961 resultados para discrete-choice models
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Cette thèse est organisée en trois chapitres. Les deux premiers s'intéressent à l'évaluation, par des méthodes d'estimations, de l'effet causal ou de l'effet d'un traitement, dans un environnement riche en données. Le dernier chapitre se rapporte à l'économie de l'éducation. Plus précisément dans ce chapitre j'évalue l'effet de la spécialisation au secondaire sur le choix de filière à l'université et la performance. Dans le premier chapitre, j'étudie l'estimation efficace d'un paramètre de dimension finie dans un modèle linéaire où le nombre d'instruments peut être très grand ou infini. L'utilisation d'un grand nombre de conditions de moments améliore l'efficacité asymptotique des estimateurs par variables instrumentales, mais accroit le biais. Je propose une version régularisée de l'estimateur LIML basée sur trois méthodes de régularisations différentes, Tikhonov, Landweber Fridman, et composantes principales, qui réduisent le biais. Le deuxième chapitre étend les travaux précédents, en permettant la présence d'un grand nombre d'instruments faibles. Le problème des instruments faibles est la consequence d'un très faible paramètre de concentration. Afin d'augmenter la taille du paramètre de concentration, je propose d'augmenter le nombre d'instruments. Je montre par la suite que les estimateurs 2SLS et LIML régularisés sont convergents et asymptotiquement normaux. Le troisième chapitre de cette thèse analyse l'effet de la spécialisation au secondaire sur le choix de filière à l'université. En utilisant des données américaines, j'évalue la relation entre la performance à l'université et les différents types de cours suivis pendant les études secondaires. Les résultats suggèrent que les étudiants choisissent les filières dans lesquelles ils ont acquis plus de compétences au secondaire. Cependant, on a une relation en U entre la diversification et la performance à l'université, suggérant une tension entre la spécialisation et la diversification. Le compromis sous-jacent est évalué par l'estimation d'un modèle structurel de l'acquisition du capital humain au secondaire et de choix de filière. Des analyses contrefactuelles impliquent qu'un cours de plus en matière quantitative augmente les inscriptions dans les filières scientifiques et technologiques de 4 points de pourcentage.
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Este documento presenta una revisión de las principales aproximaciones teóricas sobre recursos humanos en ciencia y tecnología y la modelación empírica de las carreras académicas y científi cas utilizando los Curriculum Vitae (CV) como fuente de información principal. Adicionalmente, muestra los resultados de varios estudios realizados en Colombia basados en la teoría del capital conocimiento. Estos estudios han permitido establecer una línea de investigación sobre la evaluación del comportamiento de los recursos humanos, el tránsito hacia comunidades científi cas y el estudio de las carreras académicas de los investigadores. Adicionalmente, muestran que la información contenida en la Plataforma ScienTI (Grup-Lac y Cv-Lac) permite establecer de manera concreta las capacidades científi cas y tecnológicas del país. Palabras claves: Recursos humanos, carreras académicas y científi cas, regresión discreta y modelos de elección cualitativa. Clasifi cación JEL: C25, O15.
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Este documento presenta una revisión de las principales aproximaciones teóricas sobre recursos humanos en ciencia y tecnología y la modelación empírica de las carreras académicas y científicas utilizando los CVs como fuente de información principal. Adicionalmente, muestra los resultados de varios estudios realizados en Colombia basados en la teoría del capital conocimiento. Estos estudios han permitido establecer una línea de investigación sobre la evaluación del comportamiento de los recursos humanos, el tránsito hacia comunidades científicas y el estudio de las carreras académicas de los investigadores. Adicionalmente, muestran que la información contenida en la Plataforma ScienTI (Grup-Lac y Cv-Lac) permite establecer de manera concreta las capacidades científicas y tecnológicas del país.
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Income growth in highly industrialised countries has resulted in consumer choice of foodstuffs no longer being primarily influenced by basic factors such as price and organoleptic features. From this perspective, the present study sets out to evaluate how and to what extent consumer choice is influenced by the possible negative effects on health and environment caused by the consumption of fruit containing deposits of pesticides and chemical products. The study describes the results of a survey which explores and estimates consumer willingness to pay in two forms: a yearly contribution for the abolition of the use of pesticides on fruit, and a premium price for organically grown apples guaranteed by a certified label. The same questionnaire was administered to two samples. The first was a conventional face-to-face survey of customers of large retail outlets located around Bologna (Italy); the second was an Internet sample. The discrete choice data were analysed by means of probit and tobit models to estimate the utility consumers attribute to organically grown fruit and to a pesticide ban. The research also addresses questions of validity and representativeness as a fundamental problem in web-based surveys.
