Essays on bootstrap in econometrics

Ma thèse est composée de trois essais sur l'inférence par le bootstrap à la fois dans les modèles de données de panel et les modèles à grands nombres de variables instrumentales #VI# dont un grand nombre peut être faible. La théorie asymptotique n'étant pas toujours une bonne approximation de la distribution d'échantillonnage des estimateurs et statistiques de tests, je considère le bootstrap comme une alternative. Ces essais tentent d'étudier la validité asymptotique des procédures bootstrap existantes et quand invalides, proposent de nouvelles méthodes bootstrap valides. Le premier chapitre #co-écrit avec Sílvia Gonçalves# étudie la validité du bootstrap pour l'inférence dans un modèle de panel de données linéaire, dynamique et stationnaire à effets fixes. Nous considérons trois méthodes bootstrap: le recursive-design bootstrap, le fixed-design bootstrap et le pairs bootstrap. Ces méthodes sont des généralisations naturelles au contexte des panels des méthodes bootstrap considérées par Gonçalves et Kilian #2004# dans les modèles autorégressifs en séries temporelles. Nous montrons que l'estimateur MCO obtenu par le recursive-design bootstrap contient un terme intégré qui imite le biais de l'estimateur original. Ceci est en contraste avec le fixed-design bootstrap et le pairs bootstrap dont les distributions sont incorrectement centrées à zéro. Cependant, le recursive-design bootstrap et le pairs bootstrap sont asymptotiquement valides quand ils sont appliqués à l'estimateur corrigé du biais, contrairement au fixed-design bootstrap. Dans les simulations, le recursive-design bootstrap est la méthode qui produit les meilleurs résultats. Le deuxième chapitre étend les résultats du pairs bootstrap aux modèles de panel non linéaires dynamiques avec des effets fixes. Ces modèles sont souvent estimés par l'estimateur du maximum de vraisemblance #EMV# qui souffre également d'un biais. Récemment, Dhaene et Johmans #2014# ont proposé la méthode d'estimation split-jackknife. Bien que ces estimateurs ont des approximations asymptotiques normales centrées sur le vrai paramètre, de sérieuses distorsions demeurent à échantillons finis. Dhaene et Johmans #2014# ont proposé le pairs bootstrap comme alternative dans ce contexte sans aucune justification théorique. Pour combler cette lacune, je montre que cette méthode est asymptotiquement valide lorsqu'elle est utilisée pour estimer la distribution de l'estimateur split-jackknife bien qu'incapable d'estimer la distribution de l'EMV. Des simulations Monte Carlo montrent que les intervalles de confiance bootstrap basés sur l'estimateur split-jackknife aident grandement à réduire les distorsions liées à l'approximation normale en échantillons finis. En outre, j'applique cette méthode bootstrap à un modèle de participation des femmes au marché du travail pour construire des intervalles de confiance valides. Dans le dernier chapitre #co-écrit avec Wenjie Wang#, nous étudions la validité asymptotique des procédures bootstrap pour les modèles à grands nombres de variables instrumentales #VI# dont un grand nombre peu être faible. Nous montrons analytiquement qu'un bootstrap standard basé sur les résidus et le bootstrap restreint et efficace #RE# de Davidson et MacKinnon #2008, 2010, 2014# ne peuvent pas estimer la distribution limite de l'estimateur du maximum de vraisemblance à information limitée #EMVIL#. La raison principale est qu'ils ne parviennent pas à bien imiter le paramètre qui caractérise l'intensité de l'identification dans l'échantillon. Par conséquent, nous proposons une méthode bootstrap modifiée qui estime de facon convergente cette distribution limite. Nos simulations montrent que la méthode bootstrap modifiée réduit considérablement les distorsions des tests asymptotiques de type Wald #$t$# dans les échantillons finis, en particulier lorsque le degré d'endogénéité est élevé.

