Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

We propose and evaluate a technique for instrumental variables estimation of linear models with conditional heteroskedasticity. The technique uses approximating parametric models for the projection of right hand side variables onto the instrument space, and for conditional heteroskedasticity and serial correlation of the disturbance. Use of parametric models allows one to exploit information in all lags of instruments, unconstrained by degrees of freedom limitations. Analytical calculations and simulations indicate that there sometimes are large asymptotic and finite sample efficiency gains relative to conventional estimators (Hansen (1982)), and modest gains or losses depending on data generating process and sample size relative to quasi-maximum likelihood. These results are robust to minor misspecification of the parametric models used by our estimator.

Spectrality of Self-Similar Tiles

We call a set $K \subset {\mathbb R}^s$ with positive Lebesgue measure a {\it spectral set} if $L^2(K)$ admits an exponential orthonormal basis. It was conjectured that $K$ is a spectral set if and only if $K$ is a tile (Fuglede's conjecture). Despite the conjecture was proved to be false on ${\mathbb R}^s$, $s\geq 3$ ([T], [KM2]), it still poses challenging questions with additional assumptions. In this paper, our additional assumption is self-similarity. We study the spectral properties for the class of self-similar tiles $K$ in ${\mathbb R}$ that has a product structure on the associated digit sets. We show that any strict product-form tiles and the associated modulo product-form tiles are spectral sets. As for the converse question, we give a pilot study for the self-similar set $K$ generated by arbitrary digit sets with four elements. We investigate the zeros of its Fourier transform due to the orthogonality, and verify Fuglede's conjecture for this special case.Comment: 22page

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

We propose and evaluate a technique for instrumental variables estimation of linear models with conditional heteroskedasticity. The technique uses approximating parametric models for the projection of right hand side variables onto the instrument space, and for conditional heteroskedasticity and serial correlation of the disturbance. Use of parametric models allows one to exploit information in all lags of instruments, unconstrained by degrees of freedom limitations. Analytical calculations and simulations indicate that there sometimes are large asymptotic and finite sample efficiency gains relative to conventional estimators (Hansen (1982)), and modest gains or losses depending on data generating process and sample size relative to quasi-maximum likelihood. These results are robust to minor misspecification of the parametric models used by our estimator.

Linking people with long-term health conditions to healthy community activities: development of Patient-Led Assessment for Network Support (PLANS)

Objective To combine insights from service users with long-term conditions (LTCs) to assist the development of a community referral intervention designed to promote engagement and improve access to health-relevant resources. Background Social deprivation and reduced access to resources have been causally linked with social isolation and the ability to manage LTCs. Participation in meaningful activity has been associated with positive health benefits, and strategies to promote access to community activities have shown some potential to improve outcomes for people with LTCs. This suggests the need to develop an engagement and referral intervention in partnership with service users and community groups as part of mainstream self-care support. Method A series of focus groups and interviews with members of community groups in Greater Manchester designed as an iterative and collaborative approach to elicit the role of personal and community networks that support long-term condition management (LTCM) to develop a community referral tool. Results Participants reported a broad range of resources relevant to LTCM that often went beyond the usual concerns associated with self-care. This helped to inform a tool (PLANS) to tailor access to types of community-based resources which can support LTCM. Conclusions Understanding the everyday challenges of living with a LTC highlighted the importance of connecting and engaging with localized support for people. In response to this, we developed an intervention (PLANS) which tailors access to local resources based on personal preferences, needs and acceptability to encourage service users to engage with sustainable health choices

Trends of ambient fine particles and major chemical components in the Pearl River Delta region: Observation at a regional background site in fall and winter

In the fall and winter of 2007 to 2011, 167 24-h quartz filter-based fine particle (PM2.5) samples were collected at a regional background site in the central Pearl River Delta. The PM2.5 showed an annual reduction trend with a rate of 8.58 mu g m(-3) (p < 0.01). The OC component of the PM2.5 reduced by 1.10 mu g m(-3) yr(-1) (p < 0.01), while the reduction rates of sulfur dioxide (SO2) and sulfate (SO42-) were 10.2 mu g m(-3) yr(-1) (p < 0.01) and 1.72 mu g m(-3) yr(-1) (p < 0.01), respectively. In contrast, nitrogen oxides (NOx) and nitrate (NO3-) presented growth trends with rates of 6.73 mu g m(-3) yr(-1) (p < 0.05) and 0.79 mu g m(-3) yr(-1) (p < 0.05), respectively. The PM2.5 reduction was mainly related to the decrease of primary OC and SO42-, and the enhanced conversion efficiency of SO2 to SO42- was related to an increase in the atmospheric oxidizing capacity and a decrease in aerosol acidity. The discrepancy between the annual trends of NOx and NO3- was attributable to the small proportion of NO3- in the total nitrogen budget. Capsule abstract: Understanding annual variations of PM2.5 and its chemical composition is crucial in enabling policymakers to formulate and implement control strategies on particulate pollution.Department of Civil and Environmental Engineerin

Is acupuncture effective in controlling gagging when taking an alginate impressions?