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In this paper we employ a hypothetical discrete choice experiment (DCE) to examine how much consumers are willing to pay to use technology to customize their food shopping. We conjecture that customized information provision can aid in the composition of a healthier shop. Our results reveal that consumers are prepared to pay relatively more for individual specic information as opposed to generic nutritional information that is typically provided on food labels. In arriving at these results we have examined various model specications including those that make use of ex-post de-brieng questions on attribute nonattendance and attribute ranking information and those that consider the time taken to complete the survey. Our main results are robust to the various model specications we examine
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In this paper, we present different ofrailtyo models to analyze longitudinal data in the presence of covariates. These models incorporate the extra-Poisson variability and the possible correlation among the repeated counting data for each individual. Assuming a CD4 counting data set in HIV-infected patients, we develop a hierarchical Bayesian analysis considering the different proposed models and using Markov Chain Monte Carlo methods. We also discuss some Bayesian discrimination aspects for the choice of the best model.
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We address the effect of solvation on the lowest electronic excitation energy of camphor. The solvents considered represent a large variation in-solvent polarity. We consider three conceptually different ways of accounting for the solvent using either an implicit, a discrete or an explicit solvation model. The solvatochromic shifts in polar solvents are found to be in good agreement with the experimental data for all three solvent models. However, both the implicit and discrete solvation models are less successful in predicting solvatochromic shifts for solvents of low polarity. The results presented suggest the importance of using explicit solvent molecules in the case of nonpolar solvents. (C) 2009 Elsevier B.V. All rights reserved.
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We hypothesise that differences in people's attitudes and personality traits lead them to attribute varying importance to environmental considerations, safety, comfort, convenience and flexibility. Differences in personality traits call be revealed not only in the individuals' choice of transport, but also in other actions of their everyday lives-such as how much they recycle, whether they take precautions or avoid dangerous pursuits. Conditioning on a set of exogenous individual characteristics, we use indicators of attitudes and personality traits to form latent variables for inclusion in an, otherwise standard, discrete mode choice model. With a sample of Swedish commuters, we find that both attitudes towards flexibility and comfort, as well as being pro-environmentally inclined, influence the individual's choice of mode. Although modal time and cost still are important, it follows that there are other ways, apart from economic incentives, to attract individuals to the, from society's perspective, desirable public modes of transport. Our results should provide useful information to policy-makers and transportation planners developing sustainable transportation systems.
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Concerns of Thai consumers on food safety have been recently increasing, especially in urban areas and for fresh produce because food safety scandals, such as chemical residues on fresh produce (e.g., cabbage) still frequently occur. The Thai government tried to meet consumer needs by imposing in the domestic market a stronger regulation aimed at increasing the baseline level of food safety assurance and by introducing a voluntary standard (based on Good Agricultural Practices or GAPs and known as Q-GAP) and the related food safety label (i.e., Q mark). However, since standards and regulations are weakly implemented in the domestic market compared to exported products, there is still a lack of Thai consumers’ confidence in the safety of local food products. In this work the current situation of GAPs adoption in Thai fresh produce production is analysed. Furthermore, it is studied whether Thai consumers place value on food safety labels available on the market, to know whether consumer demand could drive the market of certified safer products. This study contains three essays: 1) a review of the literature, 2) a qualitative study on stakeholders' perception toward GAPs adoption and 3) a quantitative study, aimed at analysing consumers' preferences and willingness-to-pay for food safety labels on fresh produce using a discrete choice experiment. This dissertation contributes to the economics of quality assurance and labelling, specifically addressing GAPs and food safety label in the fresh produce supply chain. Results show that Q-GAP could be effectively used to improve food safety in Thai domestic market, but its credibility should be improved. Stakeholder’s awareness toward food safety issues and the delivery of reliable and sound information are crucial. Thai consumers are willing to pay a premium price for food safety labelled produce over unlabelled ones. Implications for both government and business decision-makers are discussed.
