Testing for seasonal unit roots in monthly panels of time series

We consider the problem of testing for seasonal unit roots in monthly panel data. To this aim, we generalize the quarterly CHEGY test to the monthly case. This parametric test is contrasted with a new nonparametric test, which is the panel counterpart to the univariate RURS test that relies on counting extrema in time series. All methods are applied to an empirical data set on tourism in Austrian provinces. The power properties of the tests are evaluated in simulation experiments that are tuned to the tourism data

On the role of seasonal intercepts in seasonal cointegration

In the paper we consider the role of seasonal intercepts in seasonal cointegration analysis. For the nonseasonal unit root, such intercepts can generate a stochastic trend with a drift common to all observations. For the seasonal unit roots, however, we show that unrestricted seasonal intercepts generate trends that are different across the seasons. Since such seasonal trends may not appear in economic data, we propose a modified empirical method to test for seasonal cointegration. We evaluate our method using Monte Carlo simulations and using a four-dimensional data set of Austrian macroeconomic variables

Reducing honeycomb-generated turbulence with a passive grid

Honeycombs are widely used to laminarize fluid streams by inhibiting the lateral components of the fluctuating velocity. However, they also produce additional turbulence by themselves due to the formation of large-scale instabilities and the breakup of the individual velocity profiles stemming from the honeycomb cells. In the present research, we use 2D-planar particle image velocimetry to study how honeycomb-generated turbulence is affected by a downstream grid. It is found that placing a grid near the honeycomb discharge drastically enhances flow uniformity by separating the strong jets stemming from the individual honeycomb cells into many smaller jets that are much more rapidly dissipated. The results show that using a grid reduces the integral length scale by up to a factor 10, and the axial and lateral energy spectra reveal that the grid primarily limits the energy contained in eddies with lower wave numbers. Furthermore, the grid can reduce the magnitude of peak turbulence intensity by as much as 95% and leads to a large reduction of the correlation length, as long as it is positioned upstream of the onset of the large-scale honeycomb-induced instabilities. A downstream grid is highly beneficial for both a laminar and turbulent honeycomb discharge and is most effective when there is a slight offset between the grid and honeycomb. Even though longer honeycombs generally produce more turbulence than short ones due to the larger length-scale of the shear layers, these effects are almost entirely decoupled when using a honeycomb-grid combination. Finally, a honeycomb-grid combination effectively inhibits both axial and lateral turbulence

Experimental models of the respiratory distress syndrome : lavage and oleic acid

So far the existing animal models have a lack of long lasting stability. Hardly any attention was paid to standardization of the induction of respiratory distress. We aimed at models in which the individual animals have a comparable respiratory distress for several hours to obtain the opportunity of comparative studies on interventions. We have chosen for two models in pigs: one model implied damage of the alveolar part of the alveolar-capillary membrane, and the other implied damage of the endothelial part. The first model was induced with alveolar lavage as an analogy of primary depletion of surfactant; the second was induced by intravenous administration of oleic acid as an analogy of fat embolism. We developed both models under guidance of the most commonly used criteria of ARDS (72,84; Table 1.1). The lavage model is described in the chapters II to V. In chapter II literature on the lavage model is reviewed. The development and the pathophysiological characteristics of our lavage model are presented in chapter III. In chapter IV the nature and distribution of pulmonary vasoconstriction in lavage induced respiratory distress is analyzed by morphometry. Chapter V contains the hemodynamic and gas exchange effects of PEEP in the lavage model. The oleic acid model is described in chapters VI to IX with the same order of chapters as the lavage model: a literature review in chapter VI, the development of the model in chapter VII, the morphometry of the muscular pulmonary arteries in chapter VIII and the PEEP study in chapter IX. In chapter X the results of our studies with the lavage and oleic acid model are compared and considered. The thesis is summarized in chapters XI and XII in English and Dutch language respectively. Chapters III to V and VII to IX are submitted for publication as independent papers, implying an overlap in method description. Parts in method description, which overlap with a former chapter are printed in smaller characters

The effectiveness of assertive community treatment for elderly patients with severe mental illness: A randomized controlled trial

