2,745 research outputs found

    Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances

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    We propose a new class of models specifically tailored for spatio-temporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and heteroskedastic disturbances, i.e. SARAR(1,1), by exploiting the recent advancements in Score Driven (SD) models typically used in time series econometrics. In particular, we allow for time-varying spatial autoregressive coefficients as well as time-varying regressor coefficients and cross-sectional standard deviations. We report an extensive Monte Carlo simulation study in order to investigate the finite sample properties of the Maximum Likelihood estimator for the new class of models as well as its flexibility in explaining several dynamic spatial dependence processes. The new proposed class of models are found to be economically preferred by rational investors through an application in portfolio optimization.Comment: 33 pages, 5 figure

    Inference on a structural break in trend with fractionally integrated errors

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    Perron and Zhu (2005) established the consistency, convergence rate and limiting distributions of parameter estimates in time trends with a change in slope with or without a concurrent level change for the cases with I(1) or I(0) errors. We extend their analysis to the general case of fractionally integrated errors with memory parameter d∗. Our results uncover interesting features; e.g., with a level shift allowed, the convergence rate for the break date estimate is the same for all d∗∈(−0.5,0.5). In other cases, it is decreasing as d∗ increases. We also provide results about the so-called spurious break issue

    Optimisation of the enzyme-linked lectin assay for enhanced glycoprotein and glycoconjugate analysis

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    Lectin’s are proteins capable of recognising and binding to specific oligosaccharide tructures found on glycoproteins and other biomoloecules. As such they have found tility for glycoanalytical applications. One common difficulty encountered in the pplication of these proteins, particularly in multi-well plate assay formats known as Enzyme Linked Lectin Assays (ELLA’s), is in finding appropriate blocking solutions to prevent non-specific binding with plate surfaces. Many commonly used blocking agents contain carbohydrates and generate significant background signals in ELLA’s, limiting the utility of the assay. In this study we examined the suitability of a range of blocking reagents, including rotein based, synthetic and commercially available carbohydrate free blocking eagents, for ELLA applications. Each blocking reagent was assessed against a panel f 19 commercially available biotinylated lectins exhibiting diverse structures and arbohydrate specificities. We identified the synthetic polymer Polyvinyl Alcohol PVA) as the best global blocking agent for performing ELLA’s. We ultimately present n ELLA methodology facilitating broad spectrum lectin analysis of glycoconjugates nd extending the utility of the ELLA

    No interaction between tDCS current strength and baseline performance: a conceptual replication

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    Several recent studies have reported non-linear effects of transcranial direct current stimulation (tDCS), which has been attributed to an interaction between the stimulation parameters (e.g., current strength, duration) and the neural state of the cortex being stimulated (e.g., indexed by baseline performance ability, age) (see Fertonani and Miniussi, 2016). We have recently described one such non-linear interaction between current strength and baseline performance on a visuospatial attention (landmark) task (Benwell et al., 2015). In this previous study, we induced a small overall rightward shift of spatial attention across 38 participants using bi-hemispheric tDCS applied for 20 min (concurrent left posterior parietal (P5) anode and right posterior parietal (P6) cathode) relative to a sham protocol. Importantly, this shift in bias was driven by a state-dependent interaction between current intensity and the discrimination sensitivity of the participant at baseline (pre-stimulation) for the landmark task. Individuals with high discrimination sensitivity (HDS) shifted rightward in response to low- (1 mA) but not high-intensity (2 mA) tDCS, whereas individuals with low discrimination sensitivity (LDS) shifted rightward with high- but not low-intensity stimulation. However, in Benwell et al. (2015) current strength was applied as a between-groups factor, where half of the participants received 1 mA and half received 2 mA tDCS, thus we were unable to compare high and low-intensity tDCS directly within each individual. Here we aimed to replicate these findings using a within-group design. Thirty young adults received 15 min of 1 and 2 mA tDCS, and a sham protocol, each on different days, to test the concept of an interaction between baseline performance and current strength. We found no overall rightward shift of spatial attention with either current strength, and no interaction between performance and current strength. These results provide further evidence of low replicability of non-invasive brain stimulation protocols, and the need for further attempts to replicate the key experimental findings within this field

