Submitted by JOSIANE SANTOS DE OLIVEIRA (josianeso) on 2017-08-01T16:26:56Z No. of bitstreams: 1 Rafael Marques_.pdf: 4496236 bytes, checksum: bab4ea70204769795db496f2150de294 (MD5) / Made available in DSpace on 2017-08-01T16:26:56Z (GMT). No. of bitstreams: 1 Rafael Marques_.pdf: 4496236 bytes, checksum: bab4ea70204769795db496f2150de294 (MD5) Previous issue date: 2017-05-16 / Nenhuma / A melhoria da eficiência e da produtividade nas operações tornou-se um desafio constante para as empresas de serviços. Apesar da relevância do tema, trabalhos que exploram a eficiência e produtividade em operações de serviços, por meio de elementos objetivos, são escassos na literatura. Ademais, pesquisas que abordam eficiência e produtividade têm sido direcionadas para o ambiente de manufatura. Neste sentido, a avaliação da eficiência nas operações de serviços, baseado em elementos concretos, torna-se uma importante ferramenta para as empresas tomarem decisões. Este estudo analisa a eficiência e as influências dos clientes na operação de uma locadora de veículos. A eficiência foi analisada longitudinalmente baseada na avaliação dos contratos de serviços por meio da Análise Envoltória de Dados (DEA) e Análise de Variância (ANOVA). Três perspectivas foram consideradas na análise da eficiência, a saber: perspectiva do cliente, perspectiva do prestador de serviços e perspectiva integrada. As influências dos clientes na operação foram analisadas por meio da técnica estatística Regressão Tobit. Os resultados mostram que a eficiência na perspectiva dos clientes é significativamente diferente da eficiência para o prestador de serviços e eficiência integrada. Ainda, observa-se que os clientes influenciam, substancialmente, a eficiência da operação do serviço por meio de suas características. / The efficiency and productivity improvement in operations has become a constant challenge for companies and services. Although the relevance of this issue, there are few academic works regarding efficiency and productivity in service operations by objective elements. Moreover, researches concerning efficiency and productivity have been oriented to manufacture environment. In this sense, the efficiency evaluation in the service operations based on concrete elements becomes an important tool for the decision making of companies. This paper analyses the efficiency and the influence of clients in the operation of a car rental company. The efficiency was longitudinally analyzed based on the evaluation of service contracts by the Data Envelopment Analysis (DEA) and Analysis of Variance (ANOVA). Three perspectives were considered in the efficiency analysis: client perspective, service provider perspective and integrated perspective. The influences of the clients in the operation were analyzed by Tobit Regression statistic technique. The results show that the efficiency based on the client perspective is significantly different from the ones from service provider and integrated perspectives. Moreover, it is observed that the clients influenced significantly the efficiency in service operations through its characteristics.

