The term “mid-term break” is frequently attributed to the half at schools—a short vacation season for students. However, as one of Irish poet Seamus Heaney’s poem, it represents a new period, characteristic transition from situation another. Through this autobiographical poem narrating his brother Christopher's death, Heaney presents moment which may happen anyone, far away emotions possible, w...

Chromosomal structural change triggers carcinogenesis and the formation of other genetic diseases. The breakpoint junctions of these rearrangements often contain small overlapping sequences called "microhomology," yet the genetic pathway(s) responsible have yet to be defined. We report a simple genetic system to detect microhomology-mediated repair (MHMR) events after a DNA double-strand break ...

It has been suggested that existing estimates of the long-run impact of a surprise move in income may have a substantial upward bias due to the presence of a trend break in 1970s (1350s) and 1980s (1360s) gross domestic product (contained oil) data of Iran. This article shows that the statistical evidence does not warrant abandoning the no-trend-break null hypothesis at the 5% significance leve...

Oculo-auriculovertebral dysplasia (Goldenhar) is a congenital syndrome. Its phenotype differs from craniofacial anomalies to cardiac, vertebral or central nervous system defects. This syndrome is rare and its etiology is not apparent yet. Pericentric inversion of chromosome 9 is one of the most common structural balanced chromosomal aberrations with its incidences 15% to 25%. Herein we present ...

Detecting and modelling structural changes in GARCH processes have attracted increasing attention in time series econometrics. In this paper, we propose a new approach to testing structural changes in GARCH models. The idea is to compare the log likelihoods of a time-varying parameter GARCH model and a constant parameter GARCH model, where the time-varying GARCH parameters are estimated by a lo...

In this paper, we examine the structural stability of predictive regression models of quarterly real stock returns over the postwar era. We consider predictive regressions models of S&P 500 and CRSP equal-weighted real stock returns based on eight financial variables that display predictive ability in the extant literature. We test for structural stability using the popular Andrews (1993) SupF ...