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La relación entre la estructura urbana y la movilidad ha sido estudiada desde hace más de 70 años. El entorno urbano incluye múltiples dimensiones como por ejemplo: la estructura urbana, los usos de suelo, la distribución de instalaciones diversas (comercios, escuelas y zonas de restauración, parking, etc.). Al realizar una revisión de la literatura existente en este contexto, se encuentran distintos análisis, metodologías, escalas geográficas y dimensiones, tanto de la movilidad como de la estructura urbana. En este sentido, se trata de una relación muy estudiada pero muy compleja, sobre la que no existe hasta el momento un consenso sobre qué dimensión del entorno urbano influye sobre qué dimensión de la movilidad, y cuál es la manera apropiada de representar esta relación. Con el propósito de contestar estas preguntas investigación, la presente tesis tiene los siguientes objetivos generales: (1) Contribuir al mejor entendimiento de la compleja relación estructura urbana y movilidad. y (2) Entender el rol de los atributos latentes en la relación entorno urbano y movilidad. El objetivo específico de la tesis es analizar la influencia del entorno urbano sobre dos dimensiones de la movilidad: número de viajes y tipo de tour. Vista la complejidad de la relación entorno urbano y movilidad, se pretende contribuir al mejor entendimiento de la relación a través de la utilización de 3 escalas geográficas de las variables y del análisis de la influencia de efectos inobservados en la movilidad. Para el análisis se utiliza una base de datos conformada por tres tipos de datos: (1) Una encuesta de movilidad realizada durante los años 2006 y 2007. Se obtuvo un total de 943 encuestas, en 3 barrios de Madrid: Chamberí, Pozuelo y Algete. (2) Información municipal del Instituto Nacional de Estadística: dicha información se encuentra enlazada con los orígenes y destinos de los viajes recogidos en la encuesta. Y (3) Información georeferenciada en Arc-GIS de los hogares participantes en la encuesta: la base de datos contiene información respecto a la estructura de las calles, localización de escuelas, parking, centros médicos y lugares de restauración. Se analizó la correlación entre e intra-grupos y se modelizaron 4 casos de atributos bajo la estructura ordinal logit. Posteriormente se evalúa la auto-selección a través de la estimación conjunta de las elecciones de tipo de barrio y número de viajes. La elección del tipo de barrio consta de 3 alternativas: CBD, Urban y Suburban, según la zona de residencia recogida en las encuestas. Mientras que la elección del número de viajes consta de 4 categorías ordinales: 0 viajes, 1-2 viajes, 3-4 viajes y 5 o más viajes. A partir de la mejor especificación del modelo ordinal logit. Se desarrolló un modelo joint mixed-ordinal conjunto. Los resultados indican que las variables exógenas requieren un análisis exhaustivo de correlaciones con el fin de evitar resultados sesgados. ha determinado que es importante medir los atributos del BE donde se realiza el viaje, pero también la información municipal es muy explicativa de la movilidad individual. Por tanto, la percepción de las zonas de destino a nivel municipal es considerada importante. En el contexto de la Auto-selección (self-selection) es importante modelizar conjuntamente las decisiones. La Auto-selección existe, puesto que los parámetros estimados conjuntamente son significativos. Sin embargo, sólo ciertos atributos del entorno urbano son igualmente importantes sobre la elección de la zona de residencia y frecuencia de viajes. Para analizar la Propensión al Viaje, se desarrolló un modelo híbrido, formado por: una variable latente, un indicador y un modelo de elección discreta. La variable latente se denomina “Propensión al Viaje”, cuyo indicador en ecuación de medida es el número de viajes; la elección discreta es el tipo de tour. El modelo de elección consiste en 5 alternativas, según la jerarquía de actividades establecida en la tesis: HOME, no realiza viajes durante el día de estudio, HWH tour cuya actividad principal es el trabajo o estudios, y no se realizan paradas intermedias; HWHs tour si el individuo reaiza paradas intermedias; HOH tour cuya actividad principal es distinta a trabajo y estudios, y no se realizan paradas intermedias; HOHs donde se realizan paradas intermedias. Para llegar a la mejor especificación del modelo, se realizó un trabajo importante considerando diferentes estructuras de modelos y tres tipos de estimaciones. De tal manera, se obtuvieron parámetros consistentes y eficientes. Los resultados muestran que la modelización de los tours, representa una ventaja sobre la modelización de los viajes, puesto que supera las limitaciones de espacio y tiempo, enlazando los viajes realizados por la misma persona en el día de estudio. La propensión al viaje (PT) existe y es específica para cada tipo de tour. Los parámetros estimados en el modelo híbrido resultaron significativos y distintos para cada alternativa de tipo de tour. Por último, en la tesis se verifica que los modelos híbridos representan una mejora sobre los modelos tradicionales de elección discreta, dando como resultado parámetros consistentes y más robustos. En cuanto a políticas de transporte, se ha demostrado que los atributos del entorno urbano son más importantes que los LOS (Level of Service) en la generación de tours multi-etapas. la presente tesis representa el primer análisis empírico de la relación entre los tipos de tours y la propensión al viaje. El concepto Propensity to Travel ha sido desarrollado exclusivamente para la tesis. Igualmente, el