Nonstationary Cointegration in the Fractionally Cointegrated VAR Model

We consider the fractional cointegrated vector autoregressive (CVAR) model of Johansen and Nielsen (2012a) and make two distinct contributions. First, in their consistency proof, Johansen and Nielsen (2012a) imposed moment conditions on the errors that depend on the parameter space, such that when the parameter space is larger, stronger moment conditions are required. We show that these moment conditions can be relaxed, and for consistency we require just eight moments regardless of the parameter space. Second, Johansen and Nielsen (2012a) assumed that the cointegrating vectors are stationary, and we extend the analysis to include the possibility that the cointegrating vectors are non‐stationary. Both contributions require new analysis and results for the asymptotic properties of the likelihood function of the fractional CVAR model, which we provide. Finally, our analysis follows recent research and applies a parameter space large enough that the usual (non‐fractional) CVAR model constitutes an interior point and hence can be tested against the fractional model using a Chi‐squared‐test.     

Measurement of CH4-concentration in HMDSO-containing process plasmas by quantum cascade laser absorption spectroscopy

For thin film deposition or plasma etching often organic precursors are used in the process plasma and related transient species are formed. In general it is not possible to measure the converted quantity of these precursors directly. In the present work we have used a special laser absorption spectroscopy to investigate characteristic molecular lines in the plasma to determine the concentration of stable organic molecules. Quantum cascade laser absorption spectroscopy (QCLAS) is a rather new technique for the precise measurement of absolute molecule concentrations. QCL’s can be operated at room temperature. They emit light within the mid infrared and have similar spectroscopic characteristics to Tunable Diode Lasers (TDL). The commercially available system Q-MACS (Quantum Cascade Laser Measurement and Control System) offers a solid platform for the measurement of absolute molecule concentrations in plasmas and gas mixtures. The used Q-MACS is due to its laser characteristics particularly well suitable for determination of the concentrations of acetylene and methane. Molecular concentrations of methane were measured in hexamethyldisiloxane (HMDSO) containing plasmas, too. The methane concentration was found to depend on rf power and HMDSO flow.     

The total quasi-steady-state approximation for complex enzyme reactions

Biochemistry in general and enzyme kinetics in particular have been heavily influenced by the model of biochemical reactions known as Michaelis–Menten kinetics. Assuming that the complex concentration is approximately constant after a short transient phase leads to the usual Michaelis–Menten (MM) approximation (or standard quasi-steady-state approximation (sQSSA)), which is valid when the enzyme concentration is sufficiently small. This condition is usually fulfilled for in vitro experiments, but often breaks down in vivo. The total QSSA (tQSSA), which is valid for a broader range of parameters covering both high and low enzyme concentrations, has been introduced in the last two decades. We extend the tQSSA to more complex reaction schemes, like fully competitive reactions, double phosphorylation, Goldbeter–Koshland switch and we show that for a very large range of parameters our tQSSA provides excellent fitting to the solutions of the full system, better than the sQSSA and the single reaction tQSSA. Finally, we discuss the need for a correct model formulation when doing “reverse engineering”, which aims at finding unknown parameters by fitting the model to experimentally obtained data. We show that the estimated parameters are much closer to the real values when using the tQSSA rather than the sQSSA, which overestimates the parameter values greatly.     

Miconazole and Miconazolenitrate Chewing Gum as Drug Delivery Systems - A Practical Application of Solid Dispersion Technique

Miconazole and miconazolenitrate are antifungal drugs with poor solubilities in water and saliva. The low solubilities meant that only small amounts of the drugs-incorporated by a conventional method in chewing gum-were released during mastication. The experiments were performed on a mastication device.

In this study it was shown that application of a 20% miconazole - 80% polyethyleneglycol 6000 solid dispersion drastically improved the in vitro release of miconazole from cheving gum, when a medium similar to saliva was used. In addition to polyethyleneglycol 6000, polyvinylpyrrolidone 40000, xylitol and urea were tested as carriers. It was also shown that the release rate of miconazole from chewing gum was much greater than the release rate of miconazolenitrate.

No certain correlation could be shown between the dissolution rates of the solid dispersions measured by a stirring paddle method and the release rates of miconazole from solid dispersions in chewing gum.

The solid dispersion systems were characterized by differential scanning calorimetry. The systems containing polyethyleneglycol 6000 and xylitol were eutectic. Polyvinylpyrrolidone 40000 prevented crystallisation of miconazole when the percentage of drug in the solid dispersion was less than 50%.     

