916 resultados para Fama-MacBeth regressions


Relevância:

10.00% 10.00%

Publicador:

Resumo:

During my Doctoral study I researched about the remote detection of canopy N concentration in forest stands, its potentials and problems, under many overlapping perspectives. The study consisted of three parts. In S. Rossore 2000 dataset analysis, I tested regressions between N concentration and NIR reflectances derived from different sources (field samples, airborne and satellite sensors). The analysis was further expanded using a larger dataset acquired in year 2009 as part of a new campaign funded by the ESA. In both cases, a good correlation was observed between Landsat NIR, using both TM (2009) and ETM+ (2000) imagery, and N concentration measured by a CHN elemental analyzer. Concerning airborne sensors I did not obtain the same good results, mainly because of the large FOV of the two instruments, and to the anisotropy of vegetation reflectance. We also tested the relation between ground based ASD measures and nitrogen concentration, obtaining really good results. Thus, I decided to expand my study to the regional level, focusing only on field and satellite measures. I analyzed a large dataset for the whole of Catalonia, Spain; MODIS imagery was used, in consideration of its spectral characteristics and despite its rather poor spatial resolution. Also in this case a regression between nitrogen concentration and reflectances was found, but not so good as in previous experiences. Moreover, vegetation type was found to play an important role in the observed relationship. We concluded that MODIS is not the most suitable satellite sensor in realities like Italy and Catalonia, which present a patchy and inhomogeneous vegetation cover; so it could be utilized for the parameterization of eco-physiological and biogeochemical models, but not for really local nitrogen estimate. Thus multispectral sensors similar to Landsat Thematic Mapper, with better spatial resolution, could be the most appropriate sensors to estimate N concentration.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

