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| Hodgson, Douglas J.; Linton, Oliver; Vorkink, Keith. |
| We apply semiparametric efficient estimation procedures for a seemingly unrelated regression model where the multivariate error density is elliptically symmetric to study the efficiency of the foreign exchange market. We consider both cointegrating regressions and standard stationary regressions. The elliptical symmetry assumption allows us to avoid the curse of dimensionality problem that typically arises in multivariate semiparametric estimation procedures, because the multivariate elliptically symmetric density function can be written as a function of a scalar transformation of the observed multivariate data. We test the unbiasedness hypothesis on both weekly and daily exchange rate data and strongly reject unbiasedness at the weekly horizon, but fail... |
| Tipo: Journal Article |
Palavras-chave: Forward exchange market; Time series econometrics; Nonparametric statistics; C22. |
| Ano: 2004 |
URL: http://purl.umn.edu/43548 |
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| SILVA,JULIANNA M.; LIMA,PAULO R.L.; SOUZA,FERNANDA V.D.; LEDO,CARLOS A.S.; SOUZA,EVERTON H.; PESTANA,KATIA N.; FERREIRA,CLÁUDIA F.. |
| Abstract: Due to the increasing search for renewable resources, plant fibers have become an alternative when creating new products. Studies demonstrate the potential use of pineapple fibers in composites. The objective of this work was to evaluate the genetic diversity and verify any association between ISSR (Inter Simple Sequence Repeats) bands and quality of pineapple fibers for use in cements in the civil construction. The study analyzed the genetic variability of 11 pineapple genotypes, as well as the possible association of 131 bands from 16 ISSR markers with fiber quality characteristics. Eleven bands were selected based on their high correlations (0.64578* to 0.72457*) with three fiber quality variables. Of these, two bands were purified, sequenced,... |
| Tipo: Info:eu-repo/semantics/article |
Palavras-chave: Ananas comosus (L.) Merr.; Civil construction; Genetic diversity; DNA markers; Nonparametric statistics. |
| Ano: 2019 |
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652019000500862 |
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| PACHECO,PAULO S.; RESTLE,JOÃO; PASCOAL,LEONIR L.; VAZ,FABIANO N.; VAZ,RICARDO Z.; VALENÇA,KAROLINE G.; OLEGARIO,JANAINE L.. |
| The objective of this study was to evaluate the risk of feedlot finishing of steers (22.8 months) and young steers (15.2 months), using or not a correlation between the random input variables (data collected from 2004 to 2010) in the simulation of the Net Present Value (NPV) financial indicator. The animals were fed a diet containing roughage:concentrate ratio of 60:40 for 34 and 143 days, respectively, until they had reached a predetermined slaughter weight of 430 kg. For the NPV simulation, Latin Hypercube sampling was used, with 2000 interactions. The stochastic dominance analysis, test of differences between pairs of curves of cumulative distributions and sensitivity analysis were carried out. The NPV simulation using the correlation resulted in the... |
| Tipo: Info:eu-repo/semantics/article |
Palavras-chave: Investment analysis; Investment projects; Monte Carlo simulation; Nonparametric statistics; Probabilistic analysis; Production of young bulls. |
| Ano: 2014 |
URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0001-37652014000200945 |
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