865 resultados para extended regime-switching GARCH


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In this day of the mature highway systems, a new set of problems is facing the highway engineer. The existing infrastructure has aged to or past the design life of the original pavement design. In many cases, increased commercial traffic is creating the need for additional load carrying capacity, causing state highway engineers to consider new alternatives for rehabilitation of existing surfaces. Alternative surface materials, thicknesses, and methods of installation must be identified to meet the needs of individual pavements and budgets. With overlays being one of the most frequently used rehabilitation alternatives, it is important to learn more about the limitations and potential performance of thin bonded portland cement overlays and subsequent rehabilitation. The Iowa ultra-thin project demonstrated the application of thin portland cement concrete overlays as a rehabilitation technique. It combined the variables of base preparation, overlay thickness, slab size, and fiber enhancement into a series of test sections over a 7.2-mile length. This report identifies the performance of the overlays in terms of deflection reduction, reduced cracking, and improved bonding between the portland cement concrete (PCC) and asphalt cement concrete (ACC) base layers. The original research project was designed to evaluate the variables over a 5-year period of time. A second project provided the opportunity to test overlay rehabilitation techniques and continue measurement of the original overlay performance for 5 additional years. All performance indicators identified exceptional performance over the 10-year evaluation period for each of the variable combinations considered. The report summarizes the research methods, results, and identifies future research ideas to aid the pavement overlay designer in the successful implementation of ultra-thin portland cement concrete overlays as an lternative pavement rehabilitation technique.

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We present a polyhedral framework for establishing general structural properties on optimal solutions of stochastic scheduling problems, where multiple job classes vie for service resources: the existence of an optimal priority policy in a given family, characterized by a greedoid (whose feasible class subsets may receive higher priority), where optimal priorities are determined by class-ranking indices, under restricted linear performance objectives (partial indexability). This framework extends that of Bertsimas and Niño-Mora (1996), which explained the optimality of priority-index policies under all linear objectives (general indexability). We show that, if performance measures satisfy partial conservation laws (with respect to the greedoid), which extend previous generalized conservation laws, then the problem admits a strong LP relaxation over a so-called extended greedoid polytope, which has strong structural and algorithmic properties. We present an adaptive-greedy algorithm (which extends Klimov's) taking as input the linear objective coefficients, which (1) determines whether the optimal LP solution is achievable by a policy in the given family; and (2) if so, computes a set of class-ranking indices that characterize optimal priority policies in the family. In the special case of project scheduling, we show that, under additional conditions, the optimal indices can be computed separately for each project (index decomposition). We further apply the framework to the important restless bandit model (two-action Markov decision chains), obtaining new index policies, that extend Whittle's (1988), and simple sufficient conditions for their validity. These results highlight the power of polyhedral methods (the so-called achievable region approach) in dynamic and stochastic optimization.

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By the end of the 1970s, contaminated sites had emerged as one of the most complex and urgent environmental issues affecting industrialized countries. The authors show that small and prosperous Switzerland is no exception to the pervasive problem of sites contamination, the legacy of past practices in waste management having left some 38,000 contaminated sites throughout the country. This book outlines the problem, offering evidence that open and polycentric environmental decision-making that includes civil society actors is valuable. They propose an understanding of environmental management of contaminated sites as a political process in which institutions frame interactions between strategic actors pursuing sometimes conflicting interests. In the opening chapter, the authors describe the influences of politics and the power relationships between actors involved in decision-making in contaminated sites management, which they term a "wicked problem." Chapter Two offers a theoretical framework for understanding institutions and the environmental management of contaminated sites. The next five chapters present a detailed case study on environmental management and contaminated sites in Switzerland, focused on the Bonfol Chemical Landfill. The study and analysis covers the establishment of the landfill under the first generation of environmental regulations, its closure and early remediation efforts, and the gambling on the remediation objectives, methods and funding in the first decade of the 21st Century. The concluding chapter discusses the question of whether the strength of environmental regulations, and the type of interactions between public, private, and civil society actors can explain the environmental choices in contaminated sites management. Drawing lessons from research, the authors debate the value of institutional flexibility for dealing with environmental issues such as contaminated sites.

