871 resultados para Panel data probit model
Resumo:
Membrane bioreactors (MBRs) are a combination of activated sludge bioreactors and membrane filtration, enabling high quality effluent with a small footprint. However, they can be beset by fouling, which causes an increase in transmembrane pressure (TMP). Modelling and simulation of changes in TMP could be useful to describe fouling through the identification of the most relevant operating conditions. Using experimental data from a MBR pilot plant operated for 462days, two different models were developed: a deterministic model using activated sludge model n°2d (ASM2d) for the biological component and a resistance in-series model for the filtration component as well as a data-driven model based on multivariable regressions. Once validated, these models were used to describe membrane fouling (as changes in TMP over time) under different operating conditions. The deterministic model performed better at higher temperatures (>20°C), constant operating conditions (DO set-point, membrane air-flow, pH and ORP), and high mixed liquor suspended solids (>6.9gL-1) and flux changes. At low pH (<7) or periods with higher pH changes, the data-driven model was more accurate. Changes in the DO set-point of the aerobic reactor that affected the TMP were also better described by the data-driven model. By combining the use of both models, a better description of fouling can be achieved under different operating conditions
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This document examines the time-series properties of the wage differentials that arise between the public and private sector in Colombia during the sample period 1984 to 2005. We Find conflicting results in unit-root and stationary tests when looking at wage differentials at an aggregate level (such as for men, women or both). However, when we analyse wage differentials at higher levels of disaggregation, treat them jointly as a panel of data, and allow for the presence of potential cross section dependence, there is more supportive evidence for the view that wage differentials are stationary. This implies that although wage differentials do exist, they have not been consistently increasing (or decreasing) over time.
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The rapid growth of non-listed real estate funds over the last several years has contributed towards establishing this sector as a major investment vehicle for gaining exposure to commercial real estate. Academic research has not kept up with this development, however, as there are still only a few published studies on non-listed real estate funds. This paper aims to identify the factors driving the total return over a seven-year period. Influential factors tested in our analysis include the weighted underlying direct property returns in each country and sector as well as fund size, investment style gearing and the distribution yield. Furthermore, we analyze the interaction of non-listed real estate funds with the performance of the overall economy and that of competing asset classes and found that lagged GDP growth and stock market returns as well as contemporaneous government bond rates are significant and positive predictors of annual fund performance.
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Using panel data for 111 countries over the period 1982–2002, we employ two indexes that cover a wide range of human rights to empirically analyze whether and to what extent terrorism affects human rights. According to our results,terrorism significantly, but not dramatically, diminishes governments’ respect for basic human rights such as the absence of extrajudicial killings, political imprisonment, and torture. The result is robust to how we measure terrorist attacks, to the method of estimation, and to the choice of countries in our sample. However, we find no effect of terrorism on empowerment rights.
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The MATLAB model is contained within the compressed folders (versions are available as .zip and .tgz). This model uses MERRA reanalysis data (>34 years available) to estimate the hourly aggregated wind power generation for a predefined (fixed) distribution of wind farms. A ready made example is included for the wind farm distribution of Great Britain, April 2014 ("CF.dat"). This consists of an hourly time series of GB-total capacity factor spanning the period 1980-2013 inclusive. Given the global nature of reanalysis data, the model can be applied to any specified distribution of wind farms in any region of the world. Users are, however, strongly advised to bear in mind the limitations of reanalysis data when using this model/data. This is discussed in our paper: Cannon, Brayshaw, Methven, Coker, Lenaghan. "Using reanalysis data to quantify extreme wind power generation statistics: a 33 year case study in Great Britain". Submitted to Renewable Energy in March, 2014. Additional information about the model is contained in the model code itself, in the accompanying ReadMe file, and on our website: http://www.met.reading.ac.uk/~energymet/data/Cannon2014/
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Using a newly developed integrated indicator system with entropy weighting, we analyzed the panel data of 577 recorded disasters in 30 provinces of China from 1985–2011 to identify their links with the subsequent economic growth. Meteorological disasters promote economic growth through human capital instead of physical capital. Geological disasters did not trigger local economic growth from 1999–2011. Generally, natural disasters overall had no significant impact on economic growth from 1985–1998. Thus, human capital reinvestment should be the aim in managing recoveries, and it should be used to regenerate the local economy based on long-term sustainable development.
