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Tesis sobre el tema "Structural breaks"

Autor: Grafiati

Publicado: 4 de junio de 2021

Última modificación: 25 de julio de 2025

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1

Karlsson, Olov. "Volatility forecasting under structural breaks." Thesis, Uppsala universitet, Statistiska institutionen, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-302398.

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2

Sobreira, Nuno. "Three essays on structural breaks." Doctoral thesis, NSBE - UNL, 2012. http://hdl.handle.net/10362/11853.

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3

Zhang, Dayong. "Structural breaks in empirical modelling of stock markets." Thesis, University of Birmingham, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.433631.

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4

Nazare, Ronaldo. "Essays in applied factor analysis with structural breaks." Thesis, University of Southampton, 2013. https://eprints.soton.ac.uk/360375/.

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5

Malki, Issam. "A structural breaks approach to modelling United States inflation." Thesis, University of Dundee, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.505641.

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6

Banerjee, Abhisek. "Essays on semiparametric estimation of models with structural breaks." Thesis, London School of Economics and Political Science (University of London), 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.538732.

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7

Kartsaklas, Aris. "Long memory, structural breaks and the volatility-volume relationship." Thesis, University of York, 2008. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.495883.

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8

Lazarova, Stepana. "Long memory and structural breaks in time series models." Thesis, London School of Economics and Political Science (University of London), 2006. http://etheses.lse.ac.uk/1927/.

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This thesis examines structural breaks in time series regressions where both regressors and errors may exhibit long range dependence. Statistical properties of methods for detecting and estimating structural breaks are analysed and asymptotic distribution of estimators and test statistics are obtained. Valid bootstrap methods of approximating the limiting distribution of the relevant statistics are also developed to improve on the asymptotic approximation in finite samples or to deal with the problem of unknown asymptotic distribution. The performance of the asymptotic and bootstrap methods ar

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9

Mendonça, Francisco António Teixeira. "Double unit tests in the presence of structural breaks." Master's thesis, Instituto Superior de Economia e Gestão, 2017. http://hdl.handle.net/10400.5/14894.

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Mestrado em Econometria Aplicada e Previsão<br>Apresentam-se dois testes estatísticos que permitem averiguar a existência de duas raízes unitárias numa série temporal univariada que contenha um quebra estrutural na função determinística. Os testes foram aplicados a várias séries económicas, e encontrou-se evidência estatística que suporta a hipótese nula.<br>We present two statistical tests that to verify the existence of two unit roots in a univariate time series that contains a structural break in the deterministic function. The tests were applied to several economic series, and statistic

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10

Wang, Bruce Chang-Ming. "Structural breaks and regime switching models : theoretical extensions and applications /." Thesis, Connect to this title online; UW restricted, 2007. http://hdl.handle.net/1773/7476.

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11

ALMEIDA, ALEXANDRA RIBEIRO MENDES DE. "STRUCTURAL BREAKS DETECTION: AN APPLICATION TO THE BRAZILIAN HEDGE FUNDS." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2010. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=16317@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>A estacionariedade sempre desempenhou um papel importante no tratamento teórico de séries temporais. Contudo muitas séries demonstram um comportamento não-estacionário. Em muitos casos, técnicas simples como a diferenciação não são suficientes. Neste contexto, e considerando a mais frequente suposição de instabilidade nas características estocásticas dos retornos financeiros, assim como as consequências em se assumir estacionariedade quando esta não é uma característica razoável, que utilizamos a metodologia proposta por Picard (1985) (37),

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12

Ortez, Amador Mario Amado. "Forecasting volatility in agricultural commodities markets considering market structural breaks." Thesis, Kansas State University, 2015. http://hdl.handle.net/2097/18995.

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Master of Science<br>Department of Agricultural Economics<br>Glynn Tonsor<br>This decade has seen movements in commodity futures markets never seen before. There are many factors that have intensified price movements and volatility behavior. Those factors likely altering supply and demand include governmental policy within and outside of the U.S, weather shocks, geopolitical conflicts, food safety concerns etc. Whatever the reasons are for price movements it is clear that the volatility behavior in commodity markets constantly change, and risk managers need to use current and efficient tools t

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13

Li, Chenlu. "Structural breaks in hedge fund performance and foreign exchange liquidity." Thesis, Loughborough University, 2017. https://dspace.lboro.ac.uk/2134/27065.

