940 resultados para [JEL:C20] Mathematical and Quantitative Methods - Econometric Methods: Single Equation Models


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We construct the Drinfeld twists ( factorizing F-matrices) of the gl(m-n)-invariant fermion model. Completely symmetric representation of the pseudo-particle creation operators of the model are obtained in the basis provided by the F-matrix ( the F-basis). We resolve the hierarchy of the nested Bethe vectors in the F-basis for the gl(m-n) supersymmetric model.

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In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

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Among the largest resources for biological sequence data is the large amount of expressed sequence tags (ESTs) available in public and proprietary databases. ESTs provide information on transcripts but for technical reasons they often contain sequencing errors. Therefore, when analyzing EST sequences computationally, such errors must be taken into account. Earlier attempts to model error prone coding regions have shown good performance in detecting and predicting these while correcting sequencing errors using codon usage frequencies. In the research presented here, we improve the detection of translation start and stop sites by integrating a more complex mRNA model with codon usage bias based error correction into one hidden Markov model (HMM), thus generalizing this error correction approach to more complex HMMs. We show that our method maintains the performance in detecting coding sequences.

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We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an approximation theorem, in the convergence of probability, for equations obtained by smoothing the random noise. For some particular classes of coefficients, approximation in the Lp-norm for p¿1 is also proved.

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Saponins are natural soaplike foam-forming compounds widely used in foods, cosmetic and pharmaceutical preparations. In this work foamability and foam lifetime of foams obtained from Ilex paraguariensis unripe fruits were analyzed. Polysorbate 80 and sodium dodecyl sulfate were used as reference surfactants. Aiming a better data understanding a linearized 4-parameters Weibull function was proposed. The mate hydroethanolic extract (ME) and a mate saponin enriched fraction (MSF) afforded foamability and foam lifetime comparable to the synthetic surfactants. The linearization of the Weibull equation allowed the statistical comparison of foam decay curves, improving former mathematical approaches.

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Understanding how and why the capability of one set of business resources, its structural arrangements and mechanisms compared to another works can provide competitive advantage in terms of new business processes and product and service development. However, most business models of capability are descriptive and lack formal modelling language to qualitatively and quantifiably compare capabilities, Gibson’s theory of affordance, the potential for action, provides a formal basis for a more robust and quantitative model, but most formal affordance models are complex and abstract and lack support for real-world applications. We aim to understand the ‘how’ and ‘why’ of business capability, by developing a quantitative and qualitative model that underpins earlier work on Capability-Affordance Modelling – CAM. This paper integrates an affordance based capability model and the formalism of Coloured Petri Nets to develop a simulation model. Using the model, we show how capability depends on the space time path of interacting resources, the mechanism of transition and specific critical affordance factors relating to the values of the variables for resources, people and physical objects. We show how the model can identify the capabilities of resources to enable the capability to inject a drug and anaesthetise a patient.

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We describe the canonical and microcanonical Monte Carlo algorithms for different systems that can be described by spin models. Sites of the lattice, chosen at random, interchange their spin values, provided they are different. The canonical ensemble is generated by performing exchanges according to the Metropolis prescription whereas in the microcanonical ensemble, exchanges are performed as long as the total energy remains constant. A systematic finite size analysis of intensive quantities and a comparison with results obtained from distinct ensembles are performed and the quality of results reveal that the present approach may be an useful tool for the study of phase transitions, specially first-order transitions. (C) 2009 Elsevier B.V. All rights reserved.

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

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

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This paper is concerned with a link between central extensions of N = 2 superconformal algebra and a supersymmetric two-component generalization of the Camassa-Holm equation. Deformations of superconformal algebra give rise to two compatible bracket structures. One of the bracket structures is derived from the central extension and admits a momentum operator which agrees with the Sobolev norm of a co-adjoint orbit element. The momentum operator induces, via Lenard relations, a chain of conserved Hamiltonians of the resulting supersymmetric Camassa-Holm hierarchy.

