992 resultados para non-ergodic parameter


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In this paper we study a model where non-cooperative agents may exchange knowledge in a competitive environment. As a potential factor that could induce the knowledge disclosure between humans we consider the timing of the moves of players. We develop a simple model of a multistage game in which there are only three players and competition takes place only within two stages. Players can share their private knowledge with their opponents and the knowledge is modelled as in uencing their marginal cost of e¤ort. We identify two main mechanisms that work towards knowledge disclosure. One of them is that before the actual competition starts, the stronger player of the rst stage of a game may have desire to share his knowledge with the "observer", be- cause this reduces the valuation of the prize of the weaker player of that stage and as a result his e¤ort level and probability of winning in a ght. Another mechanism is that the "observer" may have sometimes desire to share knowledge with the weaker player of the rst stage, because in this way, by increasing his probability of winning in that stage, he decreases the probability of winning of the stronger player. As a result, in the second stage the "observer" may have greater chances to meet the weaker player rather than the stronger one. Keywords: knowledge sharing, strategic knowledge disclosure, multistage contest game, non-cooperative games

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Aim Niche conservatism, or the extent to which niches are conserved across space and time, is of special concern for the study of non-native species as it underlies predictions of invasion risk. Based on the occurrence of 28 non-native birds in Europe, we assess to what extent Grinnellian realized niches are conserved during invasion, formulate hypotheses to explain the variation in observed niche changes and test how well species distribution models can predict non-native bird occurrence in Europe. Location Europe. Methods To quantify niche changes, a recent method that applies kernel smoothers to densities of species occurrence in a gridded environmental space was used. This corrects for differences in the availability of environments between study areas and allows discrimination between 'niche expansion' into environments new to the species and 'niche unfilling', whereby the species only partially fills its niche in the invaded range. Predictions of non-native bird distribution in Europe were generated using several distribution modelling techniques. Results Niche overlap between native and non-native bird populations is low, but niche changes are smaller for species having a higher propagule pressure and that were introduced longer ago. Non-native birds in Europe occupy a subset of the environments they inhabit in their native ranges. Niche expansion into novel environments is rare for most species, allowing species distribution models to accurately predict invasion risk. Main conclusions Because of the recent nature of most bird introductions, species occupy only part of the suitable environments available in the invaded range. This signals that apart from purely ecological factors, patterns of niche conservatism may also be contingent on population-specific historical factors. These results also suggest that many claims of niche differences may be due to a partial filling of the native niche in the invaded range and thus do not represent true niche changes.

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Agents have two forecasting models, one consistent with the unique rational expectations equilibrium, another that assumes a time-varying parameter structure. When agents use Bayesian updating to choose between models in a self-referential system, we find that learning dynamics lead to selection of one of the two models. However, there are parameter regions for which the non-rational forecasting model is selected in the long-run. A key structural parameter governing outcomes measures the degree of expectations feedback in Muth's model of price determination.

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In this paper we develop methods for estimation and forecasting in large timevarying parameter vector autoregressive models (TVP-VARs). To overcome computational constraints with likelihood-based estimation of large systems, we rely on Kalman filter estimation with forgetting factors. We also draw on ideas from the dynamic model averaging literature and extend the TVP-VAR so that its dimension can change over time. A final extension lies in the development of a new method for estimating, in a time-varying manner, the parameter(s) of the shrinkage priors commonly-used with large VARs. These extensions are operationalized through the use of forgetting factor methods and are, thus, computationally simple. An empirical application involving forecasting inflation, real output, and interest rates demonstrates the feasibility and usefulness of our approach.

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Colloque de Formation de Centre d'Antalgie du CHUV Lausanne, Suisse, septembre, 2011

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A metabolic hypothesis is presented for insulin resistance in obesity, in the presence or absence of Type 2 (non-insulin-dependent) diabetes mellitus. It is based on physiological mechanisms including a series of negative feed-back mechanisms, with the inhibition of the function of the glycogen cycle in skeletal muscle as a consequence of decreased glucose utilization resulting from increased lipid oxidation in the obese. It considers the inhibition of glycogen synthase activity together with inhibition of glucose storage and impaired glucose tolerance. The prolonged duration of increased lipid oxidation, considered as the initial cause, may lead to Type 2 diabetes. This hypothesis is compatible with others based on the inhibition of insulin receptor kinase and of glucose transporter activities.

