957 resultados para Multivariate volatility models


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This paper examines the causal links between fertility and female labor force participation in Bangladesh over the period 1974-2000 by specifying a bivariate and several trivariate models in a vector error correction framework. The three trivariate models alternatively include average age at first marriage for females, per capita GDP and infant mortality rate, which control for the effects of other socio-economic factors on fertility and female labor force participation. All the specified models indicate an inverse long-run relationship between fertility and female labor force participation. While the bivariate model also indicates bidirectional causality, the multivariate models confirm only a unidirectional causality – from labor force participation to fertility. Further, per capita GDP and infant mortality rate appear to Granger-cause both fertility and female labor force participation.

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Finite element analysis (FEA) utilizing models with different levels of complexity are found in the literature to study the tendency to vertical root fracture caused by post intrusion (""wedge effect""). The objective of this investigation was to verify if some simplifications used in bi-dimensional FEA models are acceptable regarding the analysis of stresses caused by wedge effect. Three plane strain (PS) and two axisymmtric (Axi) models were studied. One PS model represented the apical third of the root entirely, in dentin (PS-nG). The other models included gutta-percha in the apical third, and differed regarding dentin-post relationship: bonded (PS-B and Axi-B) or nonbonded (PS-nB and Axi-nB). Mesh discretization and material properties were similar for all cases. Maximum principal stress (sigma(max)) was analyzed as a response to a 165 N longitudinal load. Stress magnitude and orientation varied widely (PS-nG: 10.3 MPa; PS-B: 0.8 MPa; PS-nB: 10.4 MPa; Axi-13: 0.2 MPa, Axi-nB: 10.8 MPa). Axi-nB was the only model where all (sigma(max) vectors at the apical third were perpendicular to the model plane. Therefore, it is adequate to demonstrate the tendency to vertical root fractures caused by wedge effect. Axi-13 showed only part of the (sigma(max) perpendicular to the model plane while PS models showed sigma(max) on the model plane. In these models, sigma(max) orientation did not represent a situation where vertical root fracture would occur due to wedge effect. Adhesion between post and dentin significantly reduced (c) 2007 Wiley Periodicals, Inc.

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Integrable extended Hubbard models arising from symmetric group solutions are examined in the framework of the graded quantum inverse scattering method. The Bethe ansatz equations for all these models are derived by using the algebraic Bethe ansatz method.

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Three kinds of integrable Kondo impurity additions to one-dimensional q-deformed extended Hubbard models are studied by means of the boundary Z(2)-graded quantum inverse scattering method. The boundary K matrices depending on the local magnetic moments of the impurities are presented as nontrivial realisations of the reflection equation algebras in an impurity Hilbert space. The models are solved by using the algebraic Bethe ansatz method, and the Bethe ansatz equations are obtained.

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Numerical optimisation methods are being more commonly applied to agricultural systems models, to identify the most profitable management strategies. The available optimisation algorithms are reviewed and compared, with literature and our studies identifying evolutionary algorithms (including genetic algorithms) as superior in this regard to simulated annealing, tabu search, hill-climbing, and direct-search methods. Results of a complex beef property optimisation, using a real-value genetic algorithm, are presented. The relative contributions of the range of operational options and parameters of this method are discussed, and general recommendations listed to assist practitioners applying evolutionary algorithms to the solution of agricultural systems. (C) 2001 Elsevier Science Ltd. All rights reserved.

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A mixture model incorporating long-term survivors has been adopted in the field of biostatistics where some individuals may never experience the failure event under study. The surviving fractions may be considered as cured. In most applications, the survival times are assumed to be independent. However, when the survival data are obtained from a multi-centre clinical trial, it is conceived that the environ mental conditions and facilities shared within clinic affects the proportion cured as well as the failure risk for the uncured individuals. It necessitates a long-term survivor mixture model with random effects. In this paper, the long-term survivor mixture model is extended for the analysis of multivariate failure time data using the generalized linear mixed model (GLMM) approach. The proposed model is applied to analyse a numerical data set from a multi-centre clinical trial of carcinoma as an illustration. Some simulation experiments are performed to assess the applicability of the model based on the average biases of the estimates formed. Copyright (C) 2001 John Wiley & Sons, Ltd.

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Many studies have shown that deficits in olfactory and cognitive functions precede the classical motor symptoms seen in Parkinson`s disease (PD) and that olfactory testing may contribute to the early diagnosis of this disorder. Although the primary cause of PD is still unknown, epidemiological studies have revealed that its incidence is increased in consequence of exposure to certain environmental toxins. In this study, most of the impairments presented by C57BL/6 mice infused with a single intranasal (i.n.) administration of the proneurotoxin 1-methyl-4-phenyl-1,2,3,6-tetrahydropyridine (MPTP) (1 mg/nostril) were similar to those observed during the early phase of PD, when a moderate loss of nigral dopamine neurons results in olfactory and memory deficits with no major motor impairments. Such infusion decreased the levels of the enzyme tyrosine hydroxylase in the olfactory bulb, striatum, and substantia nigra by means of apoptotic mechanisms, reducing dopamine concentration in different brain structures such as olfactory bulb, striatum, and prefrontal cortex, but not in the hippocampus. These findings reinforce the notion that the olfactory system represents a particularly sensitive route for the transport of neurotoxins into the central nervous system that may be related to the etiology of PD. These results also provide new insights in experimental models of PD, indicating that the i.n. administration of MPTP represents a valuable mouse model for the study of the early stages of PD and for testing new therapeutic strategies to restore sensorial and cognitive processes in PD.

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Six alternative structural models of individualism-collectivism are reviewed and empirically compared in a confirmatory factor analysis of questionnaire data from an Australian student sample (N=340). Central to the debate about the structure of this broad social attitude are the issues of (I) polarity (are individualism and collectivism bipolar opposites, or orthogonal factors?) and (2) dimensionality (are individualism and collectivism themselves higher-order constructs subsuming several more specific factors and, if so, what are they?). The data from this Australian sample support a model that represents individualism and collectivism as a higher-order bipolar factor hierarchically subsuming several bipolar reference-group-specific individualisms and collectivisms. Copyright (C) 2001 John Wiley & Sons, Ltd.

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This paper assesses the capacity of local communities and sub-national governments to influence patterns of tourism development, within the context of a globalizing economy. Through a comparison of the contrasting examples of Hawaii and Queensland, the paper indicates the consequences of different approaches to land use regulation. It points to the importance of planning and policy processes that integrate community interests, in order to achieve long-term, sustainable tourism development. Effective regulation of development can minimize the social and environmental impacts of tourism. The paper illustrates how community organizations and sub-national governments can articulate local interests, despite the global demands of investors for more deregulated markets in land.

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Impulsivity based on Gray's [Gray, J. A. (1982) The neuropsychology of anxiety: an enquiry into the function of the septo-hippocampal system. New York: Oxford University Press: (1991). The neurophysiology of temperament. In J. Strelau & A. Angleitner. Explorations in temperament: international perspectives on theory and measurement. London. Plenum Press]. physiological model of personality was hypothesised to be more predictive of goal oriented criteria within the workplace than scales derived From Eysenck's [Eysenck. H.J. (1967). The biological basis of personality. Springfield, IL: Charles C. Thompson.] physiological model of personality. Results confirmed the hypothesis and also showed that Gray's scale of Impulsivity was generally a better predictor than attributional style and interest in money. Results were interpreted as providing support for Gray's Behavioural Activation System which moderates response to reward. (C) 2001 Elsevier Science Ltd. All rights reserved.