Bootstrap for panel data models with an application to the evaluation of public policies

Le but de cette thèse est d étendre la théorie du bootstrap aux modèles de données de panel. Les données de panel s obtiennent en observant plusieurs unités statistiques sur plusieurs périodes de temps. Leur double dimension individuelle et temporelle permet de contrôler l 'hétérogénéité non observable entre individus et entre les périodes de temps et donc de faire des études plus riches que les séries chronologiques ou les données en coupe instantanée. L 'avantage du bootstrap est de permettre d obtenir une inférence plus précise que celle avec la théorie asymptotique classique ou une inférence impossible en cas de paramètre de nuisance. La méthode consiste à tirer des échantillons aléatoires qui ressemblent le plus possible à l échantillon d analyse. L 'objet statitstique d intérêt est estimé sur chacun de ses échantillons aléatoires et on utilise l ensemble des valeurs estimées pour faire de l inférence. Il existe dans la littérature certaines application du bootstrap aux données de panels sans justi cation théorique rigoureuse ou sous de fortes hypothèses. Cette thèse propose une méthode de bootstrap plus appropriée aux données de panels. Les trois chapitres analysent sa validité et son application. Le premier chapitre postule un modèle simple avec un seul paramètre et s 'attaque aux propriétés théoriques de l estimateur de la moyenne. Nous montrons que le double rééchantillonnage que nous proposons et qui tient compte à la fois de la dimension individuelle et la dimension temporelle est valide avec ces modèles. Le rééchantillonnage seulement dans la dimension individuelle n est pas valide en présence d hétérogénéité temporelle. Le ré-échantillonnage dans la dimension temporelle n est pas valide en présence d'hétérogénéité individuelle. Le deuxième chapitre étend le précédent au modèle panel de régression. linéaire. Trois types de régresseurs sont considérés : les caractéristiques individuelles, les caractéristiques temporelles et les régresseurs qui évoluent dans le temps et par individu. En utilisant un modèle à erreurs composées doubles, l'estimateur des moindres carrés ordinaires et la méthode de bootstrap des résidus, on montre que le rééchantillonnage dans la seule dimension individuelle est valide pour l'inférence sur les coe¢ cients associés aux régresseurs qui changent uniquement par individu. Le rééchantillonnage dans la dimen- sion temporelle est valide seulement pour le sous vecteur des paramètres associés aux régresseurs qui évoluent uniquement dans le temps. Le double rééchantillonnage est quand à lui est valide pour faire de l inférence pour tout le vecteur des paramètres. Le troisième chapitre re-examine l exercice de l estimateur de différence en di¤érence de Bertrand, Duflo et Mullainathan (2004). Cet estimateur est couramment utilisé dans la littérature pour évaluer l impact de certaines poli- tiques publiques. L exercice empirique utilise des données de panel provenant du Current Population Survey sur le salaire des femmes dans les 50 états des Etats-Unis d Amérique de 1979 à 1999. Des variables de pseudo-interventions publiques au niveau des états sont générées et on s attend à ce que les tests arrivent à la conclusion qu il n y a pas d e¤et de ces politiques placebos sur le salaire des femmes. Bertrand, Du o et Mullainathan (2004) montre que la non-prise en compte de l hétérogénéité et de la dépendance temporelle entraîne d importantes distorsions de niveau de test lorsqu'on évalue l'impact de politiques publiques en utilisant des données de panel. Une des solutions préconisées est d utiliser la méthode de bootstrap. La méthode de double ré-échantillonnage développée dans cette thèse permet de corriger le problème de niveau de test et donc d'évaluer correctement l'impact des politiques publiques.

Computationally Efficient Bootstrap Prediction Intervals for Returns and Volatilities in ARCH and GARCH Processes

We propose a novel, simple, efficient and distribution-free re-sampling technique for developing prediction intervals for returns and volatilities following ARCH/GARCH models. In particular, our key idea is to employ a Box–Jenkins linear representation of an ARCH/GARCH equation and then to adapt a sieve bootstrap procedure to the nonlinear GARCH framework. Our simulation studies indicate that the new re-sampling method provides sharp and well calibrated prediction intervals for both returns and volatilities while reducing computational costs by up to 100 times, compared to other available re-sampling techniques for ARCH/GARCH models. The proposed procedure is illustrated by an application to Yen/U.S. dollar daily exchange rate data.

