AZT exerts its antitumoral effect by telomeric and non-telomeric effects in a mammary adenocarcinoma model

Limitless replicative potential is one of the hallmarks of cancer that is mainly due to the activity of telomerase. This holoenzyme maintains telomere length, adding TTAGGG repetitions at the end of chromosomes in each cell division. In addition to this function, there are extratelomeric roles of telomerase that are involved in cancer promoting events. It has been demonstrated that TERT, the catalytic component of telomerase, acts as a transcriptional modulator in many signaling pathways. Taking into account this evidence and our experience on the study of azidothymidine (AZT) as an inhibitor of telomerase activity, the present study analyzes the effect of AZT on some telomeric and extratelomeric activities. To carry out the present study, we evaluated the transcription of genes that are modulated by the Wnt/β-catenin pathway, such as c-Myc and cyclin-D1 (Cyc-D1) and cell processes related with their expression, such as, proliferation, modifications of the actin cytoskeleton, cell migration and cell cycle in a mammary carcinoma cell line (F3II). Results obtained after treatment with AZT (600 µM) for 15 passages confirmed the inhibitory effect on telomerase. Regarding extratelomeric activities, our results showed a decrease of 64, 38 and 25% in the transcription of c-Myc, Cyc-D1 and TERT, respectively (p<0.05) after AZT treatment. Furthermore, we found an effect on cell migration, reaching an inhibition of 48% (p<0.05) and a significant passage-dependent increase on cell doubling time during treatment. Finally, we evaluated the effect on cell cycle, obtaining a decline in G0/G1 in AZT-treated cells. These results allow us to postulate that AZT is not only an inhibitor of telomerase activity, but also a potential modulator of extratelomeric processes involved in cancer promotion.Fil: Armando, Romina Gabriela. Universidad Nacional de Quilmes. Departamento de Ciencia y Tecnología. Laboratorio de Oncología Molecular; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Gomez, Daniel Eduardo. Universidad Nacional de Quilmes. Departamento de Ciencia y Tecnología. Laboratorio de Oncología Molecular; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; ArgentinaFil: Gomez, Daniel Eduardo. Universidad Nacional de Quilmes. Departamento de Ciencia y Tecnología. Laboratorio de Oncología Molecular; Argentina. Consejo Nacional de Investigaciones Científicas y Técnicas; Argentin

The Canada Day Theorem

The Canada Day Theorem is an identity involving sums of $k \times k$ minors of an arbitrary $n \times n$ symmetric matrix. It was discovered as a by-product of the work on so-called peakon solutions of an integrable nonlinear partial differential equation proposed by V. Novikov. Here we present another proof of this theorem, which explains the underlying mechanism in terms of the orbits of a certain abelian group action on the set of all $k$-edge matchings of the complete bipartite graph $K_{n,n}$.Comment: 16 pages. pdfLaTeX + AMS packages + TikZ. Fixed a hyperlink problem and a few typo

Inflation and breaks: the validity of the Dickey-Fuller test

This article proves the asymptotic efficiency of the Dickey Fuller (DF) test when the Data Generating Process of the variable under consideration is in fact mean stationary with breaks. Monte Carlo simulations show that asymptotic properties remain valid for sample sizes of practical interest. We illustrate its performance by studying inflation rate series, a variable that should be stationary if the monetary authority follows an effective inflation targeting regime: shocks are short-lived, therefore, inflation fluctuates randomly around pre-specified targets.Dickey-Fuller test, Mean Stationary Process, Structural Breaks

Trade Liberalization and Regional Income Convergence in Mexico: a Time-Series Analysis

We study the hypothesis of convergence amongst Mexican regions since 1940 with special interest in the post-trade liberalization period. A standard time-series convergence test shows that per capita income levels between the capital and the rest of the regions tend to narrow over time. Using the concept of deterministic and stochastic convergence, we describe the specific characteristics of the growth pattern for each of the regions. We find evidence that supports the hypothesis that trade reforms reversed the convergence process of some regions, especially those less developed. Results further suggest that trade liberalization did not contribute to per capita income convergence between the U.S. and Mexico border regions.Catching-up, Convergence, Deterministic Trend, Unit Root

Income Convergence: The Dickey-Fuller Test under the Simultaneous Presence of Stochastic and Deterministic Trends

We investigate the efficiency of the Dickey-Fuller (DF) test as a tool to examine the convergence hypothesis. In doing so, we first describe two possible outcomes, overlooked in previous studies, namely Loose Catching-up and Loose Lagging-behind. Results suggest that this test is useful when the intention is to discriminate between a unit root process and a trend stationary process, though unreliable when used to differentiate between a unit root process and a process with both deterministic and stochastic trends. This issue may explain the lack of support for the convergence hypothesis in the aforementioned literature.Divergence, Loose Catching-up/Lagging-behind, Convergence, Deterministic and Stochastic trends

Testing for a Deterministic Trend when there is Evidence of Unit-Root

Whilst the existence of a unit root implies that current shocks have permanent effects, in the long run, the simultaneous presence of a deterministic trend obliterates that consequence. As such, the long-run level of macroeconomic series depends upon the existence of a deterministic trend. This paper proposes a formal statistical procedure to distinguish between the null hypothesis of unit root and that of unit root with drift. Our procedure is asymptotically robust with regard to autocorrelation and takes into account a potential single structural break. Empirical results show that most of the macroeconomic time series originally analyzed by Nelson and Plosser (1982) are characterized by their containing both a deterministic and a stochastic trend.Unit Root, Deterministic Trend, Trend Regression, R2