Essays on testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence

Besides obvious nonlinear relations like a nonlinear error correction model are nonlinearities in time series closely related to structural breaks and changes in persistence. Since both kinds of changes can induce regime-switching, they qualify well to capture the characteristic of time-variability. On the contrary, linear models are often an insufficient simplification of the real underlying DGP because they fail ro reproduce trends, shocks like finance crises and stylized facts such as long-range dependencies as well as volatility clustering. This is why testing for the presence of these nonlinear properties as the first step of any statistical analysis is very crucial, especially with regard to effective model building. Nonlinear Cointegration In the first chapter, a nonlinear cointegration test is proposed which builds on Kapetanios et al. (2006) who where the first who addressed cointegration in a nonlinear error correction framework under the alternative. The switch between regimes is modeled to follow a second order logistic smooth transition (D-LSTR) function and a null hypothesis of no cointegration is tested against globally stationary D-LSTR cointegration. From the nonlinear error correction regression, t-type and F-type statistics are derived and finite-sample investigations are conducted. The results of the modified nonlinear cointegration test are compared to a comparable linear cointegration test, namely the test proposed by Johansen (1991). The D-LSTR function qualifies well as an overall-generalization of transition functions and it is found that the D-LSTR error correction model has power against both alternatives, D-LSTR as well as 3-regime TAR nonlinearity which is nested for large gamma in the D-LSTR function. Structural breaks The topic of the second paper is to survey the most frequently applied volatility break tests when they are employed to a broad range of different DGPs. Within a simulation study, the break tests are applied to DGPs which can exhibit either single- or double-shifting or the process can experience a smooth increase in the magnitude of the volatility break. The surveyed tests are a CUSUM test in a version proposed by Deng and Perron (2008) and conventional Wald and LM tests. Besides size and power comparisons the break tests are empirically validated and it is found that more breaks are found in equity series than in exchange rate series. One main finding is that huge outliers in the data can impact the long-run variance of the squared return process to be no longer finite which renders non-monotonic power functions. Changes in Persistence Chapter three addresses the specific question whether either structural breaks or nonstationarity in the conditional volatility affect the testing decision of the R test proposed by Leybourne et al. (2007). The additional structural breaks in the conditional volatility process are not specified under the null hypothesis and may therefore lead to a non-pivotal limiting distribution. Hence, heteroskedasticity of an unknown form is encountered and in order to potentially robustify the testing procedure, a wild-bootstrapped version of Leybourne et al. (2007)'s R test is suggested. Within a simulation study, size and power of the originally proposed test and the wild-bootstrap analogue are compared for various constellations of simultaneous breaks in the AR parameter as well as the GARCH parameter. It is found that the Leybourne et al. (2007) test seems heavily impacted by additional structural breaks in the conditional volatility, especially in very finite sample sizes. In an empirical application the two testing procedures are applied and evaluated

Migration, Integration, Asylumin Germany 2019: Political and Legal Developments

Der jährlich erscheinende Politikbericht der nationalen Kontaktstelle des Europäischen Migrationsnetzwerks (EMN) beschreibt für knapp ein Dutzend Themenfelder im Bereich der Migrations-, Integration- und Asylpolitik relevante Entwicklungen im Jahr 2019. Der 16. Politikbericht im Rahmen des EMN bietet wie gewohnt einen Überblick über die wichtigsten politischen, rechtlichen und institutionellen Entwicklungen des Jahres 2019 in den folgenden Bereichen: Allgemeine politische, rechtliche und institutionelle Struktur, legale Zuwanderung und Mobilität, internationaler Schutz und Asyl, unbegleitete Minderjährige und andere besonders schutzbedürftige Personengruppen, Integration und Antidiskriminierung, Staatsangehörigkeit und Staatenlosigkeit, Grenzkontrolle und Visapolitik, irreguläre Migration und Schleusung, Rückkehr, Menschenhandel und Migration und Entwicklung.The annual policy report of the National Contact Point of the European Migration Network (EMN) describes relevant developments of the year 2019 across several topical areas in migration, integration and asylum policy. As usual, the 16th Policy Report of the EMN provides an overview of the most important political, legal and institutional developments in 2019 in the following areas: general political, legal and institutional structure, legal migration and mobility, international protection and asylum, naccompanied minors and other vulnerable groups, integration and non-discrimination, citizenship and statelessness, border control and visa policy, irregular migration, migrant smuggling, returns, trafficking in human beings, and migration and development