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A bicomplex structure is associated with the Leznov-Saveliev equation of integrable models. The linear problem associated with the zero-curvature condition is derived in terms of the bicomplex linear equation. The explicit example of a non-Abelian conformal affine Toda model is discussed in detail and its conservation laws are derived from the zero-curvature representation of its equation of motion.

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The friction phenomena is present in mechanical systems with two surfaces that are in contact, which can cause serious damage to structures. Your understanding in many dynamic problems became the target of research due to its nonlinear behavior. It is necessary to know and thoroughly study each existing friction model found in the literature and nonlinear methods to define what will be the most appropriate to the problem in question. One of the most famous friction model is the Coulomb Friction, which is considered in the studied problems in the French research center Laboratoire decanique des Structures et des Systèmes Couplés (LMSSC), where this search began. Regarding the resolution methods, the Harmonic Balance Method is generally used. To expand the knowledge about the friction models and the nonlinear methods, a study was carried out to identify and study potential methodologies that can be applied in the existing research lines in LMSSC and then obtain better final results. The identified friction models are divided into static and dynamic. Static models can be Classical Models, Karnopp Model and Armstrong Model. The dynamic models are Dahl Model, Bliman and Sorine Model and LuGre Model. Concerning about nonlinear methods, we study the Temporal Methods and Approximate Methods. The friction models analyzed with the help of Matlab software are verified from studies in the literature demonstrating the effectiveness of the developed programming

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Cupiennius salei single insulin-like growth factor-binding domain protein (SIBD-1), which exhibits an IGFBP N-terminal domain-like profile, was identified in the hemocytes of the spider C. salei. SIBD-1 was purified by RP-HPLC and the sequence determined by a combination of Edman degradation and 5'-3'- RACE PCR. The peptide (8676.08 Da) is composed of 78 amino acids, contains six intrachain disulphide bridges and carries a modified Thr residue at position 2. SIBD-1 mRNA expression was detected by quantitative real-time PCR mainly in hemocytes, but also in the subesophageal nerve mass and muscle. After infection, the SIBD-1 content in the hemocytes decreases and, simultaneously, the temporal SIBD-1 expression seems to be down-regulated. Two further peptides, SIBD-2 and IGFBP-rP1, also exhibiting IGFBP N-terminal domain variants with unknown functions, were identified on cDNA level in spider hemocytes and venom glands. We conclude that SIBD-1 may play an important role in the immune system of spiders.

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OBJECTIVE: To estimate the prognosis over 5 years of HIV-1-infected, treatment-naive patients starting HAART, taking into account the immunological and virological response to therapy. DESIGN: A collaborative analysis of data from 12 cohorts in Europe and North America on 20,379 adults who started HAART between 1995 and 2003. METHODS: Parametric survival models were used to predict the cumulative incidence at 5 years of a new AIDS-defining event or death, and death alone, first from the start of HAART and second from 6 months after the start of HAART. Data were analysed by intention-to-continue-treatment, ignoring treatment changes and interruptions. RESULTS: During 61 798 person-years of follow-up, 1005 patients died and an additional 1303 developed AIDS. A total of 10 046 (49%) patients started HAART either with a CD4 cell count of less than 200 cells/microl or with a diagnosis of AIDS. The 5-year risk of AIDS or death (death alone) from the start of HAART ranged from 5.6 to 77% (1.8-65%), depending on age, CD4 cell count, HIV-1-RNA level, clinical stage, and history of injection drug use. From 6 months the corresponding figures were 4.1-99% for AIDS or death and 1.3-96% for death alone. CONCLUSION: On the basis of data collected routinely in HIV care, prognostic models with high discriminatory power over 5 years were developed for patients starting HAART in industrialized countries. A risk calculator that produces estimates for progression rates at years 1 to 5 after starting HAART is available from www.art-cohort-collaboration.org.