Multiple structural change models:a simulation analysis

In a reccnt paper. Bai and Perron (1998) considcrccl theoretical issues relatec\ lo lhe limiting distriblltion of estimators and test. statist.ics in the linear model \\'ith multiplc struct ural changes. \Ve assess. via simulations, the adequacy of the \'arious I1Iethods suggested. These CO\'er the size and power of tests for structural changes. the cO\'erage rates of the confidence Íntervals for the break dates and the relat.Í\'e merits of methods to select the I1umber of breaks. The \'arious data generating processes considered alIo,,' for general conditions OIl the data and the errors including differellces across segmcll(s. Yarious practical recommendations are made.

Multivariate unit root tests

A new multivariate test for the detection ofunit roots is proposed. Use is made ofthe possible correlations between the disturbances of difIerent series, and constrained and unconstrained SURE estimators are employed. The corresponding asymptotic distributions, for the case oftwo series, are obtained and a table with criticai vaIues is generated. Some simulations indivate that the procedure performs better than the existing alternatives.

Inequality treatment effects

This paper presents semiparametric estimators for treatment effects parameters when selection to treatment is based on observable characteristics. The parameters of interest in this paper are those that capture summarized distributional effects of the treatment. In particular, the focus is on the impact of the treatment calculated by differences in inequality measures of the potential outcomes of receiving and not receiving the treatment. These differences are called here inequality treatment effects. The estimation procedure involves a first non-parametric step in which the probability of receiving treatment given covariates, the propensity-score, is estimated. Using the reweighting method to estimate parameters of the marginal distribution of potential outcomes, in the second step weighted sample versions of inequality measures are.computed. Calculations of semiparametric effciency bounds for inequality treatment effects parameters are presented. Root-N consistency, asymptotic normality, and the achievement of the semiparametric efficiency bound are shown for the semiparametric estimators proposed. A Monte Carlo exercise is performed to investigate the behavior in finite samples of the estimator derived in the paper.

Conditional labour supply, quantile functions in Brazil

The estimation of labor supply elasticities has been an important issue m the economic literature. Yet all works have estimated conditional mean labor supply functions only. The objective of this paper is to obtain more information on labor supply, by estimating the conditional quantile labor supply function. vI/e use a sample of prime age urban males employees in Brazil. Two stage estimators are used as the net wage and virtual income are found to be endogenous to the model. Contrary to previous works using conditional mean estimators, it is found that labor supply elasticities vary significantly and asymmetrically across hours of work. vVhile the income and wage elasticities at the standard work week are zero, for those working longer hours the elasticities are negative.

Factors affecting the technical efficiency of production of the Brazilian banking system : a comparison of four statistical models in the context of data envelopment analysis

This paper uses an output oriented Data Envelopment Analysis (DEA) measure of technical efficiency to assess the technical efficiencies of the Brazilian banking system. Four approaches to estimation are compared in order to assess the significance of factors affecting inefficiency. These are nonparametric Analysis of Covariance, maximum likelihood using a family of exponential distributions, maximum likelihood using a family of truncated normal distributions, and the normal Tobit model. The sole focus of the paper is on a combined measure of output and the data analyzed refers to the year 2001. The factors of interest in the analysis and likely to affect efficiency are bank nature (multiple and commercial), bank type (credit, business, bursary and retail), bank size (large, medium, small and micro), bank control (private and public), bank origin (domestic and foreign), and non-performing loans. The latter is a measure of bank risk. All quantitative variables, including non-performing loans, are measured on a per employee basis. The best fits to the data are provided by the exponential family and the nonparametric Analysis of Covariance. The significance of a factor however varies according to the model fit although it can be said that there is some agreements between the best models. A highly significant association in all models fitted is observed only for nonperforming loans. The nonparametric Analysis of Covariance is more consistent with the inefficiency median responses observed for the qualitative factors. The findings of the analysis reinforce the significant association of the level of bank inefficiency, measured by DEA residuals, with the risk of bank failure.

