Testing for a Unit Root in Panels with Dynamic Factors

This paper studies testing for a unit root for large n and T panels in which the cross-sectional units are correlated. To model this cross-sectional correlation, we assume that the data is generated by an unknown number of unobservable common factors. We propose unit root tests in this environment and derive their (Gaussian) asymptotic distribution under the null hypothesis of a unit root and local alternatives. We show that these tests have significant asymptotic power when the model has no incidental trends. However, when there are incidental trends in the model and it is necessary to remove heterogeneous deterministic components, we show that these tests have no power against the same local alternatives. Through Monte Carlo simulations, we provide evidence on the finite sample properties of these new tests.

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.

Failure analysis of belt/roll tribological pair used for the production of eucalypt fiber panels

The premature failure of a large agglomeration machine used for the annual production of 360,000 m(3) of eucalypt fiber panels was investigated to identify the nucleation and growth mechanisms of cracking in PH stainless steel belts (126 m x 2.9 m x 3.0 mm). These belts are used to compress a cushion composed of eucalyptus fibers and glue, being the pressure transmitted from the pistons by the action of numerous case-hardening steel rolls. Examination of the belt working interfaces (belt/rolls and belt/eucalypt fibers) indicated that the main cracking was nucleated on the belt/roll interface and that there is a clear relationship between the crack nucleation and the presence of superficial irregularities, which were observed on the belt/roll working surface. Used rolls showed the presence of perimetric wear marks and 2 mu m silicon-rich encrusted particles (identified as silicon carbide). Lubricant residues contained the presence of helicoidal wires, which were originated by the release of the stainless steel cleaning brush bristles, and 15 mu m diameter metallic particles, which were generated by material detachment of the belt. The presence of foreign particles on the tribological interface contributed to an increase of the shear stresses at the surfaces and, consequently, the number of the contact fatigue crack nucleation sites in the belt/roll tribo-interface. The cracking was originated on the belt/roll interface of the stainless steel belt by a mixed rolling/slip contact fatigue mechanism, which promoted spalling and further nucleation and growth of conventional fatigue cracks. Finally, the system lubrication efficiency and the cleaning procedure should be optimised in order to increase the life expectancy of the belt. (c) 2006 Elsevier Ltd. All rights reserved.

X ray densitometry applied to technological evaluation of MDF panels of eucalyptus

MDF panels from eucalyptus wood fibers were manufactured in laboratory and industrial production and had their apparent density profile determined by X-ray densitometry. The MDF panels apparent density parameters (maximum density of the superior and inferior faces; medium and minimum density) were determined and compared. The results indicated that the density values of the MDF panels made in the laboratory and in industrial line did not show significant statistical differences, indicating the similarities in the pressing phase of the fibers of both kinds. However, for MDF panels of laboratory and production line, the values of maximum, mean and minimum densities showed statistically significant correlations. The determination of the density profile for MDF panels by X-ray densitometry is important for the evaluation of pressing phase and other variables of the industrial process of production, as well for the determination of the technological properties.

Maximum penetration of microgeneration photovoltaic panels in distribution network

In smart grids context, the distributed generation units based in renewable resources, play an important rule. The photovoltaic solar units are a technology in evolution and their prices decrease significantly in recent years due to the high penetration of this technology in the low voltage and medium voltage networks supported by governmental policies and incentives. This paper proposes a methodology to determine the maximum penetration of photovoltaic units in a distribution network. The paper presents a case study, with four different scenarios, that considers a 32-bus medium voltage distribution network and the inclusion storage units.

