Unit root tests and structural breaks: a survey with applications

The theme of unit roots in macroeconomic time series have received a great amount of attention in terms of theoretical and applied research over the last three decades. Since the seminal work by Nelson and Plosser (1982), testing for the presence of a unit root in the time series data has become a topic of great concern. This issue gained further momentum with Perron’s 1989 paper which emphasized the importance of structural breaks when testing for unit root processes. This paper reviews the available literature on unit root tests taking into account possible structural breaks. An important distinction between testing for breaks when the break date is known or exogenous and when the break date is endogenously determined is explained. We also describe tests for both single and multiple breaks. Additionally, the paper provides a survey of the empirical studies and an application in order for readers to be able to grasp the underlying problems that time series with structural breaks are currently facing

Unit Root Tests and Structural Breaks: A Survey with Applications||Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones

The theme of unit roots in macroeconomic time series have received a great amount of attention in terms of theoretical and applied research over the last three decades. Since the seminal work by Nelson and Plosser (1982), testing for the presence of a unit root in the time series data has become a topic of great concern. This issue gained further momentum with Perron’s 1989 paper which emphasized the importance of structural breaks when testing for unit root processes.This paper reviews the available literature on unit root tests taking into account possible structural breaks. An important distinction between testing for breaks when the break date is known or exogenous and when the break date is endogenously determined is explained. We also describe tests for both single and multiple breaks. Additionally, the paper provides a survey of the empirical studies and an application in order for readers to be able to grasp the underlying problems that time series with structural breaks arecurrently facing

Unit Root Tests and Structural Breaks: A Survey with Applications // Contrastes de raíces unitarias y cambios estructurales: un estudio con aplicaciones

The theme of unit roots in macroeconomic time series have received a great amount of attention in terms of theoretical and applied research over the last three decades. Since the seminal work by Nelson and Plosser (1982), testing for the presence of a unit root in the time series data has become a topic of great concern. This issue gained further momentum with Perron’s 1989 paper which emphasized the importance of structural breaks when testing for unit root processes.This paper reviews the available literature on unit root tests taking into account possible structural breaks. An important distinction between testing for breaks when the break date is known or exogenous and when the break date is endogenously determined is explained. We also describe tests for both single and multiple breaks. Additionally, the paper provides a survey of the empirical studies and an application in order for readers to be able to grasp the underlying problems that time series with structural breaks are currently facing.------------------------------------El tema de las raíces unitarias en series temporales macroeconómicas ha recibido gran atención, tanto desde el punto de vista teórico como de investigación aplicada, en las últimas tres décadas. Desde el trabajo clave de Nelson y Plosser (1982), contrastar la presencia de una raíz en datos temporales ha llegado a ser un asunto de gran interés. Esta cuestión ganó incluso preponderancia con el artículo de Perron de 1989, que destaca la importancia de los cambios estructurales al contrastar procesos de raíces unitarias.Este trabajo revisa la literatura disponible sobre contrastes de raíces unitarias, teniendo en cuenta los posibles cambios estructurales. Se explica la diferencia entre contrastar cambios cuando la fecha del cambio es conocida (o exógena) y cuando el cambio es determinado endógenamente. También describimos contrastes tanto para cambios simples como para cambios múltiples. Además, el artículo revisa los estudios empíricos y da una aplicación para que los lectores puedan comprender los problemas subyacentes que se están afrontando en el estudio de las series temporales con cambios estructurales

Congenital bronchopulmonary vascular malformations, "sequestration" and beyond

Congenital bronchopulmonary vascular malformations (BPVMs) include a broad spectrum of disorders that involve abnormalities in the form of disruptions of normal communication and/or presence of abnormal communication between one or more of the three main systems of the lung, namely, the airways, arteries, and veins. The establishment of abnormal communications by means of small openings or anastomoses is termed as malinosculation. The aim of this pictorial essay is to illustrate the imaging appearances of the various types of pulmonary malinosculation

Lengths of nephron tubule segments and collecting ducts in the CD-1 mouse kidney: an ontogeny study

