898 resultados para [JEL:C14] Mathematical and Quantitative Methods - Econometric and Statistical Methods: General - Semiparametric and Nonparametric Methods


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In an abstract two-agent model, we show that every deterministic joint choice function compatible with the hypothesis that agents act noncooperatively is also compatible with the hypothesis that they act cooperatively. the converse is false.

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This paper prepared for the Handbook of Statistics (Vol.14: Statistical Methods in Finance), surveys the subject of stochastic volatility. the following subjects are covered: volatility in financial markets (instantaneous volatility of asset returns, implied volatilities in option prices and related stylized facts), statistical modelling in discrete and continuous time and, finally, statistical inference (methods of moments, quasi-maximum likelihood, likelihood-based and bayesian methods and indirect inference).

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Assuming at least three individuals and some regularity conditions, we construct a set S* of Pareto surfaces which is an ordinal basis of the set S of all surfaces: every surface in S is ordinally equivalent to some surface in S* and all surfaces in S* are ordinally distinct.

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Did the recent transition to liberal democracy in Eastern Europe consitute revolutions? Here, game theory is used to structure an explanation of institutional change proposed by Harold Innis (1950).

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This paper discusses a study conducted to perform a mathematical analysis and an electrical analysis of pulsed tones to determine which type of pulsed tone is most suitable.

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The congruential rule advanced by Graves for polarization basis transformation of the radar backscatter matrix is now often misinterpreted as an example of consimilarity transformation. However, consimilarity transformations imply a physically unrealistic antilinear time-reversal operation. This is just one of the approaches found in literature to the description of transformations where the role of conjugation has been misunderstood. In this paper, the different approaches are examined in particular in respect to the role of conjugation. In order to justify and correctly derive the congruential rule for polarization basis transformation and properly place the role of conjugation, the origin of the problem is traced back to the derivation of the antenna height from the transmitted field. In fact, careful consideration of the role played by the Green’s dyadic operator relating the antenna height to the transmitted field shows that, under general unitary basis transformation, it is not justified to assume a scalar relationship between them. Invariance of the voltage equation shows that antenna states and wave states must in fact lie in dual spaces, a distinction not captured in conventional Jones vector formalism. Introducing spinor formalism, and with the use of an alternate spin frame for the transmitted field a mathematically consistent implementation of the directional wave formalism is obtained. Examples are given comparing the wider generality of the congruential rule in both active and passive transformations with the consimilarity rule.

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One mathematics lesson was planned by two Grade 2 teachers together. TheirSeparate teaching of it was videotaped. and each teacher was interviewed before and after her lesson. The "same" lesson resulted in different sets of worthwhile learning outcomes. In this research report. the notion of situated cognition is used as a tool for analysis of how this divergence seemed to happen. It is agued that the teachers' development and uses of mathematical concepts were mediated by the social situations.

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This study examined the science and mathematics achievements of 16 Year 9 students with hearing loss in an inclusive high-school setting in Western Australia. Results from the Monitoring Standards in Education (MSE) compulsory state tests were compared with state and class averages for students with normal hearing. Data were collected from three cohorts of Year 9 students across a 3-year period (2005‐2007). Results from mathematics MSE9 and the MSE9 science assessments showed that the majority of students with hearing loss performed below the state average (88%). Findings in this study suggest that students with hearing loss demonstrated more mathematical strength in the areas of space and measurement, which use visuo-spatial skills. Results for students with hearing loss in the five sections of the science assessment suggest more consistency across the different areas tested in the MSE. Comparisons with the MSE9 English paper for the 2005 cohort of students with hearing loss suggest a strong relationship between reading and writing skills and performance on mathematics and science assessment. In particular, questions with high language content created difficulty. On the science assessment, questions requiring a written explanation appeared to be particularly challenging. These findings have implications for teaching and learning in these crucial areas for students with hearing loss in inclusive secondary school settings. Greater attention to the interpretation of the language of mathematics and to writing about science concepts may help to improve outcomes for students with hearing loss on statewide assessments