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Hedge fund managers are characterised as either market timers or asset pickers . Their superior performance can be attributed to either timing skill, selection ability or a combination of both. In the existing literature, average hedge fund performance across the entire time span under investigation is usually investigated and measured, and hence, potentially certain subtle but important features exhibited in different time periods can be averaged out in the analysis. This thesis investigates the structural breaks in the selection ability and timing skill of hedge fund managers. This research

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14

Houndetoungan, Elysée Aristide. "Essays on Social Networks and Time Series with Structural Breaks." Doctoral thesis, Université Laval, 2021. http://hdl.handle.net/20.500.11794/69494.

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Cette thèse, structurée en trois (03) essais, développe de nouveaux modèles économétriques pour l’analyse des interactions sociales et des séries temporelles. Le premier chapitre (coécrit avec le Professeur Vincent Boucher) étudie une méthode d’estimation des effets de pairs à travers les réseaux sociaux lorsque la structure du réseau n’est pas observée. Nous supposons que nous connaissons (avons une estimation convergente de) la distribution du réseau. Nous montrons que cette hypothèse est suffisante pour l’estimation des effets de pairs en utilisant un modèle linéaire en moyennes. Nous propo

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15

Zhu, Chuanqi. "Essays on macroeconometrics." Thesis, Boston College, 2013. http://hdl.handle.net/2345/bc-ir:104398.

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Thesis advisor: Zhijie Xiao<br>This dissertation contains three chapters in theoretical Macroeconometrics and applied Macroeconometrics. This first chapter addresses the issues related to the estimation, testing and computation of ordered structural breaks in multivariate linear regressions. Unlike common breaks, ordered structural breaks are those breaks that are related across equations but not necessarily occurring at the same dates. A likelihood ratio test assuming normal errors is proposed in this chapter in order to detect the ordered structural breaks in multivariate linear regressions.

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16

Sögner, Leopold. "Okun's Law. Does the Austrian unemployment-GDP relationship exhibit structural breaks?" SFB Adaptive Information Systems and Modelling in Economics and Management Science, WU Vienna University of Economics and Business, 2000. http://epub.wu.ac.at/1446/1/document.pdf.

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Okun's Law postulates an inverse relationship between movements of the unemployment rate and the real gross domestic product (GDP). Empirical estimates for US data indicate that a two to three percent GDP growth rate above the natural or average GDP growth rate causes unemployment to decrease by one percentage point and vice versa. In this investigation we check whether this postulated relationship exhibits structural breaks by means of Markov-Chain Monte Carlo methods. We estimate a regression model, where the parameters are allowed to switch between different states and the switching process

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17

Santos, Carlos. "Structural breaks and outliers in economic time series : modelling and inference." Thesis, University of Oxford, 2006. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.433296.

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18

Han, Lu. "Statistical analysis of structural breaks in discrete valued time series processes." Thesis, University of Liverpool, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.539614.

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19

White, Sava P. "Thermo-mechanical modeling of thermal breaks in structural steel point transmittances." Thesis, University of Alaska Anchorage, 2016. http://pqdtopen.proquest.com/#viewpdf?dispub=10103669.

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<p> Thermal bridging through structural steel members in building envelopes poses issues with heat loss and condensation in cold regions. Structural steel thermal breaks, taking the form of low-thermal conductivity, high-strength and stiffness materials placed between the faying surfaces of a steel connection, serve to reduce heat flow through the steel element and have seen extensive use in the construction industry. However, current steel construction code provisions in the US prohibit the use of compressible materials in a steel connection. While the practical benefits of thermal breaks in

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20

Banafea, Waheed A. "Essays on structural breaks and stability of the money demand function." Diss., Kansas State University, 2012. http://hdl.handle.net/2097/14869.