Nouvelles données sur la datation des dépôts miocènes de l’Algarve (Portugal), et l’évolution géologique regionale

This paper presents a resume of the results achieved by researchers of the Centro de Estratigrafia e Paleobiologia da U. N. L. on the Neogene of Algarve, since 1977. The detailed study of several profiles as well as that af calcareous nannoplanton, planktonic foraminifera, ostracoda, fishes and mammals allowed to obtain data and correlation elements leading to a new interpretation of the Miocene of Algarve. It was possible to date and to characterize the following units: a) Carbonate formation of Lagos-Portimão, of marine facies, ascribed to the Lower Miocene (Aquitanian? and mainly Burdigalian), possibly attaining the Lower Langhian. b) Essentially arenaceous series of continental facies with a marine intercalation of Arrifão, Olhos de Água and Auramar Hotel beach, middle Miocene (Langhian-Serravallian) in age. c) Marine (tripoli, conglomerates, sands and limestones) deposits of Tunes-Mem Moniz, Ponte das Lavadeiras (Faro), Arroteia (Fuzeta) and Luz de Tavira, corresponding, at least partially, to the first part of the upper Miocene (Lower Tortonian). d) Cacela formation with three members: The lower member (conglomerates and sands), the middle (yellow silts) and the upper ones (gray silts), uppermost Tortonian and mainly Messinian in age. An interpretation of the tectonic and paleogeographic evolution of the portuguese littoral during the Miocene is also presented considering its insertion in the meridional part of the Peninsula (Guadalquivir depression, Betic massif basins and in the spanish Levant in general). Comparisons among the Neogene vulcanism of this region and similar manifestations documented in Algarve (basanite of Figueira-Portimão, etc) are established.

Iberosuchus et pristichampsus, crocodilians de l’éocène données complémentaires, discussion, distribution stratigraphique

Two eocene ziphodont crocodillans (Ilberosuchus and Pristichampsus) are dealt with. Their distinction seems possible, even with isolated teeth. The association of both in some localities may account for some previous identification difficulties. Geographical and stratigraphical distribution indicated: for Pristichampsus from Germany to Spain, Cuisan to to Upper Lutetian; for Iberosuchus from France to Portugal, lower Lutetian to Bartonian and maybe Ludian.

Evaluation of enzyme-linked immunosorbent and alternative assays for detection of HIV antibodies using panels of Brasilian sera

Sera from 472 Brazilian subjects, confirmed to be either positive or negative for HIV antibodies and comprising the total clinical spectrum of HIV infection, were utilized in the evaluation of six commercially available enzyme-linked immunosorbent assays (ELISA), as well as of four alternative assays, namely indirect immunofluorescence (IIF), passive hemagglutination (PHA), dot blot and Karpas AIDS cell test. The sensitivities ranged from 100% (Abbott and Roche ELISA) to 84.2% (PHA) and the specificities ranged from 99.3% (IIF) to 80.2% (PHA). The sensitivity and specificity of the PHA and the sensitivity of the Karpas cell test were significantly lower than those of the other tests. Although the IFF and dot blot had good sensitivities and specificities, the six ELISA were more attractive than those tests when other parameters such as ease of reading and duration of assay were considered.

Le gisement de Asseiceira, Portugal (Miocène supérieur) Données complémentaires sur Freiria de Rio Maior

A new upper Miocene locality at Asseiceira (Rio Maior), near the top of the "Calcários de Almoster e Santarém" unit (Almoster and Santarém limestones) is studied. Animal and plant fossils are described. Comparisons are drawn to other localities related to the same unit: Freiria and Azambujeira (middle and upper levels, both with large mammals). Small mammals from Asseiceira and Freiria point out to a rather old age amidst the upper Vallesian, MN 10 mammal-unit. This gives a fairly accurate datation for the "Calcários de Almoster e Santarém" and for the short time span of the corresponding sedimentation. Climate was warm and quite dry, with contrasting seasons and arid events. During upper Vallesian times, climate in Iberian Peninsula was varied but drier than in France, and specially so in the inner basins. However in Portugal and in Catalonia climate would he less different in comparison with that of the Rhône basin. Environmental evolution has been important: at Freiria and Azambujeira (middle level) there were mainly shallow lacustrine environments that received ressurgence waters from the nearby "Maciço calcário". Humid areas were closely surrounded by dense forests and these by broader and drier savanna or steppe areas. Still later, carbonate sedimentation ended. For some time there was still a river system with oxbows; humid areas probably were decreasing in favour of surrounding, rather dry environments. This study stressed the nced for revision of the geology of the region of Rio Maior and for a new geological mapping of that area. Environmental evolution has been important: at Freiria and Azambujeira (middle level) there were mainly shallow lacustrine environments that received ressurgence waters from the nearby "Maciço calcário".

