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Scholarly Works (34 results)

  • Thesis
  • Peer Reviewed
UC Berkeley Electronic Theses and Dissertations (2012)

This dissertation consists of three chapters dealing with different topics in time series econometrics including generalized method of moments (GMM) estimation and vector autoregressions (VAR). These econometric models have revolutionized empirical research in macroeconomics. Previous work by Hansen and Singleton (1982) showed that the GMM method can be applied to estimate nonlinear rational expectations models in a simple way that the models need not even be solved. The seminal work of Sims (1980) has demonstrated how VAR models can be used for macroeconomic forecasting and policy analysis. The objective of this dissertation is to provide some new econometric tools for applied research in macroeconomics using time series data.

The first chapter develops an asymptotic theory for the GMM estimator in nonlinear econometric models with integrated regressors and instruments. We establish consistency and derive the limiting distribution of the GMM estimator for asymptotically homogeneous regression functions. The estimator is consistent under fairly general conditions, and the convergence rates are determined by the degree of the asymptotic homogeneity of regression functions. Similar to linear regressions, we find that the limiting distribution is generally biased and non-Gaussian, and that instruments themselves cannot eliminate the bias even when they are strictly exogenous. Therefore, GMM yields inefficient estimates and invalid $t$- and chi-square test statistics in general. By implementing the fully modified method developed by Phillips and Hansen (1990), we obtain an efficient GMM estimator which has an unbiased and mixed normal limiting distribution.

In the second chapter, we develop a novel shock identification strategy in the context of two-country/block structural vector autoregressive (SVAR) models to identify the transmission of credit shocks. Specifically, we investigate how credit shocks originating in the U.S. or euro area affect domestic economic activity in emerging Asia. Shocks within each block are identified using sign restrictions, whereas shocks across the two blocks are identified using a recursive structure (block Cholesky decomposition). This strategy not only enables us to distinguish the external credit shock from the other structural shocks, but also captures the responses of the domestic country. The main findings include that the transmission of credit shocks across countries through the channel of credit contagion is fast and protracted. The adverse effects of external credit tightening are mitigated by domestic credit policy easing in China, but lead to significant decreases in credit and GDP growth in the other emerging Asian countries. We also find that the external credit shocks play a non-negligible role in driving economic fluctuations in emerging Asia, although the role is smaller in China.

In the last chapter, we use a global vector autoregressive (GVAR) model to forecast the principal macroeconomic indicators of the original five ASEAN member countries (i.e. Indonesia, Malaysia, Philippines, Singapore, and Thailand). The GVAR model is a compact model of the world economy designed to explicitly model the economic and financial interdependencies at national and international levels. Our GVAR model covers twenty countries which are grouped into nine countries/regions. After applying vector error correction model (VECM) to estimate parameters in the GVAR, we generate twelve one-quarter-ahead forecasts of real GDP growth, inflation, short-term interest rates, real exchange rates, real equity prices, and world commodity prices over the period 2009Q1-2011Q4, with four out-of-sample forecasts during 2009Q1-2009Q4. Forecast evaluation based on the panel Diebold-Mariano (DM) tests shows that the forecasts of our GVAR model tend to outperform those of country-specific VAR models, especially for short-term interest rates and real equity prices. These results suggest that the interdependencies among countries in the global financial market play an important role in macroeconomic forecasting.

    Cover page: Essays in Time Series Econometrics: Nonlinear, Nonstationary GMM Estimation, Credit Shock Transmission, and Global VAR Models
    • Article
    • Peer Reviewed
      Cover page: Improved cardiac motion self-gating
      • Thesis
      • Peer Reviewed
      UCLA Electronic Theses and Dissertations (2016)

      Congenital heart disease (CHD) is the most common congenital defect affecting about 1% of live births. Cardiovascular MRI (CMR) is increasingly used in pediatric patients with CHD to complement echocardiography and invasive catheterization for anatomical and functional assessment of the heart and blood vessels. For children, the non-invasiveness, unrestricted field of view, absence of contrast nephrotoxicity and ionizing radiation make CMR an attractive imaging modality.

