Invariant tests in an instrumental variables model with unknown data generating process

In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests introduced by Moreira and Moreira (2013). This new boundary condition is motivated by the score e ciency under strong identi cation. It allows reducing computational costs of WAP tests by replacing the strongly unbiased condition. This latter restriction imposes, under the null hypothesis, the test to be uncorrelated to a given statistic with dimension given by the number of instruments. The new proposed boundary condition only imposes the test to be uncorrelated to a linear combination of the statistic. WAP tests under both restrictions to perform similarly numerically. We apply the di erent tests discussed to an empirical example. Using data from Yogo (2004), we assess the e ect of weak instruments on the estimation of the elasticity of inter-temporal substitution of a CCAPM model.

Calculable lepton masses, seesaw relations, and four neutrino mixings in a 3-3-1 model with an extra U(1) symmetry

We propose a scheme in which the masses of the heavier leptons obey seesaw type relations. The light lepton masses, except the electron and the electron neutrino ones, are generated by one loop level radiative corrections. We work in a version of the 3-3-1 electroweak model that predicts singlets (charged and neutral) of heavy leptons beyond the known ones. An extra U(1)(Omega) symmetry is introduced in order to avoid the light leptons getting masses at the tree level. The electron mass induces an explicit symmetry breaking at U(1)(Omega). We discuss also the mixing matrix among four neutrinos. The new energy scale required is not higher than a few TeV.

Vertex operators and soliton solutions of affine Toda model with U(2) symmetry

The symmetry structure of the non-Abelian affine Toda model based on the coset SL(3)/SL(2) circle times U(1) is studied. It is shown that the model possess non-Abelian Noether symmetry closing into a q-deformed SL(2) circle times U(1) algebra. Specific two-vertex soliton solutions are constructed.

gamma p and gamma gamma scattering from (p)over-bar-p, pp forward amplitudes in a QCD eikonal model with a dynamical gluon mass

We examine the gamma p photoproduction and the hadronic gamma gamma total cross sections by means of a QCD eikonal model with a dynamical infrared mass scale. In this model, where the dynamical gluon mass is the natural regulator for the tree level gluon-gluon scattering, the gamma p and gamma gamma total cross sections are derived from the pp and (p) over barp forward scattering amplitudes assuming vector meson dominance and the additive quark model. We show that the validity of the cross section factorization relation sigma(pp)/sigma(gamma p)=sigma(gamma p)/sigma(gamma gamma) is fulfilled depending on the Monte Carlo model used to unfold the hadronic gamma gamma cross section data, and we discuss in detail the case of sigma(gamma gamma -> hadrons) data with W-gamma gamma> 10 GeV unfolded by the Monte Carlo generators PYTHIA and PHOJET. The data seems to favor a mild dependence with the energy of the probability (P-had) that the photon interacts as a hadron.

ON FERMION MASSES and MIXING IN A MODEL WITH A(4) SYMMETRY

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Search for Heavy Neutrinos and W-R Bosons with Right-Handed Couplings in a Left-Right Symmetric Model in pp Collisions at root s=7 TeV

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Quark-meson coupling model with constituent quarks: Exchange and pionic effects

The binding energy of nuclear matter including exchange and pionic effects is calculated in a quark-meson coupling model with massive constituent quarks. As in the case with elementary nucleons in QHD, exchange effects are repulsive. However, the coupling of the mesons directly to the quarks in the nucleons introduces a new effect on the exchange energies that provides an extra repulsive contribution to the binding energy. Pionic effects are not small. Implications of such effects on observables are discussed. © 1998 Published by Elsevier Science B.V. All rights reserved.

Chiral parameters in a QCD-motivated model with confined and massive gluons

A one parameter model of a confined-gluon propagator has been formulated by Frank and Roberts recently, which has a great success explaining π - and p - meson observables. We show, computing few chiral parameters, that a small variation of this model considering an infrared finite gluon propagator with a dynamically generated gluon mass, can also fit data related to the chiral symmetry breaking. This allows a direct interpretation for the unique parameter involved in the model as the gluon mass scale. © 1998 Elsevier Science B.V. All rights reserved.

Integrability and conformal symmetry in higher dimensions: A model with exact hopfion solutions

We use ideas on integrability in higher dimensions to define Lorentz invariant field theories with an infinite number of local conserved currents. The models considered have a two-dimensional target space. Requiring the existence of lagrangean and the stability of static solutions singles out a class of models which have an additional conformal symmetry. That is used to explain the existence of an ansatz leading to solutions with non-trivial Hopf charges. © SISSA/ISAS 2002.