Identification of poly(ADP-ribose)polymerase-1 and Ku70/Ku80 as transcriptional regulators of S100A9 gene expression

BACKGROUND: S100 proteins, a multigenic family of non-ubiquitous cytoplasmic Ca(2+)-binding proteins, have been linked to human pathologies in recent years. Dysregulated expression of S100 proteins, including S100A9, has been reported in the epidermis as a response to stress and in association with neoplastic disorders. Recently, we characterized a regulatory element within the S100A9 promotor, referred to as MRE that drives the S100A9 gene expression in a cell type-specific, activation- and differentiation-dependent manner (Kerkhoff et al. (2002) J. Biol. Chem. 277, 41879–41887). RESULTS: In the present study, we investigated transcription factors that bind to MRE. Using the MRE motif for a pull-down assay, poly(ADP-ribose)polymerase-1 (PARP-1) and the heterodimeric complex Ku70/Ku80 were identified by mass spectrometry and confirmed by chromatin immunoprecipitation. Furthermore, TPA-induced S100A9 gene expression in HaCaT keratinocytes was blocked after the pharmacologic inhibition of PARP-1 with 1,5-isoquinolinediol (DiQ). CONCLUSION: The candidates, poly(ADP-ribose)polymerase-1 (PARP-1) and the heterodimeric complex Ku70/Ku80, are known to participate in inflammatory disorders as well as tumorgenesis. The latter may indicate a possible link between S100 and inflammation-associated cancer

Migration, Integration, Asyl in Deutschland 2019: Politische und Rechtliche Entwicklungen

Der jährlich erscheinende Politikbericht der nationalen Kontaktstelle des Europäischen Migrationsnetzwerks (EMN) beschreibt für knapp ein Dutzend Themenfelder im Bereich der Migrations-, Integration- und Asylpolitik relevante Entwicklungen im Jahr 2019. Der 16. Politikbericht im Rahmen des EMN bietet wie gewohnt einen Überblick über die wichtigsten politischen, rechtlichen und institutionellen Entwicklungen des Jahres 2019 in den folgenden Bereichen: Allgemeine politische, rechtliche und institutionelle Struktur, legale Zuwanderung und Mobilität, internationaler Schutz und Asyl, unbegleitete Minderjährige und andere besonders schutzbedürftige Personengruppen, Integration und Antidiskriminierung, Staatsangehörigkeit und Staatenlosigkeit, Grenzkontrolle und Visapolitik, irreguläre Migration und Schleusung, Rückkehr, Menschenhandel und Migration und Entwicklung.The annual policy report of the National Contact Point of the European Migration Network (EMN) describes relevant developments of the year 2019 across several topical areas in migration, integration and asylum policy. As usual, the 16th Policy Report of the EMN provides an overview of the most important political, legal and institutional developments in 2019 in the following areas: general political, legal and institutional structure, legal migration and mobility, international protection and asylum, naccompanied minors and other vulnerable groups, integration and non-discrimination, citizenship and statelessness, border control and visa policy, irregular migration, migrant smuggling, returns, trafficking in human beings, and migration and development

