In their article Cheung and Lai (1993), propose a test for cointegration against fractional alternatives. The test is based on the GPH estimator by Geweke and Porter-Hudak (1983). This test uses only the Tα smallest frequencies, where α usually is set between 0.5 and 0.6. The choice of α has impact on the power of the test. In this paper we argue that using larger α increases the power against ...

in this paper, we have estimated the memory of thetehran stock exchange indices. the estimation of fractional differencing parameter is carried out by various methods such as mle, nls, hurst exponent, gph, lo, whittle and wavelet. the estimation results of whittle, wavelet, hurst, and lo methods allow us to conclude that the returns on stock indices (tepix, tedpix, tedix, financial index and in...

Computational Grids are much more complex than classical high-performance architectures: they have high, and dynamically varying communication latencies, and comprise heterogeneous collections of processing elements. We argue that such a complex and dynamic architecture is extremely challenging for the programmer to explicitly manage, and advocate a high-level parallel programming language, lik...

Time domain tests of unit roots and cointegration are often made after a model search procedure has been made in order to reduce erroneus inference caused by model misspecification. An alternative to this is to use a semi parametric method like the GPH (Geweke & Porter-Hudak, 1983) test where the properties of the spectral density close to the zero frequency are exploited, see Cheung & Lai (199...

A new family of homologous membrane proteins that transport galactosides-pentoses-hexuronides (GPH) is described. By analysing the aligned amino acid sequences of the GPH family, and by exploiting their different specificities for cations and sugars, we have designed mutations that yield novel insights into the nature of ligand binding sites in membrane proteins. Mutants have been isolated/cons...

Glyceraldehyde-3-phosphate dehydrogenase (GAPDH) is considered a multifunctional protein with defined functions in numerous mammalian cellular processes. GAPDH functional diversity depends on various factors such as covalent modifications, subcellular localization, oligomeric state and intracellular concentration of substrates or ligands, as well as protein-protein interactions. In bacteria, al...