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In this article, pre-service teachers' mathematics content knowledge is explored through the analysis of two items about ratio from a Mathematical Competency, Skills and Knowledge Test. Pre-service teachers' thinking strategies, common errors and misconceptions in their responses are presented and discussed. Of particular interest was the range and nature of common incorrect responses for one whole-whole ratio question. Results suggested pre-service teachers had difficulty interpreting a worded multi-step, ratio (scale) question, with errors relating to ratio and/or conversion of measurement knowledge. These difficulties reveal underdeveloped knowledge of mathematical structure and mathematical connections as well as an inability to deconstruct key components of a mathematical problem. Most pre-service teachers also lacked knowledge of standard procedures and methods of solutions.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The increasing aversion to technological risks of the society requires the development of inherently safer and environmentally friendlier processes, besides assuring the economic competitiveness of the industrial activities. The different forms of impact (e.g. environmental, economic and societal) are frequently characterized by conflicting reduction strategies and must be holistically taken into account in order to identify the optimal solutions in process design. Though the literature reports an extensive discussion of strategies and specific principles, quantitative assessment tools are required to identify the marginal improvements in alternative design options, to allow the trade-off among contradictory aspects and to prevent the “risk shift”. In the present work a set of integrated quantitative tools for design assessment (i.e. design support system) was developed. The tools were specifically dedicated to the implementation of sustainability and inherent safety in process and plant design activities, with respect to chemical and industrial processes in which substances dangerous for humans and environment are used or stored. The tools were mainly devoted to the application in the stages of “conceptualand “basic design”, when the project is still open to changes (due to the large number of degrees of freedom) which may comprise of strategies to improve sustainability and inherent safety. The set of developed tools includes different phases of the design activities, all through the lifecycle of a project (inventories, process flow diagrams, preliminary plant lay-out plans). The development of such tools gives a substantial contribution to fill the present gap in the availability of sound supports for implementing safety and sustainability in early phases of process design. The proposed decision support system was based on the development of a set of leading key performance indicators (KPIs), which ensure the assessment of economic, societal and environmental impacts of a process (i.e. sustainability profile). The KPIs were based on impact models (also complex), but are easy and swift in the practical application. Their full evaluation is possible also starting from the limited data available during early process design. Innovative reference criteria were developed to compare and aggregate the KPIs on the basis of the actual sitespecific impact burden and the sustainability policy. Particular attention was devoted to the development of reliable criteria and tools for the assessment of inherent safety in different stages of the project lifecycle. The assessment follows an innovative approach in the analysis of inherent safety, based on both the calculation of the expected consequences of potential accidents and the evaluation of the hazards related to equipment. The methodology overrides several problems present in the previous methods proposed for quantitative inherent safety assessment (use of arbitrary indexes, subjective judgement, build-in assumptions, etc.). A specific procedure was defined for the assessment of the hazards related to the formations of undesired substances in chemical systems undergoing “out of controlconditions. In the assessment of layout plans, “ad hoc” tools were developed to account for the hazard of domino escalations and the safety economics. The effectiveness and value of the tools were demonstrated by the application to a large number of case studies concerning different kinds of design activities (choice of materials, design of the process, of the plant, of the layout) and different types of processes/plants (chemical industry, storage facilities, waste disposal). An experimental survey (analysis of the thermal stability of isomers of nitrobenzaldehyde) provided the input data necessary to demonstrate the method for inherent safety assessment of materials.

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In epidemiology literature, it is often required to investigate the relationships between means where the levels of experiment are actually monotone sets forming a partition on the range of sampling values. With this need, the analysis of these group means is generally performed using classical analysis of variance (ANOVA). However, this method has never been challenged. In this dissertation, we will formulate and present our examination of its validity. First, the classical assumptions of normality and constant variance are not always true. Second, under the null hypothesis of equal means, the test statistic for the classical ANOVA technique is still valid. Third, when the hypothesis of equal means is rejected, the classical analysis techniques for hypotheses of contrasts are not valid. Fourth, under the alternative hypothesis, we can show that the monotone property of levels leads to the conclusion that the means are monotone. Fifth, we propose an appropriate method for handing the data in this situation. ^

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A theoretical and numerical framework to model the foundation of marine offshore structures is presented. The theoretical model is composed by a system of partial differential equations describing coupling between seabed solid skeleton and pore fluids (water, air, oil,…) combined with a system of ordinary differential equations describing the specific constitutive relation of the seabed soil skeleton. Once the theoretical model is described, the finite element numerical procedure to achieve an approximate solution of the governing equations is outlined. In order to validate the proposed theoretical and numerical framework the seaward tilt mechanism induced by the action of breaking waves over a vertical breakwater is numerically reproduced. The results numerically attained are in agreement with the main conclusions drawn from the literature associated with this failure mechanism