Pub Date : 2014-03-24DOI: 10.12660/BRE.V33N22013.17176
Pedro L. Valls Pereira, Heleno Piazentini Vieira
This paper studies the Brazilian business cycles in the period of 1900 to 2012. Since the quarterly series of the actual GDP only starts in 1980 we had to build the series for the period of 1900 to 1979, using the time series structural model with temporal disaggregation for the first period. After that, a Markov switching model is proposed to build a chronology of the business cycles. The chosen model has two separate regimes with different scenarios of expansion and recession, and the dating carried out in this paper is compared with other studies on the theme, and characterizations for the growth phases that can support studies of the economic history in Brazil are proposed.
{"title":"A Study of the Brazilian business cycles (1900 – 2012)","authors":"Pedro L. Valls Pereira, Heleno Piazentini Vieira","doi":"10.12660/BRE.V33N22013.17176","DOIUrl":"https://doi.org/10.12660/BRE.V33N22013.17176","url":null,"abstract":"This paper studies the Brazilian business cycles in the period of 1900 to 2012. Since the quarterly series of the actual GDP only starts in 1980 we had to build the series for the period of 1900 to 1979, using the time series structural model with temporal disaggregation for the first period. After that, a Markov switching model is proposed to build a chronology of the business cycles. The chosen model has two separate regimes with different scenarios of expansion and recession, and the dating carried out in this paper is compared with other studies on the theme, and characterizations for the growth phases that can support studies of the economic history in Brazil are proposed.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"28 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133278366","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2014-03-24DOI: 10.12660/BRE.V32N22012.13534
M. Laurini, R. Mauad
The pricing models for interest rates derivatives largely used today employ, many times,excessively restrictive premises in regards to the underlying assets' volatility. The Black and Scholes and the Vasicek methods, for example, consider the variance of the series as constant in time and among different maturities, assumption that may not be themost adequate in all cases. In this paper we discuss the non-parametric estimation of the volatility function using a kernel regression technique and later the pricing of options in a Gaussian HJM model. We analyzed different possible specifications for the non-parametric estimation using the Monte Carlo simulations to price options on zero coupon bonds. We also carried out an empirical study using the proposed methodologyfor the pricing of IDI Index options in the Brazilian market..
{"title":"Non-Parametric Pricing of Interest Rates Options","authors":"M. Laurini, R. Mauad","doi":"10.12660/BRE.V32N22012.13534","DOIUrl":"https://doi.org/10.12660/BRE.V32N22012.13534","url":null,"abstract":"The pricing models for interest rates derivatives largely used today employ, many times,excessively restrictive premises in regards to the underlying assets' volatility. The Black and Scholes and the Vasicek methods, for example, consider the variance of the series as constant in time and among different maturities, assumption that may not be themost adequate in all cases. In this paper we discuss the non-parametric estimation of the volatility function using a kernel regression technique and later the pricing of options in a Gaussian HJM model. We analyzed different possible specifications for the non-parametric estimation using the Monte Carlo simulations to price options on zero coupon bonds. We also carried out an empirical study using the proposed methodologyfor the pricing of IDI Index options in the Brazilian market..","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2014-03-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128885019","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-12-05DOI: 10.12660/BRE.V32N12012.7290
Sergio Firpo, Rafael de Carvalho Cayres Pinto
Uma ferramenta importante na avaliacao de politicas economicas e a estimacao do efeito medio de um programa ou tratamento sobre uma variavel de interesse. Em geral, a atribuicao do tratamento aos potenciais participantes nao e aleatoria, o que pode causar vies de selecao quando desconsiderada. Uma maneira de resolver esse problema e supor que o econometrista observa um conjunto de caracteristicas determinantes, a menos de um componente estritamente aleatorio, da participacao. Sob esta hipotese, existem na literatura estimadores semiparametricos do efeito medio do tratamento que sao consistentes e capazes de atingir, assintoticamente, o limite de e ciencia semiparametrico. Entretanto, nas amostras frequentemente disponiveis, o desempenho desses metodos nem sempre e satisfatorio. O objetivo deste trabalho e estudar como a combinacao das duas estrategias pode produzir estimadores com melhores propriedades em amostras pequenas. Para isto, consideramos duas formas de integrar essas abordagens, tendo como referencial teorico a literatura de estimacao duplamente robusta desenvolvida por James Robins e co-autores. Analisamos suas propriedades e discutimos por que podem superar o uso isolado de cada uma das tecnicas que os compoem. Finalmente, comparamos, num exercicio de Monte Carlo, o desempenho desses estimadores com os de imputacao e reponderacao. Os resultados mostram que a combinacao de estrategias pode reduzir o vies e a variância, mas isso depende da forma como e implementada. Concluimos que a escolha dos parâmetros de suavizacao e decisiva para o desempenho da estimacao em amostras de tamanho moderado.