Estrutura a termo de taxas de juros : determinantes macroeconômicos : aplicação do modelo de Svensson para o Brasil

Este trabalho visa sistematizar um modelo para previsão e explicação dos movimentos de curto prazo da estrutura a termo de taxas de juros pré-fixada em reais do Brasil, baseado na relação dos movimentos em questão com os níveis e alterações que se processam nas variáveis macroeconômicas relevantes. A metodologia usada foi dividir o procedimento em duas etapas: Na primeira etapa, o modelo de Svensson (1994) é usado para ajustar a Estrutura a Termo de Taxas de Juros de cada data específica para obter os parâmetros daquela data. Isso é conseguido através da maximização da estatística R2 na regressão de mínimos quadrados, como sugerido no artigo original de Nelson e Siegel (1987). Então, as medianas dos dois parâmetros de decaimento utilizados são calculadas e mantidas arbitrariamente constantes para facilitar os cálculos da segunda etapa. Na segunda etapa, uma vez que os estimadores que melhor se ajustam às curvas de juros foram obtidos, outra regressão de MQO é realizada considerando os betas de Svensson dependentes de variáveis macroeconômicas de estado.

Impacto da introdução de pagamentos de juros sobre capital próprio na estrutura de capital das empresas no Brasil

Este trabalho tem como proposta estudar como a introdução e a utilização do pagamento de juros sobre capital próprio (JSCP) afetaram o nível de endividamento das empresas brasileiras. Para testar a hipótese que os JSCP levaram as empresas a usarem menos capital de terceiros, são utilizados matching estimators, estabelecendo como grupo de controle as empresas que não pagaram JSCP e como grupo de tratamento as que o fizeram, em uma amostra composta de 40 companhias durante os anos de 1995 até 1998. Em linha com estudos anteriores, foi encontrada evidência empírica indicando que o efeito médio do tratamento (ATE) para empresas que decidem pagar JCSP é o de reduzir o seu nível de endividamento. Contudo, não houve resultado significativo de redução de endividamento ao analisarmos o efeito médio do tratamento dentre o grupo de empresas tratadas (ATET ou ATT).

Eficiência, gestão e meio ambiente na carcinicultura do Rio Grande do Norte

SILVA, J. L. M. da; SAMPAIO, L. M. . Eficiência, Gestão e Meio Ambiente na Carcinicultura do Rio Grande do Norte. In: Congresso da Sociendade Brasileira de Economia, Administração e Sociologia Rural - SOBER, 40., 2007, Londrina. Conhecimentos para a Agricultura do Futuro, 2007.

Semiparametric modeling of the spatial distribution of occupational accident risk in the casual labor market, Piracicaba, southeast Brazil

The objective of this study was to estimate the spatial distribution of work accident risk in the informal work market in the urban zone of an industrialized city in southeast Brazil and to examine concomitant effects of age, gender, and type of occupation after controlling for spatial risk variation. The basic methodology adopted was that of a population-based case-control study with particular interest focused on the spatial location of work. Cases were all casual workers in the city suffering work accidents during a one-year period; controls were selected from the source population of casual laborers by systematic random sampling of urban homes. The spatial distribution of work accidents was estimated via a semiparametric generalized additive model with a nonparametric bidimensional spline of the geographical coordinates of cases and controls as the nonlinear spatial component, and including age, gender, and occupation as linear predictive variables in the parametric component. We analyzed 1,918 cases and 2,245 controls between 1/11/2003 and 31/10/2004 in Piracicaba, Brazil. Areas of significantly high and low accident risk were identified in relation to mean risk in the study region (p < 0.01). Work accident risk for informal workers varied significantly in the study area. Significant age, gender, and occupational group effects on accident risk were identified after correcting for this spatial variation. A good understanding of high-risk groups and high-risk regions underpins the formulation of hypotheses concerning accident causality and the development of effective public accident prevention policies.

