Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

Non-Linear Analysis and Design of Synchronous Bearingless Multiphase Permanent Magnet Machines and Drives

A two-dimensional model to analyze the distribution of magnetic fields in the airgap of a PM electrical machines is studied. A numerical algorithm for non-linear magnetic analysis of multiphase surface-mounted PM machines with semi-closed slots is developed, based on the equivalent magnetic circuit method. By using a modular structure geometry, whose the basic element can be duplicated, it allows to design whatever typology of windings distribution. In comparison to a FEA, permits a reduction in computing time and to directly changing the values of the parameters in a user interface, without re-designing the model. Output torque and radial forces acting on the moving part of the machine can be calculated. In addition, an analytical model for radial forces calculation in multiphase bearingless Surface-Mounted Permanent Magnet Synchronous Motors (SPMSM) is presented. It allows to predict amplitude and direction of the force, depending on the values of torque current, of levitation current and of rotor position. It is based on the space vectors method, letting the analysis of the machine also during transients. The calculations are conducted by developing the analytical functions in Fourier series, taking all the possible interactions between stator and rotor mmf harmonic components into account and allowing to analyze the effects of electrical and geometrical quantities of the machine, being parametrized. The model is implemented in the design of a control system for bearingless machines, as an accurate electromagnetic model integrated in a three-dimensional mechanical model, where one end of the motor shaft is constrained to simulate the presence of a mechanical bearing, while the other is free, only supported by the radial forces developed in the interactions between magnetic fields, to realize a bearingless system with three degrees of freedom. The complete model represents the design of the experimental system to be realized in the laboratory.

Aging of nuclear power plant cables: in search of non-destructive diagnostic quantities

The safety systems of nuclear power plants rely on low-voltage power, instrumentation and control cables. Inside the containment area, cables operate in harsh environments, characterized by relatively high temperature and gamma-irradiation. As these cables are related to fundamental safety systems, they must be able to withstand unexpected accident conditions and, therefore, their condition assessment is of utmost importance as plants age and lifetime extensions are required. Nowadays, the integrity and functionality of these cables are monitored mainly through destructive test which requires specific laboratory. The investigation of electrical aging markers which can provide information about the state of the cable by non-destructive testing methods would improve significantly the present diagnostic techniques. This work has been made within the framework of the ADVANCE (Aging Diagnostic and Prognostics of Low-Voltage I\&C Cables) project, a FP7 European program. This Ph.D. thesis aims at studying the impact of aging on cable electrical parameters, in order to understand the evolution of the electrical properties associated with cable degradation. The identification of suitable aging markers requires the comparison of the electrical property variation with the physical/chemical degradation mechanisms of polymers for different insulating materials and compositions. The feasibility of non-destructive electrical condition monitoring techniques as potential substitutes for destructive methods will be finally discussed studying the correlation between electrical and mechanical properties. In this work, the electrical properties of cable insulators are monitored and characterized mainly by dielectric spectroscopy, polarization/depolarization current analysis and space charge distribution. Among these techniques, dielectric spectroscopy showed the most promising results; by means of dielectric spectroscopy it is possible to identify the frequency range where the properties are more sensitive to aging. In particular, the imaginary part of permittivity at high frequency, which is related to oxidation, has been identified as the most suitable aging marker based on electrical quantities.

High sensitivity analysis of BRAF mutations in neoplastic and non-neoplastic thyroid lesions

The clonal distribution of BRAFV600E in papillary thyroid carcinoma (PTC) has been recently debated. No information is currently available about precursor lesions of PTCs. My first aim was to establish whether the BRAFV600E mutation occurs as a subclonal event in PTCs. My second aim was to screen BRAF mutations in histologically benign tissue of cases with BRAFV600E or BRAFwt PTCs in order to identify putative precursor lesions of PTCs. Highly sensitive semi-quantitative methods were used: Allele Specific LNA quantitative PCR (ASLNAqPCR) and 454 Next-Generation Sequencing (NGS). For the first aim 155 consecutive formalin-fixed and paraffin-embedded (FFPE) specimens of PTCs were analyzed. The percentage of mutated cells obtained was normalized to the estimated number of neoplastic cells. Three groups of tumors were identified: a first had a percentage of BRAF mutated neoplastic cells > 80%; a second group showed a number of BRAF mutated neoplastic cells < 30%; a third group had a distribution of BRAFV600E between 30-80%. The large presence of BRAFV600E mutated neoplastic cell sub-populations suggests that BRAFV600E may be acquired early during tumorigenesis: therefore, BRAFV600E can be heterogeneously distributed in PTC. For the second aim, two groups were studied: one consisted of 20 cases with BRAFV600E mutated PTC, the other of 9 BRAFwt PTCs. Seventy-five and 23 histologically benign FFPE thyroid specimens were analyzed from the BRAFV600E mutated and BRAFwt PTC groups, respectively. The screening of BRAF mutations identified BRAFV600E in “atypical” cell foci from both groups of patients. “Unusual” BRAF substitutions were observed in histologically benign thyroid associated with BRAFV600E PTCs. These mutations were very uncommon in the group with BRAFwt PTCs and in BRAFV600E PTCs. Therefore, lesions carrying BRAF mutations may represent “abortive” attempts at cancer development: only BRAFV600E boosts neoplastic transformation to PTC. BRAFV600E mutated “atypical foci” may represent precursor lesions of BRAFV600E mutated PTCs.

Statistical analysis of the error associated with the simplification of the stratigraphy in geotechnical models

The uncertainties in the determination of the stratigraphic profile of natural soils is one of the main problems in geotechnics, in particular for landslide characterization and modeling. The study deals with a new approach in geotechnical modeling which relays on a stochastic generation of different soil layers distributions, following a boolean logic – the method has been thus called BoSG (Boolean Stochastic Generation). In this way, it is possible to randomize the presence of a specific material interdigitated in a uniform matrix. In the building of a geotechnical model it is generally common to discard some stratigraphic data in order to simplify the model itself, assuming that the significance of the results of the modeling procedure would not be affected. With the proposed technique it is possible to quantify the error associated with this simplification. Moreover, it could be used to determine the most significant zones where eventual further investigations and surveys would be more effective to build the geotechnical model of the slope. The commercial software FLAC was used for the 2D and 3D geotechnical model. The distribution of the materials was randomized through a specifically coded MatLab program that automatically generates text files, each of them representing a specific soil configuration. Besides, a routine was designed to automate the computation of FLAC with the different data files in order to maximize the sample number. The methodology is applied with reference to a simplified slope in 2D, a simplified slope in 3D and an actual landslide, namely the Mortisa mudslide (Cortina d’Ampezzo, BL, Italy). However, it could be extended to numerous different cases, especially for hydrogeological analysis and landslide stability assessment, in different geological and geomorphological contexts.