Asymptotic efficiency in an instrumental variable model

Esta dissertação se propõe ao estudo de inferência usando estimação por método generalizado dos momentos (GMM) baseado no uso de instrumentos. A motivação para o estudo está no fato de que sob identificação fraca dos parâmetros, a inferência tradicional pode levar a resultados enganosos. Dessa forma, é feita uma revisão dos mais usuais testes para superar tal problema e uma apresentação dos arcabouços propostos por Moreira (2002) e Moreira & Moreira (2013), e Kleibergen (2005). Com isso, o trabalho concilia as estatísticas utilizadas por eles para realizar inferência e reescreve o teste score proposto em Kleibergen (2005) utilizando as estatísticas de Moreira & Moreira (2013), e é obtido usando a teoria assintótica em Newey & McFadden (1984) a estatística do teste score ótimo. Além disso, mostra-se a equivalência entre a abordagem por GMM e a que usa sistema de equações e verossimilhança para abordar o problema de identificação fraca.

Theoretical and empirical essays on microeconometrics

This Master Thesis consists of one theoretical article and one empirical article on the field of Microeconometrics. The first chapter\footnote{We also thank useful suggestions by Marinho Bertanha, Gabriel Cepaluni, Brigham Frandsen, Dalia Ghanem, Ricardo Masini, Marcela Mello, Áureo de Paula, Cristine Pinto, Edson Severnini and seminar participants at São Paulo School of Economics, the California Econometrics Conference 2015 and the 37\textsuperscript{th} Brazilian Meeting of Econometrics.}, called \emph{Synthetic Control Estimator: A Generalized Inference Procedure and Confidence Sets}, contributes to the literature about inference techniques of the Synthetic Control Method. This methodology was proposed to answer questions involving counterfactuals when only one treated unit and a few control units are observed. Although this method was applied in many empirical works, the formal theory behind its inference procedure is still an open question. In order to fulfill this lacuna, we make clear the sufficient hypotheses that guarantee the adequacy of Fisher's Exact Hypothesis Testing Procedure for panel data, allowing us to test any \emph{sharp null hypothesis} and, consequently, to propose a new way to estimate Confidence Sets for the Synthetic Control Estimator by inverting a test statistic, the first confidence set when we have access only to finite sample, aggregate level data whose cross-sectional dimension may be larger than its time dimension. Moreover, we analyze the size and the power of the proposed test with a Monte Carlo experiment and find that test statistics that use the synthetic control method outperforms test statistics commonly used in the evaluation literature. We also extend our framework for the cases when we observe more than one outcome of interest (simultaneous hypothesis testing) or more than one treated unit (pooled intervention effect) and when heteroskedasticity is present. The second chapter, called \emph{Free Economic Area of Manaus: An Impact Evaluation using the Synthetic Control Method}, is an empirical article. We apply the synthetic control method for Brazilian city-level data during the 20\textsuperscript{th} Century in order to evaluate the economic impact of the Free Economic Area of Manaus (FEAM). We find that this enterprise zone had positive significant effects on Real GDP per capita and Services Total Production per capita, but it also had negative significant effects on Agriculture Total Production per capita. Our results suggest that this subsidy policy achieve its goal of promoting regional economic growth, even though it may have provoked mis-allocation of resources among economic sectors.

The not so generalized effects of nonreciprocal trade agreements

This dissertation uses an empirical gravity equation approach to study the relationship between nonreciprocal trade agreements (NRTAs) and members’ trade flows. Estimations relate bilateral imports to trade policy variables using a very comprehensive dataset with over fifty years of data. Results show that meager average trade effects exist only if members are excluded from the world trading system or if they are very poor. As trade flows between NRTA members are already rising before their creation, results also suggest a strong endogeneity concerning their formation. Moreover, estimations show that uncertainty and discretion tend to critically hinder NRTA’s performance. On the other hand, reciprocal trade agreements show the opposite pattern regardless of members’ income status.Encouraging developing countries’ openness to trade through reciprocal liberalization emerges consequently as a possible policy implication.

Generalized systemic cryptococcosis in a dog after immunosuppressive corticotherapy

Um cão da raça Boxer, macho, com 2 anos e 11 meses de idade foi encaminhado ao hospital veterinário com histórico de distúrbio gastroentérico de dois meses de duração, apatia, hiporexia, emagrecimento progressivo e deficiência visual. Ataxia e vocalização foram observadas posteriormente. O animal estava sendo tratado em outra clínica veterinária com antibióticos e doses imunossupressoras de corticóides, direcionados ao controle de provável enterite alimentar. A morte ocorreu após cinco dias. As observações macro e microscópica revelaram tratar-se de criptococose sistêmica, atingindo trato digestório, olhos, SNC, rins, pâncreas e linfonodos. O presente relato enfatiza a infecção fúngica criptocócica quanto aos seus aspectos grastrointestinais iniciais a serem considerados no diagnóstico clínico, ressaltando a imunossupressão induzida pela corticoterapia.