desarrollo de un modelo conjunto RC-Number of trips basado en tres escalas de medida representa innovación en cuanto a la comparación de las escalas geográficas, que no había sido hecha en la modelización de la self-selection. The relationship between built environment (BE) and travel behaviour (TB) has been studied in a number of cases, using several methods - aggregate and disaggregate approaches - and different focuses – trip frequency, automobile use, and vehicle miles travelled and so on. Definitely, travel is generated by the need to undertake activities and obtain services, and there is a general consensus that urban components affect TB. However researches are still needed to better understand which components of the travel behaviour are affected most and by which of the urban components. In order to fill the gap in the research, the present dissertation faced two main objectives: (1) To contribute to the better understanding of the relationship between travel demand and urban environment. And (2) To develop an econometric model for estimating travel demand with urban environment attributes. With this purpose, the present thesis faced an exhaustive research and computation of land-use variables in order to find the best representation of BE for modelling trip frequency. In particular two empirical analyses are carried out: 1. Estimation of three dimensions of travel demand using dimensions of urban environment. We compare different travel dimensions and geographical scales, and we measure self-selection contribution following the joint models. 2. Develop a hybrid model, integrated latent variable and discrete choice model. The implementation of hybrid models is new in the analysis of land-use and travel behaviour. BE and TB explicitly interact and allow richness information about a specific individual decision process For all empirical analysis is used a data-base from a survey conducted in 2006 and 2007 in Madrid. Spatial attributes describing neighbourhood environment are derived from different data sources: National Institute of Statistics-INE (Administrative: municipality and district) and GIS (circular units). INE provides raw data for such spatial units as: municipality and district. The construction of census units is trivial as the census bureau provides tables that readily define districts and municipalities. The construction of circular units requires us to determine the radius and associate the spatial information to our households. The first empirical part analyzes trip frequency by applying an ordered logit model. In this part is studied the effect of socio-economic, transport and land use characteristics on two travel dimensions: trip frequency and type of tour. In particular the land use is defined in terms of type of neighbourhoods and types of dwellers. Three neighbourhood representations are explored, and described three for constructing neighbourhood attributes. In particular administrative units are examined to represent neighbourhood and circular – unit representation. Ordered logit models are applied, while ordinal logit models are well-known, an intensive work for constructing a spatial attributes was carried out. On the other hand, the second empirical analysis consists of the development of an innovative econometric model that considers a latent variable called “propensity to travel”, and choice model is the choice of type of tour. The first two specifications of ordinal models help to estimate this latent variable. The latent variable is unobserved but the manifestation is called “indicators”, then the probability of choosing an alternative of tour is conditional to the probability of latent variable and type of tour. Since latent variable is unknown we fit the integral over its distribution. Four “sets of best variables” are specified, following the specification obtained from the correlation analysis. The results evidence that the relative importance of SE variables versus BE variables depends on how BE variables are measured. We found that each of these three spatial scales has its intangible qualities and drawbacks. Spatial scales play an important role on predicting travel demand due to the variability in measures at trip origin/destinations within the same administrative unit (municipality, district and so on). Larger units will produce less variation in data; but it does not affect certain variables, such as public transport supply, that are more significant at municipality level. By contrast, land-use measures are more efficient at district level. Self-selection in this context, is weak. Thus, the influence of BE attributes is true. The results of the hybrid model show that unobserved factors affect the choice of tour complexity. The latent variable used in this model is propensity to travel that is explained by socioeconomic aspects and neighbourhood attributes. The results show that neighbourhood attributes have indeed a significant impact on the choice of the type of tours either directly and through the propensity to travel. The propensity to travel has a different impact depending on the structure of each tour and increases the probability of choosing more complex tours, such as tours with many intermediate stops. The integration of choice and latent variable model shows that omitting important perception and attitudes leads to inconsistent estimates. The results also indicate that goodness of fit improves by adding the latent variable in both sequential and simultaneous estimation. There are significant differences in the sensitivity to the latent variable across alternatives. In general, as expected, the hybrid models