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Accurate estimates of water losses by evaporation from shallow water tables are important for hydrological, agricultural, and climatic purposes. An experiment was conducted in a weighing lysimeter to characterize the diurnal dynamics of evaporation under natural conditions. Sampling revealed a completely dry surface sand layer after 5 days of evaporation. Its thickness was <1 cm early in the morning, increasing to reach 4?5 cm in the evening. This evidence points out fundamental limitations of the approaches that assume hydraulic connectivity from the water table up to the surface, as well as those that suppose monotonic drying when unsteady conditions prevail. The computed vapor phase diffusion rates from the apparent drying front based on Fick's law failed to reproduce the measured cumulative evaporation during the sampling day. We propose that two processes rule natural evaporation resulting from daily fluctuations of climatic variables: (i) evaporation of water, stored during nighttime due to redistribution and vapor condensation, directly into the atmosphere from the soil surface during the early morning hours, that could be simulated using a mass transfer approach and (ii) subsurface evaporation limited by Fickian diffusion, afterward. For the conditions prevailing during the sampling day, the amount of water stored at the vicinity of the soil surface was 0.3 mm and was depleted before 11:00. Combining evaporation from the surface before 11:00 and subsurface evaporation limited by Fickian diffusion after that time, the agreement between the estimated and measured cumulative evaporation was significantly improved.

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O estudo da responsabilidade subsidiária pelas dívidas tributárias das pessoas colectivas oferece-nos várias vias de pesquisa possíveis para a abordagem do tema, mas devido aos limites estabelecidos, decidimos então desta forma propomo-nos saber qual o sentido e alcance inerente da responsabilidade subsidiária dos gerentes e administradores das sociedades, decorrente do regime jurídico vigente que consta da aplicação do artigo 24º nº 1 da Lei Geral Tributária. Nos dias de hoje, a crescente utilização da figura da responsabilidade subsidiária por parte da administração fiscal com o objectivo de arrecadar as receitas, sempre indispensáveis, não deixa de merecer o nosso estudo no que toca ao seu desenvolvimento e interpretação, pois, o seu tratamento, tem sido substancialmente abordado pela doutrina e jurisprudência. Sendo este regime uma excepção por se aplicar em determinadas circunstâncias, e por constituir a derrogação do princípio da capacidade contributiva, demonstraremos então em que circunstância é imputada a responsabilidade subsidiária tributária aos gerentes e administradores da não entrega do valor dos tributos ao cofre do Estado à custa dos bens da sociedade. Neste contexto ainda, devido o laço entre a responsabilidade tributária e a reversão fiscal que é incontornável, pelo que torna inevitável abordar esta última, pois, trata-se do instituto que efectiva a responsabilidade tributária subsidiária, acreditamos veramente que tal tratamento possibilita uma melhor análise do instituto da responsabilidade. Embora a matéria da responsabilidade tributária tenha sido tratada abundantemente conforme já dito, contudo, é estranho que quando o assunto é o da reversão, permaneça em grande medida de um distanciamento ao nível da sua abordagem pela doutrina. Assim importa saber e compreender melhor algumas das soluções que se encontram implementadas no sistema jurídico Português.

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AIM: To document the feasibility and report the results of dosing darbepoetin-alpha at extended intervals up to once monthly (QM) in a large dialysis patient population. MATERIAL: 175 adult patients treated, at 23 Swiss hemodialysis centres, with stable doses of any erythropoiesis-stimulating agent who were switched by their physicians to darbepoetin-alpha treatment at prolonged dosing intervals (every 2 weeks [Q2W] or QM). METHOD: Multicentre, prospective, observational study. Patients' hemoglobin (Hb) levels and other data were recorded 1 month before conversion (baseline) to an extended darbepoetin-alpha dosing interval, at the time of conversion, and once monthly thereafter up to the evaluation point (maximum of 12 months or until loss to follow-up). RESULTS: Data for 161 evaluable patients from 23 sites were included in the final analysis. At 1 month prior to conversion, 73% of these patients were receiving darbepoetin-alpha weekly (QW) and 27% of the patients biweekly (Q2W). After a mean follow-up of 9.5 months, 34% received a monthly (QM) dosing regimen, 52% of the patients were receiving darbepoetin-alpha Q2W, and 14% QW. The mean (SD) Hb concentration at baseline was 12.3 +/- 1.2 g/dl, compared to 11.9 +/- 1.2 g/dl at the evaluation point. The corresponding mean weekly darbepoetin-alpha dose was 44.3 +/- 33.4 microg at baseline and 37.7 +/- 30.8 microg at the evaluation point. CONCLUSIONS: Conversion to extended darbepoetin-alpha dosing intervals of up to QM, with maintenance of initial Hb concentrations, was successful for the majority of stable dialysis patients.