Submitted by JOSIANE SANTOS DE OLIVEIRA (josianeso) on 2018-11-08T13:01:52Z No. of bitstreams: 1 João Eduardo Sampaio_.pdf: 5481805 bytes, checksum: ff4fd651d904071e9a30223e3222c4dc (MD5) / Made available in DSpace on 2018-11-08T13:01:52Z (GMT). No. of bitstreams: 1 João Eduardo Sampaio_.pdf: 5481805 bytes, checksum: ff4fd651d904071e9a30223e3222c4dc (MD5) Previous issue date: 2018-08-23 / Nenhuma / O Brasil precisa de um setor siderúrgico eficiente e competitivo para enfrentar a concorrência externa. A siderurgia é um ramo da metalurgia responsável pela fabricação do aço, e dentre os processos produtivos do setor, destaca-se o processo de laminação do aço, que utiliza fornos de reaquecimento. Esta pesquisa emprega a modelagem com as técnicas do Pensamento Sistêmico e da Dinâmica de Sistemas na formulação de um modelo computacional no contexto dos fornos de reaquecimento. A partir da validação do modelo, são utilizadas a Análise Envoltória de dados, para avaliar a eficiência técnica, e a regressão Tobit, para identificar variáveis estatisticamente significantes. Essas variáveis são usadas para definição dos cenários simulados. Posteriormente, as eficiências dos cenários são avaliadas por meio de estatística descritiva. Também são avaliados alvos e folgas e é testada a hipótese de igualdade da média com o teste de Welch e Post-Hoc Kruskal-Wallis. Finalmente, é realizada a análise explicativa e, com a aplicação da técnica computacional da Rede Neural Artificial, são identificadas as variáveis prevalentes da eficiência técnica do forno de reaquecimento. Tal estudo possibilita e estimula o planejamento, a gestão e a tomada de decisão a partir da análise das melhores opções. Permite, ainda, a tomada de ações com base no conhecimento prévio, contribuindo para iniciativas pontuais e focadas na competitividade. / Brazil needs an efficient and competitive steel sector to face external competition. The siderurgy is a branch of metallurgy responsible for steelmaking, and among the productive processes in the industry the steelmaking process that uses the reheating furnaces can be highlighted. This research employs the modeling with the techniques of Systemic Thinking and Systems Dynamics in the formulation of a computational model in the context of reheating furnaces. Then, using the validated model, Data Envelopment Analysis was used, evaluating the technical efficiency and the use of the Tobit regression of statistically significant variables. These variables are used to define the simulated scenarios. Subsequently, the scenarios efficiencies were evaluated by means of descriptive statistics, evaluated targets and backlash and tested the hypothesis of equality of the average with the test of Welch and Post-Hoc Kruskal-Wallis. Finally, the explanatory analysis and identified with the application of the computational technique of the Artificial Neural Network are the prevalent variables of the technical efficiency of the reheating furnace. This study enables and stimulates planning, management and decision making based on the analysis of the best options and allows the taking of actions based on previous knowledge, and thus contributes to specific initiatives focused on competitiveness.

Cette thèse s’inscrit dans la littérature qui analyse les déterminants des performances budgétaires des pays en développement. Nous nous intéressons particulièrement à la question de mobilisation des recettes publiques en raison de l’enjeu que suscite le financement des politiques de développement dont les pays en développement sesont dotés. Certes, nombre d’études se sont intéressées au sujet, mais rares sont les analyses qui abordent les effets des chocs dans la mobilisation des recettes publiques des pays en développement. Or, nombreux sont les pays en développement qui connaissent à fréquence élevée des chocs de grande ampleur. La compréhension du mécanisme de transmission de l’effet de ces chocs est déterminante dans la conduite des politiques budgétaires et dans la projection des politiques de développement des pays en développement. Le caractère capital du sujet de la mobilisation des ressources publiques pour l’économie des pays en développement et la non-Prise en compte parles précédentes études du rôle des chocs