In den konsultativen Referenden von 1972 und 1994 stimmte eine knappe Mehrheit der norwegischen Wählerschaft gegen einen Beitritt in die europäische Staatengemeinschaft. Regierung und Parlament zogen daraufhin ihr Aufnahmegesuch zurück. Ein erneuter Antrag auf Mitgliedschaft in der EU wird seither vermieden, da sich die Parteien des Konfliktpotenzials bewusst sind. Von der politischen Agenda ist diese Streitfrage jedoch nicht verschwunden. Die vorliegende Magisterarbeit greift den gängigen Erklärungsansatz der politikwissenschaftlichen Forschung auf: Das Scheitern der Referenden ist demnach auf die Aktualisierung traditioneller politischer Konfliktlinien zurückzuführen. Inwieweit diese Cleavages die Einstellungen norwegischer Staatsbürger zur Europäischen Integration bestimmen, wird anhand eines komplexen Konfliktlinienmodells und mittels aktueller Daten untersucht. Aufbauend auf dem klassischen Cleavage-Konzept von Seymour Lipset und Stein Rokkan (Zentrum/Peripherie, Staat/Kirche, Stadt/Land, Kapital/Arbeit), findet eine Konkretisierung von Stefano Bartolini und Peter Mair Anwendung, die jede der vier Konfliktlinien als dreidimensional (empirisch, normativ und organisatorisch) begreift. In einem historischen Überblick zeigt sich die Relevanz der tradierten Konfliktlinien für Norwegen, die sich sowohl im nationalen Parteiensystem als auch in den Standpunkten der Parteien zu einem EU-Beitritt widerspiegeln. Datengrundlage für die folgenden empirischen Analysen (Kreuztabellen, Mittelwert- und Korrelationsvergleiche, multiple lineare Regressionen) stellt die norwegische Teilstudie der zweiten Welle des European Social Survey von 2004/2005 dar. Europäische Integration wird von den meisten norwegischen Staatsbürgern, die sich empirisch, normativ und organisatorisch auf den Konfliktlinienpolen Peripherie, Kirche, Land oder Arbeit verorten lassen, negativ bewertet. Im Gegensatz dazu geht die recht häufig vertretene Kombination der empirischen Konfliktlinienpole Zentrum-Staat-Stadt-Kapital mit einer überdurchschnittlich positiven Einstellung einher. Insgesamt erweist sich der Zusammenhang mit der Zentrum/Peripherie-Konfliktlinie als am höchsten.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Systemic risk is the protagonist of the recent financial crisis. This thesis proposes a definition and a propagation mechanism for systemic risk. Risk management has a direct linkage with capital management, when addressing the question that the risk handled by a financial institution is compatible with the amount of equity available. This thesis proposes a risk management of liquid market variables, which compose the assets of a bank, based on the statistical tool of PCA. The principal component analysis will define the PCR, or Principal Components of Risk. Such definition of Risk will be adopted to test if the risk represented by PCR is explanatory of the movements of equity and/or debt for the banks included in the in the index Itraxx financial senior: the results of these regressions will be compared with a formal Capital Adequacy test in order to assess the financial soundness of the main financial European institutions.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Joaquín Camaño fu un gesuita della Provincia del Paraguay, vissuto nell' esilio italiano la maggior parte della sua vita dal 1767 al 1820. Il suo lavoro e la sua fama possono essere considerati di minore importanza se paragonati a molti altri gesuiti esiliati per ordine di Carlo III alla fine del XVIII secolo in Emilia-Romagna. Attraverso la mia ricerca approfondisco il ruolo di J. Camaño quale personaggio minore che entra nella vita degli altri espulsi tramite un dinamico network relazionale di cui è stato uno dei principali artefici. Il mio obiettivo è stato quello di studiare l'impatto che ebbero gli esuli gesuiti americani, attraverso la vita di Joaquin Camaño, sul mondo intellettuale italiano, europeo ed americano dopo l'espulsione del 1767. Egli, con i suoi studi, si inserisce nella rinnovata e vivace retorica del “Mondo Nuovo” che in quegli anni assume un grande dinamismo. Nato nella modesta città di La Rioja, in Argentina, si erge come un brillante cartografo, etnografo e linguista nel contesto dell'Illustrazione europea grazie alla sua particolare vita da missionario. Dopo l'espulsione, Joaquin Camaño, insieme ad altri numerosi confratelli americani, arriverà a Faenza, nello Stato Pontificio, dedicandosi allo studio della cartografia, dell'etnografia e delle lingue americane. Le sue ricerche si collocano in un momento nevralgico per la storia del pensiero linguistico-antropologico, quando l'osservazione diretta e la riflessione teorica dei fenomeni si misuravano con la grande varietà umana ormai riscontrata nel mondo.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

This dissertation consists of three papers. The first paper "Ethnicity, Migration and Conflict: Evidence from Contemporary South Africa” exploits some of the institutional changes intervened in South Africa during the end of apartheid to investigate the relationship between ethnic diversity and conflict. I find within-ethnic polarization to be significantly related to the intensity of armed confrontations among black-dominated groups. My investigation thus gives strong and robust empirical support to the theoretical arguments which identify ethnic diversity as one of the determinants of civil conflict. The second chapter, "Pre-Colonial Centralization, Colonial Activities and Development in Latin America", investigates the hypothesis that pre-colonial ethnic institutions shaped contemporary regional development in Latin America. I document a strong and positive relationship between pre-colonial centralization and regional development. Results are in line with the view that highly centralized pre-colonial societies acted as a persistent force of agglomeration of economic activities and a strong predictor of colonial state capacity. The results provide a first evidence of the existence of a link between pre-colonial centralization, colonial institutional arrangements and contemporary economic development. The third paper "Bite and Divide: Malaria and Ethnic Diversity” investigates the role of malaria as a fundamental determinant of modern ethnic diversity. This paper explores the hypothesis, that a large exposure to malaria has fostered differential interactions that reduced contacts between groups and increased interactions within them Results document that malaria increases the number of ethnic groups at all levels of spatial disaggregation and time periods (exploiting historical and current ethnic diversity). Regressions' results show that endogamous marriages are more frequent in areas with higher geographic suitability to malaria. The results are in line with the view that malaria increases intra-ethnic interactions while decreasing inter-ethnic ones.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

