Estimation and inference with nonstationary panel data

This PhD thesis applies the time-series concepts of unit-roots and cointegration to nonstationary panel data. The first three chapters set the scene for what follows and together are the first methodological core of the thesis, on nonstationary panel data estimation and testing.In chapter 1 we consider the established panel unit root tests of Levin, Lin and Chu (2002) and Im, Pesaran and Shin (2003) and also Pesaran (2005) for cross-sectional dependence, with a panel of 20 OECD inflation rates.In chapter 2 we consider the established panel cointegration tests of Kao (1999), Pedroni (1999) and Larsson, Lyhagen and Lothgren (200 1) with a panel of 25 OECD exchange rates to test for long run PPP, again including cross-sectional dependence.In chapter 3 a more original contribution is given. We conduct an extensive empirical study of the long run determinants of consumption expenditure for a panel of 20 OECD countries. A panel data cointegrating regression is estimated using the panel DOLS and FMOLS estimators of Kao and Chiang (2000) and Pedroni (2000,2001). Using Bai and Kao (2005) we again consider cross-sectional dependence.The second methodological core is the statistical inference of nonstationary panel data, in the last two chapters.In chapter 4 is another original contribution using the bootstrap with nonstationary panel data. New bootstrap algorithms are presented for the panel DOLS estimators mentioned above and also the group-mean estimator of Pesaran and Smith (1995).In our last original contribution, in chapter 5, we consider the asymptotic properties of nonstationary panel data estimators. The asymptotic normality and asymptotic consistency of our panel FMOLS, DOLS and OLS estimators are proved for the simple case of the panel cointegrating regression with a constant intercept and trend. The new sequential limit asymptotic theory of Phillips and Moon (1999) is highlighted

Estimation and inference with nonstationary panel data

This PhD thesis applies the time-series concepts of unit-roots and cointegration to nonstationary panel data. The first three chapters set the scene for what follows and together are the first methodological core of the thesis, on nonstationary panel data estimation and testing. In chapter 1 we consider the established panel unit root tests of Levin, Lin and Chu (2002) and Im, Pesaran and Shin (2003) and also Pesaran (2005) for cross-sectional dependence, with a panel of 20 OECD inflation rates. In chapter 2 we consider the established panel cointegration tests of Kao (1999), Pedroni (1999) and Larsson, Lyhagen and Lothgren (200 1) with a panel of 25 OECD exchange rates to test for long run PPP, again including cross-sectional dependence. In chapter 3 a more original contribution is given. We conduct an extensive empirical study of the long run determinants of consumption expenditure for a panel of 20 OECD countries. A panel data cointegrating regression is estimated using the panel DOLS and FMOLS estimators of Kao and Chiang (2000) and Pedroni (2000,2001). Using Bai and Kao (2005) we again consider cross-sectional dependence. The second methodological core is the statistical inference of nonstationary panel data, in the last two chapters. In chapter 4 is another original contribution using the bootstrap with nonstationary panel data. New bootstrap algorithms are presented for the panel DOLS estimators mentioned above and also the group-mean estimator of Pesaran and Smith (1995). In our last original contribution, in chapter 5, we consider the asymptotic properties of nonstationary panel data estimators. The asymptotic normality and asymptotic consistency of our panel FMOLS, DOLS and OLS estimators are proved for the simple case of the panel cointegrating regression with a constant intercept and trend. The new sequential limit asymptotic theory of Phillips and Moon (1999) is highlighted

The Human Faculty for Music: What's special about it?

