Comparação de estimadores alternativos para modelos dinâmicos com dados de painel

Esta dissertação tem por objeto de estudo métodos de estimação para modelos dinâmicos com dados de painel. Estes modelos são usualmente estimados pelo método dos momentos generalizados (GMM), sendo o principal objetivo desta dissertação a análise do desempenho de algumas variantes desse método em pequenas amostras, de modo a verificar se as suas propriedades assimptóticas conhecidas são de alguma forma indicadoras das suas propriedades em amostras finitas. Assim, através dum estudo de simulação de Monte Carlo, examinou-se o comportamento desses estimadores em amostras finitas em vários cenários alternativos, que passam: por considerar o caso homoscedástico e heteroscedástico para a componente do termo do erro variante no tempo; por gerar esta componente do erro de acordo com as distribuições Normal, t-Student e Qui-Quadrado; por considerar diferentes valores para a dimensão da amostra tanto em termos seccionais como temporais; por considerar diferentes pesos de cada componente do erro na variância da variável dependente; e por considerar diferentes valores para o parâmetro auto-regressivo. De entre os estimadores GMM, os estimadores SYS revelam um comportamento muito melhor, mostrando-se claramente preferíveis aos DIF para valores de δ` Próximos de um, e evidenciando uma certa robustez face aos vários cenários analisados. Em particular, a Versão proposta por Windmeijer (2000) parece ser a mais indicada para trabalho empírico. /ABSTRACT - In this dissertation we studied estimation methods for dynamic models for panel data. These models are usually estimated by the generalized method of moments (GMM), being the main goal of this dissertation the analysis of the small sample properties of the main variants of that method. Thus, through a Monte Carlo simulation study, the behaviour of those estimators was examined in finite samples in several alternative sceneries, including: homoscedastic and heteroscedastic time-variant error terms; error terms generated according to the Normal, t-Student and chi-square distributions; different cross-sectional and time-series sample sizes; different weights of each error component in the variance of the dependent variable; different values for the autoregressive parameter. The best behaviour was displayed by the variant SYS, which is clearly preferable to the variant DIF for values of the auto-regressive parameter close to the unity and seems to be robust to the several sceneries analyzed. Among the alternative SYS estimators, the version proposed by Windmeijer (2000) appears to be the most suitable for empiric Work

Resultados assintóticos para famílias estruturadas de modelos colectivos. Aplicação aos fogos florestais em Portugal Continental

(Introdução) Os modelos colectivos, ver por exemplo Bowers et al. (1986), Centeno (2003), Reis (1993) e Grandell (1992), têm desempenho um papel central na Teoria do Risco. Esta teoria estuda fundamentalmente a solvabilidade das seguradoras. Como veremos na aplicação, estes modelos podem ser utilizados em muitos outros campos nomeadamente nos fogos florestais. Este alargamento do campo de aplicação levou a que se procurasse desenvolver a teoria destes modelos segundo duas linhas: • Passagem dos modelos univariados a modelos multivariados, • Passagem de modelos isolados a famílias estruturadas de modelos. Nesta fase de ampliação da teoria obtiveram-se teoremas do limite central que permitem fundamentar a inferência, quer para modelos isolados quer para famílias estruturadas de modelos. Nestas os modelos correspondem aos tratamentos dum modelo de efeitos fixos. O estudo de tais famílias estará centrado na acção dos factores de Π sobre os modelos. Segue-se o capítulo chave da tese em que começamos por apresentar modelos isolados. Como referimos o nosso tratamento destes modelos centrar-se-á na utilização de distribuições limite. Para isso admitimos que os vectores de observações são dados por onde os Xi, são i.i.d. e independentes de N que terá distribuição de Poisson com parâmetro λ. Em particular as propriedades de reprodutibilidade das distribuições de Poisson desempenharão um papel muito importante. Assim subjacente aos nossos modelos estará um processo estocástico de Poisson. No futuro tencionamos generalizar o nosso trabalho considerando outros processos de contagem, como se faz actualmente para o caso univariado, ver por exemplo Grandell (1992). As distribuições limite obtidas permitem-nos aplicar as técnicas de Inferência Estatística Linear quando passamos a famílias estruturadas. Neste ponto seguimos a mesma orientação que nos trabalhos atrás referidos. Aplicamos em seguida estes modelos ao estudo dos fogos florestais em Portugal Continental. Nesse estudo utilizamos modelos bivariados sendo as variáveis número de fogos (N) e área total ardida (T) consideradas ano a ano e para as cinco regiões Norte, Centro, Lisboa e Vale do Tejo, Alentejo e Algarve em que Portugal Continental está dividido. A nossa abordagem permitirá estudar a acção dos factores Ano e Região nas variáveis consideradas

Is Brazilian music getting more predictable? A statistical physics approach for different music genres

