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Paulo M.M. Rodrigues Antonio Rubia João Valle e Azevedo 《Journal of Statistical Computation and Simulation》2013,83(7):1373-1384
Testing the order of integration of economic and financial time series has become a conventional procedure prior to any modelling exercise. In this paper, we investigate and compare the finite sample properties of the frequency-domain tests proposed by Robinson [Efficient tests of nonstationary hypotheses, J. Amer. Statist. Assoc. 89(428) (1994), pp. 1420–1437] and the time-domain procedure proposed by Hassler, Rodrigues, and Rubia [Testing for general fractional integration in the time domain, Econometric Theory 25 (2009), pp. 1793–1828] when applied to seasonal data. The results presented are of empirical relevance as they provide some guidance regarding the finite sample properties of these tests. 相似文献
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We consider estimation and goodness-of-fit tests in GARCH models with innovations following a heavy-tailed and possibly asymmetric distribution. Although the method is fairly general and applies to GARCH models with arbitrary innovation distribution, we consider as special instances the stable Paretian, the variance gamma, and the normal inverse Gaussian distribution. Exploiting the simple structure of the characteristic function of these distributions, we propose minimum distance estimation based on the empirical characteristic function of properly standardized GARCH-residuals. The finite-sample results presented facilitate comparison with existing methods, while the new procedures are also applied to real data from the financial market. 相似文献
45.
Evangelista WL de Fátima Tinoco I de Souza AP Minette LJ da Costa Baeta F da Silva EP de Oliveira LA 《Work (Reading, Mass.)》2012,41(Z1):5392-5394
Companies have increasingly sought strategies that will ensure a more competitive position in the marketplace. Among these strategies adopted by companies include the health and welfare of the worker, factors currently valued by consumers, especially those of most demanding market. Thus, the postural analysis is of great importance and interest because it is the study of positioning related to body parts like head, torso and limbs, capable of producing loads that may be excessive or insufficient causing disturbances in the muscle skeletal system worker. The aim of this study was to perform a postural analysis of the main sectors of workers (slaughter, cutting room, special cuts, packaging and dispatch) of a typical refrigerator pig industry in Brazil during the execution of their daily activities as well as developing proposals to minimize and/or eliminate the diseases and accidents. The study followed the safety norms of Brazilian Ministry of Labor and Employment. The posture analysis used the OWAS (Ovako Working Posture Analyzing System) methodology. The postures assumed by workers in the sector of packaging were as the most in need of emergency and quick action. 相似文献
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Gianpiero Dalla Zuanna Alessandra De Rose Filomena Racioppi 《Journal of Population Research》2005,22(1):21-48
During the last two decades of the twentieth century, Italy, Greece, Spain, Portugal, and Japan were characterized by very
low fertility levels and limited diffusion of the pill, IUD and sterilization for contraceptive purposes. This paradox is
discussed for Italy by revisiting the history of contraception and reproduction during the second half of the twentieth century,
and by using new data for the end of that century and the early twenty-first century. The main results are: (1) it has been
possible to maintain low rates of planned and unplanned fertility without resorting to more effective contraceptive methods
thanks to a careful use ofcoitus interruptus; (2) the pace of diffusion of the pill and IUD was so slow because of the opposition to contraception of the Catholic Church,
a gender system emphasizing traditional male and female roles, and a medical culture that made physicians reluctant to prescribe
the pill for their patients; and (3) the contraceptive patterns of Italian women born after 1960 are more similar to those
of their Western counterparts, although new peculiarities appear, for example, substantial reliance on the condom by people
living as couples as well as sexually active singles. 相似文献
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Twelve-month old infants (N = 76) experienced 4 situations of unresponsiveness in which their mothers and a stranger directed positive attention toward a doll or a picture book while they ignored the infant. Infants demonstrated more protest, negative vocalizations and inhibited play during the doll condition, particularly if the doll was held by the mother. Infant contacts with the mother were more frequent when the mother held the doll. Infants' distress during the mother/doll condition was interpreted as jealousy. 相似文献
50.
Marco Dondi Daniel Messinger Marta Colle Alessia Tabasso Francesca Simion Beatrice Dalla Barba Alan Fogel 《Infancy》2007,12(3):235-255
To better understand the form and recognizability of neonatal smiling, 32 newborns (14 girls; M = 25.6 hr) were videorecorded in the behavioral states of alertness, drowsiness, active sleep, and quiet sleep. Baby Facial Action Coding System coding of both lip corner raising (simple or non‐Duchenne) and lip corner raising with cheek raising (Duchenne smile) was followed by a smile recognition task using 48 naive observers. Both types of smiles were detected in all behavioral states. Lip corner raising with cheek raising (Duchenne smiling) tended to predominate in active (rapid eye movement) sleep, suggesting a potential tie to early constituents of emotion. A significant portion of the typically briefer lip corner raising distinguished by expert coders was not recognized as smiling by the naive observers. These briefer actions may represent a motor phenomenon idiosyncratic to the neonatal period. 相似文献