show a major improvement into the goodness of fit of the model, compared to a classical discrete choice model that does not incorporate latent effects. The integrated model leads to a more detailed analysis of the behavioural process. Summarizing, the effect that built environment characteristics on trip frequency studied is deeply analyzed. In particular we tried to better understand how land use characteristics can be defined and measured and which of these measures do have really an impact on trip frequency. We also tried to test the superiority of HCM on this field. We can concluded that HCM shows a major improvement into the goodness of fit of the model, compared to classical discrete choice model that does not incorporate latent effects. And consequently, the application of HCM shows the importance of LV on the decision of tour complexity. People are more elastic to built environment attributes than level of services. Thus, policy implications must take place to develop more mixed areas, work-places in combination with commercial retails.
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High velocity oxyfuel (HVOF) thermal spraying is one of the most significant developments in the thermal spray industry since the development of the original plasma spray technique. The first investigation deals with the combustion and discrete particle models within the general purpose commercial CFD code FLUENT to solve the combustion of kerosene and couple the motion of fuel droplets with the gas flow dynamics in a Lagrangian fashion. The effects of liquid fuel droplets on the thermodynamics of the combusting gas flow are examined thoroughly showing that combustion process of kerosene is independent on the initial fuel droplet sizes. The second analysis copes with the full water cooling numerical model, which can assist on thermal performance optimisation or to determine the best method for heat removal without the cost of building physical prototypes. The numerical results indicate that the water flow rate and direction has noticeable influence on the cooling efficiency but no noticeable effect on the gas flow dynamics within the thermal spraying gun. The third investigation deals with the development and implementation of discrete phase particle models. The results indicate that most powder particles are not melted upon hitting the substrate to be coated. The oxidation model confirms that HVOF guns can produce metallic coating with low oxidation within the typical standing-off distance about 30cm. Physical properties such as porosity, microstructure, surface roughness and adhesion strength of coatings produced by droplet deposition in a thermal spray process are determined to a large extent by the dynamics of deformation and solidification of the particles impinging on the substrate. Therefore, is one of the objectives of this study to present a complete numerical model of droplet impact and solidification. The modelling results show that solidification of droplets is significantly affected by the thermal contact resistance/substrate surface roughness.
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This empirical study employs a different methodology to examine the change in wealth associated with mergers and acquisitions (M&As) for US firms. Specifically, we employ the standard CAPM, the Fama-French three-factor model and the Carhart four-factor models within the OLS and GJR-GARCH estimation methods to test the behaviour of the cumulative abnormal returns (CARs). Whilst the standard CAPM captures the variability of stock returns with the overall market, the Fama-French factors capture the risk factors that are important to investors. Additionally, augmenting the Fama-French three-factor model with the Carhart momentum factor to generate the four-factor captures additional pricing elements that may affect stock returns. Traditionally, estimates of abnormal returns (ARs) in M&As situations rely on the standard OLS estimation method. However, the standard OLS will provide inefficient estimates of the ARs if the data contain ARCH and asymmetric effects. To minimise this problem of estimation efficiency we re-estimated the ARs using GJR-GARCH estimation method. We find that there is variation in the results both as regards the choice models and estimation methods. Besides these variations in the estimated models and the choice of estimation methods, we also tested whether the ARs are affected by the degree of liquidity of the stocks and the size of the firm. We document significant positive post-announcement cumulative ARs (CARs) for target firm shareholders under both the OLS and GJR-GARCH methods across all three methodologies. However, post-event CARs for acquiring firm shareholders were insignificant for both sets of estimation methods under the three methodologies. The GJR-GARCH method seems to generate larger CARs than those of the OLS method. Using both market capitalization and trading volume as a measure of liquidity and the size of the firm, we observed strong return continuations in the medium firms relative to small and large firms for target shareholders. We consistently observed market efficiency in small and large firm. This implies that target firms for small and large firms overreact to new information resulting in a more efficient market. For acquirer firms, our measure of liquidity captures strong return continuations for small firms under the OLS estimates for both CAPM and Fama-French three-factor models, whilst under the GJR-GARCH estimates only for Carhart model. Post-announcement bootstrapping simulated CARs confirmed our earlier results.