{"title":"Combining Strategies for the Estimation of Treatment Effects","authors":"Sergio Firpo, Rafael de Carvalho Cayres Pinto","doi":"10.12660/BRE.V32N12012.7290","DOIUrl":"https://doi.org/10.12660/BRE.V32N12012.7290","url":null,"abstract":"Uma ferramenta importante na avaliacao de politicas economicas e a estimacao do efeito medio de um programa ou tratamento sobre uma variavel de interesse. Em geral, a atribuicao do tratamento aos potenciais participantes nao e aleatoria, o que pode causar vies de selecao quando desconsiderada. Uma maneira de resolver esse problema e supor que o econometrista observa um conjunto de caracteristicas determinantes, a menos de um componente estritamente aleatorio, da participacao. Sob esta hipotese, existem na literatura estimadores semiparametricos do efeito medio do tratamento que sao consistentes e capazes de atingir, assintoticamente, o limite de e ciencia semiparametrico. Entretanto, nas amostras frequentemente disponiveis, o desempenho desses metodos nem sempre e satisfatorio. O objetivo deste trabalho e estudar como a combinacao das duas estrategias pode produzir estimadores com melhores propriedades em amostras pequenas. Para isto, consideramos duas formas de integrar essas abordagens, tendo como referencial teorico a literatura de estimacao duplamente robusta desenvolvida por James Robins e co-autores. Analisamos suas propriedades e discutimos por que podem superar o uso isolado de cada uma das tecnicas que os compoem. Finalmente, comparamos, num exercicio de Monte Carlo, o desempenho desses estimadores com os de imputacao e reponderacao. Os resultados mostram que a combinacao de estrategias pode reduzir o vies e a variância, mas isso depende da forma como e implementada. Concluimos que a escolha dos parâmetros de suavizacao e decisiva para o desempenho da estimacao em amostras de tamanho moderado.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"73 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114838987","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-09-17DOI: 10.12660/BRE.V32N22012.9535
Julio de Alencastro Graça Mereb, Eduardo Zilberman
In this paper, we introduce the required time lag for the public investment to be turned into public capital (time-to-build process) in the neoclassical growth model, as well as distortionary tax rates that are adjusted according to the level of public debt. The purpose is to quantitatively isolate the macroeconomic effects of the increase in public investment observed in PAC (Portuguese acronym for Growth Acceleration Program). Depending on the time lag associated to the time-to-build process and the fiscal adjustment policy,PAC could have led to a GDP decrease between 0.2% and 0.4% in up to four years.
{"title":"Does the Growth Acceleration Program Accelerate Growth","authors":"Julio de Alencastro Graça Mereb, Eduardo Zilberman","doi":"10.12660/BRE.V32N22012.9535","DOIUrl":"https://doi.org/10.12660/BRE.V32N22012.9535","url":null,"abstract":"In this paper, we introduce the required time lag for the public investment to be turned into public capital (time-to-build process) in the neoclassical growth model, as well as distortionary tax rates that are adjusted according to the level of public debt. The purpose is to quantitatively isolate the macroeconomic effects of the increase in public investment observed in PAC (Portuguese acronym for Growth Acceleration Program). Depending on the time lag associated to the time-to-build process and the fiscal adjustment policy,PAC could have led to a GDP decrease between 0.2% and 0.4% in up to four years.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"133 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-09-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"124565504","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-08-28DOI: 10.12660/BRE.V31N22011.8139
José Guilherme de Lara Resende, Patricia Langsch Tecles
This study estimates the utility of lotteries and the degree of loss aversion applying the parametric method proposed by citet{abde08} to preferences observed in a computer-based experiment conducted at Universidade de Bras'{i}lia. Most participants displayed risk aversion for gain prospects and risk propensity for loss prospects. Real incentives for loss prospects led to a greater concavity of the utility function than the one estimated by citet{abde08}. We observed reversals in behavior toward risk in the presence of a certain gain or loss in the prospect. Moreover, three different measures of loss aversion are discussed and, when applied to the experimental data, they were more appropriate with its theoretical definition than the most widely used measure of citet{tver92}
本研究估计了彩票的效用和损失厌恶程度，应用citet{abde08}提出的参数方法来观察在universsidade de Brasília进行的基于计算机的实验中观察到的偏好。大多数参与者对收益前景表现出风险厌恶，对损失前景表现出风险倾向。损失前景的实际激励导致效用函数的凹度比citet{abde08}估计的更大。我们观察到，在前景中存在一定的收益或损失时，对风险的行为会发生逆转。此外，本文还讨论了三种不同的损失厌恶度量，当应用于实验数据时，它们比最广泛使用的度量更适合其理论定义 citet{tver92}
{"title":"A Simple Method of Elicitation of Preferences under Risk","authors":"José Guilherme de Lara Resende, Patricia Langsch Tecles","doi":"10.12660/BRE.V31N22011.8139","DOIUrl":"https://doi.org/10.12660/BRE.V31N22011.8139","url":null,"abstract":"This study estimates the utility of lotteries and the degree of loss aversion applying the parametric method proposed by citet{abde08} to preferences observed in a computer-based experiment conducted at Universidade de Bras'{i}lia. Most participants displayed risk aversion for gain prospects and risk propensity for loss prospects. Real incentives for loss prospects led to a greater concavity of the utility function than the one estimated by citet{abde08}. We observed reversals in behavior toward risk in the presence of a certain gain or loss in the prospect. Moreover, three different measures of loss aversion are discussed and, when applied to the experimental data, they were more appropriate with its theoretical definition than the most widely used measure of citet{tver92}","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"29 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128920128","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-04-26DOI: 10.12660/BRE.V31N22011.7173
