Human capital and innovation: evidence from panel cointegration tests

Panel cointegration techniques applied to pooled data for 27 economies for the period 1960-2000 indicate that: i) government spending in education and innovation indicators are cointegrated; ii) education hierarchy is relevant when explaining innovation; and iii) the relation between education and innovation can be obtained after an accommodation of a level structural break.

Application of dissociation curve analysis to radiation hybrid panel marker scoring: generation of a map of river buffalo (B-bubalis) chromosome 20

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

Wage differentials between the public and private sectors in Chile: Evidence from longitudinal data

Includes bibliography.

Linkage disequilibrium levels in Bos indicus and Bos taurus cattle using medium and high density SNP chip data and different minor allele frequency distributions

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Topics in financial econometrics

In the first chapter, we consider the joint estimation of objective and risk-neutral parameters for SV option pricing models. We propose a strategy which exploits the information contained in large heterogeneous panels of options, and we apply it to S&P 500 index and index call options data. Our approach breaks the stochastic singularity between contemporaneous option prices by assuming that every observation is affected by measurement error. We evaluate the likelihood function by using a MC-IS strategy combined with a Particle Filter algorithm. The second chapter examines the impact of different categories of traders on market transactions. We estimate a model which takes into account traders’ identities at the transaction level, and we find that the stock prices follow the direction of institutional trading. These results are carried out with data from an anonymous market. To explain our estimates, we examine the informativeness of a wide set of market variables and we find that most of them are unambiguously significant to infer the identity of traders. The third chapter investigates the relationship between the categories of market traders and three definitions of financial durations. We consider trade, price and volume durations, and we adopt a Log-ACD model where we include information on traders at the transaction level. As to trade durations, we observe an increase of the trading frequency when informed traders and the liquidity provider intensify their presence in the market. For price and volume durations, we find the same effect to depend on the state of the market activity. The fourth chapter proposes a strategy to express order aggressiveness in quantitative terms. We consider a simultaneous equation model to examine price and volume aggressiveness at Euronext Paris, and we analyse the impact of a wide set of order book variables on the price-quantity decision.

Numerical optimization,modeling and system evaluation of a thermophotovoltaic hybrid panel

Photovoltaic (PV) solar panels generally produce electricity in the 6% to 16% efficiency range, the rest being dissipated in thermal losses. To recover this amount, hybrid photovoltaic thermal systems (PVT) have been devised. These are devices that simultaneously convert solar energy into electricity and heat. It is thus interesting to study the PVT system globally from different point of views in order to evaluate advantages and disadvantages of this technology and its possible uses. In particular in Chapter II, the development of the PVT absorber numerical optimization by a genetic algorithm has been carried out analyzing different internal channel profiles in order to find a right compromise between performance and technical and economical feasibility. Therefore in Chapter III ,thanks to a mobile structure built into the university lab, it has been compared experimentally electrical and thermal output power from PVT panels with separated photovoltaic and solar thermal productions. Collecting a lot of experimental data based on different seasonal conditions (ambient temperature,irradiation, wind...),the aim of this mobile structure has been to evaluate average both thermal and electrical increasing and decreasing efficiency values obtained respect to separate productions through the year. In Chapter IV , new PVT and solar thermal equation based models in steady state conditions have been developed by software Dymola that uses Modelica language. This permits ,in a simplified way respect to previous system modelling softwares, to model and evaluate different concepts about PVT panel regarding its structure before prototyping and measuring it. Chapter V concerns instead the definition of PVT boundary conditions into a HVAC system . This was made trough year simulations by software Polysun in order to finally assess the best solar assisted integrated structure thanks to F_save(solar saving energy)factor. Finally, Chapter VI presents the conclusion and the perspectives of this PhD work.

Modeling, characterization and microalgal cultivation in an airlift panel photobioreactors.

