Inferencia asintótica insesgada para un modelo panel VAR con p rezagos

Los estimadores de los parámetros de un modelo panel dinámico de efectos fijos son sesgados debido al problema de parámetros incidentales. Al respecto, Hahn y Kuersteiner (2002) proponen un estimador para corregir este problema. Sin embargo, ellos consideran únicamente un modelo panel VAR con un sólo un rezago. En este documento analizamos las propiedades asintóticas y de muestra pequeña del estimador corregido por sesgo para un caso más general, un modelo PVAR con p rezagos. Los resultados de las simulaciones indican que el estimador corregido por sesgo tiene un mejor desempeño con respecto al estimador panel VAR MCO cuando la dimensión temporal de la muestra (T) es pequeña, y cuando la persistencia del modelo es baja. En estos casos, el estimador propuesto presenta una disminución significativa en términos de sesgo, y de error cuadrático medio.Panel dynamic estimators with fixed effects are biased due to the incidental parameters problem. At this regard, Hahn and Kuersteiner (2002) proposed an estimator to correct this issue. However, they only consider a panel VAR (PVAR) model with one lag. In this paper we extend this bias correction, its asymptotic and small sample properties for a more general case, a PVAR model with p lags. The simulation results indicate that the bias corrected estimator outperforms the OLS panel VAR estimator when sample size in time dimension is small, and when the persistence of the model is low. In these cases, the proposed estimator improves significantly in terms of both, the reduction of bias and mean square error.Inferencia asintótica insesgada para un modelo panel VAR con p rezagos Resumen no técnico Enfoque En este documento se propone un estimador de mínimos cuadrados ordinarios de efectos fijos, corregido por sesgo para un vector autoregresivo panel con p rezagos. Un panel es una colección de datos para más de un individuo, en más de un periodo. Por ejemplo, los datos de ingreso tributario, el índice de apertura y el flujo de migración desde el 2000 para todos los países de Latinoamérica constituirían un panel, donde los individuos serían cada uno de los países de Latinoamérica y la unidad de tiempo todos los meses desde el 2000. Por otro lado, un vector autoregresivo permite analizar la interdependencia temporal entre varias variables. Esto es, supongamos que tenemos un vector compuesto por las variables descritas en el anterior ejemplo para Argentina desde el 2000. Un vector autoregresivo explica el comportamiento de cada una de estas variables en función de sus propios rezagos y el de las otras variables en el caso argentino. Ahora, un vector autoregresivo panel permite estudiar esta interdependencia para varios individuos, es decir, en lugar de contemplar únicamente el caso argentino este tipo de modelos nos permite estudiar la dinámica de estas variables para todos los países de la región. Contribución Es importante notar que el estimador de mínimos cuadrados ordinarios, sin efectuar ninguna corrección, es sesgado en este caso. La metodología propuesta corresponde a una extensión de la sugerida por Hahn y Kuersteiner (2002) quienes la desarrollaron para un modelo con un único rezago. En nuestro trabajo se encuentra la distribución del estimador corregido por sesgo para muestras grandes y también evaluamos sus propiedades de muestra pequeña mediante experimentos Monte Carlo en el caso más general con p rezagos. Texto destacado: El estimador desarrollado en este documento tiene un mejor rendimiento que el tradicional. Resultados Los resultados de las simulaciones indican que, en comparación con el estimador de mínimos cuadrados, el estimador propuesto presenta un menor sesgo y un menor error cuadrático medio. Esto quiere decir que el estimador desarrollado en este documento tiene un mejor rendimiento que el tradicional

Size dependent word frequencies and translational invariance of books

It is shown that a real novel shares many characteristic features with a null model in which the words are randomly distributed throughout the text. Such a common feature is a certain translational invariance of the text. Another is that the functional form of the word-frequency distribution of a novel depends on the length of the text in the same way as the null model. This means that an approximate power-law tail ascribed to the data will have an exponent which changes with the size of the text-section which is analyzed. A further consequence is that a novel cannot be described by text-evolution models like the Simon model. The size-transformation of a novel is found to be well described by a specific Random Book Transformation. This size transformation in addition enables a more precise determination of the functional form of the word-frequency distribution. The implications of the results are discussed.Comment: 10 pages, 2 appendices (6 pages), 5 figure