      Current pediatric CMR protocol includes, among others, 2D cardiac cine and 3D first-pass contrast-enhanced MR angiography, both performed with breath-holding. However, reliable breath-holds are usually hard to achieve in these pediatric patients due to their limited cooperation. In addition, prolonged and repeated breath-holds are undesirable for patients with unstable cardiopulmonary status. More importantly, the data acquisitions in current CMR protocols are limited by the breath-hold duration, the need to capture the first-pass of the gadolinium bolus and relatively thick 2D slices in cardiac cine. Consequently, despite its exquisitely detailed definition of extra-cardiac vascular anatomy, conventional CMR methods fall short of providing a comparable definition of dynamic cardiac anatomy, although the status of these structures is often the basis for treatment and surgical planning. Moreover, a conventional pediatric CMR protocol requires a lot of clinical resources, including an average of 1-2 hours of scanner time and the need for physician’s presence to ensure appropriate geometric interrogation of the complex congenital cardiac anatomy. All the aforementioned issues have prevented pediatric CMR from reaching its full potential.

      The overall aim of this thesis is to propose an innovative, effective, and reliable CMR approach to address the aforementioned issues of conventional protocol. The proposed pediatric CMR approach includes the use of ferumoxytol as an intravascular contrast agent and the development of the 4D Multi-phase Steady-state Imaging with Contrast (4D MUSIC) pulse sequence using a ROtating Cartesian K-space (ROCK) sampling pattern, cardiac and respiratory motion self-gating and compressed sensing image reconstruction. The proposed approach potentially represents a new paradigm of CMR in pediatric CHD patients whereby comprehensive volumetric information about cardiovascular anatomy and function can be acquired non-invasively in 10 minutes, without ionizing radiation, without exposure to a Gadolinium-based contrast agent and without breath-holding.

      Chapter 1 introduces the conventional CMR protocol and discusses its utility in the clinical management of pediatric patients with CHD, which bring out the motivation of the technical development of this thesis. In Chapter 2, a brief technical background of MRI is provided. Chapter 3 introduces the concept of performing CMR with respiratory and cardiac motion compensation during the steady-state distribution of ferumoxytol. The prototype 4D MUSIC pulse sequence and preliminary clinical results from eight pediatric patients with CHD are presented in this chapter. In Chapter 4, several technical developments were made to optimize the 4D MUSIC sequence, including an efficient and flexible ROCK sampling pattern, a robust retrospective motion compensation strategy, and a compressed sensing image reconstruction algorithm. These technical developments further improve the clinical performance of 4D MUSIC in terms of image quality, scan efficiency, and reliability, and potentially eliminate the need for external physiological signal monitoring for motion gating. The optimized 4D MUSIC sequence was validated in a clinical study of ten pediatric patients with CHD. Chapter 5 exploits the potential of 4D MUSIC for cardiac functional evaluation where a motion-weighted image reconstruction strategy was evaluated to improve the temporal resolution of 4D MUSIC images. The results from a retrospective clinical study of sex pediatric patients with CHD showed that 4D MUSIC could offer accurate cardiac functional measurements.

      Several techniques developed in Chapters 3-5 can be applied to other MRI applications. In Chapter 6, a segmented golden ratio radial reordering scheme is proposed in order to improve the k-space sampling efficiency in 2D cardiac CINE acquisitions and enable image reconstruction with retrospectively defined temporal resolution. A 4D respiratory resolved MRI technique is proposed in Chapter 7, utilizing the ROCK sampling pattern developed in Chapter 4. The proposed technique can be used to quantitatively evaluate the breathing pattern of individual patients and help to optimize the dose delivery in radiation therapy.

        Cover page: A New Paradigm of Cardiovascular Magnetic Resonance Imaging for Pediatric Patients with Congenital Heart Disease
        • Article
        • Peer Reviewed
        UCLA Previously Published Works (2018)

        Background

        While low-field MRI is disadvantaged by a reduced signal-to-noise ratio (SNR) compared to higher fields, it has a number of useful features such as decreased SAR and shorter T1, and has shown promise for diagnostic imaging. This study demonstrates the feasibility of cardiac balanced steady-state free precession (bSSFP) MRI at 0.35 T and compares cardiac bSSFP MRI images at 0.35 T with those at 1.5 T.

