879 resultados para Panel Data Model


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Includes bibliography.

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We examine the problem of combining Mexican inflation predictions or projections provided by a biweekly survey of professional forecasters. Consumer price inflation in Mexico is measured twice a month. We consider several combining methods and advocate the use of dimension reduction techniques whose performance is compared with different benchmark methods, including the simplest average prediction. Missing values in the database are imputed by two different databased methods. The results obtained are basically robust to the choice of the imputation method. A preliminary analysis of the data was based on its panel data structure and showed the potential usefulness of using dimension reduction techniques to combine the experts' predictions. The main findings are: the first monthly predictions are best combined by way of the first principal component of the predictions available; the best second monthly prediction is obtained by calculating the median prediction and is more accurate than the first one.

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Muitas são os fatores, apontadas pela literatura pertinente, acerca das causas do desmatamento da Amazônia Legal brasileira. Desde aspectos endógenos como as condições edafo-climáticas, a aspectos relacionados à ação antrópica como os movimentos populacionais, o crescimento urbano e, em especial, as ações autônomas ou induzidas dos diversos agentes econômicos públicos e privados que têm atuado na região, configurando historicamente os processos de ocupação do solo e aproveitamento econômico do espaço amazônico. Este artigo tem como objetivo realizar um teste de causalidade, no sentido de Granger, nas principais variáveis sugeridas como importantes para explicar o desmatamento da Amazônia Legal, no período de 1997 a 2006. A metodologia a ser empregada se baseia em modelos dinâmicos para dados em painel, desenvolvidos por Holtz-Eakin et al. (1988) e Arellano-Bond (1991), que desenvolveram um teste de causalidade baseado no artigo seminal de Granger (1969). Entre os principais resultados obtidos está a constatação empírica de que existe uma causalidade bidirecional entre desmatamento e as áreas de culturas permanente e temporária, bem como o tamanho do rebanho bovino.

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A motivação deste artigo se baseia na controvérsia existente na literatura recente sobre crescimento econômico, desenvolvimento sustentável e proteção ambiental, gerada a partir da evidência empírica mostrada inicialmente por Grossman e Krueger (1995, 1996), onde a relação entre PIB per capita e emissão de poluentes toma a forma de um U-invertido, denominada na literatura como Curva Ambiental de Kuznets (CAK). Este artigo se distingue por contribuir com a explicação de fatores ligados ao desenvolvimento econômico. Como essa relação tem sido recentemente contestada, muitas interpretações estruturais da CAK têm permanecido fortemente sob o amparo ad hoc. A questão sobre tal fato estilizado é se o crescimento econômico gera por si só uma proteção automática ao meio ambiente, vis a vis ao desenvolvimento sustentável. A partir de dados em painel para países, verifica-se que as variáveis que denotam desenvolvimento sustentável apresentam uma relação fraca com o PIB per capita, quanto a sua representação para uma CAK. Há evidências para curvas ambientais com formato cúbico, indicando que o fenômeno pode ser cíclico, rejeitando-se assim as CAK originais, além de todos os indicadores de desenvolvimento selecionados apontarem para divergências entre países, exceção apenas para o indicador relacionado à educação.