    Self-similar Bianchi models: II. Class B models

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    In a companion article (referred hearafter as paper I) a detailed study of the simply transitive Spatially Homogeneous (SH) models of class A concerning the existence of a simply transitive similarity group has been given. The present work (paper II) continues and completes the above study by considering the remaining set of class B models. Following the procedure of paper I we find all SH models of class B subjected only to the minimal geometric assumption to admit a proper Homothetic Vector Field (HVF). The physical implications of the obtained geometric results are studied by specialising our considerations to the case of vacuum and γ−\gamma -law perfect fluid models. As a result we regain all the known exact solutions regarding vacuum and non-tilted perfect fluid models. In the case of tilted fluids we find the \emph{general }self-similar solution for the exceptional type VI−1/9_{-1/9} model and we identify it as equilibrium point in the corresponding dynamical state space. It is found that this \emph{new} exact solution belongs to the subclass of models nαα=0n_\alpha ^\alpha =0, is defined for γ∈(43,32)\gamma \in (\frac 43,\frac 32) and although has a five dimensional stable manifold there exist always two unstable modes in the restricted state space. Furthermore the analysis of the remaining types, guarantees that tilted perfect fluid models of types III, IV, V and VIIh_h cannot admit a proper HVF strongly suggesting that these models either may not be asymptotically self-similar (type V) or may be extreme tilted at late times. Finally for each Bianchi type, we give the extreme tilted equilibrium points of their state space.Comment: Latex, 15 pages, no figures; to appear in Classical Quantum Gravity (uses iopart style/class files); (v2) minor corrections to match published versio

    Vascular Complications of Pancreatitis: Role of Interventional Therapy

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    Major vascular complications related to pancreatitis can cause life-threatening hemorrhage and have to be dealt with as an emergency, utilizing a multidisciplinary approach of angiography, endoscopy or surgery. These may occur secondary to direct vascular injuries, which result in the formation of splanchnic pseudoaneurysms, gastrointestinal etiologies such as peptic ulcer disease and gastroesophageal varices, and post-operative bleeding related to pancreatic surgery. In this review article, we discuss the pathophysiologic mechanisms, diagnostic modalities, and treatment of pancreatic vascular complications, with a focus on the role of minimally-invasive interventional therapies such as angioembolization, endovascular stenting, and ultrasound-guided percutaneous thrombin injection in their management

    Orientifolds, RG Flows, and Closed String Tachyons

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    We discuss the fate of certain tachyonic closed string theories from two perspectives. In both cases our approach involves studying directly configurations with finite negative tree-level cosmological constant. Closed string analogues of orientifolds, which carry negative tension, are argued to represent the minima of the tachyon potential in some cases. In other cases, we make use of the fact, noted in the early string theory literature, that strings can propagate on spaces of subcritical dimension at the expense of introducing a tree-level cosmological constant. The form of the tachyon vertex operator in these cases makes it clear that a subcritical-dimension theory results from tachyon condensation. Using results of Kutasov, we argue that in some Scherk-Schwarz models, for finely-tuned tachyon condensates, a minimal model CFT times a subcritical dimension theory results. In some instances, these two sets of ideas may be related by duality.Comment: 15 pages, 2 figures, uses harvmac; v2: references adde

    Long-Term Functionality of Rural Water Services in Developing Countries: A System Dynamics Approach to Understanding the Dynamic Interaction of Causal Factors

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    Research has shown that sustainability of rural water infrastructure in developing countries is largely affected by the dynamic and systemic interactions of technical, social, financial, institutional, and environmental factors that can lead to premature water system failure. This research employs systems dynamic modeling, which uses feedback mechanisms to understand how these factors interact dynamically to influence long-term rural water system functionality. To do this, the research first identified and aggregated key factors from literature, then asked water sector experts to indicate the polarity and strength between factors through Delphi and cross impact survey questionnaires, and finally used system dynamics modeling to identify and prioritize feedback mechanisms. The resulting model identified 101 feedback mechanisms that were dominated primarily by three and four-factor loops that contained some combination of the factors: Water System Functionality, Community, Financial, Government, Management, and Technology. These feedback mechanisms were then scored and prioritized, with the most dominant feedback mechanism identified as Water System Functionality – Community – Finance – Management. This research offers insight into the dynamic interaction of factors impacting sustainability of rural water infrastructure through the identification of these feedback mechanisms and makes a compelling case for future research to longitudinally investigate the interaction of these factors in various contexts
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