dans la conduite de la mobilisation des recettes publiques constituent nos principales motivations pour cette recherche. Ainsi, le chapitre 1 de la thèse analyse les effets des chocs des produits de base sur la mobilisation des recettes publiques des pays d’Afrique subsaharienne. Le deuxième chapitre examine le rôle des chocs des prix des produits de base à l’export comme à l’import dans la conduite des réformes de transition fiscale engagées par les Etats de l’UEMOA. Il revient sur les entraves que posent les chocs exogènes aux possibilités de mobilisation des recettes internes face à la baisse du poids de la fiscalité tarifaire. Le chapitre 3 analyse l’effet des chocs sociopolitiques, notamment celui des guerres civiles ou conflits intra-Étatiques.Enfin, le chapitre 4, prolongement du chapitre 3, porte sur la mobilisation des ressources publiques durant les périodes post-Conflictuelles. Le message central qui se dégage de cette thèse est la nécessité de rigueur des pays en développement dans la gestion des retombées des chocs positifs des produits de base pour faire face aux épisodes de chocs négatifs. Cette rigueur doit être complétée par un soutien extérieur bien adapté à la nature des épisodes de chocs. Concernant le cas des chocs sociopolitiques, l’appui externe doit être non seulement financier mais aussi technique durant les périodes post-Chocs. / This research is in the literature that analyzes the determinants of fiscal performance of developing countries. We are particularly interested in the question of revenue mobilization due to the issue that raises funding for development policies which developing countries have adopted. While many studies have focused on the subject, but few analyzes address the effects of shocks in revenue mobilization in developing countries. However, many developing countries are experiencing large shocks in high frequency. The understanding of the transmission mechanism of the effect of these shocks is crucial in the conduct of fiscal policy and the projection of the development policies of developing countries. The capital character of the mobilization of public resources for the economy of developing countries, and the not taking into account of the role of shocks in the conduct of public revenue mobilization by the previous studies are our main motivations for this research. Thus, the chapter 1 of the thesis analyzes te effects of commodity shocks on revenue mobilization of sub-Saharan Africa. The second chapter examines the role of commodity price shocks in export as in import in the conduct of tax transition reforms initiated by the states of the WAEMU. It highlights the obstacles posed by exogenous shocks to possibilities of domestic revenue mobilization face downward weight of tariff revenue. Chapter 3 analyzes the impact of sociopolitical shocks, especially the civil wars or intra-State conflicts. Finally, Chapter 4, an extension of Chapter 3 focuses on public resource mobilization during post-Conflict periods. The central message that emerges from this research is the need for rigor in developing countries in managing the impact of positive commodity shocks to cope with periods of negative shocks. This rigor must be complemented by external support suited to the nature of the shock episodes. Concerning the case of sociopolitical shocks, external support should not be only financial but also technical during post-Shock periods.

都市經濟發展同時卻也造成環境衝擊的影響，在永續發展理念下，經濟和環境議題調和為重要議題，過去評估都市永續性主要透過永續指標建構、生態足跡、能值分析等方法，但缺乏將環境和經濟兩者同時考量，因而有經濟-生態效率（Eco-efficiency）評估方式產生。本文嘗試利用此評估方式於探討台灣在民國85、90及95年經濟與環境變化情形，並分析哪些縣市為發展上具有效率以及影響縣市經濟-生態效率上差異性原因。本研究第一階段利用可處理多投入及多產出之資料包絡分析計算效率，第二階段則將以都市發展程度等為原因探討對於縣市效率值變動影響情形。 研究結果顯示，縣市中以北部縣市效率值較高而南部效率值較低，個別縣市觀察以台北市、新竹縣、新竹市、台中市、嘉義市和台東縣為三個年度中皆具有效率的縣市。而縣市欲提升效率值則需從汽柴油銷售量及用電量著手；此外，總用水量和二、三級產業就業員工數為縣市經濟-生態效率值之優勢因素。更近一步透過Tobit迴歸分析影響縣市效率值差異性原因，都市發展程度及污染性產業比例與效率值呈現負向變動，而每人每年可支配所得高低則呈正向變動。因此，建議政府對產業的汙染管制宜改善，而於都市發展程度較高的縣市提升能源使用效率並降低對環境影響，以提升縣市發展之經濟-生態效率。 