Testing linear cointegration against smooth-transition cointegration

This paper studies a smooth-transition (ST) type cointegration. The proposed ST cointegration allows for regime switching structure in a cointegrated system. It nests the linear cointegration developed by Engle and Granger (1987) and the threshold cointegration studied by Balke and Fomby (1997). We develop F-type tests to examine linear cointegration against ST cointegration in ST-type cointegrating regression models with or without time trends. The null asymptotic distributions of the tests are derived with stationary transition variables in ST cointegrating regression models. And it is shown that our tests have nonstandard limiting distributions expressed in terms of standard Brownian motion when regressors are pure random walks, while have standard asymptotic distributions when regressors contain random walks with nonzero drift. Finite-sample distributions of those tests are studied by Monto Carlo simulations. The small-sample performance of the tests states that our F-type tests have a better power when the system contains ST cointegration than when the system is linearly cointegrated. An empirical example for the purchasing power parity (PPP) data (monthly US dollar, Italy lira and dollar-lira exchange rate from 1973:01 to 1989:10) is illustrated by applying the testing procedures in this paper. It is found that there is no linear cointegration in the system, but there exits the ST-type cointegration in the PPP data.

Estimation of genetic variance for macro- and micro-environmental sensitivity using double hierarchical generalized linear models

Background: Genetic variation for environmental sensitivity indicates that animals are genetically different in their response to environmental factors. Environmental factors are either identifiable (e.g. temperature) and called macro-environmental or unknown and called micro-environmental. The objectives of this study were to develop a statistical method to estimate genetic parameters for macro- and micro-environmental sensitivities simultaneously, to investigate bias and precision of resulting estimates of genetic parameters and to develop and evaluate use of Akaike’s information criterion using h-likelihood to select the best fitting model. Methods: We assumed that genetic variation in macro- and micro-environmental sensitivities is expressed as genetic variance in the slope of a linear reaction norm and environmental variance, respectively. A reaction norm model to estimate genetic variance for macro-environmental sensitivity was combined with a structural model for residual variance to estimate genetic variance for micro-environmental sensitivity using a double hierarchical generalized linear model in ASReml. Akaike’s information criterion was constructed as model selection criterion using approximated h-likelihood. Populations of sires with large half-sib offspring groups were simulated to investigate bias and precision of estimated genetic parameters. Results: Designs with 100 sires, each with at least 100 offspring, are required to have standard deviations of estimated variances lower than 50% of the true value. When the number of offspring increased, standard deviations of estimates across replicates decreased substantially, especially for genetic variances of macro- and micro-environmental sensitivities. Standard deviations of estimated genetic correlations across replicates were quite large (between 0.1 and 0.4), especially when sires had few offspring. Practically, no bias was observed for estimates of any of the parameters. Using Akaike’s information criterion the true genetic model was selected as the best statistical model in at least 90% of 100 replicates when the number of offspring per sire was 100. Application of the model to lactation milk yield in dairy cattle showed that genetic variance for micro- and macro-environmental sensitivities existed. Conclusion: The algorithm and model selection criterion presented here can contribute to better understand genetic control of macro- and micro-environmental sensitivities. Designs or datasets should have at least 100 sires each with 100 offspring.

Neww challenges in the luxury universe: an exploratory study of the concept of luxury experience in the Brazilian market from the perspective of brands and consumers: a case study of Pati Piva.

