University of Copenhagen
About: University of Copenhagen is a(n) education organization based out in Copenhagen, Denmark. It is known for research contribution in the topic(s): Population & Galaxy. The organization has 57645 authors who have published 149740 publication(s) receiving 5903093 citation(s). The organization is also known as: Copenhagen University & Københavns Universitet.
Topics: Population, Galaxy, Insulin, Skeletal muscle, Cohort study
Papers published on a yearly basis
TL;DR: The Cochrane Collaboration’s tool for assessing risk of bias aims to make the process clearer and more accurate.
Abstract: Flaws in the design, conduct, analysis, and reporting of randomised trials can cause the effect of an intervention to be underestimated or overestimated. The Cochrane Collaboration’s tool for assessing risk of bias aims to make the process clearer and more accurate
TL;DR: In this paper, the authors consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors, and derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimensions.
Abstract: We consider a nonstationary vector autoregressive process which is integrated of order 1, and generated by i.i.d. Gaussian errors. We then derive the maximum likelihood estimator of the space of cointegration vectors and the likelihood ratio test of the hypothesis that it has a given number of dimensions. Further we test linear hypotheses about the cointegration vectors. The asymptotic distribution of these test statistics are found and the first is described by a natural multivariate version of the usual test for unit root in an autoregressive process, and the other is a x2 test. 1. Introduction The idea of using cointegration vectors in the study of nonstationary time series comes from the work of Granger (1981), Granger and Weiss (1983), Granger and Engle (1985), and Engle and Granger (1987). The connection with error correcting models has been investigated by a number of authors; see Davidson (1986), Stock (1987), and Johansen (1988) among others. Granger and Engle (1987) suggest estimating the cointegration relations using regression, and these estimators have been investigated by Stock (1987), Phillips (1985), Phillips and Durlauf (1986), Phillips and Park (1986a, b, 1987), Phillips and Ouliaris (1986,1987), Stock and Watson (1987), and Sims, Stock and Watson (1986). The purpose of this paper is to derive maximum likelihood estimators of the cointegration vectors for an autoregressive process with independent Gaussian errors, and to derive a likelihood ratio test for the hypothesis that there is a given number of these. A similar approach has been taken by Ahn and Reinsel (1987). This program will not only give good estimates and test statistics in the Gaussian case, but will also yield estimators and tests, the properties of which can be investigated under various other assumptions about the underlying data generating process. The reason for expecting the estimators to behave better *The simulations were carefully performed by Marc Andersen with the support of the Danish Social Science Research Council. The author is very grateful to the referee whose critique of the first version greatly helped improve the presentation.
TL;DR: In this paper, the estimation and testing of long-run relations in economic modeling are addressed, starting with a vector autoregressive (VAR) model, the hypothesis of cointegration is formulated as a hypothesis of reduced rank of the long run impact matrix.
Abstract: The estimation and testing of long-run relations in economic modeling are addressed. Starting with a vector autoregressive (VAR) model, the hypothesis of cointegration is formulated as the hypothesis of reduced rank of the long-run impact matrix. This is given in a simple parametric form that allows the application of the method of maximum likelihood and likelihood ratio tests. In this way, one can derive estimates and test statistics for the hypothesis of a given number of cointegration vectors, as well as estimates and tests for linear hypotheses about the cointegration vectors and their weights. The asymptotic inferences concerning the number of cointegrating vectors involve nonstandard distributions. Inference concerning linear restrictions on the cointegration vectors and their weights can be performed using the usual chi squared methods. In the case of linear restrictions on beta, a Wald test procedure is suggested. The proposed methods are illustrated by money demand data from the Danish and Finnish economies.
Adam Auton1, Gonçalo R. Abecasis2, David Altshuler3, Richard Durbin4 +514 more•Institutions (90)
TL;DR: The 1000 Genomes Project set out to provide a comprehensive description of common human genetic variation by applying whole-genome sequencing to a diverse set of individuals from multiple populations, and has reconstructed the genomes of 2,504 individuals from 26 populations using a combination of low-coverage whole-generation sequencing, deep exome sequencing, and dense microarray genotyping.
Abstract: The 1000 Genomes Project set out to provide a comprehensive description of common human genetic variation by applying whole-genome sequencing to a diverse set of individuals from multiple populations. Here we report completion of the project, having reconstructed the genomes of 2,504 individuals from 26 populations using a combination of low-coverage whole-genome sequencing, deep exome sequencing, and dense microarray genotyping. We characterized a broad spectrum of genetic variation, in total over 88 million variants (84.7 million single nucleotide polymorphisms (SNPs), 3.6 million short insertions/deletions (indels), and 60,000 structural variants), all phased onto high-quality haplotypes. This resource includes >99% of SNP variants with a frequency of >1% for a variety of ancestries. We describe the distribution of genetic variation across the global sample, and discuss the implications for common disease studies.
Georges Aad1, T. Abajyan2, Brad Abbott3, Jalal Abdallah4 +2964 more•Institutions (200)
17 Sep 2012-Physics Letters B
TL;DR: In this article, a search for the Standard Model Higgs boson in proton-proton collisions with the ATLAS detector at the LHC is presented, which has a significance of 5.9 standard deviations, corresponding to a background fluctuation probability of 1.7×10−9.
Abstract: A search for the Standard Model Higgs boson in proton–proton collisions with the ATLAS detector at the LHC is presented. The datasets used correspond to integrated luminosities of approximately 4.8 fb−1 collected at View the MathML source in 2011 and 5.8 fb−1 at View the MathML source in 2012. Individual searches in the channels H→ZZ(⁎)→4l, H→γγ and H→WW(⁎)→eνμν in the 8 TeV data are combined with previously published results of searches for H→ZZ(⁎), WW(⁎), View the MathML source and τ+τ− in the 7 TeV data and results from improved analyses of the H→ZZ(⁎)→4l and H→γγ channels in the 7 TeV data. Clear evidence for the production of a neutral boson with a measured mass of View the MathML source is presented. This observation, which has a significance of 5.9 standard deviations, corresponding to a background fluctuation probability of 1.7×10−9, is compatible with the production and decay of the Standard Model Higgs boson.
Showing all 57645 results
|Kenneth S. Kendler||177||1327||142251|
|Dorret I. Boomsma||176||1507||136353|
|Ramachandran S. Vasan||172||1100||138108|
|Gerald I. Shulman||164||579||109520|
|Daniel J. Jacob||162||656||76530|
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