Nouvelles données sur le Miocène moyen marin ("Sallomacien") de Gironde (Bassin d'Aquitaine-France) Approche des paléoenvironnements New data about the maine Middle Miocene ("Sallomacian") of Gironde (Aquitaine Basin); paleoecological outline

The Mid Miocene marine formations of Salles area (former "Sallomacian" stage) have been studied again from numerous outcrops and cores. The deep structural framework influences notably of the characteristics and distribution of the deposits, which are neritic. The stratigraphy is stated precisely thanks to the planktonic fauna and floradetailed examination (probably Serravallian zones NN6 - N12). Several paleobiofacies are reconstituted from the rich invertebrate faunas, which give also paleoclimatic data.

Les formations fluviatiles quaternaires de la plaine de Doukkala (Méséta Occidentale Marocaine). Sédimentologie et nouvelles données chronostratigraphiques

The Quaternary fluvial formations of the Doukkala plain are, until now, slightly studied. Our study has allowed to precise that the fluvial terraces of the oued "the Ourn Rbia oued", are clearly distinguished from the secondary oueds terraces by the dynamic deposit of the alluvial materials. Moreover, the mammal fossils recolted from some of these terraces allow to review the ages attributed by Gigout (1951).

Multiobjective design of viscoelastic laminated composite sandwich panels

The optimal design of laminated sandwich panels with viscoelastic core is addressed in this paper, with the objective of simultaneously minimizing weight and material cost and maximizing modal damping. The design variables are the number of layers in the laminated sandwich panel, the layer constituent materials and orientation angles and the viscoelastic layer thickness. The problem is solved using the Direct MultiSearch (DMS) solver for multiobjective optimization problems which does not use any derivatives of the objective functions. A finite element model for sandwich plates with transversely compressible viscoelastic core and anisotropic laminated face layers is used. Trade-off Pareto optimal fronts are obtained and the results are analyzed and discussed.

Projeto de sistema de gestão técnica centralizada integrando Smart Panels: edifício comercial como caso de estudo

Os Sistemas de Gestão Técnica Centralizada (SGTC) assumem-se como essenciais nos grandes edifícios, já que permitem monitorizar, controlar, comandar e gerir, de forma facilitada, integrada e otimizada, as várias instalações existentes no edifício. O estado da arte de um SGTC baseia-se numa arquitetura distribuída, com recurso a Quadros de Gestão Técnica (QGT) que incluem Automation Servers - equipamentos nativos nos protocolos de comunicação mais comummente utilizados neste âmbito, incorporadores de funcionalidades e programações pré-definidas, e que ficarão responsáveis por integrar na sua área de influência, um conjunto de pontos de SGTC, definidos em projeto. Numa nova filosofia de instalação, integração e comunicação facilitada entre dispositivos que nos quadros elétricos geram dados relevantes para o utilizador e desencadeiam ações úteis na gestão de uma instalação, surge o novo conceito no mercado de Smart Panels, da Schneider Electric. Este sistema baseia-se numa ampla e diversa gama de possibilidades de medição e monitorização energética e da própria aparelhagem, com um sistema de comunicação com o sistema de gestão e controlo da instalação integrado no próprio quadro, dispensando assim a necessidade de um sistema externo (QGT), de recolha, comunicação e processamento de informação. Após o estudo descritivo teórico dos vários tópicos, questões e considerações relacionadas com os SGTC, os Smart Panels e a sua integração, o projeto e estudo comparativo do SGTC sem e com a integração de Smart Panels num grande centro comercial, permitiu concluir que a integração de Smart Panels num SGTC pode conferir vantagens no que diz respeito à implificação do projeto, da instalação, do comissionamento, programação, e da própria exploração da instalação elétrica, traduzindo-se numa redução dos custos normalmente elevados inerentes à mão de obra associada a todos estes processos.

