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Testing for super-exogeneity in the presence of common deterministic shifts
(Escola de Pós-Graduação em Economia da FGV, 2001-11-22)
This paper introduces the concept of common deterministic shifts (CDS). This concept is simple, intuitive and relates to the common structure of shifts or policy interventions. We propose a Reduced Rank technique to ...
Asymptotic theory for maximum likelihood estimates in reduced-rank multivariate generalized linear models
(Taylor & Francis Ltd, 2018-09)
Reduced-rank regression is a dimensionality reduction method with many applications. The asymptotic theory for reduced rank estimators of parameter matrices in multivariate linear models has been studied extensively. In ...
Cointegration: Bayesian Significance Test
(TAYLOR & FRANCIS INCPHILADELPHIA, 2012)
To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926). To deal with this problem, one can work either with differenced series or ...
Short communication: Principal components and factor analytic models for test-day milk yield in Brazilian Holstein cattle
(Elsevier B.V., 2012-04-01)
A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the ...
Short communication: Principal components and factor analytic models for test-day milk yield in Brazilian Holstein cattle
(ELSEVIER SCIENCE INCNEW YORK, 2012)
A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the ...
Short communication: Principal components and factor analytic models for test-day milk yield in Brazilian Holstein cattle
(Elsevier B.V., 2012-04-01)
A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the ...
Confiabilidade do valor genético predito em diferentes populações
(Universidade Federal de Santa MariaBrasilZootecniaUFSMPrograma de Pós-Graduação em ZootecniaCentro de Ciências Rurais, 2018-02-26)
The purpose of this study was to evaluate the effect of reducing the number of lactation controls on the accuracy of the prediction of the genetic value of the animals. The database provided by the Brazilian Association ...