8 research outputs found
On the local power of some tests of strict exogeneity in linear fixed effects models
No full textThe local asymptotic power of a variable addition test for strict exogeneity in a linear panel model is derived under near-epoch dependence and a maintained assumption of contem-poraneously exogenous regressors. Local power is found to depend nontrivially on the rel-ative panel size, on the width of the local neighborhood, and on the maintained notion of exogeneity under the alternative. Some (dis)similarities between this test and already existing test principles are explored.(c) 2021 The Author(s). Published by Elsevier B.V. on behalf of EcoSta Econometrics and Statistics. This is an open access article under the CC BY-NC-ND license ( http://creativecommons.org/licenses/by-nc-nd/4.0/
Spectral Subsampling MCMC for Stationary Multivariate Time Series with Applications to Vector ARTFIMA Processes [Elektronisk resurs]
No full textA multivariate generalisation of the Whittle likelihood is used to extend spectral subsampling MCMC to stationary multivariate time series by subsampling matrix-valued periodogram observations in the frequency domain. To assess the performance of the methodology in challenging problems, a multivariate generalisation of the autoregressive tempered fractionally integrated moving average model (ARTFIMA) is introduced and some of its properties derived. Bayesian inference based on the Whittle likelihood is demonstrated to be a fast and accurate alternative to the exact time domain likelihood. Spectral sub- sampling is shown to provide up to two orders of magnitude additional speed-up, while retaining MCMC sampling efficiency and accuracy, compared to spectral methods using the full dataset. (c) 2022 The Author(s). Published by Elsevier B.V. on behalf of EcoSta Econometrics and Statistics. This is an open access article under the CC BY license.</p
Forecasting high-dimensional functional time series: Application to sub-national age-specific mortality
No full textWe study the modeling and forecasting of high-dimensional functional time series (HDFTS), which can be cross-sectionally correlated and temporally dependent. We introduce a decomposition of the HDFTS into two distinct components: a deterministic component and a residual component that varies over time. The decomposition is derived through the estimation of two-way functional analysis of variance. A functional time series forecasting method, based on functional principal component analysis, is implemented to produce forecasts for the residual component. By combining the forecasts of the residual component with the deterministic component, we obtain forecast curves for multiple populations. We apply the model to age- and sex-specific mortality rates in the United States, France, and Japan, in which there are 51 states, 95 departments, and 47 prefectures, respectively. The proposed method is capable of delivering more accurate point and interval forecasts in forecasting multi-population mortality than several benchmark methods considered.The first author acknowledges the financial support of the King Abdullah University of Science and Technology (KAUST). The last author acknowledges the funding of an Australian Research Council Discovery Project DP230102250 titled “Feature learning for high-dimensional functional time series” and Macquarie University DataX consilience center. The authors are grateful for the comments from the participants at the Australian National University, University of Auckland, Australian Government Actuary, the 6th International Conference on Econometrics and Statistics (EcoSta 2023), Joint Statistical Meeting, and Australian Statistical Conference in 2023
Identification of independent structural shocks in the presence of multiple Gaussian components
No full textSeveral recently developed identification techniques for structural VAR models are based on the assumption of non-Gaussianity. So-called independence based identification provides unique structural shocks (up to scaling and ordering) under the assumption of at most one Gaussian component. While non-Gaussianity of certain interesting shocks appears rather natural, not all macroeconomic shocks in the system might show this clear difference from Gaussianity. Identifiability can be generalized by noting that even in the presence of multiple Gaussian shocks the non-Gaussian ones are still unique. Consequently, independence based identification allows to uniquely determine the (non-Gaussian) shocks of interest irrespective of the distribution of the remaining system. Furthermore, studying settings close to normality or with multiple Gaussian components highlights the performance of normality diagnostics and their applicability to decide on the identifiability of the structural shock components. In an illustrative five dimensional model the identified monetary policy and stock price shock confirm the results of previous studies on the monetary policy asset price nexus. (C) 2018 The Author. Published by Elsevier B.V. on behalf of EcoSta Econometrics and Statistics.Peer reviewe
Atypical seizure-like activity in cortical reverberating networks in-vitro can be caused by LPS-induced inflammation: a multi-electrode array study from a hundred neurons
No full textWe show here that a mild sterile inflammation induced by the endotoxin lipopolysaccharide (LPS), in a neuron/astrocyte/microglial cortical network, modulates neuronal excitability and can initiate long-duration burst events resembling epileptiform seizures, a recognized feature of various central nervous neurodegenerative, neurological and acute systemic diseases associated with neuroinflammation. To study this action, we simultaneously analyzed the reverberating bursting activity of a hundred neurons by using in vitro multi-electrode array (MEA) methods. ~5 hours after LPS application, we observed a net increase in the average number of spikes elicited in engaged cells and within each burst, but no changes neither in spike waveforms nor in burst rate. This effect was characterized by a slow, two-fold exponential increase of the burst duration and the appearance of rarely occurring long-burst events that were never seen during control recordings. These changes and the time-course of microglia-released proinflammatory cytokine, tumor necrosis factor-alpha (TNF-α), were blocked by pre-treatment with 50 nM minocycline, an established anti-inflammatory agent which was inactive when applied alone. Assay experiments also revealed that application of 60 pM exogenous TNF-α after 12-15 h, produced non-washable changes of neuronal excitability, completely different from those induced by LPS, suggesting that TNF-α release alone was not responsible for our observed findings. Our results indicate that the link between neuroinflammation and hyperexcitability can be unveiled by studying the long-term activity of in vitro neuronal/astrocyte/microglial networks
Higher-order statistics for DSGE models
No full textClosed-form expressions for unconditional moments, cumulants and polyspectra of order
higher than two are derived for non-Gaussian or nonlinear (pruned) solutions to DSGE
models. Apart from the existence of moments and white noise property no distributional
assumptions are needed. The accuracy and utility of the formulas for computing
skewness and kurtosis are demonstrated by three prominent models: Smets and Wouters
(AER, 586-606, 97, 2007) (first-order approximation), An and Schorfheide (Econom.
