Programa de Pós-Graduação em Economia
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Navegando Programa de Pós-Graduação em Economia por Por Orientador "Santos, Helton Saulo Bezerra dos"
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Item Gráficos de controle para monitoramento da arrecadação de ICMS em Goiás(Universidade Federal de Goiás, 2017-03-25) Silva, Leandro Valerio; Santos, Helton Saulo Bezerra dos; http://buscatextual.cnpq.br/buscatextual/visualizacv.do?id=K4138533H8; Santos, Helton Saulo Bezerra dos; Scalco, Paulo Roberto; Leão, Jeremias da SilvaThe aim of this study is to use control charts to monitor the ICMS revenue in Goias, Brazil. The autocorrelation of the data was removed by using symmetric autoregressive moving average (SYMARMA) models. The results showed that the Shewhart control chart obtained from the SYMARMA model, based on a conditional normal distribuition, presented the best result.Item Two essays on Birnbaum-Saunders regression models for censored data(Universidade Federal de Goiás, 2016-12-06) Sousa, Mário Fernando de; Sanchez, Victor Eliseo Leiva; http://lattes.cnpq.br/8210845561629144; Santos, Helton Saulo Bezerra dos; http://lattes.cnpq.br/8716845051198548; Santos, Helton Saulo Bezerra dos; Monsueto, Sandro Eduardo; Santos-Neto, Manoel FerreiraThis work aims to fill a gap in the literature on modeling asymmetric and censored data. The main objective is to provide a contribution by developing two models, which will be presented in two papers, respectively. In the first paper, we develop the tobit-Birnbaum-Saunders model, a variation of the standard tobit model. We discuss estimation based on the maximum likelihood method, residuals, diagnostic techniques and an empirical application. In the second paper, we propose the use of a mixture between the Birnbaum-Saunders and Bernoulli distributions. The objective is to generalize the tobit-Birnbaum-Saunders model in order to consider the possibility of partial observations below a cutoff point. For the mixture model, we carry out a Monte Carlo simulation study and an empirical application. The results show that, in both cases, the Birnbaum-Saunders distribution provides the best results.Item Monte Carlo simulation studies in log-symmetric regressions(Universidade Federal de Goiás, 2018-03-09) Ventura, Marcelo dos Santos; Sanchez, Victor Eliseo Leiva; Santos, Helton Saulo Bezerra dos; http://lattes.cnpq.br/8716845051198548; Sanchez, Victor Eliseo Leiva; Silva, Tatiane F. N. Melo da; Tojeiro, Cynthia Arantes VieiraThis work deals with two Monte Carlo simulation studies in log-symmetric regression models, which are particularly useful for the cases when the response variable is continuous, strictly positive and asymmetric, with the possibility of the existence of atypical observations. In log- symmetric regression models, the distribution of the random errors multiplicative belongs to the log-symmetric class, which encompasses log-normal, log- Student-t, log-power- exponential, log-slash, log-hyperbolic distributions, among others. The first simulation study has as objective to examine the performance for the maximum-likelihood estimators of the model parameters, where various scenarios are considered. The objective of the second simulation study is to investigate the accuracy of popular information criteria as AIC, BIC, HQIC and their respective corrected versions. As illustration, a movie data set obtained and assembled for this dissertation is analyzed to compare log-symmetric models with the normal linear model and to obtain the best model by using the mentioned information criteria.