Cross-Sectional Dependence Robust Block Bootstrap Panel Unit Root Tests

In this paper we consider the issue of unit root testing in cross-sectionally dependent panels. We consider panels that may be characterized by various forms of cross-sectionaldependence including (but not exclusive to) the popular common factor framework. Weconsider block bootstrap versions of the group-mean Im, Pesaran, and Shin (2003) and thepooled Levin, Lin, and Chu (2002) unit root coefficient DF-tests for panel data, originallyproposed for a setting of no cross-sectional dependence beyond a common time effect. Thetests, suited for testing for unit roots in the observed data, can be easily implemented asno specification or estimation of the dependence structure is required. Asymptotic propertiesof the tests are derived for T going to infinity and N finite. Asymptotic validity of thebootstrap tests is established in very general settings, including the presence of commonfactors and even cointegration across units. Properties under the alternative hypothesisare also considered. In a Monte Carlo simulation, the bootstrap tests are found to haverejection frequencies that are much closer to nominal size than the rejection frequenciesfor the corresponding asymptotic tests. The power properties of the bootstrap tests appearto be similar to those of the asymptotic tests.Economics (Jel: A)

A Sieve Bootstrap Test for Cointegration in a Conditional Error Correction Model

In this paper we propose a bootstrap version of the Wald test for cointegration in a single-equation conditional error correction model. The multivariate sieve bootstrap is used to deal with dependence in the series. We show that the introduced bootstrap test is asymptotically valid.We also analyze the small sample properties of our test by simulation and compare it with the asymptotic test and several alternative bootstrap tests. The bootstrap test offers significant improvements in terms of size properties over the asymptotic test, while having similar power properties. It also performs at least as well as the alternative bootstrap tests considered in terms of size and power.The sensitivity of the bootstrap test to the allowance for deterministic components is also investigated. Simulation results show that the tests with sufficient deterministic componentsincluded are insensitive to the true value of the trends in the model, and retain correct size.econometrics;

Bootstrap Unit Root Tests: Comparison and Extensions

In this paper we study and compare the properties of several bootstrap unit root tests recently proposed in the literature. The tests are Dickey-Fuller or Augmented DF-tests, either based on residuals from an autoregression and the use of the block bootstrap (Paparoditis & Politis, 2003) or on first differenced data and the use of the stationary bootstrap (Swensen, 2003a) or sieve bootstrap (Psaradakis, 2001; Chang & Park, 2003). We extend the analysis by interchanging the data transformations (differences versus residuals), the types of bootstrap and the presence or absence of a correction for autocorrelation in the tests. We prove that two sieve bootstrap tests based on residuals remain asymptotically valid, thereby completing the proofs of validity for all the types of DF bootstrap tests. In contrast to the literature which basically focuses on a comparison of the bootstrap tests with an asymptotic test, we compare the bootstrap tests among them using response surfaces for their size and power in a simulation study. We also investigate how the tests behave when accounting for a deterministic trend, even in the absence of such a trend in the data. This study leads to the following conclusions: (i) augmented DF-tests are always preferred to standard DF-tests; (ii) the sieve bootstrap performs slightly better than the block bootstrap; (iii) difference-based and residual-based tests behave similarly in terms of size although the latter appear more powerful. The results for the response surfaces allow us to make statements about the behaviour of the bootstrap tests as sample size increases.Economics ;

A dynamic factor model approach to incorporate Big Data in state space models for official statistics

In this paper we consider estimation of unobserved components in state space models using a dynamic factor approach to incorporate auxiliary information from high-dimensional data sources. We apply the methodology to unemployment estimation as done by Statistics Netherlands, who uses a multivariate state space model to produce monthly figures for the unemployment using series observed with the labour force survey (LFS). We extend the model by including auxiliary series of Google Trends about job-search and economic uncertainty, and claimant counts, partially observed at higher frequencies. Our factor model allows for nowcasting the variable of interest, providing reliable unemployment estimates in real-time before LFS data become available

Cultured Human Foreskin as a Model System for Evaluating Ionizing Radiation-Induced Skin Injury