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A presente dissertação tem por objectivo analisar o Regime Jurídico das Aquisições Públicas, aprovado pela Lei n.º 17/VII/2007, de 10 de Setembro, bem como o respectivo regulamento, constante do Decreto-Lei n.º1/2009, de 5 de Janeiro. Fundamentalmente, pretende-se analisar os procedimentos de formação dos contratos administrativos regulados nestes dois diplomas. Desta análise conclui-se que os referidos diplomas não regulam todo o regime jurídico dos contratos públicos (ou das aquisições públicas), porquanto excluem as matérias relativas à execução e da extinção destes contratos. Este regime jurídico apresenta algumas imprecisões elementares de conceitos, omissões e até contradições normativas, o que é objecto da devida atenção e reflexão crítica.

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Neste trabalho propomo-nos descrever o sistema de Protecção Social de Cabo Verde e analisar detalhadamente o regime de Protecção Social Obrigatória, a cargo do Instituto Nacional de Previdência Social. Para tal, numa primeira fase, procedemos à apresentação da arquitectura do sistema, com destaque para o regime de Protecção Social Obrigatória. De seguida, e no âmbito dos problemas de sustentabilidade que têm surgido em sistemas de segurança social de outros países, efectuamos uma análise de gestão da carteira constituída com os excedentes deste regime no período 2000-2009. Em síntese, concluímos que a rendibilidade da carteira no período em análise foi elevada e relativamente estável. Quanto ao risco da carteira, embora de difícil apreciação devido à falta de alguma informação relevante, tem-se mantido em níveis adequados à baixa maturidade do sistema de protecção social de Cabo Verde. A avaliação do desempenho da carteira é, portanto, aceitável.

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This paper analyzes the nature of health care provider choice inthe case of patient-initiated contacts, with special reference toa National Health Service setting, where monetary prices are zeroand general practitioners act as gatekeepers to publicly financedspecialized care. We focus our attention on the factors that mayexplain the continuously increasing use of hospital emergencyvisits as opposed to other provider alternatives. An extendedversion of a discrete choice model of demand for patient-initiatedcontacts is presented, allowing for individual and town residencesize differences in perceived quality (preferences) betweenalternative providers and including travel and waiting time asnon-monetary costs. Results of a nested multinomial logit model ofprovider choice are presented. Individual choice betweenalternatives considers, in a repeated nested structure, self-care,primary care, hospital and clinic emergency services. Welfareimplications and income effects are analyzed by computingcompensating variations, and by simulating the effects of userfees by levels of income. Results indicate that compensatingvariation per visit is higher than the direct marginal cost ofemergency visits, and consequently, emergency visits do not appearas an inefficient alternative even for non-urgent conditions.

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A história da nossa civilização nos ensinou e demonstrou que o homem sapiens desde sempre sonhava e tentava por várias formas imitar os pássaros. Mais importante é que não obstante várias tentativas falhadas, continuou a sua caminhada, acreditando que era possível um dia fazer aquilo que as aves faziam ou ainda muito melhor. A actividade humana esteve sempre e continuará no futuro procurando caminhos menos tortuosos para reduzir distâncias entre povos, descobrindo coisas e aprimorando realações humanas. A regulação jurídica do espaço aéreo, a sua história ao longo dos tempos, nasceu precisamente da necessidade dos Estados procurarem formas eficazes e eficientes de ordenar juridicamente a utilização do espaço aéreo. Hoje é quase impensável viver na terra sem pensar na utilização ordenada, criteriosa e segura do espaço áereo. Assim, a regulação do espaçao áereo desde sempre constituiu e continua a constituir uma das maiores preocupações dos Estados soberanos.