A BOOTSTRAP APPROACH TO TEST THE CONDITIONAL SYMMETRY IN TIME SERIES MODELS

This paper discusses how to test for conditional symmetry in time seriesregression models. To that end, we utilize the Bai and Ng test. We also examinethe performance of some popular (unconditional) symmetry tests for observationswhen applied to regression residuals. The tests considered include the coeficientof skewness, a joint test of the third and fifth moments, the Runs test, the Wilcoxonsigned-rank test and the Triples test. An easy-to-implement symmetric bootstrapprocedure is proposed to calculate critical values for these tests. Consistency of thebootstrap procedure will be shown. A simple Monte Carlo experiment isconducted to explore the finite-sample properties of all the tests.Near Epoch Dependence; Nonparametric tests; Conditional symmetry; Boot- strap; Monte Carlo simulation

Specification Tests for the Distribution of Errors in Nonoarametric Regression: A Martingale Approach

We discuss how to test whether the distribution of regression errors belongs to a parametric family of continuous distribution functions, making no parametric assumption about the conditional mean or the conditional variance in the regression model. We propose using test statistics that are based on a martingale transform of the estimated empirical process. We prove that these statistics are asymptotically distribution-free, and two Monte Carlo experiments show that they work reasonably well in practice.Specification Tests; Nonparametric Regression; Empirical Processes.

Codes of Best Practice in Competitive Markets for Managers

We study firms' corporate governance in environments where possibly heterogeneous shareholders compete for possibly heterogeneous managers. A firm, formed by a shareholder and a manager, can sign either an incentive contract or a contract including a Code of Best Practice. A Code allows for a better manager's control but makes manager's decisions hard to react when market conditions change. It tends to be adopted in markets with low volatility and in low-competitive environments. The firms with the best projects tend to adopt the Code when managers are not too heterogeneous while the best managers tend to be hired through incentive contracts when the projects are similar. Although the matching between shareholders and managers is often positively assortative, the shareholders with the best projects might be willing to renounce to hire the best managers, signing contracts including Codes with lower-ability managers.Corporate Governance, Incentives, Moral Hazard, Matching model

Motion-Based Design of Passive Damping Devices to Mitigate Wind-Induced Vibrations in Stay Cables

Wind action can induce large amplitude vibrations in the stay cables of bridges. To reduce the vibration level of these structural elements, different types of passive damping devices are usually installed. In this paper, a motion-based design method is proposed and implemented in order to achieve the optimum design of different passive damping devices for stay cables under wind action. According to this method, the design problem is transformed into an optimization problem. Thus, its main aim is to minimize the different terms of a multi-objective function, considering as design variables the characteristic parameters of each considered passive damping device. The multi-objective function is defined in terms of the scaled characteristic parameters, one single-function for each parameter, and an additional function that checks the compliance of the considered design criterion. Genetic algorithms are considered as a global optimization method. Three passive damping devices have been studied herein: viscous, elastomeric and friction dampers. As a benchmark structure, the Alamillo bridge (Seville, Spain), is considered in order to validate the performance of the proposed method. Finally, the parameters of the damping devices designed according to this proposal are successfully compared with the results provided by a conventional design method

Numerical analysis of rapid drawdown: applications in real cases

In this study, rapid drawdown scenarios were analyzed by means of numerical examples as well as modeling of real cases with in situ measurements. The aim of the study was to evaluate different approaches available for calculating pore water pressure distributions during and after a drawdown. To do that, a single slope subjected to a drawdown was first analyzed under different calculation alternatives, and numerical results were discussed. Simple methods, such as undrained analysis and pure flow analysis, implicitly assuming a rigid soil skeleton, lead to significant errors in pore water pressure distributions when compared with coupled flow-deformation analysis. A similar analysis was performed for the upstream slope of the Glen Shira Dam, Scotland, and numerical results were compared with field measurements during a controlled drawdown. Field records indicate that classical undrained calculations are conservative but unrealistic. Then, a recent case of a major landslide triggered by a rapid drawdown in a reservoir was interpreted. A key aspect of the case was the correct characterization of permeability of a representative soil profile. This was achieved by combining laboratory test results and a back analysis of pore water pressure time records during a period of reservoir water level fluctuations. The results highlight the difficulty of predicting whether the pore water pressure is overestimated or underestimated when using simplified approaches, and it is concluded that predicting the pore water pressure distribution in a slope after a rapid drawdown requires a coupled flow-deformation analysis in saturated and unsaturated porous media.Peer ReviewedPostprint (published version