In the first chapter, I develop a panel no-cointegration test which extends Pesaran, Shin and Smith (2001)'s bounds test to the panel framework by considering the individual regressions in a Seemingly Unrelated Regression (SUR) system. This allows to take into account unobserved common factors that contemporaneously affect all the units of the panel and provides, at the same time, unit-specific test statistics. Moreover, the approach is particularly suited when the number of individuals of the panel is small relatively to the number of time series observations. I develop the algorithm to implement the test and I use Monte Carlo simulation to analyze the properties of the test. The small sample properties of the test are remarkable, compared to its single equation counterpart. I illustrate the use of the test through a test of Purchasing Power Parity in a panel of EU15 countries. In the second chapter of my PhD thesis, I verify the Expectation Hypothesis of the Term Structure in the repurchasing agreements (repo) market with a new testing approach. I consider an "inexact" formulation of the EHTS, which models a time-varying component in the risk premia and I treat the interest rates as a non-stationary cointegrated system. The effect of the heteroskedasticity is controlled by means of testing procedures (bootstrap and heteroskedasticity correction) which are robust to variance and covariance shifts over time. I fi#nd that the long-run implications of EHTS are verified. A rolling window analysis clarifies that the EHTS is only rejected in periods of turbulence of #financial markets. The third chapter introduces the Stata command "bootrank" which implements the bootstrap likelihood ratio rank test algorithm developed by Cavaliere et al. (2012). The command is illustrated through an empirical application on the term structure of interest rates in the US.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

In dieser Masterarbeit wird die Frage untersucht, ob sich in den mittel- und osteuropäischen EU-Mitgliedsländern der Erweiterungsrunde von 2004 (Estland, Litauen, Polen, Slowakei, Slowenien, Ungarn, Tschechien) in der Befürwortung verschiedener normativer Demokratiemodelle Unterschiede zwischen der jüngsten und den älteren Generationen finden lassen. Diese demokratischen Wertorientierungen spielen für die Persistenz der noch jungen Demokratien eine entscheidende Rolle. Eine Inkongruenz des mehrheitlich favorisierten Demokratiemodells einerseits und der institutionellen Struktur andererseits kann zu Spannungen und Instabilität des politischen Systems führen. Theoretisch werden zwei Demokratiekonzeptionen unterschieden: Das Modell der liberalen Demokratie und das Modell der sozialistischen Demokratie. Dem Sozialisationsansatz folgend, sollte die jüngste Generation ein liberales Demokratiemodell eher und ein sozialistisches Demokratiemodell weniger befürworten als die älteren Generationen. In der empirischen Analyse auf Basis der Daten der sechsten Welle des European Social Survey von 2012 wird zunächst durch konfirmatorische Faktorenanalysen die konzeptuelle Trennung beider Modelle bestätigt. In der Regressionsanalyse wird der Fokus durch die Untersuchung verschiedener Kohorten gelegt, zusätzlich wird für situative Faktoren und mögliche Alterseffekte kontrolliert. Die Ergebnisse der Modellschätzungen zeichnen ein heterogenes Bild. In keinem der untersuchten Länder zeigt sich eine signifikant höhere Zustimmung zum liberalen Demokratiemodell durch die jüngste Generation, wie es der theoretischen Erwartung entsprechen würde. Stattdessen finden sich entweder keine signifikanten Unterschiede zwischen den Generationen oder sogar signifikant niedrigere Zustimmungswerte durch die jüngste Generation. Bei der Befürwortung eines sozialistischen Demokratiemodells entsprechen die Ergebnisse teilweise der theoretischen Erwartung: In einigen Ländern finden sich signifikant niedrigere Zustimmungswerte in der jüngsten Generation.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