Luxury has evolved over the centuries; new challenges have created questions of appropriate strategies for brands. Experience and authenticity became important aspects in the field: consumers are enjoying more material comfort and there is a trend of a cultural shift for personal fulfillment and aspiration through experience. The biggest challenge for today's luxury marketers is to not only talk to the target, but to understand how the target is shifting, while not alienating consumers and damaging the brand´s image. Considering managers and consumers perspectives separately, it would be possible to conclude that their perceptions are congruent, as many studies have presented. However, if perspectives are put together and compared, different realities could emerge. This exploratory research is based on a case study that describes both perspectives of their perception on luxury experience, consumer behavior and consumption motivations, and luxury retailing. It was developed interviews with the brand owner and 10 brand´s consumers, and also indirect observations in the brands distribution formats. In the brand perspective, the case study has shown that luxury experience involves the construction of brand experience strategy based on products, multiple retail channels, consumer engagement, personal activity, exploration of five senses and other forms. In the consumer´s perspective, results revealed that brand consumers interviwed have different luxury experience perceptions and expectations; however, what is common is that service and quality must be maintained and they reflected the overall experience. Additionally, luxury retailing influences directly the consumer´s perception that must integrate multiple channels to fulfill personal demands. The research makes contributions for both actors - brand and consumer, in the sense that translates theoretical concepts of the experience itself and tries to clarify aspects that are still unknown and explored through the exploration of ways to detect the alignment between brand and consumer expectations of the experience.

Statistical modelling of extreme rainfall in Madeira Island

Extreme rainfall events have triggered a significant number of flash floods in Madeira Island along its past and recent history. Madeira is a volcanic island where the spatial rainfall distribution is strongly affected by its rugged topography. In this thesis, annual maximum of daily rainfall data from 25 rain gauge stations located in Madeira Island were modelled by the generalised extreme value distribution. Also, the hypothesis of a Gumbel distribution was tested by two methods and the existence of a linear trend in both distributions parameters was analysed. Estimates for the 50– and 100–year return levels were also obtained. Still in an univariate context, the assumption that a distribution function belongs to the domain of attraction of an extreme value distribution for monthly maximum rainfall data was tested for the rainy season. The available data was then analysed in order to find the most suitable domain of attraction for the sampled distribution. In a different approach, a search for thresholds was also performed for daily rainfall values through a graphical analysis. In a multivariate context, a study was made on the dependence between extreme rainfall values from the considered stations based on Kendall’s τ measure. This study suggests the influence of factors such as altitude, slope orientation, distance between stations and their proximity of the sea on the spatial distribution of extreme rainfall. Groups of three pairwise associated stations were also obtained and an adjustment was made to a family of extreme value copulas involving the Marshall–Olkin family, whose parameters can be written as a function of Kendall’s τ association measures of the obtained pairs.

Caracterização mineralógica de Latossolos em diferentes feições do relevo na região de Jaboticabal, SP

Different surface land form expressed by the relief can cause variations in soil properties in different magnitudes, depending mainly on a specific location in the landscape. Therefore, the objective of this study was to make the mineralogical characterization of Oxisols in different relief forms in the region of Jaboticabal, SP. Three trenches were opened in the convex, linear and concave landforms, done morphological description of the soil horizons and collected soil samples for physical, chemical and mineralogical characterization. It was found that the oxidic mineralogy is dependent on the type of landform, with the dominance of goethite on the concave landform and hematite on the linear landform. The desferrific clay minerals exhibited dominance of gibbsite in the concave, compared to convex and linear landforms that were dominated by the kaolinitic mineralogy.

Impacts of limestone and nitrogen top dressing application on the potassium content in the soil profile and marandu-grass leaf concentration

Objetivou-se avaliar os efeitos de nitrogênio (0, 100, 200, 300 e 400 kg/ha.ano), com ou sem aplicação de calcário dolomítico em cobertura, sobre o teor de potássio (K) do solo nas profundidades de 0 a 5; 5 a 10; e 10 a 20 cm e a concentração de potássio na planta. O experimento foi realizado em Latossolo Vermelho distroférrico de relevo suavemente ondulado, disposto em esquema fatorial 5 × 2, em blocos casualizados, com quatro repetições. A adubação nitrogenada promoveu aumento linear na concentração de potássio na planta e no teor desse mineral na camada de 0 a 5 cm do solo. Ocorreu efeito de inibição competitiva entre a absorção de potássio e cálcio e entre potássio e magnésio. Embora uma fração significativa de potássio retorne à camada superficial do solo pelo resíduo de forragem, em decorrência da maior produção de massa, o aumento da concentração de potássio na planta nas mais altas doses de nitrogênio comprova a importância do suprimento de potássio para a planta, por intensificar a massa de forragem.

