272 resultados para Cointegração de Johansen


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On verso: Delivery trucks and routeman. National Tea Company (owned by Victer [sic] Olsen, Danish vice consul [sic], Johansen)

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Thesis (doctoral)--Kobenhavn.

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Mode of access: Internet.

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Title varies slightly.

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Vol. for 1961- have title also in English.

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Considering the importance of the proper detection of bubbles in financial markets for policymakers and market agents, we used two techniques described in Diba and Grossman (1988b) and in Phillips, Shi, and Yu (2015) to detect periods of exuberance in the recent history of the Brazillian stock market. First, a simple cointegration test is applied. Secondly, we conducted several augmented, right-tailed Dickey-Fuller tests on rolling windows of data to determine the point in which there’s a structural break and the series loses its stationarity.

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In an earlier note, Collins and Tisdell (2002b) explored the possibility of a long-run relationship between Australian business returns and international business travel. Using annual data they found that such a relationship exists. The purpose of this study is to further examine this relationship using quarterly data for the time frame 1974:1 to 1999:4. In addition, previous studies on international business travel have offered some but not strong evidence for the existence of a positive relationship between the level of international business travel and real GDP of the origin country. This study suggests that the aggregate return on business investments is a better predictor of international business travel than GDP. The Engle-Granger and Johansen's maximum-likelihood cointegration procedures are used to show a long-term relationship exists between Australian outbound business travel and Australian business returns, but not with Real Australian GDP. Reasons for this relationship are discussed.

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We investigated whether the parents of burns patients could capture suitable clinical images with a digital camera and add the necessary text information to enable the paediatric burns team to provide follow-up care via email. Four families were involved in the study, each of whom sent regular email consultations for six months. The results were very encouraging. The burns team felt confident that the clinical information in 30 of the 32 email messages (94%) they received was accurate, although in I I of these 30 cases (37%) they stated that there was room for improvement (the quality was nonetheless adequate for clinical decision making). The study also showed that low-resolution images (average size 37 kByte) were satisfactory for diagnosis. Families were able to participate in the service without intensive training and support. The user survey showed that all four families found it easy and convenient to take the digital photographs and to participate in the study. The results suggest that the technique has potential as a low-cost telemedicine service in burns follow-up, and that it requires only modest investment in equipment, training and support.

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Adult mosquitoes (Diptera: Culicidae) were collected in January and February 2000 from Saibai Island in the Torres Strait of northern Australia, and processed for arbovirus isolation during a period of Japanese encephalitis (JE) virus activity on nearby Badu Island. A total of 84 2 10 mosquitoes were processed for virus isolation, yielding six flavivirus isolates. Viruses obtained were single isolates of JE and Kokobera (KOK) and four of Kunjin (KUN). All virus isolates were from members of the Culex sitiens Weidemann subgroup, which comprised 53.1 % of mosquitoes processed. Nucleotide sequencing and phylogenetic analysis of the pre-membrane region of the genome of JE isolate TS5313 indicated that it was closely related to other isolates from a sentinel pig and a pool of Cx. gelidus Theobald from Badu Island during the same period. Also molecular analyses of part of the envelope gene of KUN virus isolates showed that they were closely related to other KUN virus strains from Cape York Peninsula. The results indicate that flaviviruses are dynamic in the area, and suggest patterns of movement south from New Guinea and north from the Australian mainland.

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Novel flavivirus isolates from mosquitoes collected in northern Australia were analysed by partial genomic sequencing, monoclonal antibody-binding assays and polyclonal cross-neutralization tests. Two isolates were found to be antigenically distinct from, but related to, viruses of the Kokobera virus complex, which currently contains Kokobera (KOKV) and Stratford (STRV) viruses. Nucleotide sequence comparison of two separate regions of the genome revealed that an isolate from Saibai Island in the Torres Strait in 2000 (TS5273) was related closely to KOKV and STRV, with 74-80 and 75-76% nucleotide similarity, respectively. An isolate from mainland Cape York in 1998 (CY1014) was found to be more divergent from KOKV and STRV, with

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Government agencies responsible for riparian environments are assessing the utility of remote sensing for mapping and monitoring vegetation structural parameters. The objective of this work was to evaluate Ikonos and Landsat-7 ETM+ imagery for mapping structural parameters and species composition of riparian vegetation in Australian tropical savannahs for a section of Keelbottom Creek, Queensland, Australia. Vegetation indices and image texture from Ikonos data were used for estimating leaf area index (R-2 = 0.13) and canopy percentage foliage cover (R-2 = 0.86). Pan-sharpened Ikonos data were used to map riparian species composition (overall accuracy = 55 percent) and riparian zone width (accuracy within +/- 3 m). Tree crowns could not be automatically delineated due to the lack of contrast between canopies and adjacent grass cover. The ETM+ imagery was suited for mapping the extent of riparian zones. Results presented demonstrate the capabilities of high and moderate spatial resolution imagery for mapping properties of riparian zones.