關鍵詞：經濟-生態效率、資料包絡分析、Tobit迴歸分析 / Urban development creates economic values and results in environmental impact at the same time. Based on the concept of sustainable development, several methods, such as sustainable indicator frameworks, ecological footprints, urban metabolism, were reported to assess urban sustainability. However, these methods seldom focus on the relation between environment and economy. Therefore, World Business Council proposed Eco-efficiency. This research tried to apply Eco-efficiency to analyze which cities/counties are relatively eco-efficient and find causes bringing about discrepancies among twenty-two cities/counties in Taiwan. In the first stage, this research applies Data Envelopment Analysis(DEA) to figure out Eco-efficiency scores and applies Tobit regression method to analyze in the second stage. The results show that efficiency scores of northern cities/counties are higher than other areas and the ones of southern cities/counties are lower above four areas. Further discussion of analyzing from individual county/city perspectives, the efficiency scores of Taipei city, Hsinchu county, Hsinchu city, Taichung city, Chiayi city and Taitung county are relatively better in 1996, 2001 and 2006. Within comparatively inefficient cities/counties, oil consumption and electricity need to reduce. Water consumption and industry employees are superior factors in twenty-two cities/counties. Furthermore, the intensity of urban development and polluting industry ratio of second and third industries have significant positive effects on the eco-efficiency scores. Disposable income per person per year has significant positive effect on the eco-efficiency scores. Thus, this research suggests that government should improve the regulation on industry pollution. In addition, for those counties/cities with high intensity urban development need to ameliorate energy efficiency and reduce environmental impact. Key words：Eco-efficiency、Data Envelopment Analysis、Tobit regression

台灣1970年代以來經濟起飛，人民生活日漸富裕，隨著經濟實力成長，同時也犧牲了環境，為了使人類永續發展，人民開始重視環境保護，要求政府改善以維護生活品質。因此環保投入的效率成為重要的研究課題。 本研究目的以資料包絡分析法建立客觀的「投入-產出」模型，來評估2001年至2010年各縣市環保機關在空氣、噪音、水及廢棄物污染防制的續效表現，再分析各縣市環保機關整體績效，並研究四個環保評估面向影響整體環保績效的比例為何。 實證結果發現，整體績效而言，台北市、高雄市資源雖然多，但技術仍然不足以應付沉重的環境、人口負荷量，使得投入與產出的效率不如其他縣市。並由各環保面向績效的趨勢分析發現，資源回收率的效率進步最多，水污染防制效率最差。 Tobit迴歸模型中，四個環保評估面向對整體環保面向的影響為顯著正相關，而且資源回收率效率值對整體環保效率值的影響最大，符合本研究預期。 / This research aims at assessing environmental protection performance in Taiwan’s local governments about air pollution, noise pollution, water pollution and resource recycling from 2001 to 2010 base on DEA and Tobit regression model to analyze the effect of each part’s CCR on whole Environmental Protection efficiency. The result of DEA are (1)The Taipei city and Kaohsiung are good in input than other cities, but lower than other cities in output, because there are too many population to deal with those pollution. (2)Analyzing the trend of each environmental protection part, the resource recycling make great progress. According to this study, the fore evaluations are significantly positive effect on whole performance evaluation of environmental protection. The most value is resource recycling that meet our expected

nÃo hà / Nosso principal objetivo neste estudo à investigar o papel da heterogeneidade na atualizaÃÃo, depois de um choque de informaÃÃo, do risco subjetivo sobre vitimizaÃÃo de homicÃdio. Nesse sentido, os dados utilizados neste trabalho tambÃm atestam a superestimaÃÃo do crime encontrada na literatura. A novidade à que os entrevistados receberam um choque de informaÃÃo que consiste na taxa oficial de homicÃdios, mas a grande maioria deles mantÃm a mesma percepÃÃo inicial. Ao propor um modelo de Update Bayesiano permitindo que nenhuma atualizaÃÃo fosse realizada, dois modelos foram desenvolvidos: um Tobit modificado e um modelo Hurdle de dois nÃveis. Assim como em estudos anteriores, nossos resultados mostraram que poderÃamos prosseguir com uma abordagem de Update Bayesiano. Ainda, quanto mais altas as respostas iniciais eram definidas, mais propensos os indivÃduos estavam em proceder uma mudanÃa de percepÃÃo. AlÃm disso, fundamentalmente, pudemos racionalizar a decisÃo de nÃo revisar as respostas seguindo um argumento de qualidade/credibilidade da informaÃÃo percebida. Descobrimos que os participantes mais velhos e as mulheres sÃo mais relutantes nÃo apenas em alterar as respostas iniciais, mas tambÃm na escolha do nÃvel da nova resposta, em caso de mudanÃa. Outra conclusÃo feita foi que o nÃvel educacional dos