        Methods

        Cardiac images were acquired in 7 healthy volunteers using an ECG-gated bSSFP cine sequence on a 0.35 T superconducting MR system as well as a clinical 1.5 T system. Blood and myocardium SNR and contrast-to-noise ratio (CNR) were computed. Subjective image scoring was used to compare the image quality between 0.35 and 1.5 T.

        Results

        Cardiac images at 0.35 T were successfully acquired in all volunteers. While the 0.35 T images were noisier than those at 1.5 T, blood, myocardium and papillary muscles could be clearly delineated. At 0.35 T, bSSFP images were acquired at flip angles as high as 150°. Maximum CNR was achieved at 130°. Image quality scoring showed that while at lower flip angles, the 0.35 T images had poorer quality than the 1.5 T, but with flip angles of 110 and 130, the image quality at 0.35 T had scores similar to those at 1.5 T.

        Conclusions

        This study demonstrates that cardiac bSSFP imaging is highly feasible at 0.35 T.
          Cover page: Cardiac balanced steady-state free precession MRI at 0.35 T: a comparison study with 1.5 T
          • Article
          • Peer Reviewed
          UCLA Previously Published Works (2018)

          Purpose

          The diagnostic gold standard for nonalcoholic fatty liver disease is an invasive biopsy. Noninvasive Cartesian MRI fat quantification remains limited to a breath-hold (BH). In this work, a novel free-breathing 3D stack-of-radial (FB radial) liver fat quantification technique is developed and evaluated in a preliminary study.

          Methods

          Phantoms and healthy subjects (n = 11) were imaged at 3 Tesla. The proton-density fat fraction (PDFF) determined using FB radial (with and without scan acceleration) was compared to BH single-voxel MR spectroscopy (SVS) and BH 3D Cartesian MRI using linear regression (correlation coefficient ρ and concordance coefficient ρc ) and Bland-Altman analysis.

          Results

          In phantoms, PDFF showed significant correlation (ρ > 0.998, ρc  > 0.995) and absolute mean differences < 2.2% between FB radial and BH SVS, as well as significant correlation (ρ > 0.999, ρc  > 0.998) and absolute mean differences < 0.6% between FB radial and BH Cartesian. In the liver and abdomen, PDFF showed significant correlation (ρ > 0.986, ρc  > 0.985) and absolute mean differences < 1% between FB radial and BH SVS, as well as significant correlation (ρ > 0.996, ρc  > 0.995) and absolute mean differences < 0.9% between FB radial and BH Cartesian.

          Conclusion

          Accurate 3D liver fat quantification can be performed in 1 to 2 min using a novel FB radial technique. Magn Reson Med 79:370-382, 2018. © 2017 International Society for Magnetic Resonance in Medicine.
            Cover page: Free-breathing liver fat quantification using a multiecho 3D stack-of-radial technique.
            • Article
            • Peer Reviewed
            UCLA Previously Published Works (2016)

            Purpose

            Golden ratio (GR) radial reordering allows for retrospective choice of temporal resolution by providing a near-uniform k-space sampling within any reconstruction window. However, when applying GR to electrocardiogram (ECG)-gated cardiac imaging, the k-space coverage may not be as uniform because a single reconstruction window is broken into several temporally isolated ones. The goal of this study was to investigate the image artifacts caused by applying GR to ECG-gated cardiac imaging and to propose a segmented GR method to address this issue.

            Methods

            Computer simulation and phantom experiments were used to evaluate the image artifacts resulting from three k-space sampling patterns (ie, uniform radial, conventional GR, and segmented GR). Two- and three-dimensional cardiac cine images were acquired in seven healthy subjects. Imaging artifacts due to k-space sampling nonuniformity were graded on a 5-point scale by an experienced cardiac imaging reader.