The kidney continues to mature postnatally, with significant elongation of nephron tubules and collecting ducts to maintain fluid/electrolyte homeostasis. The aim of this project was to develop methodology to estimate lengths of specific segments of nephron tubules and collecting ducts in the CD-1 mouse kidney using a combination of immunohistochemistry and design-based stereology (vertical uniform random sections with cycloid arc test system). Lengths of tubules were determined at postnatal day 21 (P21) and 2 and 12 mo of age and also in mice fed a high-salt diet throughout adulthood. Immunohistochemistry was performed to identify individual tubule segments [aquaporin-1, proximal tubules (PT) and thin descending limbs of Henle (TDLH); uromodulin, distal tubules (DT); aquaporin-2, collecting ducts (CD)]. All tubular segments increased significantly in length between P21 and 2 mo of age (PT, 602% increase; DT, 200% increase; TDLH, 35% increase; CD, 53% increase). However, between 2 and 12 mo, a significant increase in length was only observed for PT (76% increase in length). At 12 mo of age, kidneys of mice on a high-salt diet demonstrated a 27% greater length of the TDLH, but no significant change in length was detected for PT, DT, and CD compared with the normal-salt group. Our study demonstrates an efficient method of estimating lengths of specific segments of the renal tubular system. This technique can be applied to examine structure of the renal tubules in combination with the number of glomeruli in the kidney in models of altered renal phenotype

How hypothyroidism affects the ovaries

A 15-year-old girl who was previously diagnosed to have primary hypothyroidism presented to the outpatient department in our tertiary care centre in Southern India with abdominal distension and pedal oedema. On evaluation, she was found to have elevated lactate dehydrogenase (LDH) and CA 125 levels, enlarged multicystic ovaries, ascites, and pleural and pericardial effusions. A diagnosis of spontaneous ovarian hyperstimulation syndrome (SOHSS) was made based on the characteristic soap bubble-like imaging appearance of ovaries in the background of hypothyroidism and she was started on thyroxine. At her three-month follow-up, the patient’s biochemical parameters normalised with reduced ovarian volume and resolution of other imaging findings. SOHSS needs to be considered in patients with hypothyroidism and characteristic multicystic ovarian enlargement

Imaging Approach to Portal Hypertension

Increase in portal venous pressure (termed portal hypertension) is seen in a variety of liver diseases. Imaging tests are useful to detect portal hypertension and identify its cause. Noninvasive tests like abdominal ultrasound and Doppler studies are routinely done in clinical practice for this indication. Cross-sectional studies like computed tomography and magnetic resonance imaging are especially useful to delineate morphological abnormalities in the liver. Invasive tests like assessment of hepatic venous pressure gradient are done less frequently for specific indications. Distinctive imaging findings help differentiate the different causes of portal hypertension like cirrhosis and vascular liver disorders like noncirrhotic portal hypertension, extrahepatic portal venous obstruction, and Budd–Chiari syndrome. Radiological interventions are increasingly used to treat complications of portal hypertension like refractory ascites or refractory bleeding from gastroesophageal varices

Normal adrenal gland thickness on computerized tomography in an Asian Indian adult population

Context: The size and morphology of the adrenal glands are affected by several physiological and pathological conditions. Radiologists need to be aware of the normal thickness of adrenal gland to accurately assess patients with suspected adrenal pathology. However, there is limited data on the normal size of the adrenal glands. Moreover, this has not been studied in our population. Aims: To study the normal thickness of adrenal gland on computerized tomography (CT) in Indian adult population. Settings and Design: Retrospective study in a tertiary care hospital in Southern India. Subjects and Methods: Our study included 586 adults who underwent a CT abdominal angiogram over 15 months, and excluding patients with clinical or imaging evidence of adrenal disease. The measurements made included: the maximum thickness of the body, medial and lateral limbs, measured perpendicular to the long axis. Results: The median age was 51 (range: 18–85) years. The mean maximum thickness of the adrenal body, medial, and lateral limbs were 7.2 ± 1.8, 4.1 ± 1.1, and 4.3 ± 1.1 mm on the right side and 8.8 ± 1.9, 4.7 ± 1.1, and 4.9 ± 1.3 mm on the left. The cumulative thickness of the body and the limbs were 15.6 ± 3.7 mm and 18.4 ± 3.8 mm on the right and left sides, respectively. There was a statistically significant difference in all the measurements between the right and left adrenal glands (all P values = 0.000) and between men and women, being larger in men (P value <0.05). Among our patients 27% had at least one adrenal gland body measuring ≥10 mm in thickness. Conclusions: Our study has defined the normal range of adrenal gland thickness in an Asian Indian adult population, which may be used as a baseline reference for future research and as a reference for radiological reporting