Rev., 113-172, 26, 2007) (second-order approximation) and the neoclassical growth model
(third-order approximation). Both the Gaussian as well as Student's t-distribution are
considered as the underlying stochastic processes. Lastly, the efficiency gain of including
higher-order statistics is demonstrated by the estimation of a RBC model within a
Generalized Method of Moments framework
NATIVE EXTRACELLULAR MATRIX: A NEW SCAFFOLDING PLATFORM FOR REPAIR OF DAMAGED MUSCLE
No full textEffective clinical treatments for volumetric muscle loss resulting from traumatic injury or resection of a large amount of muscle mass are not available to date. Tissue engineering may represent an alternative treatment approach. Decellularization of tissues and whole organs is a recently introduced platform technology for creating scaffolding materials for tissue engineering and regenerative medicine. The muscle stem cell niche is composed of a three-dimensional architecture of fibrous proteins, proteoglycans and glycosaminoglycans, synthesized by the resident cells that form an intricate extracellular matrix (ECM) network in equilibrium with the surrounding cells and growth factors. A consistent body of evidence indicates that ECM proteins regulate stem cell differentiation and renewal and are highly relevant to tissue engineering applications. The ECM also provides a supportive medium for blood or lymphatic vessels and for nerves. Thus, the ECM is the nature’s ideal biological scaffold material. ECM-based bioscaffolds can be recellularized to create potentially functional constructs as a regenerative medicine strategy for organ replacement or tissue repopulation. This article reviews current strategies for the repair of damaged muscle using bioscaffolds obtained from animal ECM by decellularization of small intestinal submucosa (SIS), urinary bladder mucosa (UB) and skeletal muscle, and proposes some innovative approaches for the application of such strategies in the clinical setting
Ugly tales — Cinematographing ugliness in folktale films
No full textSatujen kuvasto käsittää linnoja, prinsessoja, prinssejä, kuninkaita, kuningattaria ja aatelisia, mutta myös ryöväreitä, peikkoja, hirviöitä, synkkiä metsiä, sinne eksyviä lapsia, piparkakkutaloja ja noitia. Synkkä metsä ympäröi Hannua ja Kerttua, suden valheet kiertyvät Punahilkan ympärille, rumuus nielaisee kauneuden. Opinnäytetyö käsittelee tätä sadun ja rumuuden suhdetta, mutta ei varsinaisten satujen vaan elokuvien kautta.
Miten rumuutta käsitellään satuelokuvissa? Miten rumuutta kuvataan? Satuihin perustuvia elokuvia löytyy hyvin runsaasti, lumikki- ja tuhkimotarinoita ovat versioineet Disneyn lisäksi lukemattomat muut. Opinnäytetyötä varten elokuva-aineistoa rajattiin jonkinlaiseksi otannaksi satuelokuvien synkemmästä laidasta. Robert Eggersiltä mukana on kaksi elokuvaa, noidista kertova The Witch (The VVitch: A New England Folktale, 2015) ja majakkasaarelle sijoitettu prometheustarina The Lighthouse (2019). Ali Abbasin Rajassa (Gräns, 2018) peikot seikkailevat nykyajassa, ja Thomas Alfredsonin Ystävät hämärän jälkeen (Låt den rätte komma in, 2008) on vampyyrikertomus 1980-luvulta. J.-P. Valkeapään He ovat paenneet (2014) on eräänlainen Hannu ja Kerttu -allegoria. Tämän opinnäytetyön taiteellinen osa on Jarno Lindemarkin ohjaama Rakkaudella, Matti (2019), jonka voi katsoa tuhkimotarinana.
