BAYESIAN ANALYSIS OF CONDITIONAL AUTORIEGRESSIVE MODELS

Conditionally autoregressive (CAR) models have been extensively used for the analysis of spatial data in diverse areas, such as demography, economy, epidemiology and geography, as models for both latent and observed variables. In the latter case, the most common inferential method has been maximum likelihood, and the Bayesian approach has not been used much. This work proposes default (automatic) Bayesian analyses of CAR models. Two versions of Jereys prior, the independence Jereys and Jereysrule priors, are derived for the parameters of CAR models and properties of the priors and resulting posterior distributions are obtained. The two priors and their respective posteriors are compared based on simulated data. Also, frequentist properties of inferences based on maximum likelihood are compared with those based on the Jereys priors and the uniform prior. Finally, the proposed Bayesian analysis is illustraded by tting a CAR model to a phosphate dataset from an archeological region.CAR model; Eigenvalues and eigenvectors; Frequentist properties; Integrated likelihood; Maximum likelihood; Spatial data; Weight matrix.

Maximum Lilkelihood and Restricted Maximum Likelihood Estimation for a Class of Gaussian Markov Random Fields

This work describes a Gaussian Markov random field model that includes several previously proposed models, and studies properties of their maximum likelihood (ML) and restricted maximum likelihood (REML) estimators in a special case. Specifically, for models where a particular relation holds between the regression and precision matrices of the model, we provide sufficient conditions for existence and uniqueness of ML and REML estimators of the covariance parameters, and provide a straightforward way to compute them. It is found that the ML estimator always exists while the REML estimator may not exist with positive probability. A numerical comparison suggests that for this model ML estimators of covariance parameters have, overall, better frequentist properties than REML estimators.Eigenvalues and eigenvectors; Profile likelihood; Restricted likelihood; Spatial data.

Fatores comuns e variáveis não observáveis na dinâmica das taxas de câmbio

Dissertação (mestrado)—Universidade de Brasília, Faculdade de Economia, Administração e Contabilidade, Departamento de Economia, Programa de Pós-Graduação em Ciências Econômicas, 2019.Este artigo estuda variáveis não observáveis presentes na dinâmica da taxa de câmbio, usando modelos de fatores para extração de uma dinâmica comum para mais de 20 taxas de câmbio. A principal contribuição é o uso de técnicas supervisionadas de aprendizado de máquina, a fim de identificar as variáveis subjacentes que conduzem a dinâmica não observável de um painel feito com 26 taxas de câmbio usando um modelo de lasso rigoroso. A maioria dos resultados está correlacionada com a teoria macroeconômica e financeira.Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq).This paper studies non-observable variables in the exchange rate dynamics using factor models in order to extract a common dynamic from more than 20 exchange rates. The main contribution is the use of supervised machine learning techniques in order to identify the underlining variables that drive the non-observable dynamics of a panel made with 26 exchange rates using a rigorous lasso model. Most of the results are correlated with macroeconomic and financial theory

RESPEITO, HUMILDADE, PROCEDER E RESPONSABILIDADE: A CATEGORIA "SUJEITO-HOMEM" COMO APROXIMAÇÃO ENTRE “MUNDO DO CRIME” E MASCULINIDADES PERFORMATIVAS

This work is situated at the interface of three contemporary sociological debates: youth, masculinities, and the 'world of crime.' Starting from na ethnographic research with young people undergoing socio-educational measures in an open environment in São Carlos (a city located  in the interior of São Paulo), I propose a reflection on the category 'subject-man.' Considering the perspective that there are multiple performances of masculinities, my focus is to explore how the elements of these masculinities permeate practices, sociability, and experiences in the “world of crime” (FELTRAN, 2008a). To do this, I will explore the category of “subject-man” as a specific case of this joint thinking. The “subject-man” is a young adult who evokes signs of respect, humility, proceder, and responsibility in carrying out his performance.Este trabalho se insere na interface de três debates sociológicos contemporâneos: juventudes, masculinidades e “mundo do crime”. Partindo de uma pesquisa etnográfica com jovens em cumprimento de medidas socioeducativas em meio aberto em São Carlos (cidade do interior de São Paulo), proponho uma reflexão acerca da categoria  “sujeito-homem”. Considerando a perspectiva de que existem múltiplas performances de masculinidades, o meu foco é refletir em como os elementos dessas masculinidades atravessam as práticas, sociabilidades e experiências no “mundo do crime” (FELTRAN, 2008a). Para isso, irei explorar a categoria de “sujeito-homem” como um caso específico desse pensamento conjunto. O “sujeito-homem” é um jovem adulto, que  evoca signos de respeito, humildade, proceder e responsabilidade ao realizar sua performance