In questa tesi ci siamo concentrati su ponte pedonale di Vagli, celebre opera dell’ing. Riccardo Morandi progettata nel 1953. Tale opera, che appartiene ora all’archeologia industriale, è molto interessante per le soluzioni costruttive adottate al tempo, per la fama del progettista e per il fatto di essere un raro esempio di ponte con fondazioni sommerse entro un invaso artificiale, e per essere stato costruito in una zona in cui la progettazione antisismica moderna prevedrebbe accortezze molto diverse. È stato pertanto deciso di effettuare una caratterizzazione dinamica completa del suolo di fondazione e della struttura stessa, sia dal punto di vista sperimentale in condizioni passive che dal punto di vista teorico-modellistico in condizioni attive (cioè in presenza di terremoto). La caratterizzazione dinamica sperimentale dell’opera è stata effettuata prima ad invaso completamente svuotato e quindi con i pilastri del ponte a contatto con l’aria.La caratterizzazione è stata poi ripetuta in condizioni di invaso riempito, con circa 15 metri di acqua. Questo caso di studio si rivela particolarmente interessante per comprendere come il livello dell’acqua modifichi o meno il comportamento dinamico del ponte, e le implicazioni che questo avrebbe nella progettazione sismica moderna. I risultati ottenuti sono rilevanti perché forniscono una caratterizzazione completa dell’opera (suolo-struttura) allo stato attuale e possono quindi essere usati, attraverso il confronto con dati futuri, per valutare l’invecchiamento della struttura stessa o per effettuare verifiche strutturali post-sisma. A fronte di danni strutturali anche invisibili all’occhio umano, infatti, la risposta dinamica della struttura cambia e conoscere lo stato pre-sisma permette di valutare dove e quanto tale risposta sia eventualmente cambiata. L’analisi qui effettuata permette infine di rendere conto dei parametri con cui quest’opera sarebbe dovuta essere costruita secondo gli standard normativi attuali.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Assessments of spinal nociceptive withdrawal reflexes can be used in human research both to evaluate the effect of analgesics and explore pain mechanisms related to sensitization. Before the reflex can be used as a clinical tool, normative values need to be determined in large scale studies. The aim of this study was to determine the reference values of spinal nociceptive reflexes and subjective pain thresholds (to single and repeated stimulation), and of the area of the reflex receptive fields (RRF) in 300 pain-free volunteers. The influences of gender, age, height, weight, body-mass index (BMI), body side of testing, depression, anxiety, catastrophizing and parameters of Short-Form 36 (SF-36) were analyzed by multiple regressions. The 95% confidence intervals were determined for all the tests as normative values. Age had a statistically and quantitatively significant impact on the subjective pain threshold to single stimuli. The reflex threshold to single stimulus was lower on the dominant compared to the non-dominant side. Depression had a negative impact on the subjective pain threshold to single stimuli. All the other analyses either did not reveal statistical significance or displayed quantitatively insignificant correlations. In conclusion, normative values of parameters related to the spinal nociceptive reflex were determined. This allows their clinical application for assessing central hyperexcitability in individual patients. The parameters investigated explore different aspects of sensitization processes that are largely independent of demographic characteristics, cognitive and affective factors.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Quantitative sensory tests are widely used in human research to evaluate the effect of analgesics and explore altered pain mechanisms, such as central sensitization. In order to apply these tests in clinical practice, knowledge of reference values is essential. The aim of this study was to determine the reference values of pain thresholds for mechanical and thermal stimuli, as well as withdrawal time for the cold pressor test in 300 pain-free subjects. Pain detection and pain tolerance thresholds to pressure, heat and cold were determined at three body sites: (1) lower back, (2) suprascapular region and (3) second toe (for pressure) or the lateral aspect of the leg (for heat and cold). The influences of gender, age, height, weight, body-mass index (BMI), body side of testing, depression, anxiety, catastrophizing and parameters of Short-Form 36 (SF-36) were analyzed by multiple regressions. Quantile regressions were performed to define the 5th, 10th and 25th percentiles as reference values for pain hypersensitivity and the 75th, 90th and 95th percentiles as reference values for pain hyposensitivity. Gender, age and/or the interaction of age with gender were the only variables that consistently affected the pain measures. Women were more pain sensitive than men. However, the influence of gender decreased with increasing age. In conclusion, normative values of parameters related to pressure, heat and cold pain stimuli were determined. Reference values have to be stratified by body region, gender and age. The determination of these reference values will now allow the clinical application of the tests for detecting abnormal pain reactions in individual patients.