Detecting level shifts in the presence of conditional heteroscedasticity.

The objective of this paper is to analyze the finite sample performance of two variants of the likelihood ratio test for detecting a level shift in uncorrelated conditionally heteroscedastic time series. We show that the behavior of the likelihood ratio test is not appropriate in this context whereas if the test statistic is appropriately standardized, it works better. We also compare two alternative procedures for testing for several level shifts. The results are illustrated by analyzing daily returns of exchange rates

Is stochastic volatility more flexible than garch?

This paper compares the ability of GARCH and ARSV models to represent adequately the main empirical properties usually observed in high frequency financial time series: high kurtosis, small first order autocorrelation of squared observations and slow decay towards zero of the autocorrelation coefficients of squared observations. We show that the ARSV(1) model is more flexible than the GARCH(1,1) model in the sense that it is able to generate series with higher kurtosis and smaller first order autocorrelation of squares for a wider variety of parameter specifications. Our results may help to clarify some puzzles raised in the empirical analysis of real financial time series

A bayesian approach for predicting with polynomial regresión of unknown degree.

This article presents a comparison of four methods to compute the posterior probabilities of the possible orders in polynomial regression models. These posterior probabilities are used for forecasting by using Bayesian model averaging. It is shown that Bayesian model averaging provides a closer relationship between the theoretical coverage of the high density predictive interval (HDPI) and the observed coverage than those corresponding to selecting the best model. The performance of the different procedures are illustrated with simulations and some known engineering data

Genetic analysis of the wedge clam "Donax trunculus" using microsatellite markers

Traballo fin de grao (UDC.CIE). Bioloxía. Curso 2016/2017[Resumen] La coquina Donax trunculus se encuentra en las costas del Atlántico y del Mediterráneo, en la actualidad, es sobreexplotada comercialmente y sus bancos naturales están en recesión. En este trabajo se llevó a cabo la identificación de 40 individuos de Sidi Salem (Argelia) como D. trunculus mediante el marcador molecular 5S ADNr. Se realizó el estudio de la diversidad genética y diferenciación poblacional de individuos de esta especie de tres localidades de la Península Ibérica (Vilarrube, Fuengirola y Maresme) y una de Argelia (Sidi Salem). Los resultados muestran que los siete loci microsatélite analizados resultaron polimórficos en las cuatro localidades estudiadas y que existen diferencias significativas entre la heterocigosidad esperada y la observada lo que sugiere la existencia de déficit de heterocigotos. Además, se encontraron diferencias significativas entre individuos de las cuatro localidades, lo que indica la existencia de estructura genética en estas regiones.[Resumo] A coquina Donax trunculus encóntrase nas costas do Atlántico e do Mediterráneo, na actualidade, é sobreexplotada comercialmente e os seus bancos naturais están en recesión. Neste traballo levouse a cabo a identificación de 40 individuos de Sidi Salem (Arxelia) como D. trunculus mediante o marcador molecular 5S ADNr. Realizouse o estudo da diversidade xenética e diferenciación poblacional de individuos desta especie de tres localidades da Península Ibérica (Vilarrube, Fuengirola e Maresme) e unha de Arxelia (Sidi Salem). Os resultados mostran que os sete loci microsatélite analizados resultaron polimórficos nas catro localidades estudadas e que existen diferenzas significativas entre a heterocigosidade esperada e a observada o que suxire a existencia de déficit de heterocigotos. Ademáis, encontráronse diferenzas significativas entre individuos das catro localidades, o que indica a existencia da estructura xenética nestas rexións.[Abstract] The wedge clam Donax trunculus is found on the Atlantic and Mediterranean coasts and it is currently overexploited commercially and its natural banks are in recession. In this research, the identification of 40 individuals of Sidi Salem (Algeria) as D. trunculus was carried out using the molecular marker 5S rDNA. It has been made the study of the genetic diversity and population differentiation of individuals of this species from three localities of the Iberian Peninsula (Vilarrube, Fuengirola and Maresme) and one from Algeria (Sidi Salem). The results show that the seven analyzed loci microsatellite were polymorphic in the four localities studied and that there are significant differences between the expected heterozygosity and the observed one which suggests the presence of heterozygous déficit. In addition, significant differences were found between individuals from the four localities, which indicates the existence of genetic structure in these regions