Single tree species classification with a hypothetical multi-spectral satellite

The requirements for high resolution multi-spectral satellite images to be used in single tree species classification for forest inventories are investigated, especially with respect to spatial resolution, sensor noise and geo-registration. In the hypothetical setup, a 3D tree crown map is first obtained from very high resolution panchromatic aerial imagery and subsequently each crown is classified into one of a set of known tree species such that the difference between a model multi-spectral image generated from the 3D crown map and an acquired multi-spectral satellite image of the forested area is minimized. The investigation is conducted partly by generating synthetic data from a 3D crown map from a real mixed forest stand and partly on hypothetical high resolution multi-spectral satellite images obtained from very high resolution colour infrared aerial photographs, allowing different hypothetical spatial resolutions. Conclusions are that until a new generation of even higher resolution satellites becomes available, the most feasible source of remote sensing data for single tree classification will be aerial platforms.     

What are users’ intentions towards real money trading in massively multiplayer online games?

This study investigates user behaviour in massively multiplayer online games from the perspective of their intentions to engage in real money trading. Players who engage in real money trading purchase resources instead of spending time to acquire them in the game. This behaviour influences not just their own gaming experience, but those of other players as well as the operator??s revenues. We present an online survey which targets the players of World of Warcraft. Players?? relationships with real money trading are investigated using insights from behavioural economics. We propose a model which includes a set of behavioural determinants grounded in empirical research on online games. The study??s findings indicate that a player??s social status and the disinhibiting effects of online play are positive influences on players?? intentions to engage in real money trading, while perceived fairness, anticipated regret and uncertainty about the seller??s behaviour are negative influences. Interestingly, neither the perceived enjoyment nor the potential punishments influence intentions.     

Weathering,water absorption,and durability of silicon,acetylated, and heat‐treated wood

In this study, two colloidal dispersions of pure amorphous silicon dioxide particles, acetylated, and heat‐treated samples were tested for a possible application as a wood protection agents. The silicon, acetylated, and heat‐treated samples were exposed to an accelerated weathering experiment, and their dimensional stability was assessed. The weathering experiment comprised cycles of 2 h UV‐light irradiation followed by water spray for 18 min. The surface changes of the weathered samples were characterized by FT‐IR spectroscopy and color measurements. According to results, the silicon treatments showed lower color changes than untreated ones. However, acetylated and heat‐treated samples provided the lowest color changes. The resistance of the silicon, acetylated, and heat‐treated wood to decay was studied by means of brown and white rot fungi in laboratory decay tests. Decay test results revealed that acetylated and heat‐treated wood samples showed better decay resistance against P. placenta and C. versicolor than silicon treatments. Samples modified with silicon were exposed in above ground standard lap‐joint test in Ultuna, Sweden. The dispersions of pure amorphous silicon dioxide impregnated in wood did not significantly influence its hygroscopic and dimensional behavior. However, the silicon treatment reduced the color changes caused by weathering. The silicon impregnated samples showed a weak fungal discoloration similar to that of chromated copper arsenate impregnated controls in above ground standard lap‐joint test. © 2006 Wiley Periodicals, Inc. J Appl Polym Sci 102: 4506–4513, 2006     

Gravity drainage of activated sludge: new experimental method and considerations of settling velocity, specific cake resistance and cake compressibility

A laboratory scale setup was used for characterization of gravitational drainage of waste activated sludge. The aim of the study was to assess how time of drainage and cake dry matter depended on volumetric load, SS content and sludge floc properties. It was demonstrated that activated sludge forms compressible cakes, even at the low pressures found in gravitational drainage. The values of specific cake resistance were two to three orders of magnitude lower than those obtained in pressure filtration. Despite the compressible nature of sludge, key macroscopic parameters such as time of drainage and cake solid content showed simple functional dependency of the volumetric load and SS of a given sludge. This suggests that the proposed method may be applied for design purposes without the use of extensive numerical modeling. The possibilities for application of this new technique are, among others, the estimation of sludge drainability prior to mechanical dewatering on a belt filter, or the application of surplus sludge on reed beds, as well as adjustments of sludge loading, concentration or sludge pre-treatment in order to optimize the drainage process.     

Magnetic properties of Ni-Co thick-film magnetoresistors

Magnetic susceptibility from 300 to 900 K, room temperature hysteresis cycles and saturation magnetization were investigated in screen printed and fired NiCo-based layers prepared at various peak temperatures. A bulk NiCo metal sheet of comparable composition was also studied. Values of the magnetic polarization J of 0.28 and 0.435 T were obtained (at 200 kA/m) for films prepared at 750 and 950°C, respectively, in contrast with J=0.98 T for the bulk alloy. In addition, the magnetoresistive responses of the layers and the sheet were plotted. These data suggest that strains, pores and lack of composition homogeneity in the films concur in affecting their magnetic properties, and are responsible for their reduced magnetoresistance anisotropy (e.g. ca. 4% for films as compared to ca. 8% for the bulk alloy at H=80 kA/m).