11 resultados para Panel Data Model

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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In different regions of Brazil, population growth and economic development can degrade water quality, compromising watershed health and human supply. Because of its ability to combine spatial and temporal data in the same environment and to create water resources management (WRM) models, the Geographical Information System (GIS) is a powerful tool for managing water resources, preventing floods and estimating water supply. This paper discusses the integration between GIS and hydrological models and presents a case study relating to the upper section of the Paraíba do Sul Basin (Sao Paulo State portion), situated in the Southeast of Brazil. The case study presented in this paper has a database suitable for the basin's dimensions, including digitized topographic maps at a 50,000 scale. From an ArcGIS®/ArcHydro Framework Data Model, a geometric network was created to produce different raster products. This first grid derived from the digital elevation model grid (DEM) is the flow direction map followed by flow accumulation, stream and catchment maps. The next steps in this research are to include the different multipurpose reservoirs situated along the Paraíba do Sul River and to incorporate rainfall time series data in ArcHydro to build a hydrologic data model within a GIS environment in order to produce a comprehensive spatial-temporal model.

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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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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The strategic management of information plays a fundamental role in the organizational management process since the decision-making process depend on the need for survival in a highly competitive market. Companies are constantly concerned about information transparency and good practices of corporate governance (CG) which, in turn, directs relations between the controlling power of the company and investors. In this context, this article presents the relationship between the disclosing of information of joint-stock companies by means of using XBRL, the open data model adopted by the Brazilian government, a model that boosted the publication of Information Access Law (Lei de Acesso à Informação), nº 12,527 of 18 November 2011. Information access should be permeated by a mediation policy in order to subsidize the knowledge construction and decision-making of investors. The XBRL is the main model for the publishing of financial information. The use of XBRL by means of new semantic standard created for Linked Data, strengthens the information dissemination, as well as creates analysis mechanisms and cross-referencing of data with different open databases available on the Internet, providing added value to the data/information accessed by civil society.

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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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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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

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The increase of computing power of the microcomputers has stimulated the building of direct manipulation interfaces that allow graphical representation of Linear Programming (LP) models. This work discusses the components of such a graphical interface as the basis for a system to assist users in the process of formulating LP problems. In essence, this work proposes a methodology which considers the modelling task as divided into three stages which are specification of the Data Model, the Conceptual Model and the LP Model. The necessity for using Artificial Intelligence techniques in the problem conceptualisation and to help the model formulation task is illustrated.

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This paper presents a technique to share the data stored in an object-oriented database aimed at designing environments. This technique shares data between two related databases, called the Original and Product databases, and is composed of three processes: data separation, evolution and integration. Whenever a block of data needs to be shared, it is spread into both databases, resulting in a block on the original database, and another into the Product database, with special links between them controlled by the Object Manager. These blocks do not need to be maintained identical during the evolution phase of the sharing process. Six types of links were defined, and by choosing one, the designer control the evolution and reintegration of the block in both databases. This process uses the composite object concept as the unit of control. The presented concepts can be applied to any data model with support to composite objects.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This article investigates the productivity and production function of thirteen large Brazilian textile and clothing companies before and after the end of the Agreement on Textiles and Clothing (AVT) that abolished import quotas in 2005. For this purpose, we estimate the stochastic production frontier in panel data between 1997 and 2008 and simultaneously an explanatory equation for the (in)efficiency of firms, as proposed by Battese and Coelli (1995). The results indicated that more efficient firms are the oldest. The total factor productivity of firms tended to fall, even after the end of quotas, increasing productivity only from 2007. Overall, firms from Santa Catarina were more efficient than those of other states.