Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

The Bootstrap of Mean for Dependent Heterogeneous Arrays.

Presently, conditions ensuring the validity of bootstrap methods for the sample mean of (possibly heterogeneous) near epoch dependent (NED) functions of mixing processes are unknown. Here we establish the validity of the bootstrap in this context, extending the applicability of bootstrap methods to a class of processes broadly relevant for applications in economics and finance. Our results apply to two block bootstrap methods: the moving blocks bootstrap of Künsch ( 989) and Liu and Singh ( 992), and the stationary bootstrap of Politis and Romano ( 994). In particular, the consistency of the bootstrap variance estimator for the sample mean is shown to be robust against heteroskedasticity and dependence of unknown form. The first order asymptotic validity of the bootstrap approximation to the actual distribution of the sample mean is also established in this heterogeneous NED context.

Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions

In the context of multivariate regression (MLR) and seemingly unrelated regressions (SURE) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. in this paper, we propose finite-and large-sample likelihood-based test procedures for possibly non-linear hypotheses on the coefficients of MLR and SURE systems.

Profiles of digital TV adopters in the switchover context in Portugal

In order to conduct a successful transition from analogue terrestrial television to full digital terrestrial television it is essential to identify what are the most significant drivers and barriers for adoption among the impacted population. Also importantly, it is to segment the population according with their attitudes towards digital TV, their awareness about the switchover process and intention of adopting digital TV, among other relevant topics. The tradition of profiles definition based on the adoption and rejection of innovations can be traced back to Beal & Bohlen, who proposed five categories of innovation adopters based on the time of adoption, with significant differences in selected personal and social characteristics: the innovators, the early adopters, the early majority, the majority and non-adopters. Later, Rogers would propose similar categories of adopters that became the standard for years to come: the innovators, the early adopters, the early majority, the late majority and the laggards. While helpful, these traditional innovation adopters’ profiles do not totally grasp the complexities of the adoption of an innovation such as digital TV, particularly in mandatory settings. In this paper we will propose a classification of adopters of digital TV in Portugal, based on the results of one of the four empirical studies of the research project ADOPT-DTV, namely, the quantitative inquiry administered to a representative sample of the Portuguese population. The paper will be concluded with a brief discussion of results and the enumeration of the next steps of the research project.

Priority research questions for the UK food system

The rise of food security up international political, societal and academic agendas has led to increasing interest in novel means of improving primary food production and reducing waste. There are however, also many ‘post-farm gate’ activities that are critical to food security, including processing, packaging, distributing, retailing, cooking and consuming. These activities all affect a range of important food security elements, notably availability, affordability and other aspects of access, nutrition and safety. Addressing the challenge of universal food security, in the context of a number of other policy goals (e.g. social, economic and environmental sustainability), is of keen interest to a range of UK stakeholders but requires an up-to-date evidence base and continuous innovation. An exercise was therefore conducted, under the auspices of the UK Global Food Security Programme, to identify priority research questions with a focus on the UK food system (though the outcomes may be broadly applicable to other developed nations). Emphasis was placed on incorporating a wide range of perspectives (‘world views’) from different stakeholder groups: policy, private sector, non-governmental organisations, advocacy groups and academia. A total of 456 individuals submitted 820 questions from which 100 were selected by a process of online voting and a three-stage workshop voting exercise. These 100 final questions were sorted into 10 themes and the ‘top’ question for each theme identified by a further voting exercise. This step also allowed four different stakeholder groups to select the top 7–8 questions from their perspectives. Results of these voting exercises are presented. It is clear from the wide range of questions prioritised in this exercise that the different stakeholder groups identified specific research needs on a range of post-farm gate activities and food security outcomes. Evidence needs related to food affordability, nutrition and food safety (all key elements of food security) featured highly in the exercise. While there were some questions relating to climate impacts on production, other important topics for food security (e.g. trade, transport, preference and cultural needs) were not viewed as strongly by the participants.