Microalgae cultures are attracting great attentions in many industrial applications. However, one of the technical challenges is to cut down the capital and operational costs of microalgae production systems, with special difficulty in reactor design and scale-up. The thesis work open with an overview on the microalgae cultures as a possible answer to solve some of the upcoming planet issues and their applications in several fields. After the work offers a general outline on the state of the art of microalgae culture systems, taking a special look to the enclosed photobioreactors (PBRs). The overall objective of this study is to advance the knowledge of PBRs design and lead to innovative large scale processes of microalgae cultivation. An airlift flat panel photobioreactor was designed, modeled and experimentally characterized. The gas holdup, liquid flow velocity and oxygen mass transfer of the reactor were experimentally determined and mathematically modeled, and the performance of the reactor was tested by cultivation of microalgae. The model predicted data correlated well with experimental data, and the high concentration of suspension cell culture could be achieved with controlled conditions. The reactor was inoculated with the algal strain Scenedesmus obliquus sp. first and with Chlorella sp. later and sparged with air. The reactor was operated in batch mode and daily monitored for pH, temperature, and biomass concentration and activity. The productivity of the novel device was determined, suggesting the proposed design can be effectively and economically used in carbon dioxide mitigation technologies and in the production of algal biomass for biofuel and other bioproducts. Those research results favored the possibility of scaling the reactor up into industrial scales based on the models employed, and the potential advantages and disadvantages were discussed for this novel industrial design.

Dynamic characterisation of four nine-story large-panel R.C. buildings in Bishkek (Kyrgyzstan): A comparison between experimental ambient vibration analysis and numerical finite element modeling

With the outlook of improving seismic vulnerability assessment for the city of Bishkek (Kyrgyzstan), the global dynamic behaviour of four nine-storey r.c. large-panel buildings in elastic regime is studied. The four buildings were built during the Soviet era within a serial production system. Since they all belong to the same series, they have very similar geometries both in plan and in height. Firstly, ambient vibration measurements are performed in the four buildings. The data analysis composed of discrete Fourier transform, modal analysis (frequency domain decomposition) and deconvolution interferometry, yields the modal characteristics and an estimate of the linear impulse response function for the structures of the four buildings. Then, finite element models are set up for all four buildings and the results of the numerical modal analysis are compared with the experimental ones. The numerical models are finally calibrated considering the first three global modes and their results match the experimental ones with an error of less then 20%.

Hierarchical clustering of flow cytometry data for the study of conventional central chondrosarcoma

We have investigated the use of hierarchical clustering of flow cytometry data to classify samples of conventional central chondrosarcoma, a malignant cartilage forming tumor of uncertain cellular origin, according to similarities with surface marker profiles of several known cell types. Human primary chondrosarcoma cells, articular chondrocytes, mesenchymal stem cells, fibroblasts, and a panel of tumor cell lines from chondrocytic or epithelial origin were clustered based on the expression profile of eleven surface markers. For clustering, eight hierarchical clustering algorithms, three distance metrics, as well as several approaches for data preprocessing, including multivariate outlier detection, logarithmic transformation, and z-score normalization, were systematically evaluated. By selecting clustering approaches shown to give reproducible results for cluster recovery of known cell types, primary conventional central chondrosacoma cells could be grouped in two main clusters with distinctive marker expression signatures: one group clustering together with mesenchymal stem cells (CD49b-high/CD10-low/CD221-high) and a second group clustering close to fibroblasts (CD49b-low/CD10-high/CD221-low). Hierarchical clustering also revealed substantial differences between primary conventional central chondrosarcoma cells and established chondrosarcoma cell lines, with the latter not only segregating apart from primary tumor cells and normal tissue cells, but clustering together with cell lines from epithelial lineage. Our study provides a foundation for the use of hierarchical clustering applied to flow cytometry data as a powerful tool to classify samples according to marker expression patterns, which could lead to uncover new cancer subtypes.

Privacy Panel: Usable and Quantifiable Mobile Privacy

The ever increasing popularity of apps stems from their ability to provide highly customized services to the user. The flip side is that in order to provide such services, apps need access to very sensitive private information about the user. This leads to malicious apps that collect personal user information in the background and exploit it in various ways. Studies have shown that current app vetting processes which are mainly restricted to install time verification mechanisms are incapable of detecting and preventing such attacks. We argue that the missing fundamental aspect here is a comprehensive and usable mobile privacy solution, one that not only protects the user's location information, but also other equally sensitive user data such as the user's contacts and documents. A solution that is usable by the average user who does not understand or care about the low level technical details. To bridge this gap, we propose privacy metrics that quantify low-level app accesses in terms of privacy impact and transforms them to high-level user understandable ratings. We also provide the design and architecture of our Privacy Panel app that represents the computed ratings in a graphical user-friendly format and allows the user to define policies based on them. Finally, experimental results are given to validate the scalability of the proposed solution.