Abstract (short version) This thesis presents a model of a narrow faculty for music - qualities that are at once universally present and operational in music across cultures whilst also being specific to our species and to the domain of music. The comparative approach taken focuses on core psychological and physiological capabilities that root and enable appropriate engagement with music rather than on their observable physical correlates. Configurations of musical pulse; musical tone; and musical motivation are described as providing a sustained attentional structure for managing personal experience and interpersonal interaction and as offering a continually renewing phenomenological link between the immediate past, the perceptual present and future expectation. Constituent parts of the narrow faculty for music are considered most fundamentally as a potentiating, quasi-architectural framework in which our most central affective and socio-intentional drives are afforded extended time, stability, and a degree of abstraction, intensity, focus and meaning. The author contends, therefore, that music's defining characteristics, specific functionalities and/or situated efficacies are not demarcated in broadly termed “musical” qualities such as melodic contour or rhythm or in those surprisingly elusive “objective facts” of musical structure. Rather they are solely the attentional/motivational frameworks which root our faculty to make and make sense of music. Our generic capacities for culture and the manifold uses of action, gesture, and sound to express and induce emotion; to regulate affective states; to create or reflect meaning; to signify; to ritualize; coordinate; communicate; interrelate; embody; entrain; and/or intentionalize, none of these is assessed as being intrinsically unique to music performance. Music is, instead, viewed as an ordered expression of human experience, behaviour, interaction, and vitality, all shaped, shared, given significance, and/or transformed in time. The relevance of this model to topical debates on music and evolution is discussed and the author contends that the perspective offered affords significant implications for our understanding of why music is evidently and remarkably effective in certain settings and in the pursuit of certain social, individual, and therapeutic goals.Cambridge University Millennium Fun

“It’s embarrassing. I get angry. I get frustrated.”: Understanding severe hypoglycemia and glucagon usage from the perspectives of people with type 1 diabetes

Introduction This study characterized the emotional impact of severe hypoglycemia, views of glucagon, and barriers to glucagon use from the perspective of adults with type 1 diabetes (T1D). Methods Participants included individuals recruited from the T1D Exchange online community. The current study conducted 7 focus groups consisting of adults with T1D (N = 38, average age 49.4, SD = 16.11 years). Average duration of diabetes was 34.4 years (SD = 17.3) and average self-reported A1c was 6.8 % (SD = 0.7). Focus group interviews were recorded, transcribed, and thematically analyzed. Results A range of emotions was expressed about severe hypoglycemia including fear, anxiety, stress, frustration, shame, and embarrassment. Participants frequently identified prescription cost and insurance deductibles as barriers to glucagon use. Participants were also concerned about ease of administration—how difficult it is to prepare the glucagon in an emergency. Many participants expressed a preference for auto-injectables over nasal administration. Timing of glucagon action and time to recovery were high priorities. Some participants, while they had not self-administered glucagon, were interested in a mini-dose glucagon they could self-administer. They also identified desirable characteristics of glucagon treatment including reduced cost, long shelf-life, and quick activation. Conclusions These results highlight the attitudes about severe hypoglycemia and emergency treatment with glucagon. Healthcare professionals should assess glucagon training needs and knowledge when they meet with their patients with diabetes

Chronic Supplementation With a Mitochondrial Antioxidant (MitoQ) Improves Vascular Function in Healthy Older Adults.

UNLABELLED: Excess reactive oxygen species production by mitochondria is a key mechanism of age-related vascular dysfunction. Our laboratory has shown that supplementation with the mitochondrial-targeted antioxidant MitoQ improves vascular endothelial function by reducing mitochondrial reactive oxygen species and ameliorates arterial stiffening in old mice, but the effects in humans are unknown. Here, we sought to translate our preclinical findings to humans and determine the safety and efficacy of MitoQ. Twenty healthy older adults (60-79 years) with impaired endothelial function (brachial artery flow-mediated dilation 7.60 m/s; n=11). Plasma oxidized LDL (low-density lipoprotein), a marker of oxidative stress, also was lower after MitoQ versus placebo (P0.1). These findings in humans extend earlier preclinical observations and suggest that MitoQ and other therapeutic strategies targeting mitochondrial reactive oxygen species may hold promise for treating age-related vascular dysfunction. CLINICAL TRIAL REGISTRATION: URL: http://www.clinicaltrials.gov. Unique identifier: NCT02597023.This work was supported by National Institutes of Health (NIH) awards AG049451, AG000279, AG053009, Colorado CTSA UL1 TR001082, and an industry contract with MitoQ Limited (MitoQ Limited provided MitoQ and some financial support). M.P. Murphy is supported by UK MRC MC_U105663142 and as a Wellcome Trust Investigator (110159/Z/15/Z)