A nulidade em casos de gun jumping

Monografia (graduação)—Universidade de Brasília, Faculdade de Direito, 2014.O escopo do presente trabalho será analisar a pena de nulidade em casos de gun jumping – que pode ser brevemente definido como uma infração ao dever de notificação prévia, seja por consumação prematura da operação ou por troca indevida de informações sensíveis, antes de autorizada a operação. Tal ilícito é uma decorrência do sistema de análise prévia adotado na Lei Antitruste brasileira (Lei nº 12.529/2011). Após melhor desenhada a definição de gun jumping, discorrer-se-á sobre a incidência da pena de nulidade prevista no art. 88, §3º, da Lei Antitruste. Porém, até o presente momento, embora já tenha havido quatro condenações pelo referido ilícito, nunca houve a decretação de nulidade. Diante da complexidade da questão, há autores que defendem que a lei quando se refere à nulidade, refere-se ela, na verdade, à anulabilidade. Tais controvérsias doutrinárias revelaram a necessidade de se analisar com cautela a “teoria das nulidades”. Como tal sanção não abarca todos os atos de gun jumping, faz-se necessário saber seu escopo, e assim, poderão ser enfrentadas as diferentes sugestões, encarados os entraves práticos, analisado o panorama atual do CADE e propostos novos caminhos ao sistema

New psychological therapies for Irritable Bowel Syndrome:Mindfulness and acceptance and commitment therapy (ACT)

The current goal of treatment in irritable bowel syndrome (IBS) focuses primarily on symptom management and attempts to improve quality of life. Several treatments are at the disposal of physicians; lifestyle and dietary management, pharmacological treatments and psychological interventions are the most used and recommended. Psychological treatments have been proposed as viable alternatives or compliments to existing care models. Most forms of psychological therapies studied have been shown to be helpful in reducing symptoms and in improving the psychological component of anxiety/depression and health-related quality of life. According to current NICE/NHS guidelines, physicians should consider referral for psychological treatment in patients who do not respond to pharmacotherapy for a period of 12 months and develop a continuing symptom profile (described as refractory irritable bowel syndrome). Cognitive behavioral therapy (CBT) is the best studied treatment and seems to be the most promising therapeutic approach. However, some studies have challenged the effectiveness of this therapy for irritable bowel syndrome. One study concluded that cognitive behavioral therapy is no more effective than attention placebo control condition and another study showed that the beneficial effects wane after six months of follow-up. A review of mind/body approaches to irritable bowel syndrome has therefore suggested that alternate strategies targeting mechanisms other than thought content change might be helpful, specifically mindfulness and acceptance-based approaches. In this article we review these new psychological treatment approaches in an attempt to raise awareness of alternative treatments to gastroenterologists that treat this clinical syndrome

The meta book and size-dependent properties of written language

Evidence is given for a systematic text-length dependence of the power-law index gamma of a single book. The estimated gamma values are consistent with a monotonic decrease from 2 to 1 with increasing length of a text. A direct connection to an extended Heap's law is explored. The infinite book limit is, as a consequence, proposed to be given by gamma = 1 instead of the value gamma=2 expected if the Zipf's law was ubiquitously applicable. In addition we explore the idea that the systematic text-length dependence can be described by a meta book concept, which is an abstract representation reflecting the word-frequency structure of a text. According to this concept the word-frequency distribution of a text, with a certain length written by a single author, has the same characteristics as a text of the same length pulled out from an imaginary complete infinite corpus written by the same author.Comment: 7 pages, 6 figures, 1 tabl

Lighting up the LHC with Dark Matter

We show that simultaneously explaining dark matter and the observed value of the muon's magnetic dipole moment may lead to yet unexplored photon signals at the LHC. We consider the Minimal Supersymmetric Standard Model with electroweakino masses in the few-to-several hundred GeV range, and opposite sign of the Bino mass parameter with respect to both the Higgsino and Wino mass parameters. In such region of parameter space, the spin-independent elastic scattering cross section of a Bino-like dark matter candidate in direct detection experiment is suppressed by cancellations between different amplitudes, and the observed dark matter relic density can be realized via Bino-Wino co-annihilation. Moreover, the observed value of the muon's magnetic dipole moment can be explained by Bino and Wino loop contributions. Interestingly, "radiative" decays of Wino-like neutralinos into the lightest neutralino and a photon are enhanced, whereas decays into leptons are suppressed. While these decay patterns weaken the reach of multi-lepton searches at the LHC, the radiative decay opens a new window for probing dark matter at the LHC through the exploration of parameter space regions beyond those currently accessible. To complement the current electroweakino searches, we propose searching for a single (soft) photon plus missing transverse energy, accompanied by a hard initial state radiation jet