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Avaliar a espacialização de informações na gestão de Sistema de Abastecimento de Água (SAA). Para isso, foram definidos e adotados os dados da pesquisa (Fase 1), sendo dividido em dados de perdas reais, comerciais e Despesas de exploração. Na Fase 2, a base cartográfica da área de estudo e os dados adotados foram armazenados e organizados em Sistema de Informação Geográfica (SIG), utilizando o software ArcGis 9.3, onde foi construído o modelo de dados para a pesquisa, e definida a topologia a ser utilizada para identificação dos dados espacializados, a construção do banco de dados georreferenciado e a criação dos layers. Na fase 3 foi realizado o cálculo do balanço hídrico nas principais unidades dos SAAs estudados sendo determinadas as perdas na adução de água bruta, no tratamento, na reservação, e na distribuição. Na fase 4 foram calculados indicadores para avaliar o desempenho dos SAAs, como: índice de cobertura, índice total de perda real, índice de perda na arrecadação, índice de perda de faturamento, índice de consumo de energia em SAA, índice de despesas com energia elétrica, entre outros. Na fase 5 foi proposta a espacialização e apresentação em SIG dos resultados obtidos nas fases anteriores. Com isso, considerando os dados adotados, foi possível identificar os valores das perdas reais e dos indicadores de desempenho em cada setor do SAA estudado, sendo, por exemplo, o setor 9, o que apresentou maior índice de perda total, chegando a 59,10%, seguido dos setores 4, 8 e 5. A perda mais significante para o sistema foi a perda na distribuição, com o setor 9 apresentando perda de 57%; a perda no tratamento foi de 3,4%, no setor 3; e os setores com maior índice de perda na adução, foram os setores 6 e 8, com 3,5%. Os percentuais de água não faturada, foram maiores nos setores 1 e 5. Os setores 1, 3, 4 e 6 são os que apresentaram maior consumo de energia elétrica por volume de água produzido. Portanto, a espacialização dos dados em SIG facilitou a visualização e análise dos dados adotados na pesquisa.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This article investigates the productivity and production function of thirteen large Brazilian textile and clothing companies before and after the end of the Agreement on Textiles and Clothing (AVT) that abolished import quotas in 2005. For this purpose, we estimate the stochastic production frontier in panel data between 1997 and 2008 and simultaneously an explanatory equation for the (in)efficiency of firms, as proposed by Battese and Coelli (1995). The results indicated that more efficient firms are the oldest. The total factor productivity of firms tended to fall, even after the end of quotas, increasing productivity only from 2007. Overall, firms from Santa Catarina were more efficient than those of other states.

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This article investigates the effect of product market liberalisation on employment allowing for interactions between policies and institutions in product and labour markets. Using panel data for OECD countries over the period 19802002, we present evidence that product market deregulation is more effective at the margin when labour market regulation is high. The data also suggest that product market liberalisation may promote employment-enhancing labour market reforms.

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Background: In addition to the oncogenic human papillomavirus (HPV), several cofactors are needed in cervical carcinogenesis, but whether the HPV covariates associated with incident i) CIN1 are different from those of incident ii) CIN2 and iii) CIN3 needs further assessment. Objectives: To gain further insights into the true biological differences between CIN1, CIN2 and CIN3, we assessed HPV covariates associated with incident CIN1, CIN2, and CIN3. Study Design and Methods: HPV covariates associated with progression to CIN1, CIN2 and CIN3 were analysed in the combined cohort of the NIS (n = 3,187) and LAMS study (n = 12,114), using competing-risks regression models (in panel data) for baseline HR-HPV-positive women (n = 1,105), who represent a sub-cohort of all 1,865 women prospectively followed-up in these two studies. Results: Altogether, 90 (4.8%), 39 (2.1%) and 14 (1.4%) cases progressed to CIN1, CIN2, and CIN3, respectively. Among these baseline HR-HPV-positive women, the risk profiles of incident GIN I, CIN2 and CIN3 were unique in that completely different HPV covariates were associated with progression to CIN1, CIN2 and CIN3, irrespective which categories (non-progression, CIN1, CIN2, CIN3 or all) were used as competing-risks events in univariate and multivariate models. Conclusions: These data confirm our previous analysis based on multinomial regression models implicating that distinct covariates of HR-HPV are associated with progression to CIN1, CIN2 and CIN3. This emphasises true biological differences between the three grades of GIN, which revisits the concept of combining CIN2 with CIN3 or with CIN1 in histological classification or used as a common end-point, e.g., in HPV vaccine trials.

