A unit root test based on partially adaptive estimation

This paper constructs a unit root test baseei on partially adaptive estimation, which is shown to be robust against non-Gaussian innovations. We show that the limiting distribution of the t-statistic is a convex combination of standard normal and DF distribution. Convergence to the DF distribution is obtaineel when the innovations are Gaussian, implying that the traditional ADF test is a special case of the proposed testo Monte Carlo Experiments indicate that, if innovation has heavy tail distribution or are contaminated by outliers, then the proposed test is more powerful than the traditional ADF testo Nominal interest rates (different maturities) are shown to be stationary according to the robust test but not stationary according to the nonrobust ADF testo This result seems to suggest that the failure of rejecting the null of unit root in nominal interest rate may be due to the use of estimation and hypothesis testing procedures that do not consider the absence of Gaussianity in the data.Our results validate practical restrictions on the behavior of the nominal interest rate imposed by CCAPM, optimal monetary policy and option pricing models.

Inferring conduct under the threat of entry : the case of Brazilian cement industry

This paper demonstrates that when an industry faces potential entry and this threat of entry constrains pre-entry prices, cost and conduct are not identified from the comparative statics of equilibrium. In such a setting, the identifying assumption behind the well-established technique of relying on exogenous demand perturbations to empirically distinguish between alternative hypotheses of conduct is shown to fail. The Brazilian cement industry, where the threat of imports restrains market outcomes, provides an empirical illustration. In particular, pricecost margins estimated using this established technique are considerably biased downward, underestimating the degree of market power. A test of conduct is proposed, adapted to this constrained setting, which suggests that outcomes in the industry are collusive and characterised by market division.

Growth process in business and social entrepreneurship: the case of Brazil

The purpose of the dissertation is to investigate in depth the difference between the challenges social and business entrepreneurs face in the growth phase of their business in the particular environment of Brazil. This objective has been achieved through a two-steps methodology. The first step is a set of in-depth interviews carried out with industry experts such as professors, venture capitalists, consultants, fund managers or people involved in the support of growing startups (i.e. accelerators). These interviews allowed, first, to build a general perspective on the environment entrepreneurs operate into and to identify a list of challenges entrepreneurs face in the growth process of their business. This list was completed with the additional challenges identified in the previous literature. The second step of the methodology was to test the relevance of these challenges in the mind and experience of social and traditional entrepreneurs. A questionnaire was then submitted to 145 social and 286 traditional entrepreneurs. The results were statistically analyzed to test the relative relevance of these challenges for one group of entrepreneurs with respect to the other. The outcome of the analysis was significant. The most relevant challenges identified were, for both groups, taxation, bureaucracy, finding the right employees, creating effective teams, measuring firm performance and social value creation and obtaining funds. On the other side motivation, innovation, competition and lack of market space for growth represented the least relevant issues in the minds of entrepreneurs. This rank however did not differ significantly from social to traditional entrepreneurs. This testifies that in Brazil social and traditional entrepreneurs face the same set of challenges despite the widespread belief of the opposite.

Equine chronic proliferative synovitis (villonodular synovitis): clinical, radiographic and ultrasonographic aspects: relate of case