Seguimiento de egresados

Se presentan el contexto y deseo del ITESO de lograr un seguimiento de egresados sistematizado y al servicio de la comunidad universitaria.ITESO, A.C

Utilidad del Análisis de las Muestras Intraoculares en el Diagnóstico de las Uveítis

OBJETIVO: Mientras que las uveítis o inflamaciones intraoculares de origen infeccioso suponen generalmente la curación de la enfermedad, las de origen no-infeccioso conllevan tratamientos médicos crónicos y quirúrgicos recurrentes, con la consiguiente morbilidad potencial y costes económicos importantes. Este estudio realiza un análisis de los beneficios, tanto diagnósticos como económicos, de la realización de pruebas de laboratorio en muestras oculares durante el diagnóstico diferencial de las uveítis infecciosas versus no infecciosas. METODOLOGIA: Se revisaron las historias clínicas y datos de laboratorio de pacientes con diagnóstico presuntivo de uveítis infecciosa a los que se les tomó una muestra ocular entre noviembre 2009 y abril de 2016. Se recogieron datos epidemiológicos, datos oftalmológicos y los procedimientos realizados en las muestras. Se clasificó el beneficio diagnóstico del análisis de la muestra en tres niveles de utilidad: nivel I (confirmó el diagnóstico y orientó el tratamiento), nivel II (no confirmó el diagnóstico pero orientó el tratamiento) y nivel III (no confirmó el diagnóstico ni orientó el tratamiento). Finalmente, se calculó el beneficio económico que generaba el análisis de muestras oculares al permitir llegar a un diagnóstico etiológico y evitar la cronicidad de la inflamación y su tratamiento con inmunosupresores. RESULTADOS: Se incluyeron 43 muestras oculares de 37 pacientes con una edad media de 39,44 (rango, 1 y 73) años. Del total de muestras analizadas, el 41,86% resultó en un nivel de utilidad I, el 41,86% en un nivel II y el 16,28% e un nivel de utilidad III. Las pruebas con mayor rendimiento diagnóstico fueron el análisis del cociente de Goldmann-Witmer para toxoplasmosis y rubéola. El beneficio económico de realizar pruebas con nivel de utilidad I fue de entre 2294,5 y 18405,68 € por paciente y año. Los mayores beneficios se registraron en los casos de uveítis posterior y panuveítis. CONCLUSIONES: El análisis de las muestras oculares es una herramienta útil que permite realizar el diagnóstico etiológico de uveítis infecciosas en un porcentaje considerable de casos, evitando así los costes económicos de la cronificación de la inflamación y de las complicaciones asociadasOtroMáster en Subespecialidades Oftalmológica

NsrR1, a Nitrogen stress-repressed sRNA, contributes to the regulation of nblA in Nostoc sp. PCC 7120

Small regulatory RNAs (sRNAs) are currently considered as major post-transcriptional regulators of gene expression in bacteria. The interplay between sRNAs and transcription factors leads to complex regulatory networks in which both transcription factors and sRNAs may appear as nodes. In cyanobacteria, the responses to nitrogen availability are controlled at the transcriptional level by NtcA, a CRP/FNR family regulator. In this study, we describe an NtcA-regulated sRNA in the cyanobacterium Nostoc sp. PCC 7120, that we have named NsrR1 (nitrogen stress repressed RNA1). We show sequence specific binding of NtcA to the promoter of NsrR1. Prediction of possible mRNA targets regulated by NsrR1 allowed the identification of nblA, encoding a protein adaptor for phycobilisome degradation under several stress conditions, including nitrogen deficiency. We demonstrate specific interaction between NsrR1 and the 5′-UTR of the nblA mRNA, that leads to decreased expression of nblA. Because both NsrR1 and NblA are under transcriptional control of NtcA, this regulatory circuit constitutes a coherent feed-forward loop, involving a transcription factor and an sRNA.Agencia Estatal de Investigación (AEI) BFU2016-74943- C2-1-PMinisterio de Economía y Competitividad BFU2013-48282-C2-1-P, BES-2014- 06848