            Results

            Segmented GR provides more uniform k-space sampling that is independent of heart-rate variation than conventional GR. Cardiac cine images using segmented GR have significantly higher and more reliable image quality than conventional GR.

            Conclusion

            Segmented GR successfully addresses the nonuniform sampling that occurs with combining conventional GR with ECG gating. This technique can potentially be applied to any ECG-gated cardiac imaging application to allow for retrospective selection of a reconstruction window. Magn Reson Med 76:94-103, 2016. © 2015 Wiley Periodicals, Inc.
              Cover page: Segmented golden ratio radial reordering with variable temporal resolution for dynamic cardiac MRI
              • Article
              • Peer Reviewed
              UCLA Previously Published Works (2017)

              Purpose

              To develop and validate a cardiac-respiratory self-gating strategy for the recently proposed multiphase steady-state imaging with contrast enhancement (MUSIC) technique.

              Methods

              The proposed SG strategy uses the ROtating Cartesian K-space (ROCK) sampling, which allows for retrospective k-space binning based on motion surrogates derived from k-space center line. The k-space bins are reconstructed using a compressed sensing algorithm. Ten pediatric patients underwent cardiac MRI for clinical reasons. The original MUSIC and 2D-CINE images were acquired as a part of the clinical protocol, followed by the ROCK-MUSIC acquisition, all under steady-state intravascular distribution of ferumoxytol. Subjective scores and image sharpness were used to compare the images of ROCK-MUSIC and original MUSIC.

              Results

              All scans were completed successfully without complications. The ROCK-MUSIC acquisition took 5 ± 1 min, compared to 8 ± 2 min for the original MUSIC. Image scores of ROCK-MUSIC were significantly better than original MUSIC at the ventricular outflow tracts (3.9 ± 0.3 vs. 3.3 ± 0.6, P < 0.05). There was a strong trend toward superior image scores for ROCK-MUSIC in the other anatomic locations.

              Conclusion

              ROCK-MUSIC provided images of equal or superior image quality compared to original MUSIC, and this was achievable with 40% savings in scan time and without the need for physiologic signal. Magn Reson Med 78:472-483, 2017. © 2016 International Society for Magnetic Resonance in Medicine.
                Cover page: Self‐gated 4D multiphase, steady‐state imaging with contrast enhancement (MUSIC) using rotating cartesian K‐space (ROCK): Validation in children with congenital heart disease
                • Article
                • Peer Reviewed
                UCLA Previously Published Works (2020)
                PURPOSE: To develop a simultaneous T1 , T2 , and ADC mapping method that provides co-registered, distortion-free images and enables multiparametric quantification of 3D brain coverage in a clinically feasible scan time with the MR Multitasking framework. METHODS: The T1 /T2 /diffusion weighting was generated by a series of T2 preparations and diffusion preparations. The underlying multidimensional image containing 3 spatial dimensions, 1 T1 weighting dimension, 1 T2 -preparation duration dimension, 1 b-value dimension, and 1 diffusion direction dimension was modeled as a 5-way low-rank tensor. A separate real-time low-rank model incorporating time-resolved phase correction was also used to compensate for both inter-shot and intra-shot phase inconsistency induced by physiological motion. The proposed method was validated on both phantom and 16 healthy subjects. The quantification of T1 /T2 /ADC was evaluated for each case. Three post-surgery brain tumor patients were scanned for demonstration of clinical feasibility. RESULTS: Multitasking T1 /T2 /ADC maps were perfectly co-registered and free from image distortion. Phantom studies showed substantial quantitative agreement ( R2=0.999 ) with reference protocols for T1 /T2 /ADC. In vivo studies showed nonsignificant T1 (P = .248), T2 (P = .97), ADC (P = .328) differences among the frontal, parietal, and occipital regions. Although Multitasking showed significant differences of T1 (P = .03), T2 (P < .001), and ADC (P = .001) biases against the references, the mean bias estimates were small (ΔT1 % < 5%, ΔT2 % < 7%, ΔADC% < 5%), with all intraclass correlation coefficients greater than 0.82 indicating excellent agreement. Patient studies showed that Multitasking T1 /T2 /ADC maps were consistent with the clinical qualitative images. CONCLUSION: The Multitasking approach simultaneously quantifies T1 /T2 /ADC with substantial agreement with the references and is promising for clinical applications.
                  Cover page: Three-dimensional simultaneous brain T1 , T2 , and ADC mapping with MR Multitasking.
                  • Article
                  • Peer Reviewed
                  UCLA Previously Published Works (2021)

                  Purpose

                  To develop a single-scan method for B1+ -corrected T1 mapping and apply it for free-breathing (FB) cardiac MR multitasking without electrocardiogram (ECG) triggering.