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This paper investigates the usefulness of switching Gaussian state space models as a tool for implementing dynamic model selecting (DMS) or averaging (DMA) in time-varying parameter regression models. DMS methods allow for model switching, where a different model can be chosen at each point in time. Thus, they allow for the explanatory variables in the time-varying parameter regression model to change over time. DMA will carry out model averaging in a time-varying manner. We compare our exact approach to DMA/DMS to a popular existing procedure which relies on the use of forgetting factor approximations. In an application, we use DMS to select different predictors in an in ation forecasting application. We also compare different ways of implementing DMA/DMS and investigate whether they lead to similar results.

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This paper proposes a new methodology, the Domination Index, to evaluate non-income inequalities between social groups such as inequalities of educational attainment, occupational status, health or subjective well-being. The Domination Index does not require specific cardinalisation assumptions, but only uses the ordinal structure of these non-income variables. We approach from an axiomatic perspective and show that a set of desirable properties for a group inequality measure when the variable of interest is ordinal, characterizes the Domination Index up to a positive scalar transformation. Moreover we make use of the Domination Index to explore the relation between inequality and segregation and show how these two concepts are related theoretically.

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We analyse the liberal ethics of non-interference applied to social choice. A liberal principle capturing noninterfering views of society and inspired by John Stuart Mill s conception of liberty, is examined. The principle captures the idea that society should not penalise agents after changes in their situation that do not a¤ect others. An impossibility for liberal approaches is highlighted: every social decision rule that satis es unanimity and a general principle of noninterference must be dictatorial. This raises some important issues for liberal approaches in social choice and political philosophy.

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In this paper, we extend the non-cooperative analysis of oligopoly to exchange economics with infinitely many commodities by using strategic market games. This setting can be interpreted as a model of oligopoly with differentiated commodities by using the Hotelling line. We prove the existence of an "active" Cournot-Nash equilibrium and show that, when traders are replicated, the price vector and the allocation converge to the Walras equilibrium. We examine how the notion of oligopoly extends to our setting with a countable infinity of commodities by distinguishing between asymptotic oligopolists and asymptotic price-takes. We illustrate these notions via a number of examples.

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Asynchronous exponential growth has been extensively studied in population dynamics. In this paper we find out the asymptotic behaviour in a non-linear age-dependent model which takes into account sexual reproduction interactions. The main feature of our model is that the non-linear process converges to a linear one as the solution becomes large, so that the population undergoes asynchronous growth. The steady states analysis and the corresponding stability analysis are completely made and are summarized in a bifurcation diagram according to the parameter R0. Furthermore the effect of intraspecific competition is taken into account, leading to complex dynamics around steady states.

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BACKGROUND: The human condition known as Premature Ovarian Failure (POF) is characterized by loss of ovarian function before the age of 40. A majority of POF cases are sporadic, but 10-15% are familial, suggesting a genetic origin of the disease. Although several causal mutations have been identified, the etiology of POF is still unknown for about 90% of the patients.¦METHODOLOGY/PRINCIPAL FINDINGS: We report a genome-wide linkage and homozygosity analysis in one large consanguineous Middle-Eastern POF-affected family presenting an autosomal recessive pattern of inheritance. We identified two regions with a LOD(max) of 3.26 on chromosome 7p21.1-15.3 and 7q21.3-22.2, which are supported as candidate regions by homozygosity mapping. Sequencing of the coding exons and known regulatory sequences of three candidate genes (DLX5, DLX6 and DSS1) included within the largest region did not reveal any causal mutations.¦CONCLUSIONS/SIGNIFICANCE: We detect two novel POF-associated loci on human chromosome 7, opening the way to the identification of new genes involved in the control of ovarian development and function.

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In this paper, we forecast EU-area inflation with many predictors using time-varying parameter models. The facts that time-varying parameter models are parameter-rich and the time span of our data is relatively short motivate a desire for shrinkage. In constant coefficient regression models, the Bayesian Lasso is gaining increasing popularity as an effective tool for achieving such shrinkage. In this paper, we develop econometric methods for using the Bayesian Lasso with time-varying parameter models. Our approach allows for the coefficient on each predictor to be: i) time varying, ii) constant over time or iii) shrunk to zero. The econometric methodology decides automatically which category each coefficient belongs in. Our empirical results indicate the benefits of such an approach.