10 research outputs found

    Parameterisation and efficient MCMC estimation of non-Gaussian state space models\ud

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    The impact of parameterisation on the simulation efficiency of Bayesian Markov chain Monte Carlo (MCMC) algorithms for\ud two non-Gaussian state space models is examined. Specifically, focus is given to particular forms of the stochastic conditional\ud duration (SCD) model and the stochastic volatility (SV) model, with four alternative parameterisations of each model considered. A\ud controlled experiment using simulated data reveals that relationships exist between the simulation efficiency of the MCMC sampler,\ud the magnitudes of the population parameters and the particular parameterisation of the state space model. Results of an empirical\ud analysis of two separate transaction data sets for the SCD model, as well as equity and exchange rate data sets for the SV model, are\ud also reported. Both the simulation and empirical results reveal that substantial gains in simulation efficiency can be obtained from\ud simple reparameterisations of both types of non-Gaussian state space models.\u

    Immunohistochemical demonstration of FC receptors in rat tissues using immune complexes as ligand

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    To demonstrate the presence and localization of Fc receptors, rat liver cryostat sections were incubated with heterologous and autologous immune complexes (ICx) and immunoglobulin (Ig) aggregates. Binding was demonstrated using the immunoperoxidase technique. Autologous and heterologous ICx as well as aggregates from human and rat Ig appeared to bind to the sinusoidal wall. ICx bind in preference to aggregates. Monomeric Ig and aggregated Ig from swine and rabbit did not bind. The results demonstrated that ICx and rat and human Ig aggregates were bound via an Fc receptor. This Fc receptor was still intact in livers from carbontetra chloride and galactosamine treated rats. The receptor could also be demonstrated on spleen macrophages and on kidney interstitial cells. This method turned out to be an useful functional histochemical method to localize Fc receptors and to demonstrate their affinity and species specificity in tissue
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