945 resultados para Generalised Method of Moments
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In this communication, we report on the formation of calcium hexahydroxodizincate dehydrate, CaZn(2)(OH)(6)center dot 2H(2)O (CZO) powders under microwave-hydrothermal (MH) conditions. These powders were analyzed by X-ray diffraction (XRD), Field-emission gum scanning electron microscopy (FEG-SEM), ultraviolet-visible (UV-vis) absorption spectroscopy and photoluminescence (PL) measurements. XRD patterns confirmed that the pure CZO phase was obtained after MH processing performed at 130 degrees C for 2 h. FEG-SEM micrographs indicated that the morphological modifications as well as the growth of CZO microparticles are governed by Ostwald-ripening and coalescence mechanisms. UV-vis spectra showed that this material have an indirect optical band gap. The pure CZO powders exhibited an yellow PL emission when excited by 350 nm wavelength at room temperature. (C) 2009 Elsevier Masson SAS. All rights reserved.
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An efficient and practical synthesis of tellurium tetrachloride from elemental tellurium and sulfuryl chloride is described. (C) 2008 Elsevier Ltd. All rights reserved.
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We consider method of moment fixed effects (FE) estimation of technical inefficiency. When N, the number of cross sectional observations, is large it ispossible to obtain consistent central moments of the population distribution of the inefficiencies. It is well-known that the traditional FE estimator may be seriously upward biased when N is large and T, the number of time observations, is small. Based on the second central moment and a single parameter distributional assumption on the inefficiencies, we obtain unbiased technical inefficiencies in large N settings. The proposed methodology bridges traditional FE and maximum likelihood estimation – bias is reduced without the random effects assumption.
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In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the period 1976-1992. We also test a conditional APT modeI by using the difference between the 3-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from individual securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be important for the appropriate pricing of the portfolios.
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Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).
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Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).
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We show that Judd (1982)’s method can be applied to any finite system, contrary to what he claimed in 1987. An example shows how to employ the technic to study monetary models in presence of capital accumulation.
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Neste trabalho investigamos as propriedades em pequena amostra e a robustez das estimativas dos parâmetros de modelos DSGE. Tomamos o modelo de Smets and Wouters (2007) como base e avaliamos a performance de dois procedimentos de estimação: Método dos Momentos Simulados (MMS) e Máxima Verossimilhança (MV). Examinamos a distribuição empírica das estimativas dos parâmetros e sua implicação para as análises de impulso-resposta e decomposição de variância nos casos de especificação correta e má especificação. Nossos resultados apontam para um desempenho ruim de MMS e alguns padrões de viés nas análises de impulso-resposta e decomposição de variância com estimativas de MV nos casos de má especificação considerados.
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As condições de ambiente térmico e aéreo, no interior de instalações para animais, alteram-se durante o dia, devido à influência do ambiente externo. Para que análises estatísticas e geoestatísticas sejam representativas, uma grande quantidade de pontos distribuídos espacialmente na área da instalação deve ser monitorada. Este trabalho propõe que a variação no tempo das variáveis ambientais de interesse para a produção animal, monitoradas no interior de instalações para animais, pode ser modelada com precisão a partir de registros discretos no tempo. O objetivo deste trabalho foi desenvolver um método numérico para corrigir as variações temporais dessas variáveis ambientais, transformando os dados para que tais observações independam do tempo gasto durante a aferição. O método proposto aproximou os valores registrados com retardos de tempo aos esperados no exato momento de interesse, caso os dados fossem medidos simultaneamente neste momento em todos os pontos distribuídos espacialmente. O modelo de correção numérica para variáveis ambientais foi validado para o parâmetro ambiental temperatura do ar, sendo que os valores corrigidos pelo método não diferiram pelo teste Tukey, a 5% de probabilidade dos valores reais registrados por meio de dataloggers.
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Poly(p-phenylene vinylene) (PPV) derivatives are well known for their applications in polymer light emitting diodes (PLEDs). PPV derivatives are highly susceptible to photo-oxidation though, which is mainly caused by the scission of the vinyl double bond on the polymer backbone. In this work, we show that Langmuir-Blodgett (LB) films are less degraded than cast films of a PPV derivative (OC1OC6-PPV). Both films had similar thickness (similar to 50 nm) to allow for a more realistic comparison. Degradation was monitored with UV-vis and FTIR spectroscopies. The results indicated that cast films were completely degraded in ca. 400 min, while LB took longer time, i.e. about four times the values for the cast films. The differences can be attributed to the more compact morphology in the LB than in the cast films. With a compact morphology the diffusion of oxygen in the LB film is hampered and this causes a delay in the degradation process. (c) 2006 Elsevier Ltd. All rights reserved.
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Block diagrams and signal-flow graphs are used to represent and to obtain the transfer function of interconnected systems. The reduction of signal-flow graphs is considered simpler than the reduction of block diagrams for systems with complex interrelationships. Signal-flow graphs reduction can be made without graphic manipulations of diagrams, and it is attractive for a computational implementation. In this paper the authors propose a computational method for direct reduction of signal-flow graphs. This method uses results presented in this paper about the calculation of literal determinants without symbolic mathematics tools. The Cramer's rule is applied for the solution of a set of linear equations, A program in MATLAB language for reduction of signal-flow graphs with the proposed method is presented.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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This work describes a modified sol-gel method for the preparation of V2O5/TiO2 catalysts. The samples have been characterized by N-2 adsorption at 77 K, X-ray Diffractometry (XRD), Scanning Electronic Microscopy (SEM/EDX) and Fourier Transform Infrared Spectroscopy (FT-IR). The surface area increases with the vanadia loading from 24 m(2) g(-1) for pure TiO2 to 87 m(2) g(-1) for 9 wt% of V2O5. The rutile form is predominant for pure TiO2 but becomes enriched with anatase phase when vanadia loading is increased. No crystalline V2O5 phase was observed in the diffractograms of the catalysts. Analysis by SEM showed heterogeneous granulation of particles with high vanadium dispersion. Two species of surface vanadium were observed by FT-IR spectroscopy: a monomeric vanadyl and polymeric vanadates. The vanadyl/vanadate ratio remains practically constant. Ethanol oxidation was used as a catalytic test in a temperature range from 350 to 560 K. The catalytic activity starts around 380 K. For the sample with 9 wt% of vanadia, the conversion of ethanol into acetaldehyde as the main product was approximately 90% at 473 K.
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Nas talassemias alfa, a HbH pode ser detectada, nos eritrócitos do sangue periférico como inclusões celulares quando coradas com azul crezil brillante. Este teste simples é útil para o diagnóstico de talassemia alfa, no entanto, a identificação dos corpos de inclusão de HbH é um processo laborioso e os resultados são altamente dependentes do observador. No intuito de melhorar a identificação das inclusões, foi testado um método alternativo para espalhar as amostras nas lâminas. Amostras de sangue foram espalhadas nas lâminas usando-se o método clássico e o método alternativo. O método alternativo permitiu uma melhor identificação das inclusões de HbH do que o método clássico. Nossos resultados mostraram que o método alternativo é uma opção útil para a pesquisa dos corpúsculos de inclusão de HbH naquelas amostras onde o método clássico não o permite.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)