Geocenter coordinates estimated from GNSS data as viewed by perturbation theory

Time series of geocenter coordinates were determined with data of two global navigation satellite systems (GNSSs), namely the U.S. GPS (Global Positioning System) and the Russian GLONASS (Global’naya Nawigatsionnaya Sputnikowaya Sistema). The data was recorded in the years 2008–2011 by a global network of 92 permanently observing GPS/GLONASS receivers. Two types of daily solutions were generated independently for each GNSS, one including the estimation of geocenter coordinates and one without these parameters. A fair agreement for GPS and GLONASS was found in the geocenter x- and y-coordinate series. Our tests, however, clearly reveal artifacts in the z-component determined with the GLONASS data. Large periodic excursions in the GLONASS geocenter z-coordinates of about 40 cm peak-to-peak are related to the maximum elevation angles of the Sun above/below the orbital planes of the satellite system and thus have a period of about 4 months (third of a year). A detailed analysis revealed that the artifacts are almost uniquely governed by the differences of the estimates of direct solar radiation pressure (SRP) in the two solution series (with and without geocenter estimation). A simple formula is derived, describing the relation between the geocenter z-coordinate and the corresponding parameter of the SRP. The effect can be explained by first-order perturbation theory of celestial mechanics. The theory also predicts a heavy impact on the GNSS-derived geocenter if once-per-revolution SRP parameters are estimated in the direction of the satellite’s solar panel axis. Specific experiments using GPS observations revealed that this is indeed the case. Although the main focus of this article is on GNSS, the theory developed is applicable to all satellite observing techniques. We applied the theory to satellite laser ranging (SLR) solutions using LAGEOS. It turns out that the correlation between geocenter and SRP parameters is not a critical issue for the SLR solutions. The reasons are threefold: The direct SRP is about a factor of 30–40 smaller for typical geodetic SLR satellites than for GNSS satellites, allowing it in most cases to not solve for SRP parameters (ruling out the correlation between these parameters and the geocenter coordinates); the orbital arc length of 7 days (which is typically used in SLR analysis) contains more than 50 revolutions of the LAGEOS satellites as compared to about two revolutions of GNSS satellites for the daily arcs used in GNSS analysis; the orbit geometry is not as critical for LAGEOS as for GNSS satellites, because the elevation angle of the Sun w.r.t. the orbital plane is usually significantly changing over 7 days.

Time-Series Panel Analysis (TSPA): Multivariate Modeling of Temporal Associations in Psychotherapy Process.

Objective: Processes occurring in the course of psychotherapy are characterized by the simple fact that they unfold in time and that the multiple factors engaged in change processes vary highly between individuals (idiographic phenomena). Previous research, however, has neglected the temporal perspective by its traditional focus on static phenomena, which were mainly assessed at the group level (nomothetic phenomena). To support a temporal approach, the authors introduce time-series panel analysis (TSPA), a statistical methodology explicitly focusing on the quantification of temporal, session-to-session aspects of change in psychotherapy. TSPA-models are initially built at the level of individuals and are subsequently aggregated at the group level, thus allowing the exploration of prototypical models. Method: TSPA is based on vector auto-regression (VAR), an extension of univariate auto-regression models to multivariate time-series data. The application of TSPA is demonstrated in a sample of 87 outpatient psychotherapy patients who were monitored by postsession questionnaires. Prototypical mechanisms of change were derived from the aggregation of individual multivariate models of psychotherapy process. In a 2nd step, the associations between mechanisms of change (TSPA) and pre- to postsymptom change were explored. Results: TSPA allowed a prototypical process pattern to be identified, where patient's alliance and self-efficacy were linked by a temporal feedback-loop. Furthermore, therapist's stability over time in both mastery and clarification interventions was positively associated with better outcomes. Conclusions: TSPA is a statistical tool that sheds new light on temporal mechanisms of change. Through this approach, clinicians may gain insight into prototypical patterns of change in psychotherapy.