Phenotypic plasticity of composite beef cattle performance using reaction norms model with unknown covariate

The objective of the present study was to determine the presence of genotype by environment interaction (G × E) and to characterize the phenotypic plasticity of birth weight (BW), weaning weight (WW), postweaning weight gain (PWG) and yearling scrotal circumference (SC) in composite beef cattle using the reaction norms model with unknown covariate. The animals were born between 1995 and 2008 on 33 farms located throughout all Brazilian biomes between latitude -7 and -31, longitude -40 and -63. The contemporary group was chosen as the environmental descriptor, that is, the environmental covariate of the reaction norms. In general, higher estimates of direct heritability were observed in extreme favorable environments. The mean of direct heritability across the environmental gradient ranged from 0.05 to 0.51, 0.09 to 0.43, 0.01 to 0.43 and from 0.12 to 0.26 for BW, WW, PWG and SC, respectively. The variation in direct heritability observed indicates a different response to selection according to the environment in which the animals of the population are evaluated. The correlation between the level and slope of the reaction norm for BW and PWG was high, indicating that animals with higher average breeding values responded better to improvement in environmental conditions, a fact characterizing a scale of G × E. Low correlation between the intercept and slope was obtained for WW and SC, implying re-ranking of animals in different environments. Genetic variation exists in the sensitivity of animals to the environment, a fact that permits the selection of more plastic or robust genotypes in the population studied. Thus, the G × E is an important factor that should be considered in the genetic evaluation of the present population of composite beef cattle. © The Animal Consortium 2012.

Implementação e testes de campo de um ESP digital

Neste trabalho é apresentado o desenvolvimento e os resultados da implementação e testes em campo de um estabilizador de sistema de potência (ESP) projetado com técnica de controle digital para fins de amortecimento de modos de oscilação eletromecânica observáveis em sinais de potência elétrica medido em uma unidade hidro-geradora, de 350 MVA da Usina Hidrelétrica de Tucuruí. É apresentada e aplicada a metodologia de identificação de modelos paramétricos lineares do tipo auto regressivo com entradas exógenas (ARX), para estimação de modelos com capacidade de capturar a informação relevante (amortecimento e freqüência natural) dos modos eletromecânicos dominantes do sistema. De posse do modelo paramétrico ARX, é efetuada então a síntese da lei de controle digital amortecedor para o ESP, através da técnica de deslocamento radial dos pólos da função de transferência de malha fechada. Para a síntese da lei de controle digital, utilizou-se uma estrutura canônica do tipo RST. Para os testes de campo, a lei de controle amortecedor do ESP digital foi codificada em linguagem C e embarcada em um protótipo cujo hardware é baseado em microcontrolador modelo DSPIC 30F3014, o qual incorpora um grande número de periféricos para aquisição e comunicação de dados. Para avaliar o desempenho do ESP digital desenvolvido, testes experimentais foram realizados em uma unidade geradora de 350 MVA da casa de força número 1, da UHE de Tucuruí. O estabilizador desenvolvido atua através da modulação da referência de tensão do regulador automático de tensão da respectiva unidade geradora, de acordo com as oscilações observadas através da medida de potência elétrica no estator do gerador. Os resultados de testes de campo mostraram um excelente desempenho do ESP digital no amortecimento de um modo eletromecânico, de freqüência natural de aproximadamente 1,7 Hz, observado nos teste de campo realizado.

Estudos de estratégias de identificação paramétrica para detecção e diagnóstico de faltas em um processo industrial do tipo tanques comunicantes

Esta dissertação apresenta uma técnica para detecção e diagnósticos de faltas incipientes. Tais faltas provocam mudanças no comportamento do sistema sob investigação, o que se reflete em alterações nos valores dos parâmetros do seu modelo matemático representativo. Como plataforma de testes, foi elaborado um modelo de um sistema industrial em ambiente computacional Matlab/Simulink, o qual consiste em uma planta dinâmica composta de dois tanques comunicantes entre si. A modelagem dessa planta foi realizada através das equações físicas que descrevem a dinâmica do sistema. A falta, a que o sistema foi submetido, representa um estrangulamento gradual na tubulação de saída de um dos tanques. Esse estrangulamento provoca uma redução lenta, de até 20 %, na seção desse tubo. A técnica de detecção de falta foi realizada através da estimação em tempo real dos parâmetros de modelos Auto-regressivos com Entradas Exógenas (ARX) com estimadores Fuzzy e de Mínimos Quadrados Recursivos. Já, o diagnóstico do percentual de entupimento da tubulação foi obtido por um sistema fuzzy de rastreamento de parâmetro, realimentado pela integral do resíduo de detecção. Ao utilizar essa metodologia, foi possível detectar e diagnosticar a falta simulada em três pontos de operação diferentes do sistema. Em ambas as técnicas testadas, o método de MQR teve um bom desempenho, apenas para detectar a falta. Já, o método que utilizou estimação com supervisão fuzzy obteve melhor desempenho, em detectar e diagnosticar as faltas aplicadas ao sistema, constatando a proposta do trabalho.

QCD chiral symmetry restoration with a large number of quarks in a model with a confining propagator and dynamically massive gluons

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Electron and neutron electric dipole moment in the 3-3-1 model with heavy leptons

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)