                  Methods

                  One dual flip-angle (2FA) inversion recovery (IR)-FLASH scan provides two observations of T1∗ (apparent T1 ) corresponding to two distinct combinations of the nominal FA α and B1+ . Spatiotemporally coregistered T1 and B1+ spin history maps are obtained by fitting the 2FA signal model. T1 estimate accuracy and repeatability for single flip-angle (1FA) and 2FA IR-FLASH sequence MR multitasking were evaluated at 3T. A T1 phantom was first imaged on the scanner table, then on two human subjects' thoraxes in both breath-hold (BH) and FB conditions. IR-turbo spin echo (IR-TSE) static phantom T1 measurements served as reference. In 10 healthy subjects, myocardial T1 was evaluated with ECG-free, FB multitasking sequences alongside ECG-triggered BH MOLLI.

                  Results

                  For phantom-on-table T1 estimates, 2FA agreed better with IR-TSE (intraclass correlation coefficient [ICC] = 0.996, mean error ± SD = -1.6% ± 1.9%) than did 1FA (ICC = 0.922; mean error ± SD = -4.3% ± 12%). For phantom-on-thorax, 2FA was more repeatable and robust to respiration than 1FA (coefficient of variation [CoV] = 1.2% 2FA, = 11.3% 1FA). In vivo, in intrasession T1 repeatability, 2FA (septal CoV = 2.4%, six-segment CoV = 4.4%) outperformed 1FA (septal CoV = 3.1%, six-segment CoV = 5.5%). In six-segment T1 homogeneity, 2FA (CoV = 7.9%) also outperformed 1FA (CoV = 11.1%).

                  Conclusion

                  The 2FA IR-FLASH improves T1 estimate accuracy and repeatability over 1FA IR-FLASH, and enables single-scan B1+ -corrected T1 mapping without BHs or ECG when used with MR multitasking.
                    Cover page: Dual flip‐angle IR‐FLASH with spin history mapping for B1+ corrected T1 mapping: Application to T1 cardiovascular magnetic resonance multitasking
                    • Article
                    • Peer Reviewed
                    UCLA Previously Published Works (2022)
                    PURPOSE: To develop a free-breathing, non-electrocardiogram technique for simultaneous myocardial T1 , T2 , T2 *, and fat-fraction (FF) mapping in a single scan. METHODS: The MR Multitasking framework is adapted to quantify T1 , T2 , T2 *, and FF simultaneously. A variable TR scheme is developed to preserve temporal resolution and imaging efficiency. The underlying high-dimensional image is modeled as a low-rank tensor, which allows accelerated acquisition and efficient reconstruction. The accuracy and/or repeatability of the technique were evaluated on static and motion phantoms, 12 healthy volunteers, and 3 patients by comparing to the reference techniques. RESULTS: In static and motion phantoms, T1 /T2 /T2 */FF measurements showed substantial consistency (R > 0.98) and excellent agreement (intraclass correlation coefficient > 0.93) with reference measurements. In human subjects, the proposed technique yielded repeatable T1 , T2 , T2 *, and FF measurements that agreed with those from references. CONCLUSIONS: The proposed free-breathing, non-electrocardiogram, motion-resolved Multitasking technique allows simultaneous quantification of myocardial T1 , T2 , T2 *, and FF in a single 2.5-min scan.
                      Cover page: Free-breathing, non-ECG, simultaneous myocardial T1 , T2 , T2 *, and fat-fraction mapping with motion-resolved cardiovascular MR multitasking.
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