Doria, R.G.S.; Canola, P.A.; Freitas, S.H. & Canola, J.C. [Equine chronic proliferative synovitis (villonodular synovitis): clinical, radiographic and ultrasonographic aspects: Relate of case.] Sinovite proliferativa cronica (sinovite vilonodular) em equino: aspectos clinicos, radiograficos e ultra-sonograficos: Relato de caso. Revista Brasileira de Medicina Veterinciria 30(3):157-161, 2008. Departamento de Cirurgia, Faculdade de Medicina Veterinaria, Universidade de Cuiaba, UNIC, Av. Antartica 788, Casa 26, Residencial Villas Boas, Ribeirao da Ponte, Cuiaba, MT 78040-500. Brasil. E-mail: redoria@uol.com.brThe development of intracapsullar masses at the dorsal aspect of the metacarpofalangeal joint for a period of several months is commonly secondary to the chronic synovitis. Although it is known as villonodular synovitis in horses probably is better to refer it as chronic proliferative synovitis. The most common causes are the non-treated osteocondral fractures of the dorsal portion of the proximal phalanx. In addition, the development of villonodular masses follows the degenerative process in the joint. A case of a lame animal is reported at the present study. The correct diagnosis and the adequate therapeutic propositions were given based on the clinical examination, therapeutic local-anesthetic test and radioghaphic and ultrasonographic imaging exams. The development of a criterious identification of this disease must be based on clinical findings, radiographic and ultrasonographic exams which assume fundamental importance to the treatment and prognostic. The aim of this study is to describe the clinical, radiographic and ultrasonographic findings' allowing the identification and diagnosis of chronic proliferative synovitis at the thoracic metacarpofalangeal joint in the horse.

Combined Pool/Bilateral Short-Term Hydrothermal Scheduling Model for Day-Ahead Energy Markets

This paper proposes a combined pool/bilateral short term hydrothermal scheduling model (PDC) for the context of the day-ahead energy markets. Some innovative aspects are introduced in the model, such as: i) the hydraulic generation is optimized through the opportunity cost function proposed; ii) there is no decoupling between physical and commercial dispatches, as is the case today in Brazil; iii) interrelationships between pool and bilateral markets are represented through a single optimization problem; iv) risk exposures related to future deficits are intrinsically mitigated; v) the model calculates spot prices in an hourly basis and the results show a coherent correlation between hydrological conditions and calculated prices. The proposed PDC model is solved by a primal-dual interior point method and is evaluated by simulations involving a test system. The results are focused on sensitivity analyses involving the parameters of the model, in such a way to emphasize its main modeling aspects. The results show that the proposed PDC provides a conceptual means for short term price formation for hydrothermal systems.

An investigation of pile diameter influence in the bearing capacity on Dynamic Load Test (DLT)

During the construction of five residential buildings in the city of Taubate, State of São Paulo, it was possible to carry out one comprehensive investigation of the behavior of precast concrete piles in clay shales. This paper describes the results of Dynamic Load Tests (DLT's) executed in three piles with different diameters and with the same embedded length. The tests were monitored using the PDA(R) (Pile Driving Analyzer) and the pile top displacement was measured by pencil and paper procedure. From the curves of RMX versus DMX resulted from CASE(R) method, CAPWAPC(R) analyses were made for signals where the maximum mobilized soil resistance was verified. The results were compared with the predicted bearing capacity using the semi-empirical method of Decourt & Quaresma (1978) and Decourt (1982) based on SPT values and the description of the soil profile. Some comments related to the values of quake and damping used for clay shales in the analyses are also presented.

Test of a Modular Fault Current Limiter for 220 V Line Using YBCO Coated Conductor Tapes With Shunt Protection

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

Interior point method for long-term generation scheduling of large-scale hydrothermal systems

This paper presents an interior point method for the long-term generation scheduling of large-scale hydrothermal systems. The problem is formulated as a nonlinear programming one due to the nonlinear representation of hydropower production and thermal fuel cost functions. Sparsity exploitation techniques and an heuristic procedure for computing the interior point method search directions have been developed. Numerical tests in case studies with systems of different dimensions and inflow scenarios have been carried out in order to evaluate the proposed method. Three systems were tested, with the largest being the Brazilian hydropower system with 74 hydro plants distributed in several cascades. Results show that the proposed method is an efficient and robust tool for solving the long-term generation scheduling problem.

