Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank using our proposed procedure, relative to an unrestricted VAR or a cointegrated VAR estimated by the commonly used procedure of selecting the lag-length only and then testing for cointegration. Two empirical applications forecasting Brazilian in ation and U.S. macroeconomic aggregates growth rates respectively show the usefulness of the model-selection strategy proposed here. The gains in di¤erent measures of forecasting accuracy are substantial, especially for short horizons.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. A Monte Carlo study explores the finite sample performance of this procedure and evaluates the forecasting accuracy of models selected by this procedure. Two empirical applications confirm the usefulness of the model selection procedure proposed here for forecasting.

Implementação de um protótipo de uma aplicação multimídia sobre a Ilha Rei George, Antártica

Esta dissertação aborda a implementação de um protótipo de aplicação multimídia referente à Ilha Rei George (61º 50’ S, 57º 30’ W e 62º 15’ S, 59º 00' W), Antártica. Nessa ilha o Brasil mantém sua única estação polar, onde realiza parte das pesquisas do Programa Antártico Brasileiro (PROANTAR). O presente trabalho visa reduzir a carência por materiais didáticos em língua portuguesa sobre as regiões polares e aborda aspectos gerais da biota, geografia física (geologia, climatologia e oceanografia) e geografia humana (história de ocupação, turismo, pesquisa e impactos gerados pela presença humana). O público alvo são pessoas com nível de instrução de ensino médio incompleto ou níveis mais avançados. O conteúdo é apresentado de forma a cativar a atenção do usuário, sem exageros estéticos. A fim de obter material para subsidiar o projeto, foram realizados registros por meio de fotografias, gravações em vídeo e entrevistas durante os trabalhos de campo na ilha, realizados no verão de 2004. Além dos registros em campo, são apresentados materiais didáticos tais como textos, ilustrações e animações em 3D. Parte do material gerado está disponível para utilização posterior em outros projetos O ambiente de desenvolvimento utilizado para a aplicação foi o Macromedia Director, para Apple Macintosh. O produto do projeto é um protótipo que pode ser distribuído em mídia removível, CD-ROM (Compact Disk Read Only Memory) ou DVD-ROM (Digital Versatile Disc Read Only Memory) e é encontrado como um encarte no final desta dissertação. A informação compilada e reunida na aplicação permite ao público acesso a dados atualizados sobre o ambiente antártico de forma simples, didática e interativa. O trabalho esclarece as relações entre a Antártica e o mundo, principalmente no que faz referência à ilha Rei George, buscando a valorização das regiões polares.

Potentially modifiable predictors of mortality in patients treated with long-term oxygen therapy

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Gender and Health Status Response to Long-Term Oxygen Therapy in COPD Patients

Introduction: The association of gender with health status (HS) response to long-term oxygen therapy (LTOT) in very severe COPD is unclear. The aims of this study were: (1) to compare dyspnea perception and HS between male and female with very severe COPD at baseline and (2) to provide a prospective assessment of HS response to LTOT, according to gender.Patients and methods: Hypoxemic COPD (n =97, age: 65.5 +/- 9.6 years, 53% males) were enrolled in a prospective longitudinal study over 12 months or until death. St. George's Respiratory Questionnaire (SGRQ) and baseline dyspnea index (BDI) were assessed.Results: At baseline, HS impairment and dyspnea sensation were similar between genders. After 12 months of LTOT, women presented improvement in symptom (64.1 +/- 120.6 versus 40.6 +/- 122.9; P < 0.0001) and total SGRQ scores. Men also showed improvement in symptoms after 12 months (62.7 +/- 23.3 versus 49.6 +/- 22.8; P < 0.0005); however, they presented deterioration of activity, impact and total scores during the study period, with markedly decline of activity domain (68.5 +/- 20.0 versus 75.9 +/- 16.9; P = 0.008). BDI did not show significant difference by gender over the study period.Conclusions: Our results show that the HS course in very severe COPD patients differs according to gender, as females show greater response longitudinally to LTOT. (C) 2010 SEPAR. Published by Elsevier Espana, S.L. All rights reserved.

The effect of long-term disinfection procedures on hardness property of resin denture teeth

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Short-term changes caused by fire and mowing in Brazilian Campos grasslands with different long-term fire histories

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The International Physical Activity Questionnaire-long form overestimates self-reported physical activity of Brazilian adults

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Long-term physical training increases liver IGF-I in diabetic rats

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Morphofunctional Alterations in Endocrine Pancreas of Short- and Long-term Dexamethasone-treated Rats

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A fluorescence probe study of gemini surfactants in aqueous solution: a comparison between n-2-n and n-6-n series of the alkanediyl-a,w-bis (dimethylalkylammonium bromides)

Two series of alkanediyl-a,w-bis (dimethylalkylammonium bromide (n-2-n and n-6-n; n=8, 10,12, and 16) have been synthesized and their micelles properties studied in aqueous solution using pyrene, pyrenecarboxaldehyde (PCA) and 1,8 anilinonaphtalene sulfonic acid sodium salt (ANS) as fluorescent probes. The micelles from these surfactants have been characterized on the basis of the information provided by micelle-solubilized fluorescent probes. The obtained results indicated that the surfactant concentration at which a marked decrease in l max parameter of pyrenecarboxaldehyde (PCA) occurs corresponds to the CMC determined by conductimetric measurements. Changes in the emission spectra of ANS and PCA observed in the submicellar range for both surfactants series (n-2-n and n-6-n) were interpreted as formation of pre-aggregates. It was found that the dimeric surfactants with long spacer (s= 6) form more hydrated aggregates when compared with those formed by the n-2-n and CnTAB surfactants series. This was attributed to a more difficult packing of n-6-n surfactant molecules to form micelles.