Purpose: Precise molecular and cellular mechanisms of radiation-induced dermatitis are incompletely understood. Histone variant H2A.J is associated with cellular senescence and modulates senescence-associated secretory phenotype (SASP) after DNA-damaging insults, such as ionizing radiation (IR). Using ex vivo irradiated cultured foreskin, H2A.J was analyzed as a biomarker of radiation-induced senescence, potentially initiating the inflammatory cascade of radiation-induced skin injury. Methods: Human foreskin explants were collected from young donors, irradiated ex vivo with 10 Gy, and cultured in air-liquid interphase for up to 72 h. At different time-points after ex vivo IR exposure, the foreskin epidermis was analyzed for proliferation and senescence markers by immunofluorescence and immunohistochemical staining of sectioned tissue. Secretion of cytokines was measured in supernatants by ELISA. Using our mouse model with fractionated in vivo irradiation, H2A.J expression was analyzed in epidermal stem/progenitor cell populations localized in different regions of murine hair follicles (HF). Results: Non-vascularized foreskin explants preserved their tissue homeostasis up to 72 h (even after IR exposure), but already nonirradiated foreskin epithelium expressed high levels of H2A.J in all epidermal layers and secreted high amounts of cytokines. Unexpectedly, no further increase in H2A.J expression and no obvious upregulation of cytokine secretion was observed in the foreskin epidermis after ex vivo IR. Undifferentiated keratinocytes in murine HF regions, by contrast, revealed low H2A.J expression in non-irradiated skin and significant radiation-induced H2A.J upregulations at different time-points after IR exposure. Based on its staining characteristics, we presume that H2A.J may have previously underestimated the importance of the epigenetic regulation of keratinocyte maturation. Conclusions: Cultured foreskin characterized by highly keratinized epithelium and specific immunological features is not an appropriate model for studying H2A.J-associated tissue reactions during radiation-induced dermatitis

Haloquadratum walsbyi : Limited Diversity in a Global Pond

BACKGROUND: Haloquadratum walsbyi commonly dominates the microbial flora of hypersaline waters. Its cells are extremely fragile squares requiring >14%(w/v) salt for growth, properties that should limit its dispersal and promote geographical isolation and divergence. To assess this, the genome sequences of two isolates recovered from sites at near maximum distance on Earth, were compared. PRINCIPAL FINDINGS: Both chromosomes are 3.1 MB in size, and 84% of each sequence was highly similar to the other (98.6% identity), comprising the core sequence. ORFs of this shared sequence were completely synteneic (conserved in genomic orientation and order), without inversion or rearrangement. Strain-specific insertions/deletions could be precisely mapped, often allowing the genetic events to be inferred. Many inferred deletions were associated with short direct repeats (4-20 bp). Deletion-coupled insertions are frequent, producing different sequences at identical positions. In cases where the inserted and deleted sequences are homologous, this leads to variant genes in a common synteneic background (as already described by others). Cas/CRISPR systems are present in C23(T) but have been lost in HBSQ001 except for a few spacer remnants. Numerous types of mobile genetic elements occur in both strains, most of which appear to be active, and with some specifically targetting others. Strain C23(T) carries two ∼6 kb plasmids that show similarity to halovirus His1 and to sequences nearby halovirus/plasmid gene clusters commonly found in haloarchaea. CONCLUSIONS: Deletion-coupled insertions show that Hqr. walsbyi evolves by uptake and precise integration of foreign DNA, probably originating from close relatives. Change is also driven by mobile genetic elements but these do not by themselves explain the atypically low gene coding density found in this species. The remarkable genome conservation despite the presence of active systems for genome rearrangement implies both an efficient global dispersal system, and a high selective fitness for this species

A Novel Method of Outcome Assessment in Breast Reconstruction Surgery: Comparison of Autologous and Alloplastic Techniques Using Three-Dimensional Surface Imaging

Background Breast reconstruction is an important coping tool for patients undergoing a mastectomy. There are numerous surgical techniques in breast reconstruction surgery (BRS). Regardless of the technique used, creating a symmetric outcome is crucial for patients and plastic surgeons. Three-dimensional surface imaging enables surgeons and patients to assess the outcome's symmetry in BRS. To discriminate between autologous and alloplastic techniques, we analyzed both techniques using objective optical computerized symmetry analysis. Software was developed that enables clinicians to assess optical breast symmetry using three-dimensional surface imaging. Methods Twenty-seven patients who had undergone autologous (n = 12) or alloplastic (n = 15) BRS received three-dimensional surface imaging. Anthropomorphic data were collected digitally using semiautomatic measurements and automatic measurements. Automatic measurements were taken using the newly developed software. To quantify symmetry, a Symmetry Index is proposed. Results Statistical analysis revealed that there is no difference in the outcome symmetry between the two groups (t test for independent samples; p = 0.48, two-tailed). Conclusion This study's findings provide a foundation for qualitative symmetry assessment in BRS using automatized digital anthropometry. In the present trial, no difference in the outcomes' optical symmetry was detected between autologous and alloplastic approaches. Level of evidence Level IV.This journal requires that authors assign a level of evidence to each article. For a full description of these Evidence-Based Medicine ratings, please refer to the Table of Contents or the online Instructions to Authors www.springer.com/00266