Tokamak magnetic field lines described by simple maps

The magnetic field line structure in a tokamak can be obtained by direct numerical integration of the field line equations. However, this is a lengthy procedure and the analysis of the solution may be very time-consuming. Otherwise we can use simple two-dimensional, area-preserving maps, obtained either by approximations of the magnetic field line equations, or from dynamical considerations. These maps can be quickly iterated, furnishing solutions that mirror the ones obtained from direct numerical integration, and which are useful when long-term studies of field line behavior are necessary (e.g. in diffusion calculations). In this work we focus on a set of simple tokamak maps for which these advantages are specially pronounced.

Refraction in spacetime

Refraction, interference, and diffraction are distinguishing features of wavelike phenomena. Although they are usually associated only with a purely spatial wave-propagation pattern, analogs to interference and diffraction involving the spatio-temporal dynamics of waves in one dimension have been discussed. We complete the triplet of analogies by discussing how spatio-temporal analogs to refraction are exhibited by a quantum particle in one dimension that is scattering off a step barrier. Similarly, birefringence in spacetime occurs for a spin-1/2 particle in a magnetic field.

Second-year pre-service teachers’ responses to proportional reasoning test items

A recent international study of pre-service teachers identified that proportional reasoning was problematic for pre-service teachers. Proportional reasoning is an important topic in the middle years of schooling and therefore it is critical that teachers understand this topic and can rely on their Mathematical Content Knowledge (MCK) when teaching. The focus of this paper is second-year Australian primary pre-service teachers’ MCK of real number items related to ratio, rate, proportion and proportional reasoning. This paper reports on strengths and weakness of pre-service teachers’ MCK when responding to test items; including a method suitable for analysing responses to five items and ranked by three levels of difficulty. The results revealed insights into their correct methods of solutions and common incorrect responses, identifying difficulty, where multiplication and division were required. The method of coding test items by difficulty ranking may assist with developing an appropriate learning trajectory, which will assist pre-service teachers develop their MCK of this and other difficult topics.

Ontologia para moelos de negócios de redes sociais na internet: um ensaio teórico-exploratório

Atualmente, uma profusão de soluções chamadas de Web 2.0 e redes sociais está causando um grande impacto no desenvolvimento da Internet, comparando-se à era “ponto-com” em termos de crescimento, investimentos e empolgação. Estas iniciativas possuem em comum um elevado grau de formação de comunidades, e de criação e compartilhamento de conteúdo por parte do usuário, dentre outras características. Acredita-se que as redes sociais possuam um grande potencial inovador e disruptivo tanto para a sociedade quanto para o mundo empresarial. Entretanto, como transformar as redes sociais e aplicações Web 2.0 em modelos de negócios auto-sustentáveis ainda é um desafio para o mercado. Esta dissertação objetiva auxiliar a compreensão e abordagem deste tema propondo uma ontologia específica para modelos de negócios de redes sociais na internet. Isto se realiza por meio do desenvolvimento de um ensaio teórico de viés exploratório, baseado em extensa, porém não exaustiva, revisão de literatura abordando modelos de negócios, redes sociais e demais temas relacionados. A ontologia criada é então aplicada na representação de modelos de negócio de redes sociais na internet. Este trabalho também fornece uma visão geral do fenômeno Web 2.0, abordando algumas de suas principais características tecnológicas e socioeconômicas.

Serviço Social e Política: uma análise da participação dos assistentes sociais no Conselho Regional de Serviço Social 14ª região