Evaluation of stitched fabric composite processed by RTM in quasi-static test

Stitched fabrics have been widely studied for potential application in aircraft structures since stitch yarns offer improvements in the out-of-plane mechanical properties and also can save time in the lay up process. The down side of stitch yarns came up in the manufacturing process of fabric in which defects introduced by the needle movement creating fiber-free-zones, fiber breakage and misalignment of fibers. The dry stitched carbon fabric preform has mainly been used in the Resin Transfer Molding (RTM) process which high fiber content is aimed, those defects influence negatively the injection behavior reducing the mechanical properties of final material. The purpose of this research work focused on testing in quasi-static mechanical mode (in-plane tension) of a monocomponent resin CYCOM (R) 890 RTM/carbon fiber anti-symmetric quadriaxial fabric stitched by PE 80Dtex yarn processed by RTM. The evaluation consisted in comparing the scatter of the quasi-static test with the attenuation of ultrasonic maps, which show the path of the resin and possible dry spots considering that interference of yarn in resin flow is detectable in ultrasonic measurement. Microscopic analysis was also considered for further evaluation in case of premature failure. (C) 2011 Published by Elsevier Ltd. Selection and peer-review under responsibility of ICM11

Study of the dimensions of double-torsion test specimens

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

A new method for real time computation of power quality indices based on instantaneous space phasors

One of the important issues about using renewable energy is the integration of dispersed generation in the distribution networks. Previous experience has shown that the integration of dispersed generation can improve voltage profile in the network, decrease loss, etc. but can create safety and technical problems as well. This work report the application of the instantaneous space phasors and the instantaneous complex power in observing performances of the distribution networks with dispersed generators in steady state. New IEEE apparent power definition, the so-called Buchholz-Goodhue effective apparent power, as well as new proposed power quality (oscillation) index in the three-phase distribution systems with unbalanced loads and dispersed generators, are applied. Results obtained from several case studies using IEEE 34 nodes test network are presented and discussed. (C) 2006 Elsevier B.V. All rights reserved.

ALGORITHM FOR PROBABILISTIC ANALYSIS of DISTRIBUTION SYSTEMS WITH DISTRIBUTED GENERATION

In this paper an efficient algorithm for probabilistic analysis of unbalanced three-phase weakly-meshed distribution systems is presented. This algorithm uses the technique of Two-Point Estimate Method for calculating the probabilistic behavior of the system random variables. Additionally, the deterministic analysis of the state variables is performed by means of a Compensation-Based Radial Load Flow (CBRLF). Such load flow efficiently exploits the topological characteristics of the network. To deal with distributed generation, a strategy to incorporate a simplified model of a generator in the CBRLF is proposed. Thus, depending on the type of control and generator operation conditions, the node with distributed generation can be modeled either as a PV or PQ node. To validate the efficiency of the proposed algorithm, the IEEE 37 bus test system is used. The probabilistic results are compared with those obtained using the Monte Carlo method.

Nasalance and nasality at experimental velopharyngeal openings in palatal prosthesis: a case study

The use of prosthetic devices for correction of velopharyngeal insufficiency (VPI) is an alternative treatment for patients with conditions that preclude surgery and for those individuals with a hypofunctional velopharynx (HV) with a poor prognosis for the surgical repair of VPI. Understanding the role and measuring the outcome of prosthetic treatment of velopharyngeal dysfunction requires the use of tools that allow for documenting pre- and post-treatment outcomes. Experimental openings in speech bulbs have been used for simulating VPI in studies documenting changes in aerodynamic, acoustic and kinematics aspects of speech associated with the use of palatal prosthetic devices. The use of nasometry to document changes in speech associated with experimental openings in speech bulbs, however, has not been described in the literature. Objective: This single-subject study investigated nasalance and nasality at the presence of experimental openings drilled through the speech bulb of a patient with HV. Material and Methods: Nasometric recordings of the word "pato" were obtained under 4 velopharyngeal conditions: no-opening (control condition), no speech bulb, speech bulb with a 20 mm(2) opening, and speech bulb with 30 mm(2) opening. Five speech-language pathologists performed auditory-perceptual ratings while the subject read an oral passage under all conditions. Results: Kruskal-Wallis test showed significant difference among conditions (p=0.0002), with Scheffe post hoc test indicating difference from the no-opening condition. Conclusion: The changes in nasalance observed after drilling holes of known sizes in a speech bulb suggest that nasometry reflect changes in transfer of sound energy related to different sizes of velopharyngeal opening.