Imagem corporal e fatores de risco em praticantes de caminhada da cidade do Natal-RN

Body image is the figure of our bodies built in our minds and the degree of dissatisfaction is often associated with risk factors identified by anthropometric measures. The purpose of this descriptive study was to evaluate the risk factors associated to morphological and functional variables associate to the perception of auto-image in middle-aged walkers of the south zone of the city of Natal. A hundred and thirty volunteers had been evaluated in four groups in function of the gender and age group. As measurement evaluations were used an auto-image perception questionnaire proposed by Stunkart of nine silhouettes numbered for both gender was applied; a weighing machine equipped with stadiometer for the body mass (kg) and stature (m) and the body mass index (kg/m2) that was calculated with base in measures of the body weight and stature and classified according to norms of the National Institute of Health (2000) as well as the systolic and diastolic blood pressure by a electronic digital device (DIGITRONIC). A metal anthropometric tape was used for the waist to hip ratio (WHR). It was used Analyses of variance (ANOVA) one-way, post hoc of Tukey and correlation of Spearman for the nonparametric data adopting the level of ρ≤ 0,05 for rejection of the null hypothesis. The body mass index indicated high factors of risk in the consisting groups. In all the groups were registered the desire to reduce their silhouettes. The body weight shows reduced when compared with the younger group in the male group of superior age group, while in the female group the inverse one occurs. The autoimage perception is associated with the classification of the waist to hip ratio in the female gender in the age group of the 50 to the 59 years and in the classification of the body mass index of all constituted groups. Significant associations had not been found for classification of the systolic and diastolic blood pressure in relation to the auto-image 41 perception. This thesis presents relation of interdisciplinarity and its contents have application in the fields of Physical Education, Medicine, Physiotherapy and Nursing

Contribuição à citogenética de testudines e análise de assimetria flutuante em Eretmochelys imbricata, Cheloniidae

This work has contributed to knowledge of the order Testudines from cytogenetic and morphological point of view. With regard to the aspects proposed cytogenetic characterization of the species Mesoclemmys tuberculata (n = 5), endemic to the Caatinga biomes, through conventional techniques of cytogenetics and molecular levels. This species presented 2n = 58, NF = 64, the first submetacentric pair, the second metacentric and third subtelocentric, and the other microchromosome telocentric. This species showed a nucleolar bearing pair, coincident with the 18S ribosomal rDNA and that proved to be heterochromatic. Small heterochromatic blocks were also found in the centromeres of the largest chromosomes, as well as terminal regions in most other chromosomes of the complement, that were GC +. Telomeric sequences showed variable patterns of signal intensity, with some repeats more intense in microchromosomes and subtly in the larger ones. When compared with other species of the genus, the G-banding patterns showed a marked similarity between them. The first karyotypic description of the species will aid in future studies and the understanding of evolutionary aspects of this family. From the morphological point of view, we carried out studies of fluctuating asymmetry in sea turtle Eretmochelys imbricata, using methods of benchmarking between hatchlings and adults and their implications for natural selection. Data were collected at two different times: first during the spawning female and the second during the outbreak and birth of the nest. The analyzed characteristics consisted of measurements of length and width of front and rear flippers (CANT, LANT, CPOS and LPOS) also collected data on the number of hull plates, side plates (NPL), the surrounding plates (NPCIRC), and plastron; plates power plants (NPP), inframarginais plates (NPIM). With the values of asymmetry we calculated the value of strict heritability for these traits, the calculation was based on only one parent. A nonparametric analysis Mann-Whitneywas performed to compare the groups (females X hatchlings, newborn hatchlings X dead hatchlings). Adult females showed no bilateral fluctuating asymmetry (FA = 0) on the number plates of the hull and plastron, while offspring, living and dead, showed a greater level of variation in these meristic parameters. In the analysis of females x hatchlings we found a significant difference between the levels of asymmetry in hoof plates (p=0.006) an the width of hindlimbs (p=0.001). Levels of FA suggest an accurate indicator as to the viability or maintenance of the individual to the reproductive phase. The coefficient of heritability (h2) of FA , obtained from the regression analysis, showed that both have low and not statistically significant values(p> 0.1). In the case of exclusion of the effective role of genetics in the generation of FA, reproductive strategies based on high number of subsidiaries products, such as those observed in E. imbricata seems to implicate the production of individuals with high level of developmental instability