Music is an important part of most people's lives and also of the culture of a country. Moreover, the different characteristics of songs, such as genre and the chord sequences, could have different impacts on individual behaviours. Even considering just seven chords and the respective variations, originality can be a crucial element of a song's success. Considering this, and in the context of Brazilian music, we employed the Detrended Fluctuation Analysis to analyse the possible predictability of eight different music genres. On these genres, we found that Reggae and Pop seem to be the least random considering the sequenced use of chords. With a sliding windows approach, we found that the predictability of chord sequences of Pop decreased over time. Applying the same methodology after shuffling the original series of music, the results point to a randomness of those shuffled series, demonstrating the robustness of our approach

Students’ Involvement in School and Parental Support: Contributions to the Socio-Educational Intervention

Student involvement in the school and the perception of parental support are core variables in the context of studies on personal and school adjustment of children and adolescents and should be considered in the context of socio-educational intervention. In this study, we formulated the following objectives: i) to understand the differences in students’ involvement in school and the perception of parental support, according to several socio- demographic and school variables, ii) to analyse the relationship between involvement and the perception of parental support iii) to outline socio-educational intervention strategies in the contexts of children’s lives. This is a non-experimental, correlational and cross-sectional study by means of a non-probabilistic convenience sample consisting of 150 children, aged between 10 and 16 years, attending the 2nd and 3rd cycles basic education [5th – 9th years of schooling] attending a school in the central region of Portugal. The data collection instruments were “Students’ Engagement in School: a Four-Dimensional Scale – SES-4DS” (Veiga 2013, 2016), the “Perceived Parental Support Scale” (Veiga, 2011) and a part with socio-demographic and school questions was added. We found significant differences in overall (and partial) amounts of student involvement and the perception of parental support, depending on the age, gender (in agency and behaviour subscales), school difficulties/retentions and methods of study (time, a place to study and a study schedule). We also found positive and significant relationships between student involvement and perception of parental support. The results are in line with the scientific literature in the field, which highlights the key role of the variables, student involvement and perception of parental support in the academic and psychosocial adjustment of young people. These should be considered in the context of socio-educational intervention. Given the above, we present areas and action strategies promoting parent and student involvement in the educational process

COLLECTIVE MODEL FOR FOREST FIRES ASSESSMENT

Using the fixed period collective model, we have where the are the individual damage events. They are assumed to be i.i.d. and independent from the number N of damage events which is also random

Structured families of multivariate collective models. An application to forest fires in Portugal

Structured families of multivariate collective models. An application to forest fires in Portugal

A risk model for Forest fires based on asymptotic results for multivariate collective models. Single models and structured families of models

In this paper we propose an new approach to multivariate collective models based on asymptotic distibutions, since the modeling problems posed have large samples. Collective risk models play an important part in Risk Theory and in Actuarial Mathematics. Inference based on these models is centered on claims totals. However, the new approach has in mind a different kind of risk, the risk of forest fires, where the variables of interest are the number fires and the total burnt areas. As a result, a special case bivariate risk model is derived with this intent. Besides single models, structured families whose models correspond to the treatments of a base linear model are considered. This leads to an ANOVA-like situation where we don’t have to estimate the error, which enable to test the influence of several factors on the multivariate collective models mean vectors. Instead of F tests, we use χ2 tests, availing us of asymptotic distributions that lightens the treatment. To illustrate the approach, an application to forest fires in Portugal with real data is presented

Is Brazilian music getting more predictable? A statistical physics approach for different music genres

N/

Multivariate Collective Models: An application to forest fires in Portugal

Multivariate Collective Models: An application to forest fires in Portugal

Resilience, perception of parental support and socio-educational intervention strategies

Introduction: Resilience is a core variable in the context of studies on the psychosocial adjustment and school children and teenagers, and should be considered in the context of strategies to promote their well- being and quality of life. Objectives: To know the relationship between resilience, parental support and some sociodemographic variables; outline socio-educational intervention strategies in contexts of children’s lives. Methods: This is a non-experimental, correlational and cross-sectional study, having used a non- probabilistic convenience sample consisting of 150 children, aged between 10 and 16 years old, attending the 2nd and 3rd cycles of Basic Education. The gathering instruments were the Sociodemographic Questionnaire, Inventory Measuring State and Child Resilience (Martins, 2005) and Perception Parental Support Scale (Veiga, 2011). Results: Results show that there are signiicant differences in the values of the current, past and overall resilience, between the age groups children, revealing that children aged between 10 and 11 years have higher results in resilience than young people aged between 14 and 16 years. We also observed signiicant differences in the current resilience, depending on the parents’ marital status (higher when parents are married). We also observed positive and signiicant correlations between resilience and perception of parental support. Conclusions: Results are in line with the scientiic literature in the ield that highlights the key role of resilience in school and psychosocial adjustment of children, and should be considered within the design of socio-educational intervention strategies. Keywords: Resilience. Parental support. Attachmen