Plants of Juniperus communis L. var. communis, J. c. var. depressa Pursh, J. c. var. hemispherica J. & C. Presl, J. communis var. megistocarpa Fern. & St. John, J. c. var. nipponica (Maxim.) Wils., J. c. var. oblonga hort. ex Loudon and J. c. var. saxatilis Pall. were sampled and DNA fingerprinting (RAPDs, Random Amplified Polymorphic DNAs) was performed. Based on 191 RAPD bands, there was litt...

Motivated by economic-theory concepts—the Fisher hypothesis and the theory of the term structure—we consider a small set of simple bivariate closed-loop time-series models for the prediction of price inflation and of longand short-term interest rates. The set includes vector autoregressions (VAR) in levels and in differences, a cointegrated VAR, and a non-linear VAR with threshold cointegration...

Recent time series methods are applied to the problem of forecasting New Zealand’s real GDP. Model selection is conducted within autoregressive (AR) and vector autoregressive (VAR) classes, allowing for evolution in the form of the models over time. The selections are performed using the Schwarz (1978) BIC and the Phillips-Ploberger (1996) PIC criteria. The forecasts generated by the data-deter...

Vector Auto-regressive (VAR) models are useful for analyzing temporal dependencies among multivariate time series, known as Granger causality. There exist methods for learning sparse VAR models, leading directly to causal networks among the variables of interest. Another useful type of analysis comes from clustering methods, which summarize multiple time series by putting them into groups. We d...

The developed duplex real-time PCR method allows the simultaneous detection of traces of potentially allergenic white mustard (Sinapis alba) and celery roots (Apium graveolens var. rapaceum), celery stalks (A. g. var. dulce) and leaf celery (A. g. var. secalinum). The duplex assay does not show any cross-reactivity with 64 different biological species, including various members of the Brassicac...

Equilibrium business cycle models have typically less shocks than variables. As pointed out by Altug, 1989 and Sargent, 1989, if variables are measured with error, this characteristic implies that the model solution for measured variables has a factor structure. This paper compares estimation performance for the impulse response coefficients based on a VAR approximation to this class of models ...

We offer a framework to analyze Value-at-Risk based regulation rules and their possible distortion effects on financial markets. Our model is formulated in a continuous-time economy where investors maximize expected utility subject to some regulatory Value-at-Risk constraint when asset price dynamics are not lognormal and exhibit stochastic volatility. To retain tractability of the optimization...

The coexistence of multiple independently circulating strains in pathogen populations that undergo sexual recombination is a central question of epidemiology with profound implications for control. An agent-based model is developed that extends earlier 'strain theory' by addressing the var gene family of Plasmodium falciparum. The model explicitly considers the extensive diversity of multi-copy...

Theorem 3.2 A consequence system (L,`) enjoys Craig interpolation with respect to an L-function var, if (i) there is a Craig generalized translation schema from (L,`) to another consequence system (L′,`′) with respect to var and an L′-function var′; (ii) (L′,`′) enjoys Craig interpolation with respect to var′. Proof: Let (h1, h2, h) be a Craig generalized translation schema from (L,`) to (L′,`′...

In this paper we examine the usefulness of multivariate semi-parametric GARCH models for portfolio selection under a Value-at-Risk (VaR) constraint. First, we specify and estimate several alternative multivariate GARCH models for daily returns on the S&P 500 and Nasdaq indexes. Examining the within sample VaRs of a set of given portfolios shows that the semi-parametric model performs uniformly ...