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This dissertation consists of three separate essays on job search and labor market dynamics. In the first essay, “The Impact of Labor Market Conditions on Job Creation: Evidence from Firm Level Data”, I study how much changes in labor market conditions reduce employment fluctuations over the business cycle. Changes in labor market conditions make hiring more expensive during expansions and cheaper during recessions, creating counter-cyclical incentives for job creation. I estimate firm level elasticities of labor demand with respect to changes in labor market conditions, considering two margins: changes in labor market tightness and changes in wages. Using employer-employee matched data from Brazil, I find that all firms are more sensitive to changes in wages rather than labor market tightness, and there is substantial heterogeneity in labor demand elasticity across regions. Based on these results, I demonstrate that changes in labor market conditions reduce the variance of employment growth over the business cycle by 20% in a median region, and this effect is equally driven by changes along each margin. Moreover, I show that the magnitude of the effect of labor market conditions on employment growth can be significantly affected by economic policy. In particular, I document that the rapid growth of the national minimum wages in Brazil in 1997-2010 amplified the impact of the change in labor market conditions during local expansions and diminished this impact during local recessions.
In the second essay, “A Framework for Estimating Persistence of Local Labor
Demand Shocks”, I propose a decomposition which allows me to study the persistence of local labor demand shocks. Persistence of labor demand shocks varies across industries, and the incidence of shocks in a region depends on the regional industrial composition. As a result, less diverse regions are more likely to experience deeper shocks, but not necessarily more long lasting shocks. Building on this idea, I propose a decomposition of local labor demand shocks into idiosyncratic location shocks and nationwide industry shocks and estimate the variance and the persistence of these shocks using the Quarterly Census of Employment and Wages (QCEW) in 1990-2013.
In the third essay, “Conditional Choice Probability Estimation of Continuous- Time Job Search Models”, co-authored with Peter Arcidiacono and Arnaud Maurel, we propose a novel, computationally feasible method of estimating non-stationary job search models. Non-stationary job search models arise in many applications, where policy change can be anticipated by the workers. The most prominent example of such policy is the expiration of unemployment benefits. However, estimating these models still poses a considerable computational challenge, because of the need to solve a differential equation numerically at each step of the optimization routine. We overcome this challenge by adopting conditional choice probability methods, widely used in dynamic discrete choice literature, to job search models and show how the hazard rate out of unemployment and the distribution of the accepted wages, which can be estimated in many datasets, can be used to infer the value of unemployment. We demonstrate how to apply our method by analyzing the effect of the unemployment benefit expiration on duration of unemployment using the data from the Survey of Income and Program Participation (SIPP) in 1996-2007.
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The recently reported Monte Carlo Random Path Sampling method (RPS) is here improved and its application is expanded to the study of the 2D and 3D Ising and discrete Heisenberg models. The methodology was implemented to allow use in both CPU-based high-performance computing infrastructures (C/MPI) and GPU-based (CUDA) parallel computation, with significant computational performance gains. Convergence is discussed, both in terms of free energy and magnetization dependence on field/temperature. From the calculated magnetization-energy joint density of states, fast calculations of field and temperature dependent thermodynamic properties are performed, including the effects of anisotropy on coercivity, and the magnetocaloric effect. The emergence of first-order magneto-volume transitions in the compressible Ising model is interpreted using the Landau theory of phase transitions. Using metallic Gadolinium as a real-world example, the possibility of using RPS as a tool for computational magnetic materials design is discussed. Experimental magnetic and structural properties of a Gadolinium single crystal are compared to RPS-based calculations using microscopic parameters obtained from Density Functional Theory.
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Tese (doutorado)—Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia Civil e Ambiental, 2016.