Estimating the long memory granger causality effect with a spectrum estimator

This paper discusses the Granger causality test by a spectrum estimator which allows the transfer function to have long memory properties. In traditional methodology the relationship among variables is usually assumed to be short memory or contemporaneous. Hence, we have to make sure they are of the same integrated order, else there might be a spurious regression problem. In practice, not all the variables are fractionally co‐integrated in the economic model. They may have the same random resources, but under a different integrated order. This paper focuses on how to capture the long memory Granger causality effect in the transfer function. This does not necessarily assume the variables are of the same fractional integrated order. Moreover, by the transfer function we construct an estimator to test the long memory effect with the Granger causality sense. Copyright © 2006 John Wiley & Sons, Ltd.     

The long run,causality, and forecasting in the advertising-sales relationship

Co-integration analysis is used in a study of the advertising and sales relationship using the Lydia Pinkham data set. The series are shown to have a valid long-run relationship while Granger-causality runs in both directions. The latter is found by using a causality test involving the co-integration restrictions which seem to constitute a crucial part of such tests in the case of co-integrated variables. A comparison with previous models shows that forecasting co-integrated series is more accurate with error-correction systems, especially in the case of multi-step forecasting.     

Measles and temporary increase in masculine births: coincidence or causality?]

Data from three West-African populations shows significant increase of sex-ratio. In two of them a considerable excess of male births came from conceptions the year following an epidemic of measles. This is limited to the villages affected by this epidemic. These facts seem to be similar to those related to hepatitis and sex-ratio. They suggest similarities between measles virus and surface antigens of Y sperms. This hypothesis could be tested by immunological investigation.     

Reichenbach on causality in 1923: Scientific inference,coordination, and confirmation

In The Theory of Relativity and A Priori Knowledge (1920b), Reichenbach developed an original account of cognition as coordination of formal structures to empirical ones. One of the most salient features of this account is that it is explicitly not a top-down type of coordination, and in fact it is crucially “directed” by the empirical side. Reichenbach called this feature “the mutuality of coordination” but, in that work, did not elaborate sufficiently on how this is supposed to work. In a paper that he wrote less than two years afterwards (but that he published only in 1932), “The Principle of Causality and the Possibility of its Empirical Confirmation” (1923/1932), he described what seems to be a model for this idea, now within an analysis of causality that results in an account of scientific inference. Recent reassessments of his early proposal do not seem to capture the extent of Reichenbach's original worries. The present paper analyses Reichenbach's early account and suggests a new way to look at his early work. According to it, we perform measurements, individuate parameters, collect and analyse data, by using a “constructive” approach, such as the one with which we formulate and test hypotheses, which paradigmatically requires some simplicity assumptions. Reichenbach's attempt to account for all these aspects in 1923 was obviously limited and naive in many ways, but it shows that, in his view, there were multiple ways in which the idea of “constitution” is embodied in scientific practice.     

Three principles for canonical quantum gravity

We outline three principles that should guide us in the construction of a theory of canonical quantum gravity: (1) diffeomorphism invariance, (2) implementing the proper dynamics and related constraint algebra, (3) local Lorentz invariance. We illustrate each of them with its role in model calculations in loop quantum gravity.     

Mechanistic principles of RAF kinase signaling

The RAF family of kinases are key components acting downstream of receptor tyrosine kinases and cells employ several distinct mechanisms to strictly control their activity. RAF transitions from an inactive state, where the N-terminal regulatory region binds intramolecularly to the C-terminal kinase domain, to an open state capable of executing the phosphoryl transfer reaction. This transition involves changes both within and between the protein domains in RAF. Many different proteins regulate the transition between inactive and active states of RAF, including RAS and KSR, which are arguably the two most prominent regulators of RAF function. Recent developments have added several new twists to our understanding of RAF regulation. Among others, dimerization of the RAF kinase domain is emerging as a crucial step in the RAF activation process. The multitude of regulatory protein–protein interactions involving RAF remains a largely untapped area for therapeutic applications.     

Three principles of unity in Newton

I discuss three principles of unity available in Newton’s physics, appealing to space and time, causal interaction, and law-constitution respectively. I compare these three approaches with respect to aggregation (how a collection of entities can compose a whole) and multiplicity (how the world as a whole can contain a multiplicity of genuine unities), outlining the problems faced by the first two approaches and arguing that the third looks a promising candidate for further philosophical investigation.     

Standards of evidence and causality in regulatory science: Risk and benefit assessment

In this paper we analyze the Russo-Williamson Thesis (RWT) as a standard of evidence in regulatory science, in risk as well as benefit assessment. In our analysis we take account of the recent controversies that have taken place in regulation with respect to the evidentiary requirements necessary for regulatory decision making. RWT's main point is that not only probabilistic but also mechanistic evidence is necessary for being able to infer the existence of causal links. We ask in which way RWT could have an impact upon current decision making about subjecting to regulation (or, to the contrary, leaving them unregulated) certain chemical substances, food stuffs, health claims, and other typical objects of regulation. We show that the application of RWT resolves some of the problems posed by current standards of evidence. RWT makes it possible to determine with higher accuracy if a particular substance should be subjected to regulation or not, even though under certain circumstances RWT itself may turn into a source of regulatory error. The adequacy of RWT as a standard of evidence depends on the precise manner of its application to regulation (particularly the consideration of mechanistic evidence as a complementary or necessary requirement), as well as the assessment of its non-epistemic consequences.     

A Nylon Reograd Rotor embodying new principles

Zusammenfassung Der verbesserte, neu konzipierte Reograd-Rotor eignet sich für die präparative Zentrifugierung von Makromolekülen und Viren.     

Causes as proximate events: Thomas Brown and the Positivist interpretation of Hume on causality

A neglected episode in the intellectual history of the Scottish Enlightenment, Thomas Brown’s philosophy has been recently reassessed and reconnected with the emergence of the Positivist interpretation of David Hume. In fact, aiming to defend Hume’s philosophy from the common charges of atheism and scepticism, Brown popularised an interpretation of Humean texts which was later to become the standard view on Hume. In this essay, I aim to identify Brown’s historical sources and connect his reading of Hume with the medical discussion on causality.     

Mechanisms, principles, and Lorentz's cautious realism

I show that Albert Einstein's distinction between principle and constructive theories was predated by Hendrik A. Lorentz's equivalent distinction between mechanism- and principle-theories. I further argue that Lorentz's views toward realism similarly prefigure what Arthur Fine identified as Einstein's “motivational realism.”     

Ethical principles and guidelines for experiments on animals

Editorial Note The following Ethical principles and guidelines for scientific experiments on animals are reprinted here with the kind permission of the Commission appointed to formulate the guidelines and both Swiss Academies represented on the Commission. They form the basis on which Editors and referees judge whether studies involving experimentation on animals can be considered for our journal. Authors are asked to adhere strictly to these rules.EXPERIENTIA fully endorses article 5.7 wherein Scientific journals are urged not to accept the results of such experiments [i.e. those which contravene the ethical principles and the present guidelines] for publication.     

A biogenetic proposal for the simaroubaceous bitter principles

Zusammenfassung Ein biogenetischer Vorschlag für Simaruba-Bitterstoffe, welcher ihre chemische Struktur, Stereochemie und ihre Entstehung in der Pflanze erklärt, wird vorgelegt.

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Citrus Bitter Principles I.