Testing for distributional features in varying coefficient panel data models

This article provides several tests for skewness and kurtosis for the error terms in a one-way fixed-effects varying coefficient panel data model. To obtain these tests, estimators of higher-order moments of both error components are obtained as solutions of estimating equations. Additionally, to obtain the nonparametric residuals, a local constant estimator based on a pairwise differencing transformation is proposed. The asymptotic properties of these estimators and tests are established. The proposed estimators and test statistics are augmented by simulation studies, and they are also illustrated in an empirical analysis regarding the technical efficiency of European Union companies.The authors would like to thank two anonymous referees for their very helpful comments and suggestions. Furthermore, the authors gratefully acknowledge financial support from the Programa Estatal de Fomento de la Investigaci´on Cient´ıfica y T´ecnica de Excelencia/Spanish Ministry of Economy and Competitiveness. Ref. ECO2016-76203-C2-1-P. In addition, this work is part of the Research Project APIE 1/2015-17: “New methods for the empirical analysis of financial markets” of the Santander Financial Institute (SANFI) of UCEIF Foundation resolved by the University of Cantabria and funded with sponsorship from Banco Santander. Stute’s work was partly done while he was on leave at BCAM, the Basque Center of Applied Mathematics in Bilba

Two-dimensional Navier--Stokes simulation of deformation and break up of liquid patches

The large deformations and break up of circular 2D liquid patches in a high Reynolds number (Re=1000) gas flow are investigated numerically. The 2D, plane flow Navier--Stokes equations are directly solved with explicit tracking of the interface between the two phases and a new algorithm for surface tension. The numerical method is able to pursue the simulation beyond the breaking or coalescence of droplets. The simulations are able to unveil the intriguing details of the non-linear interplay between the deforming droplets and the vortical structures in the droplet's wake.Comment: 13 pages including 4 postscript figures; Revised version as resubmitted to PRL. Title has change

Differencing techniques in semi-parametric panel data varying coefficient models with fixed effects: a Monte Carlo study.

Recently, some new techniques have been proposed for the estimation of semi-parametric fixed effects varying coefficient panel data models. These new techniques fall within the class of the so-called differencing estimators. In particular, we consider first-differences and within local linear regression estimators. Analyzing their asymptotic properties it turns out that, keeping the same order of magnitude for the bias term, these estimators exhibit different asymptotic bounds for the variance. In both cases, the consequences are suboptimal non-parametric rates of convergence. In order to solve this problem, by exploiting the additive structure of this model, a one-step backfitting algorithm is proposed. Under fairly general conditions, it turns out that the resulting estimators show optimal rates of convergence and exhibit the oracle efficiency property. Since both estimators are asymptotically equivalent, it is of interest to analyze their behavior in small sample sizes. In a fully parametric context, it is well-known that, under strict exogeneity assumptions the performance of both first-differences and within estimators is going to depend on the stochastic structure of the idiosyncratic random errors. However, in the non-parametric setting, apart from the previous issues other factors such as dimensionality or sample size are of great interest. In particular, we would be interested in learning about their relative average mean square error under different scenarios. The simulation results basically confirm the theoretical findings for both local linear regression and one-step backfitting estimators. However, we have found out that within estimators are rather sensitive to the size of number of time observations

Entrainment of slow oscillations of auditory thalamic neurons by repetitive sound stimuli

2008-2009 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe

Photonic Analogue of Two-dimensional Topological Insulators and Helical One-Way Edge Transport in Bi-Anisotropic Metamaterials

Recent progress in understanding the topological properties of condensed matter has led to the discovery of time-reversal invariant topological insulators. Because of limitations imposed by nature, topologically non-trivial electronic order seems to be uncommon except in small-band-gap semiconductors with strong spin-orbit interactions. In this Article we show that artificial electromagnetic structures, known as metamaterials, provide an attractive platform for designing photonic analogues of topological insulators. We demonstrate that a judicious choice of the metamaterial parameters can create photonic phases that support a pair of helical edge states, and that these edge states enable one-way photonic transport that is robust against disorder.Comment: 13 pages, 3 figure

Topological Photonics

Topology is revolutionizing photonics, bringing with it new theoretical discoveries and a wealth of potential applications. This field was inspired by the discovery of topological insulators, in which interfacial electrons transport without dissipation even in the presence of impurities. Similarly, new optical mirrors of different wave-vector space topologies have been constructed to support new states of light propagating at their interfaces. These novel waveguides allow light to flow around large imperfections without back-reflection. The present review explains the underlying principles and highlights the major findings in photonic crystals, coupled resonators, metamaterials and quasicrystals.Comment: progress and review of an emerging field, 12 pages, 6 figures and 1 tabl

Facilitation of AMPA Receptor Synaptic Delivery as a Molecular Mechanism for Cognitive Enhancement