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In this paper we describe the development of a program that aims at the optimal integration of observed data in an oceanographic model describ
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The deterpenation of bergamot essential oil can be performed by liquid liquid extraction using hydrous ethanol as the solvent. A ternary mixture composed of 1-methyl-4-prop-1-en-2-yl-cydohexene (limonene), 3,7-dimethylocta-1,6-dien-3-yl-acetate (linalyl acetate), and 3,7-dimethylocta-1,6-dien-3-ol (linalool), three major compounds commonly found in bergamot oil, was used to simulate this essential oil. Liquid liquid equilibrium data were experimentally determined for systems containing essential oil compounds, ethanol, and water at 298.2 K and are reported in this paper. The experimental data were correlated using the NRTL and UNIQUAC models, and the mean deviations between calculated and experimental data were lower than 0.0062 in all systems, indicating the good descriptive quality of the molecular models. To verify the effect of the water mass fraction in the solvent and the linalool mass fraction in the terpene phase on the distribution coefficients of the essential oil compounds, nonlinear regression analyses were performed, obtaining mathematical models with correlation coefficient values higher than 0.99. The results show that as the water content in the solvent phase increased, the kappa value decreased, regardless of the type of compound studied. Conversely, as the linalool content increased, the distribution coefficients of hydrocarbon terpene and ester also increased. However, the linalool distribution coefficient values were negatively affected when the terpene alcohol content increased in the terpene phase.
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HydroShare is an online, collaborative system being developed for open sharing of hydrologic data and models. The goal of HydroShare is to enable scientists to easily discover and access hydrologic data and models, retrieve them to their desktop or perform analyses in a distributed computing environment that may include grid, cloud or high performance computing model instances as necessary. Scientists may also publish outcomes (data, results or models) into HydroShare, using the system as a collaboration platform for sharing data, models and analyses. HydroShare is expanding the data sharing capability of the CUAHSI Hydrologic Information System by broadening the classes of data accommodated, creating new capability to share models and model components, and taking advantage of emerging social media functionality to enhance information about and collaboration around hydrologic data and models. One of the fundamental concepts in HydroShare is that of a Resource. All content is represented using a Resource Data Model that separates system and science metadata and has elements common to all resources as well as elements specific to the types of resources HydroShare will support. These will include different data types used in the hydrology community and models and workflows that require metadata on execution functionality. The HydroShare web interface and social media functions are being developed using the Drupal content management system. A geospatial visualization and analysis component enables searching, visualizing, and analyzing geographic datasets. The integrated Rule-Oriented Data System (iRODS) is being used to manage federated data content and perform rule-based background actions on data and model resources, including parsing to generate metadata catalog information and the execution of models and workflows. This presentation will introduce the HydroShare functionality developed to date, describe key elements of the Resource Data Model and outline the roadmap for future development.
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Using the Pricing Equation, in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) mimicking portfolio which relies on the fact that its logarithm is the ìcommon featureîin every asset return of the economy. Our estimator is a simple function of asset returns and does not depend on any parametric function representing preferences, making it suitable for testing di§erent preference speciÖcations or investigating intertemporal substitution puzzles.
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In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using panel-data sequential asymptotics we show that it is potentially superior to other techniques in several contexts. In particular, it is asymptotically equivalent to the conditional expectation, i.e., has an optimal limiting mean-squared error. We also develop a zeromean test for the average bias and discuss the forecast-combination puzzle in small and large samples. Monte-Carlo simulations are conducted to evaluate the performance of the feasible bias-corrected average forecast in finite samples. An empirical exercise based upon data from a well known survey is also presented. Overall, theoretical and empirical results show promise for the feasible bias-corrected average forecast.