Choroidal and iris angioarchitecture of the newt: A scanning electron-microscopic study of vascular corrosion casts

The corrosion cast technique provided for the first time an excellent three-dimensional visualization of the vascular pattern of the choroid and iris in the newt eye. The results show the presence of a single arterial afference to the choroidal and iris capillaries: the ophthalmic artery is the origin fo both ciliary arteries and the long posterior ciliary artery. Slightly behind the equatorial circumference of the eyeball the venous drainage consists of a single vessel on the dorsal side and two distinct vessels on the ventral one. It receives blood from both iris and choroid. The surface of the plastic endocasts shows some details of fine luminal structures of the endothelial cells. Shallow depressions may be regarded as imprints of endothelial cell nuclei, and they are distinctly different for arteries and capillaries. The angioarchitecture of the newt eye differs from that of brain in that hairpin-shaped capillary loops are not observed at all.     

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.     

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.