Results 211 to 220 of about 114,770 (262)

Microbe-associated molecular patterns differentially mediate carcinogenic alterations of the breast tissue in the context of obesity. [PDF]

Neoplasia
Gaber M, Moulden LM, Wilson AS, Payne V, Holmes J, Neary K, Peoples A, Duet ML, Katz AJ, Vidi PA, Cook KL.   +10 more
europepmc   +1 more source

Do micro-breaks between study sessions enhance Chinese university students' learning concentration? [PDF]

Front Psychol
Zhou H, Fang L, Song X, Yin W, Kang J, Huang Y, Huang J.   +6 more
europepmc   +1 more source

Replication origin flexibility: a tool to mitigate the hazards of excess replication. [PDF]

Trends Genet
Fu H, Redon CE, Brenner HM, Ack MR, Aladjem MI.   +4 more
europepmc   +1 more source

Why Differences in Methods and Resulting Misinterpretation of Telomere Data Might Affect Our Perspective on Aging and Its Reversibility by Clinical Interventions.

Neuroimmunomodulation
Karabatsiakis A.
europepmc   +1 more source

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Breaking the symmetry to structure light

Optics Letters, 2021
We show that by breaking the symmetry of a beam subjected to tight focusing, namely by obscuring half of it or, equivalently, shifting the beam away from the lens axis, it is possible to obtain novel light properties in the focal spot which, to the best of our knowledge, have not been observed before.
Svetlana N. Khonina, Ilya Golub
openaire   +2 more sources

Testing for Structural Breaks [PDF]

, 1991
The purpose of this paper is to investigate the tests of Hansen (1991) to detect structural breaks in cointegrated relations using Monte Carlo methods. The evaluation takes place within the linear quadratic model. The evidence for a single regressor suggests that the test have proper size and that the power is good provided the cost of adjustment is ...
Gregory, Allan W., Nason, James M., Gregory, Allan W., Nason, James M.   +3 more
openaire   +3 more sources

Structural Breaks in Financial Time Series

SSRN Electronic Journal, 2006
This paper reviews the literature on structural breaks in financial time series. The second section discusses the implications of structural breaks in financial time series for statistical inference purposes. In the third section we discuss change-point tests in financial time series, including historical and sequential tests as well as single and ...
Elena Andreou, Eric Ghysels
openaire   +1 more source

Structural Breaks in Emission Allowance Prices

SSRN Electronic Journal, 2017
We study structural breaks in the European Union Trading System's emission allowance price process during Phase II and Phase III, covering the years 2008 to 2016. We find that there is a structural break between Phase II and Phase III. However, there are several regimes within each of these phases.
Peter Molnar, Sven Thies
openaire   +1 more source

Optimal forecast under structural breaks

Journal of Applied Econometrics, 2022
SummaryThis paper develops an optimal combined estimator to forecast out‐of‐sample under structural breaks. When it comes to forecasting, using only the postbreak observations after the most recent break point may not be optimal. In this paper, we propose a new estimation method that exploits the prebreak information.
Tae‐Hwy Lee, Shahnaz Parsaeian, Aman Ullah   +2 more
openaire   +1 more source