A study on time-varying quantile and its applications

This Thesis is the result of my Master Degree studies at the Graduate School of Economics, Getúlio Vargas Foundation, from January 2004 to August 2006. am indebted to my Thesis Advisor, Professor Luiz Renato Lima, who introduced me to the Econometrics' world. In this Thesis, we study time-varying quantile process and we develop two applications, which are presented here as Part and Part II. Each of these parts was transformed in paper. Both papers were submitted. Part shows that asymmetric persistence induces ARCH effects, but the LMARCH test has power against it. On the other hand, the test for asymmetric dynamics proposed by Koenker and Xiao (2004) has correct size under the presence of ARCH errors. These results suggest that the LM-ARCH and the Koenker-Xiao tests may be used in applied research as complementary tools. In the Part II, we compare four different Value-at-Risk (VaR) methodologies through Monte Cario experiments. Our results indicate that the method based on quantile regression with ARCH effect dominates other methods that require distributional assumption. In particular, we show that the non-robust method ologies have higher probability to predict VaRs with too many violations. We illustrate our findings with an empirical exercise in which we estimate VaR for returns of São Paulo stock exchange index, IBOVESPA, during periods of market turmoil. Our results indicate that the robust method based on quantile regression presents the least number of violations.

Time-series properties and empirical evidence of growth and infraestructure: revised version

After more than forty years studying growth, there are two classes of growth models that have emerged: exogenous and endogenous growth models. Since both try to mimic the same set of long-run stylized facts, they are observationally equivalent in some respects. Our goals in this paper are twofold First, we discuss the time-series properties of growth models in a way that is useful for assessing their fit to the data. Second, we investigate whether these two models successfully conforms to U.S. post-war data. We use cointegration techniques to estimate and test long-run capital elasticities, exogeneity tests to investigate the exogeneity status of TFP, and Granger-causality tests to examine temporal precedence of TFP with respect to infrastructure expenditures. The empirical evidence is robust in confirming the existence of a unity long-run capital elasticity. The analysis of TFP reveals that it is not weakly exogenous in the exogenous growth model Granger-causality test results show unequivocally that there is no evidence that TFP for both models precede infrastructure expenditures not being preceded by it. On the contrary, we find some evidence that infras- tructure investment precedes TFP. Our estimated impact of infrastructure on TFP lay rougbly in the interval (0.19, 0.27).

Endogenous time-dependent rules and inflation inertia: preliminary version

When policy rules are changed, the effect of nominal rigidities should be modelled through endogenous pricing rules. We endogenize Taylor (1979) type pricing rule to examine the output effects of monetary disinflations. We derive optimal fixed-price time-dependent rules in inflationary steady states and during disinflations. We also develop a methodology to aggregate individual pricing rules which vary through disinflation. This allows us to reevaluate the output costs of monetary disinflation, including aspects as the role of the initial leveI of inflation and the importance of the degree of credibility of the policy change.

Endogenous time-dependent rules and the costs of disinflation with imperfect credibility

This paper examines the output effects of monetary disinflation in a model with endogenous time-dependent pricing rules and imperfect credibility of the disinflation policy. We find that these features interact to generate an additional effect on top f the ones obtained with either endogenous time-dependent rules (Bonomo and Carvalho, 2003) or imperfect credibility (Ball, 1995) in isolation. This results in higher output costs of monetary disinflation.

The Predation of Artemia Nauplii by the Larvae of the Amazon River Prawn, Macrobrachium amazonicum (Heller, 1862), is Affected by Prey Density, Time of Day, and Ontogenetic Development

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Comparative validation using quantitative real-time PCR (qPCR) and conventional PCR of bovine semen centrifuged in continuous density gradient

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

Quantitative real-time RT-PCR and chromogenic in situ hybridization: precise methods to detect HER-2 status in breast carcinoma

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Effect of application time of APF and NaF gels on microhardness and fluoride uptake of in vitro enamel caries

Purpose : To evaluate the effect of time of fluoride application gel, acidulated or neutral, on in vitro enamel resistance to demineralization and fluoride uptake. Materials and Methods: One hundred and ninety-two human enamel blocks were used in this study and 144 were treated with fluoride gel, acidulated or neutral, for I or 4 minutes. Ninety-six blocks treated with fluoride and 24 control blocks were submitted to a high cariogenic challenge. After the pH-cycling, enamel demineralization was assessed by surface and cross-sectional microhardness. Fluoride in the enamel blocks was also determined after removing an enamel layer by etching acid. Results: Acidulated fluoride gel formed more fluoride in enamel than neutral gel (P < 0.05), and it was also more efficient in reducing the demineralization of the enamel blocks submitted to a cariogenic challenge than the neutral one (P < 0.05). It was found that the time of application was significant in terms of fluoride uptake, but it did not render the enamel more resistant to dernineralization.