Urine-concentrating defects exacerbate with age in male offspring with a low-nephron endowment

Singh RR, Denton KM, Bertram JF, Dowling J, Moritz KM. Urine-concentrating defects exacerbate with age in male offspring with a low-nephron endowment. Am J Physiol Renal Physiol 301: F1168-F1176, 2011. First published September 14, 2011; doi:10.1152/ajprenal.00463.2011.-Fetal uninephrectomy (uni-x) in male sheep at 100 days of gestation (term = 150 days) reduces overall nephron endowment without affecting birth weight. Offspring have a lower glomerular filtration rate (GFR) and elevated mean arterial pressure (MAP) at 6 mo of age. This study investigated whether this reduction in renal function was associated with impaired urine-concentrating ability at 6 mo of age and exacerbated with ageing (4 yr) and examined response to 1) nonpressor dose of exogenous arginine vasopressin (AVP; 0.2 mu g.kg(-1).h(-1) iv) and 2) 30 h of water deprivation. Basal MAP was higher in uni-x animals at both ages, and became further elevated with age compared with the sham group (elevation in MAP with age; sham: similar to 4 mmHg, uni-x: 9 mmHg, P(group) x age < 0.01). GFR declined with ageing in both groups with the decrease being greater with age in the uni-x group (further 26%, P(group) x age < 0.001). In response to AVP infusion, urine osmolality increased in both treatment groups; this response was significantly lower in the uni-x animals and became further reduced with ageing. Uni-x animals had reduced renal expression of vasopressin-2 receptor and aquaporin-2 at both ages (P < 0.01). The increase in plasma AVP levels in response to dehydration was similar between the treatment groups, suggesting the urine-concentrating defect was associated with these renal gene changes rather than defects in AVP secretion. Renal insufficiency due to a low-nephron endowment increases the risk of hypertension and chronic renal disease and may incur greater vulnerability to physiological challenges such as water deprivation as observed in the uni-x animals

Fetal uninephrectomy in male sheep alters the systemic and renal responses to angiotensin II infusion and AT1R blockade

Singh RR, Moritz KM, Wintour EM, Jefferies AJ, Iqbal J, Bertram JF, Denton KM. Fetal uninephrectomy in male sheep alters the systemic and renal responses to angiotensin II infusion and AT1R blockade. Am J Physiol Renal Physiol 301: F319-F326, 2011. First published May 4, 2011; doi: 10.1152/ajprenal.00139.2011.-Fetal uninephrectomy (uni-x) at 100 days of gestation results in compensatory nephrogenesis in the remaining kidney, resulting in a 30% reduction in total nephron number in male sheep. Recently, we showed that uni-x males at 6 mo of age have elevated arterial pressure, reduced renal blood flow (RBF), glomerular filtration rate (GFR), and low plasma renin levels (Singh R, Denton K, Bertram J, Jefferies A, Head G, Lombardo P, Schneider-Kolsky M, Moritz K. J Hypertens 27: 386-396, 2009; Singh R, Denton K, Jefferies A, Bertram J, Moritz K. Clin Sci (Lond) 118: 669-680, 2010). We hypothesized this was due to upregulation of the intrarenal renin-angiotensin system (RAS). In this study, renal responses to ANG II infusion and ANG II type 1 receptor (AT1R) blockade were examined in the same 6-mo-old male sheep. Uni-x animals had reduced levels of renal tissue and plasma renin and ANG II. Renal gene expression of renin, and gene and protein levels of AT1R and AT2R, were significantly lower in uni-x animals. In response to graded ANG II infusion, sham animals had the expected decrease in conscious RBF and GFR. Interestingly, the response was biphasic in uni-x sheep, with GFR initially decreasing, but then increasing at higher ANG II doses (34 +/- 7%; P(group) x treatment < 0.001), due to a paradoxical decrease in renal vascular resistance (P(group x treatment) < 0.001). In response to AT1R blockade, while GFR and RBF responded similarly between groups, there was a marked increase in sodium excretion in uni-x compared with sham sheep (209 +/- 35 vs. 25 +/- 12%; P < 0.001). In conclusion, in 6-mo-old male sheep born with a single kidney, these studies demonstrate that this is a low-renin form of hypertension, in which responses to ANG II are perturbed and the intrarenal RAS is downregulated