35 and then to 12.63%, respectively. Increasing the speed increases field productivity from 0.547 to 0.663 then to 0. 749 ha hour-1, and tractive power increases from 9.44 to 11.74, then to 13.24 hp. As a result, there was a significant increase in the fuel consumption rate from 18.44 to 20.15, then to 22.27 L hour-1, respectively. Changing the depth from 25 to 40 cm and increasing the practical speed from 4.3 to 5.2 and then to 6.4 km h-1 led to a significant increase in slippage percentage from 10.14 to 12.77 and then to 15.27%, and a significant increase in field productivity from 0.446 to 0.568 and then to 0.640 ha hour-1, respectively. This led to a significant increase in traction power from 12.72 to 13.36, then to 15.87 hp. Increasing the speed also brought a significant increase in fuel rate from 22.14 to 23.54 and then to 26.14 L ha-1, respectively. Based on this study, it was concluded that the use of this powerful approach was a useful methodology to reflect, determine, specify, and manage the regions of induced and hardpan zones by means of dataset analyses provided by the GPS for the desired field