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1.
Methods for backcasting,nowcasting and forecasting using factor‐MIDAS: With an application to Korean GDP 下载免费PDF全文
We utilize mixed‐frequency factor‐MIDAS models for the purpose of carrying out backcasting, nowcasting, and forecasting experiments using real‐time data. We also introduce a new real‐time Korean GDP dataset, which is the focus of our experiments. The methodology that we utilize involves first estimating common latent factors (i.e., diffusion indices) from 190 monthly macroeconomic and financial series using various estimation strategies. These factors are then included, along with standard variables measured at multiple different frequencies, in various factor‐MIDAS prediction models. Our key empirical findings as follows. (i) When using real‐time data, factor‐MIDAS prediction models outperform various linear benchmark models. Interestingly, the “MSFE‐best” MIDAS models contain no autoregressive (AR) lag terms when backcasting and nowcasting. AR terms only begin to play a role in “true” forecasting contexts. (ii) Models that utilize only one or two factors are “MSFE‐best” at all forecasting horizons, but not at any backcasting and nowcasting horizons. In these latter contexts, much more heavily parametrized models with many factors are preferred. (iii) Real‐time data are crucial for forecasting Korean gross domestic product, and the use of “first available” versus “most recent” data “strongly” affects model selection and performance. (iv) Recursively estimated models are almost always “MSFE‐best,” and models estimated using autoregressive interpolation dominate those estimated using other interpolation methods. (v) Factors estimated using recursive principal component estimation methods have more predictive content than those estimated using a variety of other (more sophisticated) approaches. This result is particularly prevalent for our “MSFE‐best” factor‐MIDAS models, across virtually all forecast horizons, estimation schemes, and data vintages that are analyzed. 相似文献
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西文期刊回溯建库中几个重要项目的著录 总被引:4,自引:0,他引:4
在实践的基础上,从期刊的出版日期、出版周期、卷、期、年、月及其他标识、ISSN、增刊、出版者以及期刊的历史发展等方面对西文期刊机读目录的标准化著录问题进行了探讨。 相似文献
5.
Tissue-specific and reversible RNA interference in transgenic mice 总被引:11,自引:0,他引:11
Dickins RA McJunkin K Hernando E Premsrirut PK Krizhanovsky V Burgess DJ Kim SY Cordon-Cardo C Zender L Hannon GJ Lowe SW 《Nature genetics》2007,39(7):914-921
Genetically engineered mice provide powerful tools for understanding mammalian gene function. These models traditionally rely on gene overexpression from transgenes or targeted, irreversible gene mutation. By adapting the tetracycline (tet)-responsive system previously used for gene overexpression, we have developed a simple transgenic system to reversibly control endogenous gene expression using RNA interference (RNAi) in mice. Transgenic mice harboring a tet-responsive RNA polymerase II promoter driving a microRNA-based short hairpin RNA targeting the tumor suppressor Trp53 reversibly express short hairpin RNA when crossed with existing mouse strains expressing general or tissue-specific 'tet-on' or 'tet-off' transactivators. Reversible Trp53 knockdown can be achieved in several tissues, and restoring Trp53 expression in lymphomas whose development is promoted by Trp53 knockdown leads to tumor regression. By leaving the target gene unaltered, this approach permits tissue-specific, reversible regulation of endogenous gene expression in vivo, with potential broad application in basic biology and drug target validation. 相似文献
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Recombination and linkage disequilibrium in Arabidopsis thaliana 总被引:4,自引:0,他引:4
Kim S Plagnol V Hu TT Toomajian C Clark RM Ossowski S Ecker JR Weigel D Nordborg M 《Nature genetics》2007,39(9):1151-1155
Linkage disequilibrium (LD) is a major aspect of the organization of genetic variation in natural populations. Here we describe the genome-wide pattern of LD in a sample of 19 Arabidopsis thaliana accessions using 341,602 non-singleton SNPs. LD decays within 10 kb on average, considerably faster than previously estimated. Tag SNP selection algorithms and 'hide-the-SNP' simulations suggest that genome-wide association mapping will require only 40%-50% of the observed SNPs, a reduction similar to estimates in a sample of African Americans. An Affymetrix genotyping array containing 250,000 SNPs has been designed based on these results; we demonstrate that it should have more than adequate coverage for genome-wide association mapping. The extent of LD is highly variable, and we find clear evidence of recombination hotspots, which seem to occur preferentially in intergenic regions. LD also reflects the action of selection, and it is more extensive between nonsynonymous polymorphisms than between synonymous polymorphisms. 相似文献
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The RecQ family of DNA helicases is highly conserved throughout evolution and plays an important role in the maintenance of
genomic stability in all organisms. Mutations in three of the five known family members in humans, BLM, WRN and RECQL4, give rise to disorders that are characterized by predisposition to cancer and premature aging, emphasizing the importance
of studying the RecQ proteins and their cellular activities. Interestingly, three autosomal recessive disorders have been
associated with mutations in the RECQL4 gene: Rothmund-Thomson, RAPADILINO, and Baller-Gerold syndromes, thus making RECQL4 unique within the RecQ family of DNA
helicases. To date, however, the molecular function of RECQL4 and the possible cellular pathways in which it is involved remain
poorly understood. Here, we present an overview of recent findings in connection with RECQL4 and try to highlight different
directions the field could head, helping to clarify the role of RECQL4 in preventing tumorigenesis and maintenance of genome
integrity in humans.
Received 31 October 2006; received after revision 4 January 2007; accepted 5 February 2007 相似文献
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Association scan of 14,500 nonsynonymous SNPs in four diseases identifies autoimmunity variants 总被引:2,自引:0,他引:2
Wellcome Trust Case Control Consortium;Australo-Anglo-American Spondylitis Consortium 《Nature genetics》2007,39(11):1329-1337
We have genotyped 14,436 nonsynonymous SNPs (nsSNPs) and 897 major histocompatibility complex (MHC) tag SNPs from 1,000 independent cases of ankylosing spondylitis (AS), autoimmune thyroid disease (AITD), multiple sclerosis (MS) and breast cancer (BC). Comparing these data against a common control dataset derived from 1,500 randomly selected healthy British individuals, we report initial association and independent replication in a North American sample of two new loci related to ankylosing spondylitis, ARTS1 and IL23R, and confirmation of the previously reported association of AITD with TSHR and FCRL3. These findings, enabled in part by increased statistical power resulting from the expansion of the control reference group to include individuals from the other disease groups, highlight notable new possibilities for autoimmune regulation and suggest that IL23R may be a common susceptibility factor for the major 'seronegative' diseases. 相似文献