Kirjallinen lähdeaineisto taas käsittää rumuuden ja estetiikan teoriaa Umberto Ecosta Stephen Bayleyhin ja folkloristiikkaa Vladimir Proppilta ja Mikel J. Kovenilta. Elokuvauksen teoriassa opinnäytetyö tukeutuu John Altoniin ja Blain Brownin lisäksi kausijulkaisuissa esiintyneisiin haastatteluihin aineiston elokuvien kuvaajilta ja ohjaajilta. Opinnäytetyö etsi näiden lankojen — elokuvien, elokuvauksen teorioiden, rumuuden ja estetiikan teorioiden ja folkloristiikan — kudelmasta toistuvia kuvioita, malleja, tapoja tehdä ja pyrkii vastaamaan siihen, miten rumuutta kuvataan.
Rumuus ja sadut kohtaavat ja poikkeavat taas toisistaan käsitellyissä elokuvissa monin tavoin. Joskus pimeys kätkee sisäänsä rumuutta, jota olisi liian vaikea kohdata, ja joskus valo taas paljastaa karun todellisuuden rumuuden. Monissa elokuvissa sillä, miltä kuvat näyttävät ja miten ne on kuvattu, pyritään vaikuttamaan siihen, miltä ne tuntuvat. Perinteisistä valaisu- ja valotustavoista, kameranliikkeistä ja liikkeen logiikasta on luovuttu, jotta herätettäisiin katsojassa reaktioita. Samanaikaisesti monet elokuvat toisintavat satujen linjoja mutta vievät käyttämänsä estetiikan pois kauneusihanteista, kohti ihmisen mielikuvituksen synkempiä sävyjä. Elokuvat tarttuvat aiheeseen myös dualistisesti: rumuutta on sekä konkreettista että psykologista laatua.
Aivan kuin varjoa ilman valoa, ei rumuutta ole ilman kauneutta. Hyvät sankarit eivät näyttäydy hyvinä ilman pahoja hirviöitä. Ajan kuluessa, satujen, tarinoiden, elokuvien ja ihmisyyden kehittyessä, myös rumat hirviöt voivat olla hyviä. Ja ovatko ne silloin enää edes rumia?The imagery in the folktale consists of castles, princesses, princes, kings, queens and nobles, but also robbers, trolls, monsters, dark woods, children lost in said woods, houses made of gingerbread and witches living in said houses. The dark wood surrounds Hansel and Gretel, the lies of the Wolf wrap around the Little Red Riding Hood, the Ugly swallows the Beauty. The thesis considers this coexistence between the folktale and ugliness not through the tales themselves, but through films.
How do folktale films portray ugliness? How is ugliness cinematographed? Motion pictures based on folktales are numerous, the adaptations of Snow White and Cinderella are countless by Disney and all the others. For this thesis, the source material was narrowed down to the darker side of films based on folktales. From Robert Eggers there’s two films included: self-explanatory The Witch (The VVitch: A New England Folktale, 2015) and a Prometheus story set on a lighthouse island, The Lighthouse (2019). Ali Abbasi’s Border (Gräns, 2018) is a tale of trolls in modern times and Thomas Alfredson’s Let the Right One In (Låt den rätte komma in, 2008) is a vampire tale set in the eighties. J.-P. Valkeapää’s They Have Escaped (He ovat paenneet, 2014) is a Hansel and Gretel story of sorts. The artistic part of this thesis is Jarno Lindemark’s short, From Matti with Love (Rakkaudella, Matti, 2019) which can be interpreted as a variation of Cinderella.
The written source material consists of theory for ugliness and aesthetics, from Umberto Eco to Stephen Bayley and folkloristics from Vladimir Propp and Mikel J. Koven. For theory in cinematography, the thesis took use of John Alton and Blain Brown. Periodicals were used in the form of author interviews with the cinematographers and directors of the source films. The thesis then dug into this interwoven tapestry of the films, the theories in cinematography, in ugliness and in aesthetics and folkloristics ultimately trying to answer the question of how is ugliness cinematographed.
Ugliness and the folktale encounter each other and diverge again in the films in question in different ways. Sometimes darkness hides ugliness too horrible to witness, sometimes the light reveals the blunt ugliness of reality. In many films the emotion is paramount in how they are shot, framed or lit. Traditional lighting, exposure, movement and the logic of moving have been transcended to provoke a reaction in the audience. At the same time, the films tread the paths of the folktale, but the aesthetics are swerving away from the idea of beauty towards the deeper, darker tones of imagination. These films tackle the topic of ugliness in a dualist fashion: ugliness can be tangible or it can be psychological.
Like shadow without light, ugliness doesn’t exist without beauty. Good heroes won’t appear very good without evil monsters. Eventually, the folktale, stories, cinema and humanity evolve and even the ugly monsters can be good. And then, can you call them ugly anymore