Generalized linear mixed models for the genetic evaluation of binary reproductive traits: a simulation study

The objective of this study was to evaluate the use of probit and logit link functions for the genetic evaluation of early pregnancy using simulated data. The following simulation/analysis structures were constructed: logit/logit, logit/probit, probit/logit, and probit/probit. The percentages of precocious females were 5, 10, 15, 20, 25 and 30% and were adjusted based on a change in the mean of the latent variable. The parametric heritability (h²) was 0.40. Simulation and genetic evaluation were implemented in the R software. Heritability estimates (ĥ²) were compared with h² using the mean squared error. Pearson correlations between predicted and true breeding values and the percentage of coincidence between true and predicted ranking, considering the 10% of bulls with the highest breeding values (TOP10) were calculated. The mean ĥ² values were under- and overestimated for all percentages of precocious females when logit/probit and probit/logit models used. In addition, the mean squared errors of these models were high when compared with those obtained with the probit/probit and logit/logit models. Considering ĥ², probit/probit and logit/logit were also superior to logit/probit and probit/logit, providing values close to the parametric heritability. Logit/probit and probit/logit presented low Pearson correlations, whereas the correlations obtained with probit/probit and logit/logit ranged from moderate to high. With respect to the TOP10 bulls, logit/probit and probit/logit presented much lower percentages than probit/probit and logit/logit. The genetic parameter estimates and predictions of breeding values of the animals obtained with the logit/logit and probit/probit models were similar. In contrast, the results obtained with probit/logit and logit/probit were not satisfactory. There is need to compare the estimation and prediction ability of logit and probit link functions.

Análise das relações da curva de crescimento e eficiência produtiva de vacas da raça Holandesa

O objetivo neste trabalho foi analisar as relações entre parâmetros da curva de crescimento (peso à maturidade e taxa de maturação) e medidas da eficiência produtiva de 333 vacas da raça Holandesa nascidas de 1992 a 2002. Dados de idade ao primeiro parto, produção de leite e duração da primeira lactação, primeiro intervalo de partos e produção de leite por dia de intervalo de partos foram analisados por meio de um modelo linear generalizado com o efeito fixo de grupo contemporâneo (ano-estação de nascimento), os efeitos aleatórios de pai da vaca e erro e os efeitos lineares e quadráticos do peso à maturidade e da taxa de maturação. Nas análises de longevidade e de duração da vida útil, incluiu-se o efeito fixo de motivo de descarte da vaca. Houve efeitos linear e quadrático da taxa de maturação sobre a maioria das características, exceto o primeiro intervalo de partos e a produção de leite por dia de intervalo de partos. As estimativas das taxas de maturação ótimas variaram de 0,0896 a 0,1187 kg/kg de peso vivo/mês. O peso à maturidade influenciou a longevidade de forma linear e quadrática. A combinação ótima foi de 701 kg de peso à maturidade e 0,0934 kg/kg de peso vivo/mês de taxa de maturação. O peso à maturidade correlacionou-se de forma desfavorável com a duração da primeira lactação (-0,11). Coeficientes de correlação significativos foram obtidos entre taxa de maturação e idade ao primeiro parto (-0,22), produção de leite na primeira lactação (0,18), duração da primeira lactação (0,18) e longevidade (0,14), o que confirma a hipótese de que vacas com taxas de maturação mais rápidas apresentam maior eficiência produtiva.

Involvement of median raphe nucleus 5-HT1A receptors in the regulation of generalized anxiety-related defensive behaviours in rats

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

On the Generalized Mittag-Leffler Function and its Application in a Fractional Telegraph Equation

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

An approach to generalized holomorphic functions

A study of the generalized holomorphic functions, HG(Omega), having in mind its strict elements, i.e. those which are in HG(Omega) - H(Omega), as well as the possibility of the existence of hybrid elements, i.e. elements which have, in a part of a domain Omega subset of C-n, the strict behaviour and, in another part of the same domain, the classical behaviour, is carried out in this work. The study of hybrid elements is important in the approach of a concept of generalized domain of holomorphy.

On extension theorems for holomorphic generalized functions

We present two extension theorems for holomorphic generalized functions. The first one is a version of the classic Hartogs extension theorem. In this, we start from a holomorphic generalized function on an open neighbourhood of the bounded open boundary, extending it, holomorphically, to a full open. In the second theorem a generalized version of a classic result is obtained, done independently, in 1943, by Bochner and Severi. For this theorem, we start from a function that is holomorphic generalized and has a holomorphic representative on the bounded domain boundary, we extend it holomorphically the function, for the whole domain.

On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

The Conway-Maxwell-Poisson-generalized gamma regression model with long-term survivors

In this paper, we proposed a flexible cure rate survival model by assuming the number of competing causes of the event of interest following the Conway-Maxwell distribution and the time for the event to follow the generalized gamma distribution. This distribution can be used to model survival data when the hazard rate function is increasing, decreasing, bathtub and unimodal-shaped including some distributions commonly used in lifetime analysis as particular cases. Some appropriate matrices are derived in order to evaluate local influence on the estimates of the parameters by considering different perturbations, and some global influence measurements are also investigated. Finally, data set from the medical area is analysed.

Two field BPS solutions for generalized Lorentz breaking models

In this work we present nonlinear models in two-dimensional space-time of two interacting scalar fields in the Lorentz and CPT violating scenarios. We discuss the soliton solutions for these models as well as the question of stability for them. This is done by generalizing a model recently published by Barreto and collaborators and also by getting new solutions for the model introduced by them.