Misinformation in third-party voice applications

This paper investigates the potential for spreading misinformation via third-party voice applications in voice assistant ecosystems such as Amazon Alexa and Google Assistant. Our work fills a gap in prior work on privacy issues associated with third-party voice applications, looking at security issues related to outputs from such applications rather than compromises to privacy from user inputs. We define misinformation in the context of third-party voice applications and implement an infrastructure for testing third-party voice applications using automated natural language interaction. Using our infrastructure, we identify — for the first time — several instances of misinformation in third-party voice applications currently available on the Google Assistant and Amazon Alexa platforms. We then discuss the implications of our work for developing measures to pre-empt the threat of misinformation and other types of harmful content in third-party voice assistants becoming more significant in the future

Energy Flow in the Hadronic Final State of Diffractive and Non-Diffractive Deep-Inelastic Scattering at HERA

An investigation of the hadronic final state in diffractive and non--diffractive deep--inelastic electron--proton scattering at HERA is presented, where diffractive data are selected experimentally by demanding a large gap in pseudo --rapidity around the proton remnant direction. The transverse energy flow in the hadronic final state is evaluated using a set of estimators which quantify topological properties. Using available Monte Carlo QCD calculations, it is demonstrated that the final state in diffractive DIS exhibits the features expected if the interaction is interpreted as the scattering of an electron off a current quark with associated effects of perturbative QCD. A model in which deep--inelastic diffraction is taken to be the exchange of a pomeron with partonic structure is found to reproduce the measurements well. Models for deep--inelastic $ep$ scattering, in which a sizeable diffractive contribution is present because of non--perturbative effects in the production of the hadronic final state, reproduce the general tendencies of the data but in all give a worse description.Comment: 22 pages, latex, 6 Figures appended as uuencoded fil

A Search for Selectrons and Squarks at HERA

Data from electron-proton collisions at a center-of-mass energy of 300 GeV are used for a search for selectrons and squarks within the framework of the minimal supersymmetric model. The decays of selectrons and squarks into the lightest supersymmetric particle lead to final states with an electron and hadrons accompanied by large missing energy and transverse momentum. No signal is found and new bounds on the existence of these particles are derived. At 95% confidence level the excluded region extends to 65 GeV for selectron and squark masses, and to 40 GeV for the mass of the lightest supersymmetric particle.Comment: 13 pages, latex, 6 Figure

Nature and consequences of interactions between Salmonella enterica serovar Dublin and host cells in cattle

International audienceAbstractSalmonella enterica is a veterinary and zoonotic pathogen of global importance. While murine and cell-based models of infection have provided considerable knowledge about the molecular basis of virulence of Salmonella, relatively little is known about salmonellosis in naturally-affected large animal hosts such as cattle, which are a reservoir of human salmonellosis. As in humans, Salmonella causes bovine disease ranging from self-limiting enteritis to systemic typhoid-like disease and exerts significant economic and welfare costs. Understanding the nature and consequences of Salmonella interactions with bovine cells will inform the design of effective vaccines and interventions to control animal and zoonotic infections. In calves challenged orally with S. Dublin expressing green fluorescent protein (GFP) we observed that the bacteria were predominantly extracellular in the distal ileal mucosa and within gut-associated lymph nodes 48 h post-infection. Intracellular bacteria, identified by flow cytometry using the GFP signal, were predominantly within MHCII+ macrophage-like cells. In contrast to observations from murine models, these S. Dublin-infected cells had elevated levels of MHCII and CD40 compared to both uninfected cells from the same tissue and cells from the cognate tissue of uninfected animals. Moreover, no gross changes of the architecture of infected lymph nodes were observed as was described previously in a mouse model. In order to further investigate Salmonella-macrophage interactions, net replication of S. enterica serovars that differ in virulence in cattle was measured in bovine blood-derived macrophages by enumeration of gentamicin-protected bacteria and fluorescence dilution, but did not correlate with host-specificity