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Doctor of Philosophy<br>Department of Economics<br>Steven P. Cassou<br>This dissertation consists of three chapters. The first chapter surveys recent studies on the stability of the money demand function in selected developing countries. This chapter presents specific details about modeling and estimating the money demand function. Also, reasons behind the mixed results in the literature on the stability of the money demand function are explored as well as providing a guideline for future research on the stability of the money demand function in developing countries. The second chapter empiri

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21

Mazlan, Nur Syazwani. "A study of the dynamics of structural breaks in real time." Thesis, University of Bristol, 2015. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.681544.

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This thesis explores the real-time dynamics of learning about breaks by utilising different datasets, i.e. simulated and actual (aggregate and firm-level). I am interested in the real-time identification because of its relevance for forecasting. Essentially, I raise three main empirical questions: How often do we encounter mistakes in real-time identification of breaks? How soon do mistakes get corrected in real time? How soon do we learn about the breaks in real time? I compare the effectiveness of different break models and techniques for optimal (discrete) break identification. I find that

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22

Altansukh, Gantungalag. "International inflation linkages and forecasting in the presence of structural breaks." Thesis, University of Manchester, 2014. https://www.research.manchester.ac.uk/portal/en/theses/international-inflation-linkages-and-forecasting-in-the-presence-of-structural-breaks(bee20ed1-6af2-4b8b-a199-5f3b445d07db).html.

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This PhD thesis consists of three related chapters; each contributes to the study of inflation dynamics by examining different issues that have previously been raised in the relevant literature. In particular, the first chapter is concerned with the nature of different changes that have taken place in the conditional mean and variance of inflation. To shed light on this question, an iterative structural break testing methodology is developed which allows the possibility of distinct changes in the conditional mean and variance components by iterating tests between them, with outliers also ident

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23

Asare, Nyamekye. "Essays on Time-Varying Volatility and Structural Breaks in Macroeconomics and Econometrics." Thesis, Université d'Ottawa / University of Ottawa, 2018. http://hdl.handle.net/10393/37179.

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This thesis is comprised of three independent essays. One essay is in the field of macroeconomics and the other two are in time-series econometrics. The first essay, "Productivity and Business Investment over the Business Cycle", is co-authored with my co-supervisor Hashmat Khan. This essay documents a new stylized fact: the correlation between labour productivity and real business investment in the U.S. data switching from 0.54 to -0.1 in 1990. With the assistance of a bivariate VAR, we find that the response of investment to identified technology shocks has changed signs from positive to neg

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24

Yen, Meng-Feng. "GARCH modelling and forecasting in the context of structural breaks or periodicities." Thesis, University of Reading, 2005. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.431031.

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25

Bergamelli, Michele. "Structural breaks and outliers detection in time-series econometrics : methods and applications." Thesis, City University London, 2015. http://openaccess.city.ac.uk/14868/.

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This thesis contributes to the econometric literature on structural breaks analysis and outliers detection in parametric linear models. The focus is on the development of new econometric tools as well as on the analysis of novel but largely unexplored approaches. The econometric methods under analysis are illustrated using macroeconomic and financial relationships. The thesis is organised in three main chapters. In Chapter 2, we consider two novel methods to detect multiple structural breaks affecting the deterministic component of a linear system. The first is an extension of the dummy satura

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26

Cardosa, João. "Health expenditures in the OECD: a political economy analysis using structural breaks." Master's thesis, NSBE - UNL, 2010. http://hdl.handle.net/10362/11847.

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A Masters Thesis, presented as part of the requirements for the award of a Research Masters Degree in Economics from NOVA – School of Business and Economics<br>We write this paper with the main purpose of investigating whether or not political factors influence the structural changes in health expenditure. We are not concerned about shocks as most researchers do; but instead we search for significant structural break dates and try to find a correlation between them and political changes. We choose to study health expenditure due to its relevance in terms of share on GDP and share on public exp

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27

Wessollek, Christine, and Pierre Karrasch. "Monitoring structural breaks in vegetation dynamics of the nature reserve Königsbrücker Heide." SPIE, 2017. https://tud.qucosa.de/id/qucosa%3A34984.