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The aim of this study was to develop a model capable to capture the different contributions which characterize the nonlinear behaviour of reinforced concrete structures. In particular, especially for non slender structures, the contribution to the nonlinear deformation due to bending may be not sufficient to determine the structural response. Two different models characterized by a fibre beam-column element are here proposed. These models can reproduce the flexure-shear interaction in the nonlinear range, with the purpose to improve the analysis in shear-critical structures. The first element discussed is based on flexibility formulation which is associated with the Modified Compression Field Theory as material constitutive law. The other model described in this thesis is based on a three-field variational formulation which is associated with a 3D generalized plastic-damage model as constitutive relationship. The first model proposed in this thesis was developed trying to combine a fibre beamcolumn element based on the flexibility formulation with the MCFT theory as constitutive relationship. The flexibility formulation, in fact, seems to be particularly effective for analysis in the nonlinear field. Just the coupling between the fibre element to model the structure and the shear panel to model the individual fibres allows to describe the nonlinear response associated to flexure and shear, and especially their interaction in the nonlinear field. The model was implemented in an original matlab® computer code, for describing the response of generic structures. The simulations carried out allowed to verify the field of working of the model. Comparisons with available experimental results related to reinforced concrete shears wall were performed in order to validate the model. These results are characterized by the peculiarity of distinguishing the different contributions due to flexure and shear separately. The presented simulations were carried out, in particular, for monotonic loading. The model was tested also through numerical comparisons with other computer programs. Finally it was applied for performing a numerical study on the influence of the nonlinear shear response for non slender reinforced concrete (RC) members. Another approach to the problem has been studied during a period of research at the University of California Berkeley. The beam formulation follows the assumptions of the Timoshenko shear beam theory for the displacement field, and uses a three-field variational formulation in the derivation of the element response. A generalized plasticity model is implemented for structural steel and a 3D plastic-damage model is used for the simulation of concrete. The transverse normal stress is used to satisfy the transverse equilibrium equations of at each control section, this criterion is also used for the condensation of degrees of freedom from the 3D constitutive material to a beam element. In this thesis is presented the beam formulation and the constitutive relationships, different analysis and comparisons are still carrying out between the two model presented.

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In Sub-Saharan Africa, non-democratic events, like civil wars and coup d'etat, destroy economic development. This study investigates both domestic and spatial effects on the likelihood of civil wars and coup d'etat. To civil wars, an increase of income growth is one of common research conclusions to stop wars. This study adds a concern on ethnic fractionalization. IV-2SLS is applied to overcome causality problem. The findings document that income growth is significant to reduce number and degree of violence in high ethnic fractionalized countries, otherwise they are trade-off. Income growth reduces amount of wars, but increases its violent level, in the countries with few large ethnic groups. Promoting growth should consider ethnic composition. This study also investigates the clustering and contagion of civil wars using spatial panel data models. Onset, incidence and end of civil conflicts spread across the network of neighboring countries while peace, the end of conflicts, diffuse only with the nearest neighbor. There is an evidence of indirect links from neighboring income growth, without too much inequality, to reduce the likelihood of civil wars. To coup d'etat, this study revisits its diffusion for both all types of coups and only successful ones. The results find an existence of both domestic and spatial determinants in different periods. Domestic income growth plays major role to reduce the likelihood of coup before cold war ends, while spatial effects do negative afterward. Results on probability to succeed coup are similar. After cold war ends, international organisations seriously promote democracy with pressure against coup d'etat, and it seems to be effective. In sum, this study indicates the role of domestic ethnic fractionalization and the spread of neighboring effects to the likelihood of non-democratic events in a country. Policy implementation should concern these factors.

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The disposal of municipal solid waste is believed to emit foul odor, threaten groundwater, and increase road congestion. As remote regional landfills have replaced local town dumps, these costs are no longer internalized by garbage-producing households or their municipalities. Instead, rural property owners located adjacent to large regional landfills and along the roadways accessing those landfills bear the external costs of garbage disposal. This paper uses a comprehensive nine-year panel data set of aggregated state data to empirically examine why 8,937 municipalities continue to operate costly recycling programs designed to reduce the external costs of garbage disposal. Results suggest that local tastes for recycling drive municipal decisions. If household preferences for recycling are short lived, then we can expect a future decrease in the number of municipal recycling programs. Recent data indicate the number of recycling programs in operation in the U.S. has indeed fallen.