Our community health project aimed to (1) identify the prevalence of gagging among patients attending the Prince Philip Dental Hospital; and to identify socio-demographic variations in reported gagging experiences; and (2) perform a pilot study to evaluate the effectiveness of acupuncture in the control of gagging in the dental setting. Methods: A survey on reported gagging experiences was conducted among patients attending our hospital involving a convenience sample of 225 patients. Participants who reported to previously gag in the dental setting were invited to participate in a pilot study to evaluate the effectiveness of acupuncture in controlling gagging when taking an upper alginate impression. Participants were randomized to receive acupuncture stimulation at a site reported to be effective in the control of gagging on the lower lip (point CV 24) or at a sham site on the upper lip (point GV 26) on their first visit and at their second visit to receive the alternative acupuncture stimulation. Results: The response rate to the survey was 81.3% (183/225). Approximately a third (58/183) reported to have experienced gagging in the dental setting and most frequently encountered this when having a dental impression (among approximately a quarter of participants - 44/183). Half (95/183) reported gagging while performing oral self-care. Four in ten participants (73/183) reported some stress visiting the dentist related to gagging. Sociodemographic variations in reported gagging experiences were evident with respect to age, gender and education level. The response rate to the pilot study was 92.3% (36/39). There was no significant difference in the prevalence of gagging when acupuncture was applied to the test site compared to when acupuncture was applied to the sham site on dental examination (p>0.05) or when taking an upper alginate impression (p>0.05). Conclusions: Gagging in a relative common experience reported by patients attending our hospital – in daily life, in the dental setting and in performing oral self-care. Socio-demographic variations in the prevalence of gagging were apparent. The pilot study does not support the use of acupuncture in controlling gagging in the dental setting.published_or_final_versio

New families of interpolating type IIB backgrounds

We construct new families of interpolating two-parameter solutions of type IIB supergravity. These correspond to D3-D5 systems on non-compact six-dimensional manifolds which are T^2 fibrations over Eguchi-Hanson and multi-center Taub-NUT spaces, respectively. One end of the interpolation corresponds to a solution with only D5 branes and vanishing NS three-form flux. A topology changing transition occurs at the other end, where the internal space becomes a direct product of the four-dimensional surface and the two-torus and the complexified NS-RR three-form flux becomes imaginary self-dual. Depending on the choice of the connections on the torus fibre, the interpolating family has either N=2 or N=1 supersymmetry. In the N=2 case it can be shown that the solutions are regular.Comment: 20 page

The signalling channel of Central Bank interventions:modelling the Yen/US dollar exchange rate

This paper presents a theoretical framework analysing the signalling channel of exchange rate interventions as an informational trigger. We develop an implicit target zone framework with learning in order to model the signalling channel. The theoretical premise of the model is that interventions convey signals that communicate information about the exchange rate objectives of the central bank. The model is used to analyse the impact of Japanese FX interventions during the period 1999--2011 on the yen/US dollar dynamics

Mitochondrial phylogeography and demographic history of the Vicuña: implications for conservation

The vicuña (Vicugna vicugna; Miller, 1924) is a conservation success story, having recovered from near extinction in the 1960s to current population levels estimated at 275 000. However, lack of information about its demographic history and genetic diversity has limited both our understanding of its recovery and the development of science-based conservation measures. To examine the evolution and recent demographic history of the vicuña across its current range and to assess its genetic variation and population structure, we sequenced mitochondrial DNA from the control region (CR) for 261 individuals from 29 populations across Peru, Chile and Argentina. Our results suggest that populations currently designated as Vicugna vicugna vicugna and Vicugna vicugna mensalis comprise separate mitochondrial lineages. The current population distribution appears to be the result of a recent demographic expansion associated with the last major glacial event of the Pleistocene in the northern (18 to 22°S) dry Andes 14–12 000 years ago and the establishment of an extremely arid belt known as the 'Dry Diagonal' to 29°S. Within the Dry Diagonal, small populations of V. v. vicugna appear to have survived showing the genetic signature of demographic isolation, whereas to the north V. v. mensalis populations underwent a rapid demographic expansion before recent anthropogenic impacts