Search results for "Autore"
showing 10 items of 352 documents
Heritability of Spherical Equivalent
2010
Purpose To examine the heritability of spherical equivalent (SE) in older women. Design Population-based twin study. Participants Ninety monozygotic (MZ) and 86 dizygotic (DZ) female twin pairs aged 63 to 76 years who were born from 1924 through 1937. Methods Ocular refraction was measured using an autorefractor and controlled by the subjective method. The contributions of genetic and environmental factors to individual differences in SE were estimated by applying an independent pathway model to twin data. Main Outcome Measures Contribution of genetic and environmental effects to the variation in SE. Results Mean SE of the study population was 1.68 (standard deviation, ±1.82) with no differ…
Spatial econometrics and the hedonic pricing model: what about the temporal dimension
2014
Recent ready access to free software and toolbox applications is directly impacting spatial econometric modelling when working with geolocated data. Spatial econometric models are valuable tools for taking into account the possible latent structure of the price determination process and ensuring that the coefficients estimated are unbiased and efficient. However, mechanical applications can potentially bias estimated coefficients if spatial data is pooled over time because the applications consider the spatial dimension alone. Spatial models neglect the fact that data (e.g. real estate) may consist of a collection of spatial data pooled over time, and that time relations generate a unidirec…
Stochastic dynamical modelling of spot freight rates
2014
Based on empirical analysis of the Capesize and Panamax indices, we propose different continuous-time stochastic processes to model their dynamics. The models go beyond the standard geometric Brownian motion, and incorporate observed effects like heavy-tailed returns, stochastic volatility and memory. In particular, we suggest stochastic dynamics based on exponential Levy processes with normal inverse Gaussian distributed logarithmic returns. The Barndorff-Nielsen and Shephard stochastic volatility model is shown to capture time-varying volatility in the data. Finally, continuous-time autoregressive processes provide a class of models sufficiently rich to incorporate short-term persistence …
Spatial autocorrelation and the selection of simultaneous autoregressive models
2007
Aim Spatial autocorrelation is a frequent phenomenon in ecological data and can affect estimates of model coefficients and inference from statistical models. Here, we test the performance of three different simultaneous autoregressive (SAR) model types (spatial error = SAR err , lagged = SAR lag and mixed = SAR mix ) and common ordinary least squares (OLS) regression when accounting for spatial autocorrelation in species distribution data using four artificial data sets with known (but different) spatial autocorrelation structures. Methods We evaluate the performance of SAR models by examining spatial patterns in model residuals (with correlograms and residual maps), by comparing model para…
Granger causality analysis of sleep brain-heart interactions
2014
We studied the networks of Granger causality (GC) between the time series of cardiac vagal autonomic activity and brain wave activities, measured respectively as the normalized high frequency (HF) component of heart rate variability and EEG power in the δ, θ, α, Ï, β bands, computed in 10 healthy subjects during sleep. GC analysis was performed by vector autoregressive modeling, and significance of each link in the network was assessed using F-statistics. The whole-night analysis revealed the existence of a fully connected network of brain-heart and brain-brain interactions, with the à EEG power acting as a hub which conveys the largest number of GC links between the heart and brain n…
Investoru sentiments sociālajos medijos kā akciju cenu un tirdzniecības apjoma ietekmējošais faktors
2021
Pētījuma mērķis ir novērtēt investoru sentimentu sociālajos tīklos un pārliecināties vai investoru sentiments statistiski nozīmīgi ietekmē akciju cenu un tirdzniecības apjoma izmaiņu. Darbā aplūkots periods no 06.04.2016. līdz 29.04.2016, izmantojot augstas frekvences (stundas intervāla) datus par 36 “The Standard & Poor’s 500” indeksā iekļauto uzņēmumu akcijām. Sociālo mediju sentimenta aprēķināšanai ir izmantota vārdnīcu pieeja - konkrēti, R programmēšanas valodas bibliotēka “sentimentr”. Izmantojot vektoru autoregresijas (VAR) modeļus, iegūti statistiski nozīmīgi rezultāti, kas apliecina investora sentimenta ietekmi gan uz akciju ienesīgumu, gan uz tirdzniecības apjomu. Abos gadījumos ti…
Processi di autoregolazione dell'apprendimento e didattica orientativa. Learning Self-Regulation Processes and Guidance Didactics
2015
L'orientamento inteso come capacità di auto-dirigere se stessi nello studio e nel lavoro, in tutto il corso della propria vita, implica la necessità di sviluppare un complesso di competenze strategiche che risultano essere fondamentali per affrontare con successo il complesso quadro delle trasformazioni che investono il mondo del lavoro e della formazione. Il contributo affronta il rilievo delle capacità di autoregolazione nei processi di orientamento e presenta due metodologie (ALM e ADVP) utili a promuovere negli studenti della scuola secondaria l'autovalutazione di alcune competenze che sono alla base della capacità di dirigere se stessi nello studio e nel lavoro. Guidance, in the sense …
GARCH models with changes in variance: An approximation to risk measurements
2003
This study aims to model volatility as an approximation to an optimum measurement of stock market risk because of the importance of this concept for, among other things, the proper management of portfolios. Following the proposal of Lamoureux and Lastrapes (1990), the authors consider that the high degree of persistence detected in GARCH models arises from a poor specification of the equation of the variance due to not considering the possible deterministic changes in the unconditional variance of the financial series. To determine the point in time as well as the duration of these changes, the proposal made by Inclan and Tiao (1994) is used. As an empirical application, whether or not the …
Assessing commodity price risks and terms of trade exposures in emerging and developing countries
2020
This paper provides novel evidence on commodity exposure (impacts of commodity price and terms of trade fluctuations) amongst 46 emerging and developing countries (EMDCs) in Africa, Asia and the Latin American and Caribbean (LAC) region. We focus on the exposures of six macroeconomic variables to the commodity prices and terms of trade, based on the real business cycle (RBC) theory. Our empirical results indicate that, overall, about 10% of the macroeconomic variation amongst the EMDCs is due to commodity market-related exposures. The Asian and LAC economies are especially sensitive to changes in commodity prices. The changes in the prices of world trade have an imminent impact on non-commo…
Autorecupero: una pratica d’innovazione urbana?
2013
La questione abitativa ci sembra rappresentare uno dei campi problematici che più mette in discussione la visione e la concezione delle città, del vivere urbano e dell’abitare, ma anche i rapporti fra la disciplina urbanistica e la politica e le scelte di quest’ultima. L'articolo intende spiegare come l'autorecupero mostri la sua carica di innovazione, tanto dal punto di vista delle realtà urbane quanto per gli studi urbanistici.