Cross-section data, disequilibrium situations and estimated coefficients: evidence from car ownership demand

The objective of this paper is to analyse to what extent the use of cross-section data will distort the estimated elasticities for car ownership demand when the observed variables do not correspond to a state equilibrium for some individuals in the sample. Our proposal consists of approximating the equilibrium values of the observed variables by constructing a pseudo-panel data set which entails averaging individuals observed at different points of time into cohorts. The results show that individual and aggregate data lead to almost the same value for income elasticity, whereas with respect to working adult elasticity the similarity is less pronounced.

Two different 3D biogeochemical models for the NW mediterranean sea: validation with Meris data and intercomparison

Report for the scientific sojourn carried out at the University of New South Wales from February to June the 2007. Two different biogeochemical models are coupled to a three dimensional configuration of the Princeton Ocean Model (POM) for the Northwestern Mediterranean Sea (Ahumada and Cruzado, 2007). The first biogeochemical model (BLANES) is the three-dimensional version of the model described by Bahamon and Cruzado (2003) and computes the nitrogen fluxes through six compartments using semi-empirical descriptions of biological processes. The second biogeochemical model (BIOMEC) is the biomechanical NPZD model described in Baird et al. (2004), which uses a combination of physiological and physical descriptions to quantify the rates of planktonic interactions. Physical descriptions include, for example, the diffusion of nutrients to phytoplankton cells and the encounter rate of predators and prey. The link between physical and biogeochemical processes in both models is expressed by the advection-diffusion of the non-conservative tracers. The similarities in the mathematical formulation of the biogeochemical processes in the two models are exploited to determine the parameter set for the biomechanical model that best fits the parameter set used in the first model. Three years of integration have been carried out for each model to reach the so called perpetual year run for biogeochemical conditions. Outputs from both models are averaged monthly and then compared to remote sensing images obtained from sensor MERIS for chlorophyll.

Hàbits alimentaris en nens de 8 a 12 anys de la comarca d'Osona

Introducció: La dieta mediterrània és considerada un dels patrons alimentaris més saludables ja que diversos estudis epidemiològics mostren que protegeix front diverses malalties cròniques com ara les malalties cardiovasculars, la diabetis i alguns càncers. Malauradament al nostre país els patrons alimentaris estan canviant a conseqüència de la modernització de la societat i estan portant a l’allunyament del patró de dieta mediterrània. Això és especialment crític entre la població infantil i juvenil, fet que predisposa a que en un futur augmenti la prevalença de malalties cròniques entre la població adulta. Objectiu: avaluar els hàbits alimentaris i l’estat nutricional d’escolars de 8 a 12 anys de la comarca d’Osona. Mètodes: estudi de disseny observacional i transversal. La mostra estava constituïda per 191 escolars de 4rt i 5è d’ensenyança primària d’escoles de la comarca d’Osona. La informació sobre la dieta es va recollir a través d’una enquesta alimentària, un recordatori de 24 hores, un qüestionari de freqüència de consum alimentari i el test KIDMED. Les determinacions antropomètriques que es van realitzar van ser talla, pes, IMC (Índex de Massa Corporal), plec tricipital, perímetre braquial i perímetre abdominal. L’anàlisi estadística de totes les dades es va portar a terme mitjançant el programa estadístic SPSS per Windows versió 12.0. Resultats: quan es valora la qualitat de l’esmorzar, s’observa que només en el 16.8% dels casos la qualitat era bona, en el 68.6% dels casos la qualitat havia de millorar i en el 12.6% era de qualitat insuficient i en el 2.1% era de mala qualitat. També s’observa que la dieta que segueixen és desequilibrada quantitativament, concretament és baixa en hidrats de carboni, rica en greixos i lleugerament elevada en proteïnes. L’anàlisi qualitativa mostra que hi ha un molt baix consum de verdures i hortalisses i de fruita, mentre que s’arriba a les racions recomanades de carnis i d’olis i greixos. El test KIDMED mostra una puntuació mitjana de 7.21±1.96 punts, el que indica que la dieta de la població és de qualitat millorable. Pel que fa a l’estat nutricional s’observa que un 24,6% presenta valors de baix pes i un 17,8% sobrepès o obesitat, el que indica que un 42,4% de la població estudiada presenta un estat nutricional incorrecte. Conclusions: La dieta del col·lectiu estudiat s’allunya de les recomanacions de la SENC (Sociedad Española de Nutrición Comunitaria). Els resultats del test KIDMED indiquen que només un 44% de la població segueix un patró òptim de Dieta mediterrània i l’anàlisi de l’estat nutricional mostra que un 42,4% presenta un estat nutricional incorrecte, sigui per excés o per defecte de pes. Per tant, es fa necessari dissenyar estratègies d’educació alimentària adequades per millorar els hàbits alimentaris dels escolars i aconseguir en un futur un estat òptim de salut.