Adjusting the Labor Supply to Mitigate Violent Shocks: Evidence from Rural Colombia

This paper studies the use of labor markets to mitigate the impact of violent shocks on households in rural areas in Colombia. It examines changes in the labor supply from on-farm to off-farm labor as a means of coping with the violent shock and the ensuing redistribution of time within households. It identifies the heterogeneous response by gender. Because the incidence of violent shocks is not exogenous, the analysis uses instrumental variables that capture several dimensions of the cost of exercising terror. As a response to the violent shocks, households decrease the time spent on on-farm work and increase their supply of labor to off-farm activities (non-agricultural ones). Men carry the bulk of the adjustment in the use of time inasmuch as they supply the most hours to off-farm non-agricultural work and formal labor markets. Labor markets do not fully absorb the additional labor supply. Women in particular are unable to find jobs in formal labor markets and men have increased time dedicated to leisure and household chores. Additional off-farm supply does not fully cover the decrease in consumption. The results suggest that in rural Colombia, labor markets are a limited alternative for coping with violent shocks. Thus, policies in conflict-affected countries should go beyond short-term relief and aim at preventing labor markets from collapsing and at supporting the recovery of agricultural production.Conflict, labor markets, developing economies, instrumental variables

The Integrity of the Cell Wall and Its Remodeling during Heterocyst Differentiation Are Regulated by Phylogenetically Conserved Small RNA Yfr1 in Nostoc sp. Strain PCC 7120

Yfr1 is a strictly conserved small RNA in cyanobacteria. A bioinformatic prediction to identify possible interactions of Yfr1 with mRNAs was carried out by using the sequences of Yfr1 from several heterocyst-forming strains, including Nostoc sp. strain PCC 7120. The results of the prediction were enriched in genes encoding outer membrane proteins and enzymes related to peptidoglycan biosynthesis and turnover. Heterologous expression assays with Escherichia coli demonstrated direct interactions of Yfr1 with mRNAs of 11 of the candidate genes. The expression of 10 of them (alr2458, alr4550, murC, all4829, all2158, mraY, alr2269, alr0834, conR, patN) was repressed by interaction with Yfr1, whereas the expression of amiC2, encoding an amidase, was increased. The interactions between Yfr1 and the 11 mRNAs were confirmed by site-directed mutagenesis of Yfr1. Furthermore, a Nostoc strain with reduced levels of Yfr1 had larger amounts of mraY and murC mRNAs, supporting a role for Yfr1 in the regulation of those genes. Nostoc strains with either reduced or increased expression of Yfr1 showed anomalies in cell wall completion and were more sensitive to vancomycin than the wild-type strain. Furthermore, growth in the absence of combined nitrogen, which involves the differentiation of heterocysts, was compromised in the strain overexpressing Yfr1, and filaments were broken at the connections between vegetative cells and heterocysts. These results indicate that Yfr1 is an important regulator of cell wall homeostasis and correct cell wall remodeling during heterocyst differentiation.IMPORTANCE Bacterial small RNAs (sRNAs) are important players affecting the regulation of essentially every aspect of bacterial physiology. The cell wall is a highly dynamic structure that protects bacteria from their fluctuating environment. Cell envelope remodeling is particularly critical for bacteria that undergo differentiation processes, such as spore formation or differentiation of heterocysts. Heterocyst development involves the deposition of additional layers of glycolipids and polysaccharides outside the outer membrane. Here, we show that a cyanobacterial phylogenetically conserved small regulatory RNA, Yfr1, coordinates the expression of proteins involved in cell wall-related processes, including peptidoglycan metabolism and transport of different molecules, as well as expression of several proteins involved in heterocyst differentiation.España Ministerio de Educación, Cultura y Deporte (FPU014/05123 and EST16-00088)España Ministerio de Economía y Competitividad BFU2013-48282-C2-1España Agencia Estatal de Investigación (AEI), Ministerio de Economía, Industria y Competitividad, both cofinanced by the Fondo Europeo de Desarrollo Regional (FEDER) BFU2016-74943-C2-1-