Criteria for rapid sliding I.: a review of Vaiont case

Vaiont slide has been represented by a model of two interacting evolutive wedges. Mass conservation during the motion implies that the upper wedge transfers mass to the lower one through an internal shearing plane. The model respects available in situ observations. It was formulated in dynamics terms. Outcomes of the analysis are the determination of safety factors of the valley before dam impoundment, and the calculation of run-out distance once the motion starts. Rock strength degradation as motion develops has also been included. This degradation, even if it is intense, was unable to explain the very high estimated landslide velocities.Peer ReviewedPostprint (author's final draft

Slope stability in slightly fissured claystones and marls

The final publication is available at Springer via http://dx.doi.org/10.1007/s10346-014-0526-5The paper deals with the behavior of some characteristic soft rocks found in the Iberian Peninsula. In geological terms, they belong to Tertiary basins, the Keuper period and the Jurassic-Cretacic transition. The discussion is organized around the following aspects: (a) the intact material and its brittle behavior; (b) the weathering action of atmospheric events; (c) the persistent discontinuities and scale effects; and (d) the modification of strength after failure. In all cases, instability phenomena are addressed in connection with several case histories. Regarding material brittleness and the initial stress state, two cases of first time failures are discussed. Practical implications concerning the selection of operative strength will be given. Field observations of the relevance of weathering and, also, on the rate of weathering, are given for a Weald claystone. Field observations emphasize the importance of sharp transitions between weathered and intact (or slightly weathered) levels. A recent long-term laboratory investigation on the nature of degradation will be summarized. Macroscopic variables such as stiffness and tensile strength have been found to be uniquely predicted by a degradation law in terms of the accumulated plastic deformations. Persistent discontinuities and, in particular, sedimentation planes play a dominant role to explain slope failures not related to the shallow failures, usually associated with weathered profiles. The strength of discontinuities in a Weald formation was investigated by means of tests performed at two scales. Finally, the evolution in time of residual strength induced by chemical actions, associated with groundwater flow, is highlighted in connection with actual field data of unstable slopes.Peer ReviewedPostprint (author's final draft

Criteria for rapid sliding II.: thermo-hydro-mechanical and scale effects in Vaiont case

Thermally induced excess pore pressures have been included into a two-wedge evolutive model of Vaiont landslide. The problem requires the solution of a system of four coupled balance equations for the shear bands and the surrounding rock as well as the joint equation of motion of the entire slide. The model predicts the high velocities observed and is consistent with other data (slide geometry, residual strength, and conditions on the sliding surface). The interpretation of a sensitivity analysis suggests that there exists a threshold permeability band, in the range 10- 8 to 10- 10 m/s, which separates potentially fast motions from slow motions. This conclusion is maintained if the scale of the landslide is reduced.Peer ReviewedPostprint (author's final draft

Effect of Vinyl Flooring on the Modal Properties of a Steel Footbridge

Damping ratios associated with non structural elements play an important role in mitigating the pedestrian-induced vibrations of slender footbridges. In particular, this paper analyses the effect of vinyl flooring on the modal parameters of steel footbridges. Motivated by the unexpected high experimental damping ratios of the first vibration modes of a real footbridge, whose deck was covered by a vinyl flooring, this paper aims at assessing more accurately the experimental damping ratios generated by this non-structural element on steel footbridges. For this purpose, a laboratory footbridge was built and vinyl flooring was installed on it. Its numerical and experimental modal parameters without and with the vinyl flooring were determined. The operational modal analysis method was used to estimate experimentally the modal parameters of the structure. The damping ratios associated with the vinyl flooring were obtained via the substraction between the experimental damping ratios of the laboratory footbridge with and without the vinyl flooring. An average increase of the damping ratios of 2.069% was observed due to the vinyl flooring installed. According to this result, this type of pavement may be a useful tool to significantly increase the damping ratios of steel footbridges in order to reduce pedestrian-induced vibrationsMinisterio de Economía y Competitividad DPI2014-53947-RFondo Europeo de Desarrollo Regional DPI2014-53947-

Repetitive Movements in Melon Cultivation Workers under Greenhouses

Musculoskeletal disorders cause serious problems that affect workers in many sectors. The objective of this study is the ergonomic analysis of melon cultivation farmers in Almeria-type greenhouses. For this, the rapid upper limb assessment (RULA) method has been applied after carrying out a detailed process of observing the farmers’ tasks. The study shows that 65% of the postures have a very-high-risk level, 26% high, 9% average, and no posture is found with a low risk. They also show that in 69.57% of the postures, the upper limbs are less affected than the others such as the neck, trunk, and lower limbs. Measures are proposed to improve the working conditions for workers