Ecologia trófica de anfíbios anuros: relações filogenéticas em diferentes escalas

Understand the origin, maintenance and the mechanisms that operate in the current biodiversity is the major goal of ecology. Species ecology can be influenced by different factors at different scales. There are three approaches about the ecological differences between species: the first brings that differences result from current processes on niche characteristics (e.g. diet, time, space); the second that species differences are explained by random patterns of speciation, extinction and dispersion, the third that historical events explain the formation and composition of species in communities. This study aims to evaluate the influence of phylogenetic relationships in determining ecological characteristics in amphibians (globally) and test with that, if ecological differences between species of frogs are the result of ancient pre-existing differences or as result of current interactions. Another objective of this study is to verify if ecological, historical or current characteristics determine the size of species geographical distribution. The diet data for analysis of trophic ecology were collected from published literature. We performed a non-parametric MANOVA to test the existence of phylogenetic effects in diet shifts on frogs history. Thus, it is expected to know the main factors that allow the coexistence of anuran species. We performed a phylogenetic regression to analyze if niche breadth, body size and evolutionary age variables determine the size of the geographical distribution of amphibians in the Amazon. In the present study, new contributions to knowledge of major ecological patterns of anurans are discussed under a phylogenetic perspective

Reproductive and behavioral aspects of red-winged tinamous (Rhynchotus rufescens) in groups with different sex ratios

The aim of this research study was to evaluate the reproductive performance of tinamous submitted to five different male:female ratios. The study was carried out with 72 birds in a randomized experimental design with 4 replications. Tinamous were housed in cages, using the ratios of one (1:1), two (2:1), three (3:1) and four (4:1) females per male, and also one male was housed with three females individually (3R:1), in a rotational system. Reproductive records of the breeding season from September 2004 to March 2005 were used. The reproductive traits studied were: number of eggs laid, fertility, and percentage of eggs damaged and cracked by pecking. Nonparametric analyses of these traits were performed using Kruskal-Wallis test. Two replications of treatments 1:1 and 4:1, and one of treatment 2:1 were video-taped for three days, 12 hours/day. The videotapes were sampled according to the scan method to fit an ethogram. Birds were also watched for one hour per day to study dominance and agonistic behavior. None of the reproductive traits was affected by mating sex ratio (p<0.05). Female dominance could be related to displacement behavior (r=1.00), and male sitting in immobility plus sitting in activity behaviors were related to lower number of damaged eggs (r=-0.90). Social dominance was indirectly determined by displacement behavior in the study situation. A large number of damaged eggs occurred in all treatments, thereby not allowing a clear conclusion on the best male:female ratio.

Carga de trabalho de enfermagem e infecções relacionadas à assistência à saúde na unidade de terapia intensiva