Descripción de campos migratorios internos colombianos usando análisis de redes sociales

La migración es un fenómeno complejo que requiere del análisis exhaustivo mediante diferentes métodos que incluyan cuestiones demográficas y territoriales, y que además permitan obtener información relevante para establecer la conexión entre los migrantes y el territorio. El Análisis de Redes Sociales (SNA en Inglés) como herramienta de relación entre entidades, personas o grupos, proporciona una visión poco estudiada sobre los campos y sitemas migratorios que comúnmente se establecen con medidas de intensidad propias de la demografía (Courgeau, 1970). Así estas medidas no consideran que los sistemas relacionales consideren espacios o territorios contiguos y no contiguos como parte de un fenómeno intenso y dinámico. El objetivo de este artículo es explorar el uso de la metodología del SNA en la descripción de los campos migratorios y centralidades usando datos del censo de Colombia sobre la migración intermunicipal. Los resultados muestran como la determinación de estos campos es posible pero a su vez muestra las diferencias que existen en el cálculo dependiendo de los algoritmos usados.Migration is a complex phenomenon that requires an extensive analysis using different methods that involve demographical and territorial issues and allows obtaining relevant information to set the connection between migrants and territory. Social Network Analysis (SNA) as a tool of entities' relation, gives an overview that in general is less studied involving the migratory systems and fields which are commonly established using demographic measures mainly (Courgeau, 1970). Thus, it does not take into account relational systems that consider contiguous spaces or territories as a part of an intense and dynamic phenomenon. The main purpose of this work is to explore the use of the SNA methodology in order to describe migratory fields and network centralities using census data counting migration between Colombian municipalities. The results show how the determination of those fields is possible but at the same time, it shows the differences drawn by the algorithms

The identification of runs of homozygosity give a focus on the genetic diversity and the adaptation of the "Charolais de Cuba" cattle

Altres ajuts: CERCA Programme/Generalitat de Catalunya.Inbreeding and effective population size (Ne) are fundamental indicators for the management and conservation of genetic diversity in populations. Genomic inbreeding gives accurate estimates of inbreeding, and the Ne determines the rate of the loss of genetic variation. The objective of this work was to study the distribution of runs of homozygosity (ROHs) in order to estimate genomic inbreeding (FROH) and an effective population size using 38,789 Single Nucleotide Polymorphisms (SNPs) from the Illumina Bovine 50K BeadChip in 86 samples from populations of Charolais de Cuba (n = 40) cattle and to compare this information with French (n = 20) and British Charolais (n = 26) populations. In the Cuban, French, and British Charolais populations, the average estimated genomic inbreeding values using the FROH statistics were 5.7%, 3.4%, and 4%, respectively. The dispersion measured by variation coefficient was high at 43.9%, 37.0%, and 54.2%, respectively. The effective population size experienced a very similar decline during the last century in Charolais de Cuba (from 139 to 23 individuals), in French Charolais (from 142 to 12), and in British Charolais (from 145 to 14) for the ~20 last generations. However, the high variability found in the ROH indicators and FROH reveals an opportunity for maintaining the genetic diversity of this breed with an adequate mating strategy, which can be favored with the use of molecular markers. Moreover, the detected ROH were compared to previous results obtained on the detection of signatures of selection in the same breed. Some of the observed signatures were confirmed by the ROHs, emphasizing the process of adaptation to tropical climate experienced by the Charolais de Cuba population

Improving road transport operations using lean thinking

This paper documents a case study where the transport operations of a word leading provider of paper-based packaging solutions operating in Bogota, Colombia, were measured and improved using lean concepts, methods and tools. The methodology consisted of: (1) direct observations of the transport operations; (2) collection and analysis of data; (3) creation of a Transportation Value Stream Map (TVSM); (4) measurement of the Transportation Overall Vehicle Effectiveness (TOVE); and (5) proposal of improvement recommendations. The TVSM identified six wastes: waiting, resource utilisation, excess movement, over-production, over-processing and behavioural. The TOVE measure resulted in an efficiency of 54%. The study proposed improvement recommendations based on the results of the TVSM and TOVE.N/