Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank using our proposed procedure, relative to an unrestricted VAR or a cointegrated VAR estimated by the commonly used procedure of selecting the lag-length only and then testing for cointegration. Two empirical applications forecasting Brazilian in ation and U.S. macroeconomic aggregates growth rates respectively show the usefulness of the model-selection strategy proposed here. The gains in di¤erent measures of forecasting accuracy are substantial, especially for short horizons.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. A Monte Carlo study explores the finite sample performance of this procedure and evaluates the forecasting accuracy of models selected by this procedure. Two empirical applications confirm the usefulness of the model selection procedure proposed here for forecasting.

Estudo da sinterização de eletrólito sólido de céria dopada com gadolínia

Fuel cells are electrochemical devices that convert chemical energy in electrical energy by a reaction directly. The solid oxide fuel cell (SOFC) works in temperature between 900ºC up to 1000ºC, Nowadays the most material for ceramic electrolytes is yttria stabilized zirconium. However, the high operation temperature can produce problems as instability and incompatibility of materials, thermal degradation and high cost of the surround materials. These problems can be reduced with the development of intermediate temperature solid oxide fuel cell (IT-SOFC) that works at temperature range of 600ºC to 800ºC. Ceria doped gadolinium is one of the most promising materials for electrolytes IT-SOFC due high ionic conductivity and good compatibility with electrodes. The inhibition of grain growth has been investigated during the sintering to improve properties of electrolytes. Two-step sintering (TSS) is an interesting technical to inhibit this grain growth and consist at submit the sample at two stages of temperature. The first one stage aims to achieve the critical density in the initiating the sintering process, then the sample is submitted at the second stage where the temperature sufficient to continue the sintering without accelerate grain growth until to reach total densification. The goal of this work is to produce electrolytes of ceria doped gadolinium by two-step sintering. In this context were produced samples from micrometric and nanometric powders by two routes of two-step sintering. The samples were obtained with elevate relative density, higher than 90% using low energy that some works at the same area. The average grain size are at the range 0,37 μm up to 0,51 μm. The overall ionic conductivity is 1,8x10-2 S.cm and the activation energy is 0,76 eV. Results shown that is possible to obtain ceria-doped gadolinium samples by two-step sintering technique using modified routes with characteristics and properties necessary to apply as electrolytes of solid oxide fuel cell

Temporal variability of soil CO2 emission after conventional and reduced tillage described by an exponential decay in time model

A quantificação do impacto das práticas de preparo sobre as perdas de carbono do solo é dependente da habilidade de se descrever a variabilidade temporal da emissão de CO2 do solo após preparo. Tem sido sugerido que as grandes quantidades de CO2 emitido após o preparo do solo podem servir como um indicador das modificações nos estoques de carbono do solo em longo termo. Neste trabalho é apresentado um modelo de duas partes baseado na temperatura e na umidade do solo e que inclui um termo exponencial decrescente do tempo que é eficiente no ajuste das emissões intermediárias após preparo: arado de disco seguido de uma passagem com a grade niveladora (convencional) e escarificador de arrasto seguido da passagem com rolo destorroador (reduzido). As emissões após o preparo do solo são descritas utilizando-se estimativa não linear com um coeficiente de determinação (R²) tão alto quanto 0.98 após preparo reduzido. Os resultados indicam que nas previsões da emissão de CO2 após o preparo do solo é importante considerar um termo exponencial decrescente no tempo após preparo.

Two-branes with variable tension model and the effective Newtonian constant

It is shown that, in the two brane time variation model framework, if the hidden brane tension varies according to the phenomenological Eotvos law, the visible brane tension behavior is such that its time derivative is negative in the past and positive after a specific time of cosmological evolution. This behavior is interpreted in terms of a useful mechanical system analog and its relation with the variation of the Newtonian (effective) gravitational constant is explored.

4-amine-2-mercaptopyrimidine modified silica gel applied in Cd(II) and Pb(II) extraction from an aqueous medium

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

Carbon-coated SnO2 nanobelts and nanoparticles by single catalytic step

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Attachment of 2,2-bipyridine onto a silica gel for application as a sequestering agent for copper, cadmium and lead ions from an aqueous medium

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

Limits of validity for a semiclassical mean-field two-fluid model for Bose-Einstein condensation thermodynamics

We reinvestigate the Bose-Einstein condensation (BEC) thermodynamics of a weakly interacting dilute Bose gas under the action of a trap using a semi-classical two-fluid mean-field model in order to find the domain of applicability of the model. Such a model is expected to break down once the condition of diluteness and weak interaction is violated. We find that this breakdown happens for values of coupling and density near the present experimental scenario of BEG. With the increase of the interaction coupling and density the model may lead to unphysical results for thermodynamic observables. (C) 2000 Published by Elsevier B.V. B.V, All rights reserved.