In recent decades, the search for quality care has been widely discussed by the institutions and health professionals. In this context, it is the nurse coordinator of the process of providing nursing staff, reflecting the commitment to quality of care. In this process, it is the appearance of Infections Related to health care and its potential association with the workload in nursing as a valuable indicator of quality of care. Thus, this research contributes to studies to characterize the demand of nursing work to promote a safe healthcare practice. This study aimed to identify the association of nursing workload with the number of cases of Ventilator-Associated Pneumonia, urinary tract infection and central venous catheter infection in the intensive care unit. This is a quantitative research approach, descriptive, cross-sectional and prospective, held at Unimed Hospital in Natal-RN. The study population consisted of all patients treated in the Intensive Care Unit, Hospital for a period of 90 consecutive days in 2011. The convenience sample was compostapelos patients admitted to the ICU during the period of data collection, a total sample of 286 patients. To perform the data analysis software were used: Statistica 6.0, SPPS (Statistical Package for Social Sciences) version 17.0 (2004) and Excel 2007. In the descriptive analysis, we used Measures of Central Tendency and Measures of Dispersion or Variability and the use of nonparametric tests. Of the 286 patients, 88 were from the ICU and 198 ICU II II. Males predominated in the ICU I (51.1%) and female ICU II (57.6%) patients in the ICU I were aged 61-80 years (39.8%) followed by greater than 80 years (39.8%). In the ICU II, most of the patients were aged 61-80 years (38.9%) and then from 41 to 60 years (24.2%). In relation to the class of TISS inlet predominant class II in the two ICUs (59.1%), followed by Class III also in the two units (34.6%). Most patients (70.6%) out of the ICUs belonging to class II TISS. In the ICU I, the average number of forms of the TISS 28 was 6, has in ICU II this value drops to 3.2 forms. The overall mean was 19.9 TISS points in ICU patients I and ICU II.the 17 points in the average hours required to provide adequate nursing care to patients in the ICU I found that is 10 , 7 hours, and the ICU II 9.2 hours. It was found that the time provided by the nursing staff were higher in ICU II, with an average of 19 hours available for nurses in this sector. In the ICU I, which showed higher need of available hours, it was found that the mean value of 12.7 available hours. It was found that only 2.4% of patients had these units Ventilator-Associated Pneumonia, 1.0% were infected central venous catheter and 1.4% of patients had urinary tract infection. Infection associated with health care occurs, on average, on the tenth day of hospitalization. In the ICU II, this average value extends to the twelfth day with an excess of 2.7 hours of nursing care while in ICU I value decays to the ninth day of hospitalization with a deficiency of 12-hour assistance. It is concluded that patients generally showed a need for classification of semi-intensive care and has been assisted in their need to load. As for his association with the Related Infections Health will assist this analysis could not be performed due to the small number of notifications in this period. It is suggested further study how other factors related to infections me a longer period of analysis

Integridade tissular de pacientes com úlceras venosas: um estudo baseado na Classificação dos Resultados de Enfermagem

The venous ulcer is an epidemiological problem of high prevalence, causing disability and dependence. Assess the tissue impairment level of patients with venous lesions, within a nursing referential, is relevant for the implementation of a directed assistance to specific clientele. Thus, this work aims to characterize the health status regarding the integrity the lower limbs skin of patients with venous ulcers, according to the of tissue integrity outcome indicators from the Nursing Outcomes Classification. A cross-sectional study conducted in a university hospital in Natal - Rio Grande do Norte. The sample consisted of 50 participants, selected through consecutive sampling. Data collection occurred through a interview and physical examination form and a operational definitions tool for indicators of the nursing Tissue Integrity outcome directed to patients with venous ulcer, applied from February to June 2012. Data analysis was done by descriptive statistics and nonparametric tests (Spearman, Kruskal-Wallis and Mann-Whitney tests). The project was approved by the Research Ethics Committee with protocol 608/11 and Presentation Certificate to Ethical Consideration No. 0038.0.294.000-11. The results were presented using three scientific articles derivatives of research. It was found that the indicators show moderate impairment, light and not impaired, as the median. The respondents had an average of 59.72 years, 66% female, 50% were retired, 60% with a partner, 44% had arterial hypertension, 26% allergies, 20% diabetes mellitus, 96% were sedentary, 14% drank alcohol and 6% were smokers. There was a statistically significant correlation of low intensity between age and hydration (p=0.032; rs=-0.304) and skin desquamation (p=0.026; rs=-0.316), family income and necrosis (p=0.012; rs=-0.353); Ankle Brachial Index and tissue perfusion (p=0,044; rs=-0,329); Diabetes Mellitus and texture (p=0.015) and tissue perfusion (p=0.026); allergy and texture (p=0.034), physical activity and hydration (p=0.034), smoking and thickness (p=0.018), and alcohol consumption and exudate (p=0.045). We conclude that the patients had light to moderate impairment, indicating a good state of health on the integrity of the skin of the lower limbs, according to the indicators of the outcome of tissue integrity Classification Nursing Outcomes valued in the present study. It is believed that the evaluation of impairment tissue using a self-nursing system and its relation with socioeconomic, clinical and risk factors are unique tools in the care planning and in the wound healing