Epidemiology of vampire bat-transmitted rabies virus in Goiaαs, central Brazil: Re-evaluation based on G-L intergenic region

Background. Vampire bat related rabies harms both livestock industry and public health sector in central Brazil. The geographical distributions of vampire bat-transmitted rabies virus variants are delimited by mountain chains. These findings were elucidated by analyzing a high conserved nucleoprotein gene. This study aims to elucidate the detailed epidemiological characters of vampire bat-transmitted rabies virus by phylogenetic methods based on 619-nt sequence including unconserved G-L intergenic region. Findings. The vampire bat-transmitted rabies virus isolates divided into 8 phylogenetic lineages in the previous nucleoprotein gene analysis were divided into 10 phylogenetic lineages with significant bootstrap values. The distributions of most variants were reconfirmed to be delimited by mountain chains. Furthermore, variants in undulating areas have narrow distributions and are apparently separated by mountain ridges. Conclusions. This study demonstrates that the 619-nt sequence including G-L intergenic region is more useful for a state-level phylogenetic analysis of rabies virus than the partial nucleoprotein gene, and simultaneously that the distribution of vampire bat-transmitted RABV variants tends to be separated not only by mountain chains but also by mountain ridges, thus suggesting that the diversity of vampire bat-transmitted RABV variants was delimited by geographical undulations. © 2010 Itou et al; licensee BioMed Central Ltd.

Epidemiology of vampire bat-transmitted rabies virus in Goiás, central Brazil: re-evaluation based on G-L intergenic region

Abstract Background Vampire bat related rabies harms both livestock industry and public health sector in central Brazil. The geographical distributions of vampire bat-transmitted rabies virus variants are delimited by mountain chains. These findings were elucidated by analyzing a high conserved nucleoprotein gene. This study aims to elucidate the detailed epidemiological characters of vampire bat-transmitted rabies virus by phylogenetic methods based on 619-nt sequence including unconserved G-L intergenic region. Findings The vampire bat-transmitted rabies virus isolates divided into 8 phylogenetic lineages in the previous nucleoprotein gene analysis were divided into 10 phylogenetic lineages with significant bootstrap values. The distributions of most variants were reconfirmed to be delimited by mountain chains. Furthermore, variants in undulating areas have narrow distributions and are apparently separated by mountain ridges. Conclusions This study demonstrates that the 619-nt sequence including G-L intergenic region is more useful for a state-level phylogenetic analysis of rabies virus than the partial nucleoprotein gene, and simultaneously that the distribution of vampire bat-transmitted RABV variants tends to be separated not only by mountain chains but also by mountain ridges, thus suggesting that the diversity of vampire bat-transmitted RABV variants was delimited by geographical undulations.

Corporeidade e cultura amazonica : re-flexões a partir do passaro junino do Para

Universidade Estadual de Campinas . Faculdade de Educação Física

Política de saúde e gestão no processo de (re)construção do SUS em município de grande porte: um estudo de caso de São Paulo, Brasil

O processo de (re)construção do SUS no Município de São Paulo, Brasil, foi analisado, no período de 2001- 2008, por meio de estudo de caso, utilizando-se distintas fontes: documentos; entrevistas com informantes-chave e observação participante. Os conceitos de política de saúde e de gestão em saúde foram utilizados na qualidade de categorias analíticas. Foram selecionadas e analisadas apenas políticas priorizadas pela gestão iniciada em 2001 e que tiveram sustentação até 2008. Discutem-se desafios para a (re)construção do SUS no município relacionados com o contexto político-institucional e com mudanças de estrutura implementadas. As reorganizações da Secretaria Municipal de Saúde de São Paulo propiciaram a constituição e manutenção de dois subsistemas municipais, um hospitalar e outro ambulatorial. Negociações entre os governos municipal, estadual e federal não avançaram para que o município assumisse a gestão de fato de todo sistema de saúde, constatando-se a coexistência de três subsistemas públicos de saúde paralelos: dois municipais e um estadual. A sustentação política do Programa Saúde da Família foi associada ao fato de que esse programa não se constituiu como marca da primeira gestão municipal e, ainda, de ser política prioritária e estimulada pelo governo federal.