Medium-term protocols for in vivo evaluation of chemical modifiers of carcinogenesis

Cancer development is a long-term multistep process which allows interventional measure before the clincial disease emerges. the detection of natural substances which can block the process of carcinogenesis is a important as the identification of anti-tumoral drugs since they might be used in chemoprevention of cancer in high-risk groups. In vivo rodent models of chemical caecinogenesis have been used to study plant-derived inhibitors of carcinofenesis such as indols, coumarins, isothiocyanates, flavones, phenols and allyl-sulfides. Since the standard in vivo rodent bioassay is prolonged and expensive, shorter reliable protocols are needed. Two in vivo medium-term protocols for evaluation of modifiers of carcinogenesis are presented, one related to liver and the other to bladder cancer. Both protocols use rats, last 8 and 36 weeks and are based on the two-step concept of carcinogenesis: initiation and promotion. The protocols use respectively the development of altered foci of hepatocytes expressing immunochistochemically the placental form of gluthation S-transferase and the appearence of pre-neoplastic urothelium and papillomas as the end-points. the use of these protocols for detection of plantpderived inhibitors of carcinogenesis appear warranted.

Direct electron paramagnetic resonance monitoring of the peptide synthesis coupling reaction in polymeric support

This work demonstrates, for the first time. a time-resolved electron paramagnetic resonance (EPR) monitoring of a chemical reaction occurring in a polymeric structure. The progress of the coupling of a N-alpha-tert-butyloxycarbonyl-2.2.6.6-tetramethylpiperidine-1-oxyl-4-amino-4-carboxylic acid (Boc-TOAC) spin probe to a model peptide-resin was followed through EPR spectra. Progressive line broadening of EPR peaks was observed, indicative of an increased population of immobilized spin probe molecules attached to the solid support. The time for spectral stabilization of this process coincided with that determined in a previous Coupling study. thereby validating this in situ quantitative monitoring of the reaction. In addition, the influence of polymer swelling degree and solvent viscosity, as well as of the steric hindrance within beads. on the rate of coupling reaction was also addressed. A deeper evaluation of the latter effect was possible by determining unusual polymer parameters such as the average site-site distance and site-concentration within resin beads in each solvent system. (c) 2006 Elsevier Ltd. All rights reserved.

Electrochemistry of organometallic compounds. Part II. Oxidations of alkyl and aryl derivatives of bis(salicylaldehyde)ethylenediimine cobalt(III) in dimethylformamide

The influence of the axial organic ligand R on the electrochemical oxidation of the compounds [RCoIII(salen)DMF)], where salen is bis(salicylaldehyde)ethylenediimine, and R CH3, C2H5, n-C3H7, n-C4H9, s-C4H9, i-C4H9, CH2Cl, CF3CH2, c-C6H11CH2, c-C6H11, C6H5, C6H5CH2, p-CH3C6H4CH2, and p-NO2C6H4CH2, was studied by means of cyclic voltametry in dimethylformamide (DMF), 0.2 M in tetraethylammonium perchlorate (TEAP), at 25 and -20°C, with a platinum disc working electrode. The above-mentioned compounds can be classified according to their electrochemical behavior. (a) The complexes with R CH3, C2H5, n-C3H7, n-C4H9, c-C6H11CH2, and C6H5 undergo a reversible one-electron oxidation in the 10-50 V s-1 potential scan range. At slower scan rates, the oxidized product decomposes chemically. At -20°C, this chemical step is slow, and a reversible one-electron electrochemical oxidation is observed. (b) The compounds with R CH2Cl, C6H5CH2, p-CH3C6H4CH2 and p-NO2C6H4CH2 undergo a quasi-reversible one-electron oxidation at room temperaure. At -20°C, the electrochemical process becomes more complex. A following chemical reactions is coupled to the quasi-reversible one-electron transfer. Two reduction peaks are observed. (c) The compounds with R i-C4H9, s-C4H9, and c-C6H11 undergo a reversible one-electron oxidation at -20°C. At room temperature, the irreversible chemical reaction following the electron transfer step is too fast to allow the isolation of the electrochemical step. (d) At -20°C, the derivatives with R C2H5, c-C6H11 CH2 and c-C6H11 are adsorbed at the electrode surface. Evidence indicates that the reagent in these reactions is the pentacoordinated species [RCoIII(salen)]. A linear free-energy relationship between E1/2 (for reversible processes) and the Taft polar parameters o* was obtained with a slope of ρ* = 0.25 ± 0.03. As expected, the benzyl derivatives which present mesomeric effects do not fit this polar correlation. The rated of the electrochemical oxidation is also affected by the nature of the ligand R. For the ligands which are strong electron-withdrawing groups and for the benzyl derivatives, the rate of the electrochemical oxidation of the metal ion decreases at room temperature. At lower temperatures, it is suggested that the oxidation to the CoIV-R species is followed by a chemical reaction in which this complex is partly transformed into a CoIII(R*) species, which is reduced at a much more cathodic potential than the Co(IV) species. © 1979.