Quadros Elétricos Inteligentes-Smart Panels

Na sociedade atual, a preocupação com o ambiente, por um lado, e com o conforto e a segurança, por outro, faz com que a sustentabilidade energética se assuma como uma forma de intervenção adequada às exigências de qualidade de vida e à eficiência no âmbito da economia. Nesta conformidade, é incontornável a mais-valia do Smart Panel, um quadro elétrico inteligente criado com vista à consecução daqueles desideratos, o que motivou o tema do presente trabalho. Assim, pretende-se demonstrar as potencialidades do Smart Panel, um novo conceito de quadro elétrico que visa a otimização da sua funcionalidade na gestão dinâmica e pragmática das instalações elétricas, nomeadamente no que respeita ao controlo, monitorização e atuação sobre os dispositivos, quer in loco quer, sobretudo, à distância. Para a consecução deste objetivo, concorrem outros que o potenciam, designadamente a compreensão do funcionamento do quadro elétrico (QE) tradicional, a comparação deste com o Smart Panel e a demonstração das vantagens da utilização desta nova tecnologia. A grande finalidade do trabalho desenvolvido é, por um lado, colocar a formação académica ao serviço de um bom desempenho profissional futuro, por outro ir ao encontro da tendência tecnológica inerente às necessidades que o homem, hoje, tem de controlar. Deste modo, num primeiro momento, é feita uma abordagem geral ao quadro eléctrico tradicional a fim de ser compreendido o seu funcionamento, aplicações e potencialidades. Para tanto, a explanação inclui a apresentação de conceitos teóricos subjacentes à conceção, produção e montagem do QE. São explicitados os diversos componentes que o integram e funções que desempenham, bem como as interações que estabelecem entre si e os normativos a que devem obedecer, para conformidade. Houve a preocupação de incluir imagens coadjuvantes das explicações, descrições e procedimentos técnicos. No terceiro capítulo é abordada a tecnologia Smart Panel, introduzindo o conceito e objetivos que lhe subjazem. Explicita-se o modo de funcionamento deste sistema que agrupa proteção, supervisão, controlo, armazenamento e manutenção preventiva, e demonstra-se de que forma a capacidade de leitura de dados, de comunicação e de comando do quadro elétrico à distância se afigura uma revolução tecnológica facilitadora do cumprimento das necessidades de segurança, conforto e economia da vida moderna. Os capítulos quarto, quinto e sexto versam uma componente prática do trabalho. No capítulo quarto é explanado um suporte formativo e posterior demonstração do kit de ensaio, que servirá de apoio à apresentação da tecnologia Smart Panel aos clientes. Além deste suporte de formação, no quinto capítulo é elaborada uma lista de procedimentos de verificação a serem executados aos componentes de comunicação que integram o Smart Panel, para fornecimento ao quadrista. Por fim, no sexto capítulo incluem-se dois casos de estudo: o estudo A centra-se na aplicação da tecnologia Smart Panel ao projeto de um QE tradicional, que implica fazer o levantamento de toda a aparelhagem existente e, de seguida, proceder à transposição para a tecnologia Smart Panel por forma a cumprir os requisitos estabelecidos pelo cliente. O estudo de caso B consiste na elaboração de um projeto de um quadro eléctrico com a tecnologia Smart Panel em função de determinados requisitos e necessidades do cliente, por forma a garantir as funções desejadas.