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Nowadays remote sensing is a well-established method and technique of providing data. The current development shows the availability of systems with very high geometric resolution for the monitoring of vegetation. At the same time, however, the value of temporally high-resolution data is underestimated, particularly in applications focusing on the detection of short-term changes. These can be natural processes like natural disasters as well as changes caused by anthropogenic interventions. These include economic activities such as forestry, agriculture or mining but also processes which are in

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28

Rönningsberg, Olle, and Hove Sander ten. "COVID-19 and structural breaks : The case of the Swedish Housing Market." Thesis, Högskolan Dalarna, Institutionen för information och teknik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:du-37703.

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This paper analyzes how the COVID-19 pandemic has affected the Swedish housing market, and in particular prices and shifts in trends. Different classes of housing objects in various counties are investigated. Combining web scraped housing data for the entirety of Sweden between 2016-01-01 and 2021-03-31, including economic, demographic, socioeconomic and locational data, a hedonic regression model is used to estimate how different variables influence the housing price. The base model is subsequently used to investigate if statistically significant structural breaks exist in relation to the COV

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29

Khalil, Ashraf. "ATM-Dependent ERK Signaling in Response to DNA Double Strand Breaks." VCU Scholars Compass, 2006. http://scholarscompass.vcu.edu/etd/760.

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Ionizing radiation (IR) triggers many signaling pathways stemming from DNA damage, and, independently, from extra-nuclear events. To generate radio-mimetic DNA double-strand breaks (DSBs) without and minimizing the effects on extra-nuclear radiation targets, human (p53+) glioma and carcinoma cells containing bromodeoxyuridine (BrdU)- substituted DNA were treated with Hoechst 33258 followed by long wave-length UV (UV-A) (BrdU photolysis). BrdU photolysis resulted in well-controlled, dose-dependent generation of DSBs equivalent to 0.2 - 20 Gy of IR, as detected by pulse-field gel electrophoresis

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30

Cai, Xinhua. "Froecast the USA Stock Indices with GARCH-type Models." Thesis, Uppsala universitet, Statistiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-175432.

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31

Rea, William Stanley. "The Application of Atheoretical Regression Trees to Problems in Time Series Analysis." Thesis, University of Canterbury. Mathematics and Statistics, 2008. http://hdl.handle.net/10092/1715.

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This thesis applies Atheoretical Regression Trees (ART) to the problem of locating changes in mean in a time series where the number and location of those changes are unknown. We undertook an extensive simulation study into ART's performance on a range of time series. We found ART to be a useful addition to currently established structural break methodologies such as the CUSUM and that due to Bai and Perron. ART was found to be useful in the analysis of long time series which are not practical to analyze with the optimal procedure of Bai and Perron. ART was applied to a long standing problem

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32

Wegener, Christoph [Verfasser]. "Essays on empirical finance in times of crises : fractional integration, structural breaks, and explosiveness / Christoph Wegener." Hannover : Technische Informationsbibliothek (TIB), 2016. http://d-nb.info/1122040881/34.

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33

Huber, Florian. "Structural breaks in Taylor rule based exchange rate models - Evidence from threshold time varying parameter models." WU Vienna University of Economics and Business, 2017. http://epub.wu.ac.at/5461/1/wp244.pdf.

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In this note we develop a Taylor rule based empirical exchange rate model for eleven major currencies that endogenously determines the number of structural breaks in the coefficients. Using a constant parameter specification and a standard time-varying parametermodel as competitors reveals that our flexible modeling framework yields more precise density forecasts for all major currencies under scrutiny over the last 24 years.<br>Series: Department of Economics Working Paper Series

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34

Yfanti, Stavroula. "Non-linear time series models with applications to financial data." Thesis, Brunel University, 2014. http://bura.brunel.ac.uk/handle/2438/9247.