M. Laurini, A. Sanvicente, Rogério da Costa Monteiro
The paper discusses the use of statistical methods in the comparison of investment fund performance indicators. The analysis is based on the robust statistics proposed by Ledoit and Wolf (2008), for the pairwise comparison of funds and two generalizations for sets of multiple investment funds. The multiple investment fund tests use the Wald and Distance Metric statistics, based on estimation by Generalized Method of Moments using HAC matrices. In order to correct power limitations in the GMM estimation in the case of a large number of moment conditions, the test distributions are obtained through block-bootstrap procedures. We applied the proposed procedures to daily return data for the largest 97 actively managed equity funds in the Brazilian market, covering the period from July 2006 to July 2008. The results indicate that there are no significant differences in the performances of the 97 funds in the sample, both in pairwise and joint comparisons, thus providing what is believed to be the first Brazilian market evidence for the so-called herding hypothesis.
{"title":"Generalized Tests of Investment Fund Performance","authors":"M. Laurini, A. Sanvicente, Rogério da Costa Monteiro","doi":"10.12660/BRE.V31N22011.7173","DOIUrl":"https://doi.org/10.12660/BRE.V31N22011.7173","url":null,"abstract":"The paper discusses the use of statistical methods in the comparison of investment fund performance indicators. The analysis is based on the robust statistics proposed by Ledoit and Wolf (2008), for the pairwise comparison of funds and two generalizations for sets of multiple investment funds. The multiple investment fund tests use the Wald and Distance Metric statistics, based on estimation by Generalized Method of Moments using HAC matrices. In order to correct power limitations in the GMM estimation in the case of a large number of moment conditions, the test distributions are obtained through block-bootstrap procedures. We applied the proposed procedures to daily return data for the largest 97 actively managed equity funds in the Brazilian market, covering the period from July 2006 to July 2008. The results indicate that there are no significant differences in the performances of the 97 funds in the sample, both in pairwise and joint comparisons, thus providing what is believed to be the first Brazilian market evidence for the so-called herding hypothesis.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"7 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-04-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127956500","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-04-25DOI: 10.12660/BRE.V31N22011.7236
Priscilla Albuquerque Tavares, N. Menezes-Filho
Earnings inequality has started to fall in Brazil in recent years, after remaining very high for decades. We describe this decline using a flexible decomposition technique and assess the contributions of education and experience. We conclude that the fall in education earnings differentials and the decline in the dispersion within demographic groups are the main factors leading to the reduction of inequality in Brazil. The paper demonstrates the powerful impact that education can have to reduce inequality.
{"title":"Human Capital and the Recent Fall of Earnings Inequality in Brazil","authors":"Priscilla Albuquerque Tavares, N. Menezes-Filho","doi":"10.12660/BRE.V31N22011.7236","DOIUrl":"https://doi.org/10.12660/BRE.V31N22011.7236","url":null,"abstract":"Earnings inequality has started to fall in Brazil in recent years, after remaining very high for decades. We describe this decline using a flexible decomposition technique and assess the contributions of education and experience. We conclude that the fall in education earnings differentials and the decline in the dispersion within demographic groups are the main factors leading to the reduction of inequality in Brazil. The paper demonstrates the powerful impact that education can have to reduce inequality.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"37 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134006316","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-04-25DOI: 10.12660/BRE.V32N12012.7451
V. Ponczek, Stefânia Grezzana
This paper examines the existence of gender bias within the Brazilian Superior Labor Court SLC(TST). Our analysis utilizes a database comprising all the lawsuits decided by the Brazilian Superior Labor Court SLC(TST) between August 2008 and June 2009. We explore, in particular, the fact that the lawsuits are randomly distributed among the judges (male or female) to analyze if the Reporting Judge's gender has an impact over the result of the lawsuit depending on the worker's gender. The results indicated that if we do not condition on nature of the lawsuit, the judges are not gender-biased. However, when we consider the type of lawsuit to be decided, we noticed that, as to some causes, such as:"salary equalization", "framing and affiliations", female judges tend to favor female individuals, whereas male judges are bent to favor male individuals. Our study enhances a possible institutional mechanism that may, at least, explain part of the salary differential between the genders.