Precision of distances and ordering of microsatellite markers in consensus linkage maps of chromosomes 1, 3 and 4 from two reciprocal chicken populations using bootstrap sampling

Some factors complicate comparisons between linkage maps from different studies. This problem can be resolved if measures of precision, such as confidence intervals and frequency distributions, are associated with markers. We examined the precision of distances and ordering of microsatellite markers in the consensus linkage maps of chromosomes 1, 3 and 4 from two F 2 reciprocal Brazilian chicken populations, using bootstrap sampling. Single and consensus maps were constructed. The consensus map was compared with the International Consensus Linkage Map and with the whole genome sequence. Some loci showed segregation distortion and missing data, but this did not affect the analyses negatively. Several inversions and position shifts were detected, based on 95% confidence intervals and frequency distributions of loci. Some discrepancies in distances between loci and in ordering were due to chance, whereas others could be attributed to other effects, including reciprocal crosses, sampling error of the founder animals from the two populations, F(2) population structure, number of and distance between microsatellite markers, number of informative meioses, loci segregation patterns, and sex. In the Brazilian consensus GGA1, locus LEI1038 was in a position closer to the true genome sequence than in the International Consensus Map, whereas for GGA3 and GGA4, no such differences were found. Extending these analyses to the remaining chromosomes should facilitate comparisons and the integration of several available genetic maps, allowing meta-analyses for map construction and quantitative trait loci (QTL) mapping. The precision of the estimates of QTL positions and their effects would be increased with such information.

Effects of protein deprivation and re-feeding on P2X(2) receptors in enteric neurons

AIM: To investigate the effects of malnutrition and refeeding on the P2X(2) receptor, nitric oxide synthase (NOS), calretinin, calbindin and choline acetyltransferase (ChAT) in neurons of the rat ileum. METHODS: We analyzed the co-localization, numbers and sizes of P2X(2)-expressing neurons in relation to NOS-IR (immunoreactive), calbindin-IR, ChAT-IR, and calretinin-IR neurons of the myenteric and submucosal plexus. The experimental groups consisted of: (1) rats maintained on normal feed throughout pregnancy until 42 d post-parturition (N); (2) rats deprived of protein throughout pregnancy and 42 d post-parturition (D); and (3) rats undernourished for 21 d post-parturition and then given a protein diet from days 22 to 42 (DR). The myenteric and submucosal plexuses were evaluated by double labeling by immunohistochemical methods for P2X(2) receptor, NOS, ChAT, calbindin and calretinin. RESULTS: We found similar P2X(2) receptor immunoreactivity in the cytoplasm and surface membranes of myenteric and submucosal neurons from the N, D and DR groups. Double labeling of the myenteric plexus demonstrated that approximately 100% of NOS-IR, calbindin-IR, calretinin-IR and ChAT-IR neurons in all groups also expressed the P2X(2) receptor. In the submucosal plexus, the calretinin-IR, ChAT-IR and calbindinIR neurons were nearly all immunoreactive for the P2X(2) receptor. In the myenteric plexus, there was a 19% increase in numbers per cm(2) for P2X(2) receptor-IR neurons, 64% for NOS-IR, 84% for calretinin-IR and 26% for ChAT-IR neurons in the D group. The spatial density of calbindin-IR neurons, however, did not differ among the three groups. The submucosal neuronal density increased for calbindin-IR, calretinin-IR and ChAT-IR neurons. The average size of neurons in the myenteric plexus neurons in the D group was less than that in the controls and, in the re-fed rats; there was a 34% reduction in size only for the calretinin-IR neurons. CONCLUSION: This work demonstrates that expression of the P2X(2) receptor is present in inhibitory, intrinsic primary afferent, cholinergic secretomotor and vasomotor neurons. Undernutrition affected P2X(2) receptor expression in the submucosal plexus, and neuronal and size. These changes were rescued in the re-fed rats. (C) 2010 Baishideng. All rights reserved.