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The purpose of this thesis is to investigate the financial volatility dynamics through the GARCH modelling framework. We use univariate and multivariate GARCH-type models enriched with long memory, asymmetries and power transformations. We study the financial time series volatility and co-volatility taking into account the structural breaks detected and focusing on the effects of the corresponding financial crisis events. We conclude to provide a complete framework for the analysis of volatility with major policy implications and benefits for the current risk management practices. We first inv

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35

Ullmann, Daniel [Verfasser], Peter [Akademischer Betreuer] Posch, and Walter [Gutachter] Krämer. "Essays in finance: aggregating distributions and detecting structural breaks / Daniel Ullmann ; Gutachter: Walter Krämer ; Betreuer: Peter Posch." Dortmund : Universitätsbibliothek Dortmund, 2017. http://d-nb.info/1150960620/34.

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36

Ullmann, Daniel [Verfasser], Peter N. [Akademischer Betreuer] Posch, and Walter [Gutachter] Krämer. "Essays in finance: aggregating distributions and detecting structural breaks / Daniel Ullmann ; Gutachter: Walter Krämer ; Betreuer: Peter Posch." Dortmund : Universitätsbibliothek Dortmund, 2017. http://d-nb.info/1150960620/34.

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37

Wingert, Simon [Verfasser]. "Essays on long memory estimation and testing for structural breaks under long-range dependent errors / Simon Wingert." Hannover : Gottfried Wilhelm Leibniz Universität Hannover, 2020. http://d-nb.info/1214367062/34.

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38

Marczak, Martyna [Verfasser], and Thomas [Akademischer Betreuer] Beissinger. "Four essays in the empirical analysis of business cycles and structural breaks / Martyna Marczak. Betreuer: Thomas Beißinger." Hohenheim : Kommunikations-, Informations- und Medienzentrum der Universität Hohenheim, 2015. http://d-nb.info/1069159743/34.

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39

Muhsal, Birte Chantal Simone [Verfasser]. "Change-Point Methods for Multivariate Autoregressive Models and Multiple Structural Breaks in the Mean / Birte Chantal Simone Muhsal." Karlsruhe : KIT-Bibliothek, 2013. http://d-nb.info/1036681300/34.

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40

Ferreira, Tiago Toledo. "Arranjos institucionais e investimento em infra-estrutura no Brasil." Universidade de São Paulo, 2009. http://www.teses.usp.br/teses/disponiveis/12/12140/tde-30012010-162648/.

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Ao recuperar dados da década de 60 ao momento atual, o estudo acompanha a evolução do investimento no setor sob diferentes arranjos institucionais. A análise é circunscrita aos segmentos rodoviário, ferroviário, energia elétrica e telecomunicações. As séries são submetidas a testes econométricos propostos em Bai e Perron (1998, 2003b) que, em última instância, procuram identificar eventuais quebras estruturais, associando-as às mudanças institucionais. As quebras encontradas demarcam o ápice e o esgotamento do padrão anterior de organização do setor. Apenas no segmento de telecomunicações é en

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41

Jiang, Yu. "Inference and prediction in a multiple structural break model of economic time series." Diss., University of Iowa, 2009. https://ir.uiowa.edu/etd/244.

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This thesis develops a new Bayesian approach to structural break modeling. The focuses of the approach are the modeling of in-sample structural breaks and forecasting time series allowing out-of-sample breaks. Our model has some desirable features. First, the number of regimes is not fixed and is treated as a random variable in our model. Second, our model adopts a hierarchical prior for regime coefficients, which allows for the regime coefficients of one regime to contain information about regime coefficients of other regimes. However, the regime coefficients can be analytically integrated ou

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42

Pouliot, William. "Two applications of U-Statistic type processes to detecting failures in risk models and structural breaks in linear regression models." Thesis, City University London, 2010. http://openaccess.city.ac.uk/1166/.

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This dissertation is concerned with detecting failures in Risk Models and in detecting structural breaks in linear regression models. By applying Theorem 2.1 of Szyszkowicz on U-statistic type process, a number of weak convergence results regarding three weighted partial sum processes are established. It is shown that these partial sum processes share certain invariance properties; estimation risk does not affect their weak convergence results and they are also robust to asymmetries in the error process in linear regression models. There is also an application of the methods developed here to

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43

Reckrühm, Kerstin [Verfasser], and Claudia [Gutachter] Kirch. "Estimating multiple structural breaks in time series - a generalized MOSUM approach based on estimating functions / Kerstin Reckrühm ; Gutachter: Claudia Kirch." Magdeburg : Universitätsbibliothek Otto-von-Guericke-Universität, 2019. http://d-nb.info/121996638X/34.