A small peptide from a neuronal cell adhesion molecule enhances synaptic plasticity in the hippocampus and results in improved cognitive performance in rats

Gradient lithography of engineered proteins to fabricate 2D and 3D cell culture microenvironments

Spatial patterning of proteins is a valuable technique for many biological applications and is the prevailing tool for defining microenvironments for cells in culture, a required procedure in developmental biology and tissue engineering research. However, it is still challenging to achieve protein patterns that closely mimic native microenvironments, such as gradient protein distributions with desirable mechanical properties. By combining projection dynamic mask lithography and protein engineering with non-canonical photosensitive amino acids, we demonstrate a simple, scalable strategy to fabricate any user-defined 2D or 3D stable gradient pattern with complex geometries from an artificial extracellular matrix (aECM) protein. We show that the elastic modulus and chemical nature of the gradient profile are biocompatible and allow useful applications in cell biological research

Identification of biomolecule mass transport and binding rate parameters in living cells by inverse modeling

BACKGROUND: Quantification of in-vivo biomolecule mass transport and reaction rate parameters from experimental data obtained by Fluorescence Recovery after Photobleaching (FRAP) is becoming more important. METHODS AND RESULTS: The Osborne-Moré extended version of the Levenberg-Marquardt optimization algorithm was coupled with the experimental data obtained by the Fluorescence Recovery after Photobleaching (FRAP) protocol, and the numerical solution of a set of two partial differential equations governing macromolecule mass transport and reaction in living cells, to inversely estimate optimized values of the molecular diffusion coefficient and binding rate parameters of GFP-tagged glucocorticoid receptor. The results indicate that the FRAP protocol provides enough information to estimate one parameter uniquely using a nonlinear optimization technique. Coupling FRAP experimental data with the inverse modeling strategy, one can also uniquely estimate the individual values of the binding rate coefficients if the molecular diffusion coefficient is known. One can also simultaneously estimate the dissociation rate parameter and molecular diffusion coefficient given the pseudo-association rate parameter is known. However, the protocol provides insufficient information for unique simultaneous estimation of three parameters (diffusion coefficient and binding rate parameters) owing to the high intercorrelation between the molecular diffusion coefficient and pseudo-association rate parameter. Attempts to estimate macromolecule mass transport and binding rate parameters simultaneously from FRAP data result in misleading conclusions regarding concentrations of free macromolecule and bound complex inside the cell, average binding time per vacant site, average time for diffusion of macromolecules from one site to the next, and slow or rapid mobility of biomolecules in cells. CONCLUSION: To obtain unique values for molecular diffusion coefficient and binding rate parameters from FRAP data, we propose conducting two FRAP experiments on the same class of macromolecule and cell. One experiment should be used to measure the molecular diffusion coefficient independently of binding in an effective diffusion regime and the other should be conducted in a reaction dominant or reaction-diffusion regime to quantify binding rate parameters. The method described in this paper is likely to be widely used to estimate in-vivo biomolecule mass transport and binding rate parameters

Endothelin-1 enhances fibrogenic gene expression, but does not promote DNA synthesis or apoptosis in hepatic stellate cells

BACKGROUND: In liver injury, the pool of hepatic stellate cell (HSC) increases and produces extracellular matrix proteins, decreasing during the resolution of fibrosis. The profibrogenic role of endothelin-1 (ET-1) in liver fibrosis remains disputed. We therefore studied the effect of ET-1 on proliferation, apoptosis and profibrogenic gene expression of HSCs. RESULTS: First passage HSC predominantly expressed endothelin A receptor (ETAR) mRNA and 4th passage HSC predominantly expressed the endothelin B receptor (ETBR) mRNA. ET-1 had no effect on DNA synthesis in 1st passage HSC, but reduced DNA synthesis in 4th passage HSC by more than 50%. Inhibition of proliferation by endothelin-1 was abrogated by ETBR specific antagonist BQ788, indicating a prominent role of ETBR in growth inhibition. ET-1 did not prevent apoptosis induced by serum deprivation or Fas ligand in 1st or 4th passage HSC. However, ET-1 increased procollagen α1(I), transforming growth factor β-1 and matrix metalloproteinase (MMP)-2 mRNA transcripts in a concentration-dependent manner in 1st, but not in 4th passage HSC. Profibrogenic gene expression was abrogated by ETAR antagonist BQ123. Both BQ123 and BQ788 attenuated the increase of MMP-2 expression by ET-1. CONCLUSION: We show that ET-1 stimulates fibrogenic gene expression for 1st passage HSC and it inhibits HSC proliferation for 4th passage HSC. These data indicate the profibrogenic and antifibrogenic action of ET-1 for HSC are involved in the process of liver fibrosis