Background: Due to fragmented mental, somatic, and social healthcare services, it can be hard to engage into care older patients with severe mental illness (SMI). In adult mental health care, assertive community treatment (ACT) is an organizational model of care for treating patients with SMI who are difficult to engage. So far all outcome studies of assertive community treatment have been conducted in adults.Methods: In a randomized controlled trial design we compared the effectiveness of ACT for elderly patients with that of treatment as usual (TAU). Sixty-two outpatients (60 years and older) with SMI who were difficult to engage in psychiatric treatment were randomly assigned to the intervention or control group (32 to ACT for elderly patients and 30 to TAU). Primary outcomes included number of patients who had a first treatment contact within 3 months, the number of dropouts (i.e. those discharged from care due to refusing care or those who unintentionally lost contact with the service over a period of at least 3 months); and patients' psychosocial functioning (HoNOS65+ scores) during 18 months follow-up. Secondary outcomes included the number of unmet needs and mental health care use. Analyses were based on intention-to-treat.Results: Of the 62 patients who were randomized, 26 were lost to follow-up (10 patients in ACT for elderly patients and 16 in TAU). Relative to patients with TAU, more patients allocated to ACT had a first contact within three months (96.9 versus 66.7%; X2 (df = 1) = 9.68, p = 0.002). ACT for elderly patients also had fewer dropouts from treatment (18.8% of assertive community treatment for elderly patients versus 50% of TAU patients; X2 (df = 1) = 6.75, p = 0.009). There were no differences in the other primary and secondary outcome variables.Conclusions: These findings suggest that ACT for elderly patients with SMI engaged patients in treatment more successfully.Trial registration: NTR1620

Damped finite-time-singularity driven by noise

We consider the combined influence of linear damping and noise on a dynamical finite-time-singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time-singularity and replaces it by a first-passage-time or absorbing state distribution with a peak at the singularity and a long time tail. The damping introduces a characteristic cross-over time. In the early time regime the probability distribution and first-passage-time distribution show a power law behavior with scaling exponent depending on the ratio of the non linear coupling strength to the noise strength. In the late time regime the behavior is controlled by the damping. The study might be of relevance in the context of hydrodynamics on a nanometer scale, in material physics, and in biophysics.Comment: 9 pages, 4 eps-figures, revtex4 fil

Power laws and stretched exponentials in a noisy finite-time-singularity model

We discuss the influence of white noise on a generic dynamical finite-time-singularity model for a single degree of freedom. We find that the noise effectively resolves the finite-time-singularity and replaces it by a first-passage-time or absorbing state distribution with a peak at the singularity and a long time tail exhibiting power law or stretched exponential behavior. The study might be of relevance in the context of hydrodynamics on a nanometer scale, in material physics, and in biophysics.Comment: 10 pages revtex file, including 4 postscript-figures. References added and a few typos correcte

Logarithmic Corrections in Dynamic Isotropic Percolation

Based on the field theoretic formulation of the general epidemic process we study logarithmic corrections to scaling in dynamic isotropic percolation at the upper critical dimension d=6. Employing renormalization group methods we determine these corrections for some of the most interesting time dependent observables in dynamic percolation at the critical point up to and including the next to leading correction. For clusters emanating from a local seed at the origin we calculate the number of active sites, the survival probability as well as the radius of gyration.Comment: 9 pages, 3 figures, version to appear in Phys. Rev.

Fluctuations and Instabilities of Ferromagnetic Domain Wall pairs in an External Magnetic Field

Soliton excitations and their stability in anisotropic quasi-1D ferromagnets are analyzed analytically. In the presence of an external magnetic field, the lowest lying topological excitations are shown to be either soliton-soliton or soliton-antisoliton pairs. In ferromagnetic samples of macro- or mesoscopic size, these configurations correspond to twisted or untwisted pairs of Bloch walls. It is shown that the fluctuations around these configurations are governed by the same set of operators. The soliton-antisoliton pair has exactly one unstable mode and thus represents a critical nucleus for thermally activated magnetization reversal in effectively one-dimensional systems. The soliton-soliton pair is stable for small external fields but becomes unstable for large magnetic fields. From the detailed expression of this instability threshold and an analysis of nonlocal demagnetizing effects it is shown that the relative chirality of domain walls can be detected experimentally in thin ferromagnetic films. The static properties of the present model are equivalent to those of a nonlinear sigma-model with anisotropies. In the limit of large hard-axis anisotropy the model reduces to a double sine-Gordon model.Comment: 15 pages RevTex 3.0 (twocolumn), 9 figures available on request, to appear in Phys Rev B, Dec (1994

The design of a project to assess bilateral versus unilateral hearing aid fitting

Binaural hearing provides advantages over monaural in several ways, particularly in difficult listening situations. For a person with bilateral hearing loss, the bilateral fitting of hearing aids thus seems like a natural choice. However, surprisingly few studies have been reported in which the additional benefit of bilateral versus unilateral hearing aid use has been investigated based on real-life experiences. Therefore, a project has been designed to address this issue and to find tools to identify people for whom the drawbacks would outweigh the advantages of bilateral fitting. A project following this design is likely to provide reliable evidence concerning differences in benefit between unilateral and bilateral fitting of hearing aids by evaluating correlations between entrance data and outcome measures and final preferences