Pearl millet utilization in ccommercial laying hen diets formulated on a total or digestible amino acid basis

An experiment was carried out to evaluate the effect of replacing corn with pearl millet in commercial layer diets, formulated according to the minimal requirements for total and digestible amino acids. Two hundred and forty Lohmann LSL laying hens with 25 weeks of age were distributed in a completely randomized experimental design according to a 2 x 5 factorial arrangement with 3 replicates of 8 birds. Feed was formulated on two amino acid basis (total or digestible) according to Rostagno et al. (2000) and there were five pearl millet inclusion levels (0%, 25%, 50%, 75%, and 100%). Performance and egg quality were evaluated during five periods of 21 days.At the end of each period, feed intake, egg production, egg weight and feed conversion were evaluated. In the last three days of each period, the following egg quality parameters were evaluated: Haugh Unit, yolk pigmentation index, egg specific weight, shell percentage and shell thickness. Digestible amino acid requirements resulted in decreased feed intake (p<0.01) and increased production costs per mass of eggs (kg) or per dozen eggs (p<0.01) compared to total amino acid requirements. There was a linear reduction in feed intake, egg production, egg weight and yolk pigmentation index with increasing inclusion levels of pearl millet. Therefore, increasing levels of replacement of corn by pearl millet affected bird performance negatively. Besides, production costs were higher with increasing pearl millet levels.

Ammonium and nitrate in soil and upland rice yield as affected by cover crops and their desiccation time

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Analysis of cardiac autonomic modulation in obese and eutrophic children

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

Fractal correlation property of heart rate variability in chronic obstructive pulmonary disease

Background: It was reported that autonomic nervous system function is altered in subjects with chronic obstructive pulmonary disease (COPD). We evaluated short-and long-term fractal exponents of heart rate variability (HRV) in COPD subjects.Patients and methods: We analyzed data from 30 volunteers, who were divided into two groups according to spirometric values: COPD (n = 15) and control (n = 15). For analysis of HRV indices, HRV was recorded beat by beat with the volunteers in the supine position for 30 minutes. We analyzed the linear indices in the time (SDNN [standard deviation of normal to normal] and RMSSD [root-mean square of differences]) and frequency domains (low frequency [LF], high frequency [HF], and LF/HF), and the short-and long-term fractal exponents were obtained by detrended fluctuation analysis. We considered P < 0.05 to be a significant difference.Results: COPD patients presented reduced levels of all linear exponents and decreased short-term fractal exponent (alpha-1: 0.899 +/- 0.18 versus 1.025 +/- 0.09, P = 0.026). There was no significant difference between COPD and control groups in alpha-2 and alpha-1/alpha-2 ratio.Conclusion: COPD subjects present reduced short-term fractal correlation properties of HRV, which indicates that this index can be used for risk stratification, assessment of systemic disease manifestations, and therapeutic procedures to monitor those patients.

LIMIT CYCLES of DISCONTINUOUS PIECEWISE LINEAR DIFFERENTIAL SYSTEMS

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

Position-dependent effective mass Dirac equations with PT-symmetric and non-PT-symmetric potentials

We present a new procedure to construct the one-dimensional non-Hermitian imaginary potential with a real energy spectrum in the context of the position-dependent effective mass Dirac equation with the vector-coupling scheme in 1 + 1 dimensions. In the first example, we consider a case for which the mass distribution combines linear and inversely linear forms, the Dirac problem with a PT-symmetric potential is mapped into the exactly solvable Schrodinger-like equation problem with the isotonic oscillator by using the local scaling of the wavefunction. In the second example, we take a mass distribution with smooth step shape, the Dirac problem with a non-PT-symmetric imaginary potential is mapped into the exactly solvable Schrodinger-like equation problem with the Rosen-Morse potential. The real relativistic energy levels and corresponding wavefunctions for the bound states are obtained in terms of the supersymmetric quantum mechanics approach and the function analysis method.