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Background: Body mass index (BMI) is a risk factor for endometrial cancer. We quantified the risk and investigated whether the association differed by use of hormone replacement therapy (HRT), menopausal status, and histologic type. Methods: We searched MEDLINE and EMBASE (1966 to December 2009) to identify prospective studies of BMI and incident endometrial cancer. We did random-effects meta-analyses, meta-regressions, and generalized least square regressions for trend estimations assuming linear, and piecewise linear, relationships. Results: Twenty-four studies (17,710 cases) were analyzed; 9 studies contributed to analyses by HRT, menopausal status, or histologic type, all published since 2003. In the linear model, the overall risk ratio (RR) per 5 kg/m2 increase in BMI was 1.60 (95% CI, 1.52–1.68), P < 0.0001. In the piecewise model, RRs compared with a normal BMI were 1.22 (1.19–1.24), 2.09 (1.94–2.26), 4.36 (3.75–5.10), and 9.11 (7.26–11.51) for BMIs of 27, 32, 37, and 42 kg/m2, respectively. The association was stronger in never HRT users than in ever users: RRs were 1.90 (1.57–2.31) and 1.18 (95% CI, 1.06–1.31) with P for interaction ¼ 0.003. In the piecewise model, the RR in never users was 20.70 (8.28–51.84) at BMI 42 kg/m2, compared with never users at normal BMI. The association was not affected by menopausal status (P ¼ 0.34) or histologic type (P ¼ 0.26). Conclusions: HRT use modifies the BMI-endometrial cancer risk association. Impact: These findings support the hypothesis that hyperestrogenia is an important mechanism underlying the BMI-endometrial cancer association, whilst the presence of residual risk in HRT users points to the role of additional systems. Cancer Epidemiol Biomarkers Prev; 19(12); 3119–30.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Purpose To evaluate the degree of psychological distress in adult childhood cancer survivors in Switzerland and to characterize survivors with significant distress. Methods Childhood cancer survivors who were age younger than 16 years when diagnosed between 1976 and 2003, had survived more than 5 years, and were currently age 20 years or older received a postal questionnaire. Psychological distress was assessed using the Brief Symptom Inventory (BSI). Raw scores were transformed into T scores according to the German norm sample, and the proportion of participants being at increased risk for psychological distress was calculated (case rule: T ≥ 63). t tests and univariable and multivariable logistic regressions were used for statistical analyses. Results One thousand seventy-six survivors (63.% of eligible survivors, 71.9% of contacted survivors) returned the questionnaire, 987 with complete data on BSI. Comparison with the norm populations showed lower T scores (T < 50) in the Global Severity Index (GSI; T = 46.2), somatization (T = 47.6), obsessive-compulsive tendencies (T = 46.9), and anxiety (T = 48.4). However, more childhood cancer survivors (especially women) had increased distress for GSI (14.4%), interpersonal sensitivity (16.5%), depression (13.4%), aggression (16.9%), and psychotic tendencies (15.6%) than the expected 10% from the norm population. Caseness was associated with female sex, being a single child, older age at study, and self-reported late effects, especially psychological problems. Conclusion Results show that childhood cancer survivors, on average, have less psychological distress than a norm population but that the proportion of survivors at risk for high psychological distress is disproportionally large. Monitoring psychological distress in childhood cancer survivors may be desirable during routine follow-up, and psychological support should be offered as needed.