entrevistados era insignificante em nosso exercÃcio. De fato, o nÃvel educacional do entrevistador teve um papel fundamental em ambas decisÃes de mudanÃa e magnitude de revisÃo. Finalmente, nossos resultados tambÃm levantaram fortes evidÃncias sobre aspectos de homofilia. A ocorrÃncia de uma correspondÃncia em gÃnero entre entrevistadores e entrevistados teve o maior impacto sobre a decisÃo de mudar e na magnitude da atualizaÃÃo neste estudo. / Our main purpose in this study is to investigate the role of heterogeneity into the update of subjective homicide victimization risk after an informational shock. In this sense, the data used here also attests the crime overestimation found in the literature. The novelty is that our respondents faced an informational shock consisting in the official homicide rate, but the vast majority of them keeps the same initial perception. In proposing a Bayesian Update model allowing that no update takes place, two models were developed: a modified Tobit and a two-tiered Hurdle model. In accordance with previous papers, our results showed that we could proceed with a Bayesian Update approach. Also, the higher initial responses are set, more likely individuals are in proceeding a change in perceptions. Furthermore, fundamentally, we could rationalize a non-updating decision following a perceived informational quality/credibility argument. We found that older participants and females are more reluctant not only to change initial responses, but also to choose the level of the new response, in case of an update. In addition, respondentsâ level of education was insignificant in our exercise. In fact, interviewersâ level of education had a key role in both the changing and updating magnitude decisions. Finally, our results also raised strong evidence on homophily aspects. The occurance of a matching in gender between interviewers and interviewees had a major impact on the decision to change and in the magnitude of the update in this study.

Submitted by Geandra Rodrigues (geandrar@gmail.com) on 2018-06-14T12:28:34Z No. of bitstreams: 1 gersondesouzaraimundojunior.pdf: 1995824 bytes, checksum: 0f180adcbdae44844892dfe58ddd7296 (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2018-06-14T12:45:32Z (GMT) No. of bitstreams: 1 gersondesouzaraimundojunior.pdf: 1995824 bytes, checksum: 0f180adcbdae44844892dfe58ddd7296 (MD5) / Made available in DSpace on 2018-06-14T12:45:32Z (GMT). No. of bitstreams: 1 gersondesouzaraimundojunior.pdf: 1995824 bytes, checksum: 0f180adcbdae44844892dfe58ddd7296 (MD5) Previous issue date: 2018-03-16 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Talvez nenhum outro tema tenha ocupado tanto a atenção dos pesquisadores em Corporate Finance quanto a escolha da estrutura de capitais (decisão de financiamento) pelas firmas. Considerando as diversas teorias existentes sobre o assunto desenvolvidas desde o trabalho pioneiro de Modigliani e Miller (1958), que deu origem à teoria do Trade-off estático, em que se destacam a Pecking order Theory, cuja criação é atribuída a Myers e Majluf (1984), a teria de Takeover postulada por Harris e Ravis(1988), a teoria do ciclo de vida atribuída a Berger e Udell (1998), a teoria de Market Timing atribuída a Baker e Wurgler (2002) e o Trade-off dinâmico de Flannery e Rangan (2004), este trabalho se propõe a avaliar as proposições teóricas mais relevantes para empresas de capital aberto brasileiras observadas entre 1999 e 2016, calculando a velocidade de ajuste de capital e identificando os determinantes da estrutura de capital à luz das principais teorias vigentes na literatura de estrutura de capital e dos recorrentes problemas de endogeneidade e truncagem em Finanças Corporativas. A técnica de fronteira estocástica apresentou que as empresas mais maduras são as mais eficientes em termos de obtenção de alavancagem. As teorias de Trade-off e Pecking order podem coexistir. E que a dinâmica dos fatores macroeconômicos influencia o comportamento das empresas ao escolherem sua estrutura de capital. O Tobit apresentou velocidade de 44% indicando as empresas levariam cerca de dois anos para se mover ao nível ótimo de capital. Convergindo à técnica da fronteira estocástica, o modelo de Tobit apresentou que as duas principais