Electrolytic Balance in Broiler Chicks During the First Week of Age

Foram conduzidos dois experimentos, utilizando-se 712 pintos de corte para avaliar o efeito do balanço eletrolítico (Na+K-Cl) em rações pré-iniciais (1-7 dias) de frangos de corte. As rações à base de milho e farelo de soja, com 21,5 % de proteína e 2.900 kcal EM/kg, foram oferecidas à vontade. No experimento I, o nível de K foi fixado e os níveis de Na e Cl foram manipulados, em 4 tratamentos com 8 repetições de 16 aves cada. No experimento II, níveis mais elevados de Na e K foram usados, com 4 tratamentos e 5 repetições de 10 aves cada. em ambos os experimentos, os balanços eletrolíticos foram de 40; 140; 240 e 340 mEq/kg de ração. O balanço eletrolítico causou um efeito quadrático no ganho de peso e na conversão alimentar e um aumento linear no consumo de alimento quando o balanço eletrolítico foi aumentado pela suplementação de Na, indicando que esse íon estimula o consumo de alimento das aves nesse período. Porém, o consumo de alimento foi máximo em 202 mEq/kg, quando os níveis de K e Na foram simultaneamente aumentados na dieta, indicando que o limite superior de consumo de alimento é deprimido em função do K em excesso. O balanço eletrolítico ideal foi entre 246 e 277 mEq/kg obtidos pela manipulação dos níveis de Na e Cl.

Validade e confiabilidade da versão informatizada do inventário Million de estilos de personalidade

Currently, several psychological and non-psychological tests can be found in publishes without standardization on procedures set in different psychological areas, like intelligence, emotional states, attitudes, social skills, vocation, preferences and others. The computerized psychological testing is a extension of traditional testing psychological practices. However, it has own psychometrics qualities, either by its matching in a computerized environment or by the extension that can be developed in it. The current research, developed from a necessity to study process of validity and reliability on a computerized test, drew a methodological structure to provide parallel applications in numerous kinds of operational groups, evaluating the influences of the time and approach in the computerization process. This validity refers to normative values groups, reproducibility in computerized applications process and data processing. Not every psychological test can be computerized. Therefore, our need to find a good test, with quality and plausible properties to transform in computerized application, leaded us to use The Millon Personality Inventory, created by Theodore Millon. This Inventory assesses personality according to 12 bipolarities distributed in 24 factors, distributed in categories motivational styles, cognitive targets and interpersonal relations. This instrument doesn t diagnose pathological features, but test normal and non adaptive aspects in human personality, comparing with Theodore Millon theory of personality. In oder to support this research in a Brazilian context in psychological testing, we discuss the theme, evaluating the advantages and disadvantages of such practices. Also we discuss the current forms in computerization of psychological testing and the main specific criteria in this psychometric specialized area of knowledge. The test was on-line, hosted in the site http://www.planetapsi.com, during the years of 2007 and 2008, which was available a questionnaire to describe social characteristics before test. A report was generated from the data entry of each user. An application of this test was conducted in a linear way through a national coverage in all Brazil regions, getting 1508 applications. Were organized nine groups, reaching 180 applications in test and retest subject, where three periods of time and three forms of retests for studies of on-line tests were separated. Parallel to this, we organized multi-application session offline group, 20 subjects who received tests by email. The subjects of this study were generally distributed by the five Brazilian regions, and were noticed about the test via the Internet. The performance application in traditional and on-line tested groups subsidies us to conclude that on-line application provides significantly consistency in all criteria for validity studied and justifies its use. The on-line test results were related not only among themselves but were similar to those data of tests done on pencil and paper (0,82). The retests results demonstrated correlation, between 0,92 and, 1 while multisessions had a good correlation in these comparisons. Moreover, were assessed the adequacy of operational criteria used, such as security, the performance of users, the environmental characteristics, the organization of the database, operational costs and limitations in this on-line inventory. In all these five items, there were excellent performances, concluding, also, that it s possible a self-applied psychometric test. The results of this work are a guide to question and establish of methodologies studies for computerization psychological testing software in the country