This paper analyzes the political participation of Social Workers at the Social Service Regional Council Region 14th. The theoretical and methodological framework of this investigation has as its perspective the totality of social life and its determining relations within the object of study. To the production, analysis and collecting of data it was used a qualitative approach considering a bibliographical and documental research as well as a series of twelve interviews with 2005-2008 and 2008-2011 managing counselors of CRESS/RN. It was also used the data obtained from other special interviews held with the social workers in the period between 2007 and 2008. The results of this study allow and affirm the political dimension of Caseworkers and the CRESS/RN as a space of political activity with opportunities for effective and collective elaboration of strategies in order to reach the fulfillment of the ethical and professional policy of the Social Work. From a historical viewpoint, the beginning of this process is marked by the struggle for democracy, the end of military dictatorship, the establishment of the State of Human Rights. The Democratization of the so called Federal Council of Social Workers and its Regional Councils of Social Workers, CFAS / CRAS, respectively, area a result of the participation of the category in an effort to fight for democratization in Brazil. The objective of this research, so, is to understand which the socio-historical determinants are, that focus objectively and subjectively in the demobilization of social workers in CRESS Region 14th - in the contemporary and historical context. Among the results obtained we identified the ignorance of some professional workers and also of some advisors, regarding the existence and the role of the Council, as well as the commercialization of Education that compromises the quality of the professional training in its theoretical and methodological, ethical and political dimensions. According to our understanding, this shows a the presence of a non-critical professional profile based on a false reality, on the precariousness of employment contracts which undermine the political organization and submit the worker to various social exploring mechanisms such as double shift and ultimately the fragility of the management of the Regional Council -, as a consequence of the offensive capitalist system that ideologically invests to stop the political organization founded in a critical and democratic perspective. The low participation of some advisors and, in general, the category in CRESS / RN, despite its objective conditions, is a reality and it is presented to us as a challenge to future managements and policy consolidation to society. Inasmuch as the category intends to guarantee the high quality of its social workers, the demands of future counselors, their skills and abilities in dealing with regulatory issues, administrative policies that pervade the everyday life of CRESS / RN are necessary

Evaluation of the thermal diffusivity of vegetable oils during frying by Thermal Lens Spectrometry

In this work we report on the use of the Thermal Lens method to verify the evolution of the thermal diffusivity of sunflower and soybean vegetable oils utilized in preparation of twenty five snacks portions. Our results show that the thermal diffusivity for sunflower oil does not change between 1 and 25 portions of fried snacks. By another hand, the soybean thermal diffusivity exhibits a little decrease for higher portion of fried snacks, indicating that for this oil the triglyceride level is reduced as a degradation process.

Analysis of biodiesel and frying vegetable oils by means of FTIR photoacoustic spectroscopy

Fourier Transform Infrared Photoacoustic Spectroscopy was used to determine the mid-infrared vibrational modes of biodiesel and vegetable oils. Our results indicate that this method can contribute significantly to the biodiesel wash process during the sample preparation. Besides, by analyzing the spectra of vegetable oils used to fry snacks we could to monitor the degradation in function of the fried time.

Design of the main racetrack microtron accelerator end magnets of the Institute of Physics of University of São Paulo

This work deals with the design of the Institute of Physics of the University of São Paulo (IFUSP) main racetrack microtron accelerator end magnets. This is the last stage of acceleration, comprised of an accelerating section (1.04 m) and two end magnets (0.1585 T), in which a 5.10 MeV beam, produced by a racetrack microtron booster has its energy raised up to 31.15 MeV after 28 accelerations. POISSON code was used to give the final configuration that includes auxiliary pole pieces (clamps) and auxiliary homogenizing gaps. The clamps create a reverse fringe field region and avoid the vertical defocusing and the horizontal displacement of the beam produced by extended fringe fields; PTRACE code was used to perform the trajectory calculations in the fringe field region. The auxiliary homogenizing gaps improve the field uniformity as they create a magnetic shower that provides uniformity of ±0.3%, before the introduction of the correcting coils that will be attached to the pole faces. This method of correction, used in the IFUSP racetrack microtron booster magnets, enabled uniformity of ±0.001% in an average field of 0.1 T and will also be employed for these end magnets. © 1999 The American Physical Society.

On the study of the dynamical aspects of parasitemia in the blood cycle of malaria

Malaria is an important cause of morbidity and mortality worldwide. One striking aspect regarding malaria is the fact that individuals living in endemic areas do not develop immunity against the parasite, falling ill whenever they are exposed tothe parasite. The understanding of why immunity is not developed in the usual way against Plasmodium is crucial to the improvement of treatment and prevention. In this work, we study some aspects of the dynamics of the blood cycle of malaria using both modelling and data analysis of observed case-histories described by parasitemia time series. By comparing our simulations with experimental results we have shown that the different behaviour observed among patients may be associated to differences in the efficiency of the immune system to control the infection. © EDP Sciences/Societa Italiana di Fisica/Springer-Verlag 2007.