The Influence of Calcium Chloride on the Setting Time, Solubility, Disintegration, and pH of Mineral Trioxide Aggregate and White Portland Cement with a Radiopacifier

This study evaluated the influence of addition of 10% calcium chloride (CaCl(2)) on the setting time, solubility, disintegration, and pH of white MTA (WMTA) and white Portland cement (WPC). A test of the setting time was performed following the #57 ADA specifications and a test of the final setting time according to the ASTM. For the solubility tests disintegration and pH, Teflon rings were filled with the cements and weighed after setting. After 24 h in a desiccator, they were once again weighed. Thereafter, they were immersed in MiliQ water for 24 and 72 h and 7, 14, and 28 days, with maintenance in the desiccator and weighing between periods. The pH of water in which the rings were immersed was measured immediately after contact with them and in the other periods. The addition of CaCl(2) provided a significant reduction (50%) in the initial setting time of cements. The final setting time of WMTA was reduced in 35.5% and the final setting time of WPC in 68.5%. The WMTA with CaCl(2) absorbed water and gained weight with time, except for in the 24-h period. The addition of CaCl(2) to the WPC reduced its solubility. The addition of CaCl(2) increased the pH of WMTA in the immediate period and at 24 and 72 h and for WPC in the immediate period and at 24 h. The addition of CaCl(2) to WMTA and WPC reduced the setting times and solubility of both and increased the pH of cements in the initial periods. (J Endod 2009;35:550-554)

Dependence of annealing time on structural and morphological properties of Ca(Zr0.05Ti0.95)O-3 thin films

Ca(Zr0.05Ti0.95)O-3 (CZT) thin films were prepared by the polymeric precursor method by spin-coating process. The films were deposited on Pt(1 1 1)/Ti/SiO2/Si(1 0 0) substrates and annealed at 650 degrees C for 2,4, and 6 It in oxygen atmosphere. Structure and morphology of the CZT thin films were characterized by the X-ray diffraction (XRD), Fourier-transform infrared spectroscopy (FT-IR), atomic force microscopy (AFM) and field-emission scanning electron microscopy (FEG-SEM). XRD revealed that the film is free of secondary phases and crystallizes in the orthorhombic structure. The annealing time influences the grain size, lattices parameter and in the film thickness. (c) 2006 Elsevier B.V. All rights reserved.

Does supplemental LH changes rate and time to ovulation and embryo yield in Santa Ines ewes treated for superovulation with FSH plus eCG?

O objetivo deste trabalho foi avaliar se a suplementação com LH ao final do tratamento gonadotrófico sincroniza o tempo das ovulações e incrementa a taxa de ovulação e produção de embriões em ovelhas Santa Inês. Vinte programas de superovulação (SOV) foram realizados em delineamento cross-over (intervalo de 60 dias). No D0, um CIDR foi inserido, sendo trocado por um novo sete dias após, quando 37,5µg de d-cloprostenol foram administradas. No D12, iniciou-se o tratamento com 256mg de pFSH em 8 administrações (12/12h). No D14, o CIDR foi retirado, 200UI de eCG e 37,5µg de d-cloprostenol foram administradas. No D15, as ovelhas foram alocadas em um dos dois grupos: Controle (n=10), sem suplementação com LH, e LH (n=10), tratado com 7,5mg de LH, 24h após a remoção do CIDR. Inseminações artificiais (IA) foram realizadas 42 e 48h após a remoção do CIDR. As estruturas ovarianas foram avaliadas por laparoscopia imediatamente antes de cada IA e 5 dias após, quando os embriões foram colhidos. As ovelhas que receberam o LH tiveram maior frequência de ovulações antes de 42h (P=0,05). O tratamento com LH tendeu em incrementar a frequência de CL e diminuir a de folículos anovulatórios (P=0,08). A suplementação com LH incrementou (P=0,05) a frequência de ovelhas com alta resposta superovulatória (≥11 CL; P=0,05). em conclusão, a suplementação com LH incrementou a frequência de ovelhas com alta resposta e ovulações antes de 42h depois da remoção do CIDR, entretanto, não houve sincronia entre as ovulações. A suplementação diminuiu a frequência de folículos anovulatórios, embora a taxa de ovulação e a produção de embriões permaneceram inalteradas.

Planting time, developmental stages and characteristics of roots and starch of Pachyrhizus ahipa

De forma geral, as características do amido variam não somente com a planta de origem, mas também com o estádio de desenvolvimento desta. Neste trabalho objetivou-se avaliar a influência da época de plantio e estádio de desenvolvimento da planta de ahipa sobre as características físico-químicas das raízes, tamanho de grânulos do amido e suas propriedades viscográficas. Constatou-se influência do estádio de desenvolvimento da planta nas características físico-químicas das raízes e do amido, independentemente da época de plantio. A melhor época para o plantio de Pachyrhizus ahipa é outubro e a colheita deve ser feita no máximo com 9 meses, adotando-se o procedimento de retirada das flores a partir dos 3 meses.