teorias podem coexistir. / Perhaps no other topic has occupied both the attention of researchers in Corporate Finance and the choice of capital structure (financing decision) by firms. Considering the various existing theories developed since the pioneering work of Modigliani and Miller (1958), which gave rise to the theory of static Trade-off, in which the Pecking order Theory, whose creation is attributed to Myers and Majluf (1984) the theory of the life cycle attributed to Berger and Udell (1998), the theory of Market Timing attributed to Baker and Wurgler (2002) and the dynamic Trade-off of Flannery and This paper proposes to evaluate the most relevant theoretical propositions for Brazilian public companies observed between 1999 and 2016, calculating the speed of capital adjustment and identifying the determinants of the capital structure in light of the main theories in the literature of capital structure and recurring problems of endogeneity and truncation in Corporate Finance. The stochastic frontier technique showed that the more mature companies the most efficient in terms of getting leverage. Trade-off and pecking-order theories can coexist. And that the dynamics of macroeconomic factors influence the behavior of companies when choosing their capital structure. Tobit showed a 44% speed indicating that companies would take about two years to move to the optimal level of capital. Converging to the stochastic frontier technique, Tobit's model showed that the two main theories can coexist.

Recently, variable selection in high-dimensional data has attracted much research interest. Classical stepwise subset selection methods are widely used in practice, but when the number of predictors is large these methods are difficult to implement. In these cases, modern regularization methods have become a popular choice as they perform variable selection and parameter estimation simultaneously. However, the estimation procedure becomes more difficult and challenging when the data suffer from outliers or when the assumption of normality is violated such as in the case of heavy-tailed errors. In these cases, quantile regression is the most appropriate method to use. In this thesis we combine these two classical approaches together to produce regularized quantile regression methods. Chapter 2 shows a comparative simulation study of regularized and robust regression methods when the response variable is continuous. In chapter 3, we develop a quantile regression model with a group lasso penalty for binary response data when the predictors have a grouped structure and when the data suffer from outliers. In chapter 4, we extend this method to the case of censored response variables. Numerical examples on simulated and real data are used to evaluate the performance of the proposed methods in comparisons with other existing methods.

近來，健康議題越來越受到人們的重視，而世界十大死因中慢性疾病就占相當高的比例。而導致慢性病的主因除了生理因素，例如：遺傳與基因外，生活習慣也是很大的原因。本文探討民族間健康習慣的差異。採用2003至2014年美國American Time Use Survey(ATUS)資料，探討不同民族的文化、價值觀是否影響身心健康習慣投入時間的差異。本文將健康活動按照Alan B. Krueger (2007)的歸類方式，以情緒指標作為活動的分類依據，可以將健康活動歸類為休閒放鬆、準備與照護、社交育樂、飲食等四類身心健康習慣。利用Schwartz的七個文化指標組合成三大文化面向進行分析，發現不同民族花在身心健康習慣的時間存在差異。此外，本文發現對健康習慣的投入對生活其他層面產生不同影響，例如：與生理相關的糖尿病與肥胖問題，以及社會現象相關的離婚與退休問題。

Master of Science / Department of Statistics / Weixing Song / The purpose of this report is to propose and evaluate two lack-of-fit test procedures to check the adequacy of the regression functional forms in the standard Tobit regression models. It is shown that testing the null hypothesis for the standard Tobit regression models amounts testing a new equivalent null hypothesis of the classic regression models. Both procedures are constructed based on the empirical variants of a minimum distance, which measures the squared difference between a nonparametric estimator and a parametric estimator of the regression functions fitted under the null hypothesis for the new regression models. The asymptotic null distributions of the test statistics are investigated, as well as the power for some fixed alternatives and some local hypotheses. Simulation studies are conducted to assess the finite sample power performance and the robustness of the tests. Comparisons between these two test procedures are also made.