Comparing population distributions from bin-aggregated sample data: an application to historical height data from France

This paper develops a methodology to estimate the entire population distributions from bin-aggregated sample data. We do this through the estimation of the parameters of mixtures of distributions that allow for maximal parametric flexibility. The statistical approach we develop enables comparisons of the full distributions of height data from potential army conscripts across France's 88 departments for most of the nineteenth century. These comparisons are made by testing for differences-of-means stochastic dominance. Corrections for possible measurement errors are also devised by taking advantage of the richness of the data sets. Our methodology is of interest to researchers working on historical as well as contemporary bin-aggregated or histogram-type data, something that is still widely done since much of the information that is publicly available is in that form, often due to restrictions due to political sensitivity and/or confidentiality concerns.

Analyzing aggregate real exchange rate persistence through the lens of sectoral data

In this paper we analyze the persistence of aggregate real exchange rates (RERs) for a group of EU-15 countries by using sectoral data. The tight relation between aggregate and sectoral persistence recently investigated by Mayoral (2008) allows us to decompose aggregate RER persistence into the persistence of its different subcomponents. We show that the distribution of sectoral persistence is highly heterogeneous and very skewed to the right, and that a limited number of sectors are responsible for the high levels of persistence observed at the aggregate level. We use quantile regression to investigate whether the traditional theories proposed to account for the slow reversion to parity (lack of arbitrage due to nontradibilities or imperfect competition and price stickiness) are able to explain the behavior of the upper quantiles of sectoral persistence. We conclude that pricing to market in the intermediate goods sector together with price stickiness have more explanatory power than variables related to the tradability of the goods or their inputs.

A Data mining approach to indirect inference

Consider a model with parameter phi, and an auxiliary model with parameter theta. Let phi be a randomly sampled from a given density over the known parameter space. Monte Carlo methods can be used to draw simulated data and compute the corresponding estimate of theta, say theta_tilde. A large set of tuples (phi, theta_tilde) can be generated in this manner. Nonparametric methods may be use to fit the function E(phi|theta_tilde=a), using these tuples. It is proposed to estimate phi using the fitted E(phi|theta_tilde=theta_hat), where theta_hat is the auxiliary estimate, using the real sample data. This is a consistent and asymptotically normally distributed estimator, under certain assumptions. Monte Carlo results for dynamic panel data and vector autoregressions show that this estimator can have very attractive small sample properties. Confidence intervals can be constructed using the quantiles of the phi for which theta_tilde is close to theta_hat. Such confidence intervals are found to have very accurate coverage.

EU cohesion aid to Spain: a data set. Part I: 2000-06 planning period

In this paper we construct a data set on EU cohesion aid to Spain during the planning period 2000-06. The data are disaggregated by region, year and function and attempt to approximate the timing of actual executed expenditure on assisted projects.

Singling out individual inventors from patent data

An increasing number of studies have sprung up in recent years seeking to identify individual inventors from patent data. Different heuristics have been suggested to use their names and other information disclosed in patent documents in order to find out “who is who” in patents. This paper contributes to this literature by setting forth a methodology to identify them using patents applied to the European Patent Office (EPO hereafter). As in the large part of this literature, we basically follow a three-steps procedure: (1) the parsing stage, aimed at reducing the noise in the inventor’s name and other fields of the patent; (2) the matching stage, where name matching algorithms are used to group possible similar names; (3) the filtering stage, where additional information and different scoring schemes are used to filter out these potential same inventors. The paper includes some figures resulting of applying the algorithms to the set of European inventors applying to the EPO for a large period of time.

How to use the standard model with own data?

In this work discuss the use of the standard model for the calculation of the solvency capital requirement (SCR) when the company aims to use the specific parameters of the model on the basis of the experience of its portfolio. In particular, this analysis focuses on the formula presented in the latest quantitative impact study (2010 CEIOPS) for non-life underwriting premium and reserve risk. One of the keys of the standard model for premium and reserves risk is the correlation matrix between lines of business. In this work we present how the correlation matrix between lines of business could be estimated from a quantitative perspective, as well as the possibility of using a credibility model for the estimation of the matrix of correlation between lines of business that merge qualitative and quantitative perspective.

Is real GDP stationary? Evidence from a panel unit root test with cross-sectional dependence and historical data

We use historical data that cover more than one century on real GDP for industrial countries and employ the Pesaran panel unit root test that allows for cross-sectional dependence to test for a unit root on real GDP. We find strong evidence against the unit root null. Our results are robust to the chosen group of countries and the sample period. Key words: real GDP stationarity, cross-sectional dependence, CIPS test. JEL Classification: C23, E32

La capa de persistènica : Java Data Objects

L'objectiu que es proposa aquest document és conèixer la problemàtica de la persistència dels objectes, trobar i estudiar les diferents solucions existents i estudiar-ne una de concreta, la capa de persistència JDO.