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The activation of 5-hydroxytryptamine-3 (5-HT-3) receptors in spinal cord can enhance intrinsic spinal mechanisms of central hypersensitivity, possibly leading to exaggerated pain responses. Clinical studies suggest that 5-HT-3 receptor antagonists may have an analgesic effect. This randomized, double-blind, placebo-controlled crossover study tested the hypothesis that the 5-HT-3 receptor antagonist tropisetron attenuates pain and central hypersensitivity in patients with chronic low back pain. Thirty patients with chronic low back pain, 15 of whom were women (aged 53 ± 14 years) and 15 men (aged 48 ± 14 years), were studied. A single intravenous injection of 0.9% saline solution, tropisetron 2mg, and tropisetron 5mg was administrated in 3 different sessions, in a double-blind crossover manner. The main outcome was the visual analogue scale (VAS) score of spontaneous low back pain before, and 15, 30, 60, and 90 minutes after drug administration. Secondary outcomes were nociceptive withdrawal reflexes to single and repeated electrical stimulation, area of reflex receptive fields, pressure pain detection and tolerance thresholds, conditioned pain modulation, and area of clinical pain. The data were analyzed by analysis of variance and panel multiple regressions. All 3 treatments reduced VAS scores. However, there was no statistically significant difference between tropisetron and placebo in VAS scores. Compared to placebo, tropisetron produced a statistically significant increase in pain threshold after single electrical stimulation, but no difference in all other secondary outcomes was found. A single-dose intravenous administration of tropisetron in patients with chronic low back pain had no significant specific effect on intensity of pain and most parameters of central hypersensitivity.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Background Three non-synonymous single nucleotide polymorphisms (Q223R, K109R and K656N) of the leptin receptor gene (LEPR) have been tested for association with obesity-related outcomes in multiple studies, showing inconclusive results. We performed a systematic review and meta-analysis on the association of the three LEPR variants with BMI. In addition, we analysed 15 SNPs within the LEPR gene in the CoLaus study, assessing the interaction of the variants with sex. Methodology/Principal Findings We searched electronic databases, including population-based studies that investigated the association between LEPR variants Q223R, K109R and K656N and obesity- related phenotypes in healthy, unrelated subjects. We furthermore performed meta-analyses of the genotype and allele frequencies in case-control studies. Results were stratified by SNP and by potential effect modifiers. CoLaus data were analysed by logistic and linear regressions and tested for interaction with sex. The meta-analysis of published data did not show an overall association between any of the tested LEPR variants and overweight. However, the choice of a BMI cut-off value to distinguish cases from controls was crucial to explain heterogeneity in Q223R. Differences in allele frequencies across ethnic groups are compatible with natural selection of derived alleles in Q223R and K109R and of the ancient allele in K656N in Asians. In CoLaus, the rs10128072, rs3790438 and rs3790437 variants showed interaction with sex for their association with overweight, waist circumference and fat mass in linear regressions. Conclusions Our systematic review and analysis of primary data from the CoLaus study did not show an overall association between LEPR SNPs and overweight. Most studies were underpowered to detect small effect sizes. A potential effect modification by sex, population stratification, as well as the role of natural selection should be addressed in future genetic association studies.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

This study examined whether satisfaction from leisure activities moderates the relationship between caregiving demands (i.e., hours per day spent caring for a spouse with dementia) and resting levels of the catecholamines norepinephrine (NE) and epinephrine (EPI). Spousal caregivers (n = 107; mean age = 73.95 ± 8.12 years) were assessed in home for plasma levels of NE and EPI, amount of care provided, and leisure satisfaction. Regression was used to determine whether leisure satisfaction moderated the relationship between hours providing care per day and catecholamine levels. A significant interaction was found between hours caregiving and leisure satisfaction for NE, but not for EPI. Post hoc regressions were conducted for both NE and EPI. At low leisure satisfaction, time spent caring for a spouse was positively associated with plasma NE (β = 0.41; p = 0.005) and EPI (β = 0.44; p = 0.003). In contrast, at high levels of satisfaction, time caregiving was not significantly associated with plasma NE (β = -0.08; p = 0.57) or EPI (β = 0.23; p = 0.12). These findings suggest that leisure satisfaction may protect caregivers from increases in catecholamines, which have been implicated in cardiovascular risk. Further support for these findings may impact psychological treatments for distressed caregivers.