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44

Grote, Claudia [Verfasser]. "Essays on testing for nonlinearity in time series : issues in nonlinear cointegration, structural breaks and changes in persistence / Claudia Grote." Hannover : Gottfried Wilhelm Leibniz Universität Hannover, 2020. http://d-nb.info/1208387936/34.

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45

Granemark, Elin. "Minskar införandet av skattetillägg benägenheten att begå skattebrott? : En tidsseriestudie om vilken effekt skattetillägg har på självrättelser av inkomstdeklarationer." Thesis, Uppsala universitet, Nationalekonomiska institutionen, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-449070.

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Vilken effekt har skattetillägg på självrättelser av inkomstdeklarationer för individers benägenhet att begå skattebrott? Enligt grundteorin inom 'economics of crime' bör benägenheten att begå skattebrott minska för en rationell individ av en ökad sannolikhet och kostnad att bli straffad. Studien är en tidsseriestudie som undersöker beteendeförändringar av individers självrättelser av sina inkomstdeklarationer i samband med införandet av skattetillägg som tillkom av Skatteförfarandelagens (2011:1244) reform år 2018. Studien finner statistiskt signifikanta 'structural breaks' år 2019 (med hänsy

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46

Hellsten, Mark. "GDP per capita and the privatization of copper mines in Zambia : a time series analysis of unit root with structural breaks." Thesis, Örebro universitet, Handelshögskolan vid Örebro Universitet, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:oru:diva-80704.

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47

Tran, Amy V. "Do BHA and BHT Induce Morphological Changes and DNA Double-Strand Breaks in Schizosaccharomyces pombe?" Scholarship @ Claremont, 2013. http://scholarship.claremont.edu/scripps_theses/152.

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Butylated Hydroxyanisole, BHA, and Butylated Hydroxytoluene, BHT, are commonly used as preservatives for our food as well as additives in many products such as cosmetics, petroleum, and medicine. Although their use has been approved by the Food and Drug Administration (FDA), there have been controversies and debates on whether these phenol derivatives or antioxidants are safe to use. Their accumulative toxicology and side effects need to be thoroughly investigated as we continue to consume them on a daily basis. Data obtained by genomic analysis in Tang lab suggested the involvement of DNA dam

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48

Schuler, Eric Robert. "When the Levee Breaks: An SEM Approach to Understanding the Narrative and the Anxiety-Buffer Disruption on PTSD Symptoms." Thesis, University of North Texas, 2017. https://digital.library.unt.edu/ark:/67531/metadc984252/.

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The purpose of the present study was to assess if combining the two frameworks would account for more variance in PTSS than could be accounted for using the frameworks separately. An online community sample from Amazon.com's Mechanical Turk (N = 437), who reported experiencing a prior traumatic event, completed measures that reflected the constructs of narrative centrality, negative affectivity, and death concerns, along with a measure of PTSS. PTSS was regressed on the latent variables of death concerns, narrative centrality, and negative affectivity, along with the latent variable interactio

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Wu, Qian. "Structural studies of human DNA double-strand breaks repair non-homologous end joining protein complex XLF-XRCC4 : dance in a helical way." Thesis, University of Cambridge, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.610376.

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MARCHESI, SILVIA. "Screening and Signalling in Debt Strategies: Theory and Empirics." Doctoral thesis, University of Warwick, 2001. http://hdl.handle.net/10281/4658.

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This thesis focuses on public debt under asymmetry of information. The first part of the thesis deals with foreign debt while the second part with domestic debt. In the first part of this work (Chapter 1 and 2) a theoretical model is developed in which adoption of an IMF programme signals a country's productivity. It is assumed that there are two types of country, one with a high return on investment and the other with a low return. The country's type is known only to itself. In the presence of a debt overhang, the high productivity country may choose not to undertake the investment, despite

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