Best Practices in Robot-assisted Radical Cystectomy and Urinary Reconstruction: Recommendations of the Pasadena Consensus Panel

CONTEXT Robot-assisted surgery is increasingly used for radical cystectomy (RC) and urinary reconstruction. Sufficient data have accumulated to allow evidence-based consensus on key issues such as perioperative management, comparative effectiveness on surgical complications, and oncologic short- to midterm outcomes. OBJECTIVE A 2-d conference of experts on RC and urinary reconstruction was organized in Pasadena, California, and the City of Hope Cancer Center in Duarte, California, to systematically review existing peer-reviewed literature on robot-assisted RC (RARC), extended lymphadenectomy, and urinary reconstruction. No commercial support was obtained for the conference. EVIDENCE ACQUISITION A systematic review of the literature was performed in agreement with the PRISMA statement. EVIDENCE SYNTHESIS Systematic literature reviews and individual presentations were discussed, and consensus on all key issues was obtained. Most operative, intermediate-term oncologic, functional, and complication outcomes are similar between open RC (ORC) and RARC. RARC consistently results in less blood loss and a reduced need for transfusion during surgery. RARC generally requires longer operative time than ORC, particularly with intracorporeal reconstruction. Robotic assistance provides ergonomic value for surgeons. Surgeon experience and institutional volume strongly predict favorable outcomes for either open or robotic techniques. CONCLUSIONS RARC appears to be similar to ORC in terms of operative, pathologic, intermediate-term oncologic, complication, and most functional outcomes. RARC consistently results in less blood loss and a reduced need for transfusion during surgery. RARC can be more expensive than ORC, although high procedural volume may attenuate this difference. PATIENT SUMMARY Robot-assisted radical cystectomy (RARC) is an alternative to open surgery for patients with bladder cancer who require removal of their bladder and reconstruction of their urinary tract. RARC appears to be similar to open surgery for most important outcomes such as the rate of complications and intermediate-term cancer-specific survival. Although RARC has some ergonomic advantages for surgeons and may result in less blood loss during surgery, it is more time consuming and may be more expensive than open surgery.

Definitions and outcome measures for mucous membrane pemphigoid: recommendations of an international panel of experts

Mucous membrane pemphigoid encompasses a group of autoimmune bullous diseases with a similar phenotype characterized by subepithelial blisters, erosions, and scarring of mucous membranes, skin, or both. Although knowledge about autoimmune bullous disease is increasing, there is often a lack of clear definitions of disease, outcome measures, and therapeutic end points. With clearer definitions and outcome measures, it is possible to directly compare the results and data from various studies using meta-analyses. This consensus statement provides accurate and reproducible definitions for disease extent, activity, outcome measures, end points, and therapeutic response for mucous membrane pemphigoid and proposes a disease extent score, the Mucous Membrane Pemphigoid Disease Area Index.

Twenty years' experience with the Swiss data registry for assisted reproductive medicine: outcomes, key trends and recommendations for improved practice.

QUESTIONS UNDER STUDY The impact of assisted reproductive technology (ART) on Swiss demography was quantified. From 1993 to 2012 the number of deliveries, including multiples, generated by ART was compared with overall delivery numbers. Swiss experts in ART collaborated in a consensus to increase successful outcomes, to reduce the incidence of complications of ART and to validate recommendations through statistical review of available data. METHODS Data generated between 1993 and 2012 and published by the Federal Office of Statistics (BfS) were compared with the Swiss database on ART (FIVNAT-CH) as organised by the Swiss Society of Reproductive Medicine (SGRM). From these analyses a panel of Swiss experts in ART extracted recommendations to improve current practice, to prevent complications related to ART and to recommend changes in current Swiss legislation dealing with ART. RESULTS Since 1993 the age of women giving birth rose together with the number of women asking for ART. This demographic trend was reflected in a rise in the number of deliveries generated by ART (in 2012: 2.2%) and the proportion of multiple births (in 2012: 17.6%). The outcome of ART was most negatively influenced by the age of the treated patient. The number of retrieved oocytes decisively impacted the likelihood of delivery, the risk of multiple births and the incidence of ovarian hyperstimulation syndrome. CONCLUSIONS Optimal ovarian stimulation should be designed for the retrieval of 10 to 15 oocytes per treatment. Swiss legislation should enable and stimulate a policy of elective single embryo transfer to avoid multiple births.