{"title":"Gender Bias at the Brazilian Superior Labor Court","authors":"V. Ponczek, Stefânia Grezzana","doi":"10.12660/BRE.V32N12012.7451","DOIUrl":"https://doi.org/10.12660/BRE.V32N12012.7451","url":null,"abstract":"This paper examines the existence of gender bias within the Brazilian Superior Labor Court SLC(TST). Our analysis utilizes a database comprising all the lawsuits decided by the Brazilian Superior Labor Court SLC(TST) between August 2008 and June 2009. We explore, in particular, the fact that the lawsuits are randomly distributed among the judges (male or female) to analyze if the Reporting Judge's gender has an impact over the result of the lawsuit depending on the worker's gender. The results indicated that if we do not condition on nature of the lawsuit, the judges are not gender-biased. However, when we consider the type of lawsuit to be decided, we noticed that, as to some causes, such as:\"salary equalization\", \"framing and affiliations\", female judges tend to favor female individuals, whereas male judges are bent to favor male individuals. Our study enhances a possible institutional mechanism that may, at least, explain part of the salary differential between the genders.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"39 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-04-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123871789","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-03-11DOI: 10.12660/BRE.V32N12012.2967
Joao M De Mello, P. Castro
This paper tests and find evidence that support the view that credit interest rates respond more to increases than to decreases in the Central Bank basic interest rate (Selic). This asymmetry is robust to an event analysis, in which the availability of a dataset containing daily information is explored in order to isolate monetary policy shocks on interest rates as the cause of the assymetric response of interest rates, as a shift in the basic interest rate is akin to an increase in marginal cost and thus corresponds to a shift in the supply curve of banks. The econometric identification hypothesis is that banks (supply) react faster to monetary shocks than consumers (demand for credit). The empirical evidence of greater rigidity to Selic decreases contributes to the literature of bank behavior in credit markets and the transmission mechanism of monetary policy in Brazil.
{"title":"Há assimetria no repasse dos juros bancários de variações na taxa Selic","authors":"Joao M De Mello, P. Castro","doi":"10.12660/BRE.V32N12012.2967","DOIUrl":"https://doi.org/10.12660/BRE.V32N12012.2967","url":null,"abstract":"This paper tests and find evidence that support the view that credit interest rates respond more to increases than to decreases in the Central Bank basic interest rate (Selic). This asymmetry is robust to an event analysis, in which the availability of a dataset containing daily information is explored in order to isolate monetary policy shocks on interest rates as the cause of the assymetric response of interest rates, as a shift in the basic interest rate is akin to an increase in marginal cost and thus corresponds to a shift in the supply curve of banks. The econometric identification hypothesis is that banks (supply) react faster to monetary shocks than consumers (demand for credit). The empirical evidence of greater rigidity to Selic decreases contributes to the literature of bank behavior in credit markets and the transmission mechanism of monetary policy in Brazil.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"155 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-03-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134401226","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2013-03-05DOI: 10.12660/BRE.V31N22011.4065
M. Bittencourt, Armando Vaz Sampaio
This study investigates the primal and dual approaches for production in the presence of stochastic errors in output and input demands, and policy implications when such errors are not taken into account. A synthetic dataset is used to econometrically estimate the primal and dual functions associated with a given technology. Results show that both formulations are unbiased, consistent and efficient, even in the presence of a Cobb-Douglas technology. Not accounting for such errors can lead to wrong policy recommendations in a productive sector. Any kind of policy created to improve the total production of a particular sector should consider these issues before applying them to real data.
{"title":"Are Dual and Primal Estimations Equivalent in the Presence of Stochastic Errors in Input Demand","authors":"M. Bittencourt, Armando Vaz Sampaio","doi":"10.12660/BRE.V31N22011.4065","DOIUrl":"https://doi.org/10.12660/BRE.V31N22011.4065","url":null,"abstract":"This study investigates the primal and dual approaches for production in the presence of stochastic errors in output and input demands, and policy implications when such errors are not taken into account. A synthetic dataset is used to econometrically estimate the primal and dual functions associated with a given technology. Results show that both formulations are unbiased, consistent and efficient, even in the presence of a Cobb-Douglas technology. Not accounting for such errors can lead to wrong policy recommendations in a productive sector. Any kind of policy created to improve the total production of a particular sector should consider these issues before applying them to real data.","PeriodicalId":332423,"journal":{"name":"Brazilian Review of Econometrics","volume":"17 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2013-03-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128286225","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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