Geração de testes a partir de gramáticas: áreas de aplicação

The work proposed by Cleverton Hentz (2010) presented an approach to define tests from the formal description of a program s input. Since some programs, such as compilers, may have their inputs formalized through grammars, it is common to use context-free grammars to specify the set of its valid entries. In the original work the author developed a tool that automatically generates tests for compilers. In the present work we identify types of problems in various areas where grammars are used to describe them , for example, to specify software configurations, which are potential situations to use LGen. In addition, we conducted case studies with grammars of different domains and from these studies it was possible to evaluate the behavior and performance of LGen during the generation of sentences, evaluating aspects such as execution time, number of generated sentences and satisfaction of coverage criteria available in LGen

First Autochthonous Case of Canine Visceral Leishmaniasis in the Center of Rio Grande do Sul State, Brazil

Background: Leishmaniasis is one of the most important vector-borne diseases of humans. This parasitic disease can be caused by many species of Leishmania. In humans, different species of the parasite are associated with different forms of the disease, cutaneous and visceral. Among domesticated animals, dogs are the most important species in the epidemiology of this disease. Leishmania chagasi, an important zoonosis, is well established as the agent of visceral leishmaniasis in Brazil. The disease is endemic in north, northeast, midwest and southeast, and is transmitted to mammals by hematophagous insects such as the Lutzomyia longipalpis. In 2008, our research group has diagnosed a case of canine leishmaniasis in the municipality of Uruguaiana and subsequently there were several cases in the city and the neighbor municipality of Sao Borja. Most Brazilian states are endemic for leishmaniasis, with the exception of Rio Grande do Sul. In southern Brazil, the reports of humans and dogs infected by Leishmania spp. are the source of endemic area in the country. Therefore, the aim of this study is register the first clinical case of canine visceral leishmaniasis in the municipality of Santa Maria, RS.Case: In october 2010, a veterinary clinic of Santa Maria received a canine, female, Doberman, with two years of age. The animal had severe skin lesions on the head and limbs, pale mucous membranes, and enlarged lymph nodes. According to the owner, the animal showed progressive weight loss and anorexia for more than five days. During the clinical examination the blood was collected for hemogram and cytology of lymph nodes was performed by puncture aspiration with a fine needle. In the erythrogram, it was observed a decrease in the total number of erythrocytes (2.8 x 10(6)/mu L), hematocrit (21%), hemoglobin (6.8 g/dL) and platelets (98 x 10(3)/mu L). In the leucogram, any alteration was observed. The cytology of lymph nodes showed amastigotes forms, suggestive of the Leishmania spp. Based on this finding; we performed the blood collection for PCR, to confirm parasitism and to determine the species of Leishmania. At the molecular test was used PCR-specific for L. chagasi, and the result was positive.Discussion: This is the first autochthonous clinical case in the central region of the RS, non-endemic area for leishmaniasis. In serological studies of visceral leishmaniasis it was diagnosed in five asymptomatic dogs in the municipalities of Santa Maria, Julio de Castilhos and Itaara, however not confirmed by molecular analysis. In the municipalities of Cruz Alta and Uruguaiana cases of L. chagasi have been reported in dogs which previously resided in Leishmania sp. endemic areas. The municipality of Sao Borja had the first record of L. longipalpis in the RS during the leishmaniasis outbreak in 2008-2009. In the central region of the RS vector has not been found, but because in this first autochthonous case dog in Santa Maria believe that the parasite is present and/or doing other insect transmission of leishmaniasis. Clinical signs associated with hematologic and coagulation disorders observed in the canine are commonly described in symptomatic dogs in endemic regions. This case of autochthonous leishmaniasis reinforces the idea of the vector presence in Santa Maria, center of the RS. We believe that canine leishmaniasis is an emerging disease in the southern region of Brazil.