Unit root testing under a local break in trend using partial information on the break date*

We consider unit root testing allowing for a break in trend when partial information is available regarding the location of the break date. This takes the form of knowledge of a relatively narrow window of data within which the break takes place, should it occur at all. For such circumstances, we suggest employing a union of rejections strategy, which combines a unit root test that allows for a trend break somewhere within the window, with a unit root test that makes no allowance for a trend break. Asymptotic and _nite sample evidence shows that our suggested strategy works well, provided that, when a break does occur, the partial information is correct. An empirical application to UK interest rate data containing the 1973 ‘oil shock’ is also considered

Robust and powerful tests for nonlinear deterministic components

We develop a test for the presence of nonlinear deterministic components in a univariate time series, approximated using a Fourier series expansion, designed to be asymptotically robust to the order of integration of the process and to any weak dependence present. Our approach is motivated by the Wald-based testing procedure of Harvey, Leybourne and Xiao (2010) [Journal of Time Series Analysis, vol. 31, p.379-391], but uses a function of an auxiliary unit root statistic to select between the asymptotic I(0) and I(1) critical values, rather than modifying the Wald test statistic as in Harvey et al.. We show that our proposed test has uniformly greater local asymptotic power than the test of Harvey et al. when the shocks are I(1), identical local asymptotic power when the shocks are I(0), and also improved .nite sample properties. We also consider the issue of determining the number of Fourier frequencies used to specify any nonlinear deterministic components, evaluating the performance of algorithmic- and information criterion-based model selection procedures

para-Selective C-H amidation of simple arenes with nitriles

A para-selective C-H amidation of simple arenes with nitriles has been developed. By increasing the amount of arenes, a further meta-selective C-H arylation of the produced amides occurred. Both steric and electronic effects are utilized to control the selectivity, resulting in only para-selective amidation products. The readily available nitriles as amidation reagents instead of amides makes the synthesis of N-arylamides more accessible

Bounds, breaks and unit root tests

The paper addresses the unit root testing when the range of the time series is limited and considering the presence of multiple structural breaks. The structural breaks can affect the level and/or the boundaries of the time series. The paper proposes five unit root test statistics, whose limiting distribution is shown to depend on the number and position of the structural breaks. The performance of the statistics is investigated by means of Monte Carlo simulations

Exploring the context of sedentary behaviour in older adults (what, where, why, when and with whom)

BACKGROUND: Older adults are the most sedentary segment of the population. Little information is available about the context of sedentary behaviour to inform guidelines and intervention. There is a dearth of information about when, where to intervene and which specific behaviours intervention should target. The aim of this exploratory study was to obtain objective information about what older adults do when sedentary, where and when they are sedentary and in what social context. METHODS: The study was a cross-sectional data collection. Older adults (Mean age = 73.25, SD ± 5.48, median = 72, IQR = 11) volunteers wore activPAL monitors and a Vicon Revue timelapse camera between 1 and 7 days. Periods of sedentary behaviour were identified using the activPAL and the context extracted from the pictures taken during these periods. Analysis of context was conducted using the Sedentary Behaviour International Taxonomy classification system. RESULTS: In total, 52 days from 36 participants were available for analysis. Participants spent 70.1 % of sedentary time at home, 56.9 % of sedentary time on their own and 46.8 % occurred in the afternoon. Seated social activities were infrequent (6.9 % of sedentary bouts) but prolonged (18 % of sedentary time). Participants appeared to frequently have vacant sitting time (41 % of non-screen sedentary time) and screen sitting was prevalent (36 % of total sedentary time). CONCLUSIONS: This study provides valuable information to inform future interventions to reduce sedentary behaviour. Interventions should consider targeting the home environment and focus on the afternoon sitting time, though this needs confirmation in a larger study. Tackling social isolation may also be a target to reduce sedentary time

Test of the Dimopouos-Hall-Raby Ansatz for Fermion Mass Matrices

By evolution of fermion mass matrices of the Fritzsch and the Georgi-Jarlskog forms from the supersymmetric grand unified scale, DHR obtained predictions for the quark masses and mixings. Using Monte Carlo methods we test these predictions against the latest determinations of the mixings, the CP-violating parameter epsilon_K and the B_d^0--Bbar_d^0 mixing parameter r_d. The acceptable solutions closely specify the quark masses and mixings, but lie at the edges of allowed regions at 90% confidence level.Comment: 11 pages, 1 figure (not included