Migration, Integration, Asylum: Political Developments in Germany 2018

Der jährlich erscheinende Politikbericht der nationalen Kontaktstelle des Europäischen Migrationsnetzwerks (EMN) beschreibt für knapp ein Dutzend Themenfelder im Bereich der Migrations-, Integrations- und Asylpolitik relevante Entwicklungen im Jahr 2018. Der 15. Politikbericht im Rahmen des Europäischen Migrationsnetzwerks bietet wie gewohnt einen Überblick über die wichtigsten politischen, rechtlichen und institutionellen Entwicklungen des Jahres 2018 in den folgenden Bereichen: Allgemeine politische, rechtliche und institutionelle Struktur, legale Zuwanderung und Mobilität, internationaler Schutz und Asyl, unbegleitete Minderjährige und andere Schutzbedürftige, Integration und Antidiskriminierung, Saatsangehörigkeit und Staatenlosigkeit, irreguläre Migration, Schleusung, Grenzkontrolle und Visapolitik, Rückkehr, Menschenhandel und Migration und Entwicklung. Der EU-weit vergleichende Bericht "Annual Report on Migration and Asylum 2018" fasst wiederum die Ergebnisse von 27 nationalen Politikberichten zusammen und gibt somit einen hilfreichen Überblick zu den EU-weiten Entwicklungen.The annual policy report of the National Contact Point of the European Migration Network (EMN) describes relevant developments in 2018 for almost a dozen topical areas in migration, integration and asylum policy. As usual, the 15th Policy Report of the European Migration Network provides an overview of the most important political, legal and institutional developments in 2018 in the following areas: general political, legal and institutional structure, legal migration and mobility, international protection and asylum, unaccompanied minors and other vulnerable groups, integration and non-discrimination, citizenship and statelessness, irregular migration, migrant smuggling, border control and visa policy, returns, trafficking in human beings, and migration and development. The EU-wide comparative report entitled "Annual Report on Migration and Asylum 2018" summarises the results of 27 national policy reports, and thus provides a helpful overview of EU-wide developments. The comparative annual report is available in three different formats, each in English: the detailed EMN synthesis report, the compact EMN Inform, and the one-page EMN Flash

JProGO: a novel tool for the functional interpretation of prokaryotic microarray data using Gene Ontology information

A novel program suite was implemented for the functional interpretation of high-throughput gene expression data based on the identification of Gene Ontology (GO) nodes. The focus of the analysis lies on the interpretation of microarray data from prokaryotes. The three well established statistical methods of the threshold value-based Fisher's exact test, as well as the threshold value-independent Kolmogorov–Smirnov and Student's t-test were employed in order to identify the groups of genes with a significantly altered expression profile. Furthermore, we provide the application of the rank-based unpaired Wilcoxon's test for a GO-based microarray data interpretation. Further features of the program include recognition of the alternative gene names and the correction for multiple testing. Obtained results are visualized interactively both as a table and as a GO subgraph including all significant nodes. Currently, JProGO enables the analysis of microarray data from more than 20 different prokaryotic species, including all important model organisms, and thus constitutes a useful web service for the microbial research community. JProGO is freely accessible via the web at the following address

SYSTOMONAS — an integrated database for systems biology analysis of Pseudomonas

To provide an integrated bioinformatics platform for a systems biology approach to the biology of pseudomonads in infection and biotechnology the database SYSTOMONAS (SYSTems biology of pseudOMONAS) was established. Besides our own experimental metabolome, proteome and transcriptome data, various additional predictions of cellular processes, such as gene-regulatory networks were stored. Reconstruction of metabolic networks in SYSTOMONAS was achieved via comparative genomics. Broad data integration is realized using SOAP interfaces for the well established databases BRENDA, KEGG and PRODORIC. Several tools for the analysis of stored data and for the visualization of the corresponding results are provided, enabling a quick understanding of metabolic pathways, genomic arrangements or promoter structures of interest. The focus of SYSTOMONAS is on pseudomonads and in particular Pseudomonas aeruginosa, an opportunistic human pathogen. With this database we would like to encourage the Pseudomonas community to elucidate cellular processes of interest using an integrated systems biology strategy. The database is accessible at