Influence of hydrochlorothiazide on the pain threshold and on the antinociceptive activity of morphine,in rats

Summary Hydrochlorothiazide, acutely injected in rats, has a weak analgesic activity per se and potentiates and prolongs the antinociceptive effect of morphine.This work was supported in part by grants from Consiglio Nazionale delle Ricerche, and by Ministero della Pubblica Istruzione, Roma.     

Der Einfluß der Nebenniere auf die Kreislaufwirkung des Adrenalins

Summary Traces of nor-adrenaline restore the vascular action of adrenaline altered in epinephrectomized dogs to the reaction of the normal animal. Therefore it is claimed that the adrenals discharge one or several substances into the blood stream, which are necessary for the usual peripheral vascular action of adrenaline. Further investigations are in progress.     

Elaboration and Properties of Nanocomposite Structures Based on Crown Modified Platinum Nanoparticles

1 Results This paper presents the development of platinum nanocomposites structures based on organically modified c.a.2 nm core platinum nanoparticles.The chemical modification of the 4-mercaptoaniline functionalized particles by various in coming molecules is evidenced and precisely quantified.The particles can be dissolved like molecules in various solvents depending on the features of the new crown and X-rays shows that the interparticle distance is affected by the crown modification.These platinum n...     

Notizie preliminari sull'azione fitodinamica dell'acido difenililacetico sulla pianta del tabacco

Summary The application of diphenylilacetic acid has shown favorable effects on the growth of tobacco plants. Solutions containing 10 p.p.m. and 20 p.p.m. produce, in weight, an almost double growth in treated plants in comparison with the controls. Diphenylilacetic acid can be considered as a growth-promoting substance. The data are not definite.     

Forecast accuracy after pretesting with an application to the stock market

In econometrics, as a rule, the same data set is used to select the model and, conditional on the selected model, to forecast. However, one typically reports the properties of the (conditional) forecast, ignoring the fact that its properties are affected by the model selection (pretesting). This is wrong, and in this paper we show that the error can be substantial. We obtain explicit expressions for this error. To illustrate the theory we consider a regression approach to stock market forecasting, and show that the standard predictions ignoring pretesting are much less robust than naive econometrics might suggest. We also propose a forecast procedure based on the ‘neutral Laplace estimator’, which leads to an improvement over standard model selection procedures. Copyright © 2004 John Wiley & Sons, Ltd.