Spontaneous infiltrations of compound systems of Y(2)O(3), Sm(2)O(3), RE(2)O(3), Al(2)O(3) and AIN in SiC ceramics

Silicon carbide ceramics (SiC) are used in different applications in the engineering area due to the excellent properties, mainly in high temperatures. They are usually obtained by liquid-phase sintering enabling to form volatile products and, consequently, defects. The present work aims at studying the obtention of SiC ceramics by spontaneous infiltration using a eutectic composition of the Al(2)O(3)/Y(2)O(3), AIN/Y(2)O(3), Al(2)O(3)/Sm(2)O(3), AlN/Sm(2)O(3), Al(2)O(3)/RE(2)O(3) and AlN/RE(2)O(3) Systems. RE(2)O(3) is the concentrate of the rare-earth oxide obtained from Xenotime ore. Infiltration tests were carried out in argon atmosphere, graphite crucibles, in several temperatures near the melting point of each system, varying from 2.5 to 60 min. It was observed that Al(2)O(3)/Y(2)O(3), Al(2)O(3)/SM(2)O(3), AlN/SM(2)O(3) and Al(2)O(3)/RE(2)O(3) systems do not infiltrate appropriately and the AlN/Y(2)O(3) and AlN/RE(2)O(3) systems infiltrated spontaneously more than 20 mm; however, the first one presented a higher degree of infiltration, approximately 97%. (C) 2009 Elsevier Ltd and Techna Group S.r.l. All rights reserved.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

Phytoseiid mites (Acari: Phytoseiidae) of the Dominican Republic, with a re-definition of the genus Typhloseiopsis De Leon

The phytoseiid mites of the Dominican Republic are virtually unknown. In a survey conducted in areas of natural vegetation of that country, 23 species were collected, two of which, Phytoseius dominicensis Ferragut & Moraes sp. nov. and Typhloseiopsis adventitius Ferragut & Moraes sp. nov., are new to science. We report the species found in that survey, describe the two new species, and provide complementary morphological information about other species. To accommodate the new Typhloseiopsis De Leon species, a redefinition of Typhloseiopsis is proposed. A key for the separation of the species in this genus is provided.

Re-examination of the anion derivatives of isoflavones by radical fragmentation in negative electrospray ionization tandem mass spectrometry: experimental and computational studies

This paper reports theoretical and experimental studies of gas-phase fragmentation reactions of four naturally occurring isoflavones. The samples were analyzed in negative ion mode by direct infusion in ESI-QqQ, ESI-QqTOF and ESI-Orbitrap systems. The MS/MS and MS(n) spectra are in agreement with the fragmentation proposals and high-resolution analyses have confirmed the formulae for each ion observed. As expected, compounds with methoxyl aromatic substitution have showed a radical elimination of center dot CH(3) as the main fragmentation pathway. A second radical loss (center dot H) occurs as previously observed for compounds which exhibit a previous homolytic center dot CH(3) cleavage (radical anion) and involves radical resonance to stabilize the anion formed. However, in this study we suggest another mechanism for the formation of the main ions, on the basis of the enthalpies for each species. Compounds without methoxy substituent dissociate at the highest energies and exhibit the deprotonated molecule as the most intense ion. Finally, energy-resolved experiments were carried out to give more details about the gas-phase dissociation reaction of the isoflavones and the results are in agreement with the theoretical approaches. Copyright (C) 2011 John Wiley & Sons, Ltd.

RE: Does Snus use have a harm reduction effect in Sweden?

Eletter to Tobacco Control in response to an eletter published in the same journal about whether snus (Swedish moist oral snuff) was responsible for a decline in smoking prevalence among men in Sweden.