Mechanism of phase formation in Pb(ZrxTi1-x)O3 synthesized by a partial oxalate method

The phase formation mechanism, as well as the morphotropic phase boundary, of lead zirconate titanate (PZT) processed by a partial oxalate method was investigated by simultaneous thermal analysis (TG-DTA) and by qualitative and quantitative X-ray diffraction (XRD). The results show that the ZrxTi1-xO2 (ZT) phase reacts with PbO forming the PZT phase without intermediate phases. XRD analysis showed the coexistence of rhombohedral and tetragonal phases for 0.47 ≤ x ≤ 0.55 with the phase boundary composition for x = 0.51. For low calcination temperatures, preferential formation of the PZT rhombohedral phase was observed. A model for phase formation of PZT by the partial oxalate method is proposed based on the existence of two interfaces of reaction (PbO-PZT and PZT-ZT) and diffusion of cations.

Smooth landscape solvent dynamics in electron transfer reactions

Solvent effects play a major role in controlling electron-transfer reactions. The solvent dynamics happens on a very high-dimensional surface, and this complex landscape is populated by a large number of minima. A critical problem is to understand the conditions under which the solvent dynamics can be represented by a single collective reaction coordinate. When this unidimensional representation is valid, one recovers the successful Marcus theory. In this study the approach used in a previous work [V. B. P. Leite and J. N. Onuchic; J. Phys. Chem. 100, 7680 (1996)] is extended to treat a more realistic solvent model, which includes energy correlation. The dynamics takes place in a smooth and well behaved landscape. The single shell of solvent molecules around a cavity is described by a two-dimensional system with periodic boundary conditions with nearest neighbor interaction. It is shown how the polarization-dependent effects can be inferred. The existence of phase transitions depends on a factor y proportional to the contribution from the two parameters of the model. For the present model, γ suggests the existence of weak kinetic phase transitions, which are used in the analysis of solvent effects in charge-transfer reactions. © 1999 American Institute of Physics.

Horseradish peroxidase-catalyzed oxidation of rifampicin: Reaction rate enhancement by co-oxidation with anti-inflammatory drugs

The tuberculostatic drug rifampicin has been described as a scavenger of reactive species. Additionally, the recent demonstration that oral therapy with a complex of rifampicin and horseradish peroxidase (HRP) was more effective than rifampicin alone, in an animal model of experimental leprosy, suggested the importance of redox reactions involving rifampicin and their relevance to the mechanism of action. Hence, we studied the oxidation of rifampicin catalyzed by HRP, since this enzyme may represent the prototype of peroxidation-mediated reactions. We found that the antibiotic is efficiently oxidized and that rifampicin-quinone is the product, in a reaction dependent on both HRP and hydrogen peroxide. The steady-state kinetic constants Km app (101±23 mmol/l), Vmax app (0.78±0.09 μmol/l·s-1) and kcat (5.1±0.6 s-1) were measured (n=4). The reaction rate was increased by the addition of co-substrates such as tetramethylbenzidine, salicylic acid, 5-aminosalicylic acid and paracetamol. This effect was explained by invoking an electron-transfer mechanism by which these drugs acted as mediators of rifampicin oxidation. We suggested that this drug interaction might be important at the inflammatory site. © 2005 Pharmaceutical Society of Japan.