19 resultados para Panel data probit model


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This paper examines an industry-level model developed to analyze the impact of affiliates of multinational firms (MNFs) on the host country's revealed comparative advantages (RCAs), which predicts that the referred impact is given by both technology service and industry orientation. Based on Brazilian manufacturing industries during the import-substitution industrialization, panel data estimates show that MNFs negatively affected RCA, which is explained by location advantages in industries presenting comparative disadvantages, as reinforced by a location model. Two other important results are: (i) import protection had a stronger anti-export effect on multinationals than on national firms; (ii) MNFs were concentrated in industries with lower world-export growth.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.

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In the absence of the selective availability, which was turned off on May 1, 2000, the ionosphere can be the largest source of error in GPS positioning and navigation. Its effects on GPS observable cause a code delays and phase advances. The magnitude of this error is affected by the local time of the day, season, solar cycle, geographical location of the receiver and Earth's magnetic field. As it is well known, the ionosphere is the main drawback for high accuracy positioning, when using single frequency receivers, either for point positioning or relative positioning of medium and long baselines. The ionosphere effects were investigated in the determination of point positioning and relative positioning using single frequency data. A model represented by a Fourier series type was implemented and the parameters were estimated from data collected at the active stations of RBMC (Brazilian Network for Continuous Monitoring of GPS satellites). The data input were the pseudorange observables filtered by the carrier phase. Quality control was implemented in order to analyse the adjustment and to validate the significance of the estimated parameters. Experiments were carried out in the equatorial region, using data collected from dual frequency receivers. In order to validate the model, the estimated values were compared with ground truth. For point and relative positioning of baselines of approximately 100 km, the values of the discrepancies indicated an error reduction better than 80% and 50% respectively, compared to the processing without the ionospheric model. These results give an indication that more research has to be done in order to provide support to the L1 GPS users in the Equatorial region.

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The development of strategies for structural health monitoring (SHM) has become increasingly important because of the necessity of preventing undesirable damage. This paper describes an approach to this problem using vibration data. It involves a three-stage process: reduction of the time-series data using principle component analysis (PCA), the development of a data-based model using an auto-regressive moving average (ARMA) model using data from an undamaged structure, and the classification of whether or not the structure is damaged using a fuzzy clustering approach. The approach is applied to data from a benchmark structure from Los Alamos National Laboratory, USA. Two fuzzy clustering algorithms are compared: fuzzy c-means (FCM) and Gustafson-Kessel (GK) algorithms. It is shown that while both fuzzy clustering algorithms are effective, the GK algorithm marginally outperforms the FCM algorithm. (C) 2008 Elsevier Ltd. All rights reserved.

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We present model results for the two-halo-neutron correlation functions, C-nn, for the dissociation process of light exotic nuclei modelled as two neutrons and a core. A minimum is predicted for C-nn as a function of the relative momentum of the two neutrons, p(nn), due to the coherence of the neutrons in the halo and final state interaction. Studying the systems Be-14, Li-11, and He-6 within this model, we show that the numerical asymptotic limit, C-nn-> 1, occurs only for p(nn)greater than or similar to 400 MeV/c, while such limit is reached for much lower values of p(nn) in an independent particle model as the one used in the analysis of recent experimental data. Our model is consistent with data once the experimental correlation function is appropriately normalized.

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Random amplified polymorphic DNA (RAPD) technique was used to examine the genetic variability on an endangered Neotropical fish species, Brycon lundii, collected on two regions with distinct environmental conditions in the São Francisco River (Brazil), downstream from a hydroelectric station. Using decamer oligonucleotides as single primers in Polymerase Chain Reaction (PCR), genetic similarity index, mean allele frequency and mean heterozigosity were estimated, revealing variations between samples from the two regions. Moreover, a fragment of about 1200 base pairs was found in 100% of the examined animals collected at the region closer to the hydroelectric dam, while its frequency was much lower (27.3%) within the sample from the second collecting site, 30 km downstream from the dam, indicating a possible correlation between genetic variation and geographical area. A dendogram representing the relationships among genotypes was obtained, demonstrating at least two major clusters of animals. Based on the data, a model of population structuring in Brycon lundii is suggested. The described approach holds great promise for further analyses and gives support to biodiversity maintenance and recovery efforts of B. lundii.

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Female broiler breeder productivity is based on the principles of thermal comfort that are directly related with the microclimate inside the housing. This research had the objective of monitoring the behavior of female broiler breeders, using the technology of radio-frequency, injectable transponders and readers in different existing microclimates inside a small scale distorted housing model. Eight birds with electronic identification were used. Three readers were used, in three different points inside the model: on the floor of the nest, in the passage besides the lateral wall and below the water facility. Dry bulb (DBT), wet bulb (WBT) and black globe (BGT) temperature were measured continuously. The results point out a distinct behavioral pattern of the birds regarding the environment exposition during the experiment. Three probabilistic models of behavior were developed from the recorded data: probabilistic model for the passage use: FP = 1.10 - 0.244 ln(DBT), probabilistic model for the water facility use: FB = 0.398 + 0.00866(DBT), and probabilistic model for the nest use: FN = 2.22 - 0.272 DBT + 0,011 DBT 2 - 0.000144 DBT 3.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)