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This thesis examines two panel data sets of 48 states from 1981 to 2009 and utilizes ordinary least squares (OLS) and fixed effects models to explore the relationship between rural Interstate speed limits and fatality rates and whether rural Interstate speed limits affect non-Interstate safety. Models provide evidence that rural Interstate speed limits higher than 55 MPH lead to higher fatality rates on rural Interstates though this effect is somewhat tempered by reductions in fatality rates for roads other than rural Interstates. These results provide some but not unanimous support for the traffic diversion hypothesis that rural Interstate speed limit increases lead to decreases in fatality rates of other roads. To the author’s knowledge, this paper is the first econometric study to differentiate between the effects of 70 MPH speed limits and speed limits above 70 MPH on fatality rates using a multi-state data set. Considering both rural Interstates and other roads, rural Interstate speed limit increases above 55 MPH are responsible for 39,700 net fatalities, 4.1 percent of total fatalities from 1987, the year limits were first raised, to 2009.

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We investigate how declines in US emissions of CO and O3 precursors have impacted the lower free troposphere over the North Atlantic. We use seasonal observations for O3 and CO from the PICO-NARE project for the period covering 2001 to 2010. Observations are used to verify model output generated by the GEOS-Chem 3-D global chemical transport model. Additional satellite data for CO from AIRS/Aqua and for O3 from TES/Aura were also used to provide additional comparisons; particularly for fall, winter, and spring when PICO-NARE coverage is sparse. We find GEOS-Chem captures the seasonal cycle for CO and O3 well compared to PICO-NARE data. For CO, GEOS-Chem is biased low, particularly in spring which is in agreement with findings from previous studies. GEOS-Chem is 24.7 +/- 5.2 ppbv (1-σ) low compared to PICO-NARE summer CO data while AIRS is 14.2 +/- 6.6 ppbv high. AIRS does not show nearly as much variation as seen with GEOS-Chem or the Pico data, and goes from being lower than PICO-NARE data in winter and spring, to higher in summer and fall. Both TES and GEOS-Chem match the seasonal ozone cycle well for all seasons when compared with observations. Model results for O3 show GEOS-Chem is 6.67 +/- 2.63 ppbv high compared to PICO-NARE summer measurements and TES was 3.91 +/- 4.2 ppbv higher. Pico data, model results, and AIRS all show declines in CO and O3 for the summer period from 2001 to 2010. Limited availability of TES data prevents us from using it in trend analysis. For summer CO Pico, GEOS-Chem, and AIRS results show declines of 1.32, 0.368, and 0.548 ppbv/year respectively. For summer O3, Pico and GEOS-Chem show declines of -0.726 and -0.583 ppbv/year respectively. In other seasons, both model and AIRS show declining CO, particularly in the fall. GEOS-Chem results show a fall decline of 0.798 ppbv/year and AIRS shows a decline of 0.8372 ppbv/year. Winter and spring CO declines are 0.393 and 0.307 for GEOS-Chem, and 0.455 and 0.566 for AIRS. GEOS-Chem shows declining O3 in other seasons as well; with fall being the season of greatest decrease and winter being the least. Model results for fall, winter, and spring are 0.856, 0.117, and 0.570 ppbv/year respectively. Given the availability of data we are most confident in summer results and thus find that summer CO and O3 have declined in lower free troposphere of the North Atlantic region of the Azores. Sensitivity studies for CO and O3 at Pico were conducted by turning off North American fossil fuel emissions in GEOS-Chem. Model results show that North America fossil fuel emissions contribute 8.57 ppbv CO and 4.03 ppbv O3 to Pico. The magnitude of modeled trends declines in all seasons without North American fossil fuel emissions except for summer CO. The increase in summer CO declines may be due to a decline of 5.24 ppbv/year trend in biomass burning emissions over the study period; this is higher than the 2.33 ppbv/year North American anthropogenic CO model decline. Winter O3 is the only season which goes from showing a negative trend to a positive trend.