Estimation and Inference in Two-Step Econometric Models

A commonly used procedure in a wide class of empirical applications is to impute unobserved regressors, such as expectations, from an auxiliary econometric model. This two-step (T-S) procedure fails to account for the fact that imputed regressors are measured with sampling error, so hypothesis tests based on the estimated covariance matrix of the second-step estimator are biased, even in large samples. We present a simple yet general method of calculating asymptotically correct standard errors in T-S models. The procedure may be applied even when joint estimation methods, such as full information maximum likelihood, are inappropriate or computationally infeasible. We present two examples from recent empirical literature in which these corrections have a major impact on hypothesis testing.     

伊丽莎白·班纳特与夏绿蒂·卢卡斯之比较——兼析简·奥斯丁的女性意识

对《傲慢与偏见》中两位女性人物伊丽莎白·班纳特与夏绿蒂·卢卡斯从女性主义的角度进行了分析、对比,阐释了两位出身相似、社会地位相当的女性最后不同归宿的原因.奥斯丁对伊丽莎白这一正面人物的肯定和高度赞扬充分体现了她进步的女性主义意识,这在当时乃至于现在都具有深远的社会意义.     

《夏洛的网》：关于生命价值的哲学思考

《夏洛的网》用温情和善良向我们诠释了温柔的力量和坚韧的精神,阐释了人性的伟大与崇高。在这篇美丽的童话故事里,作者为我们珍藏着一份对生命意义和生命成长的赞美与眷恋。这是对人类诗意生活的回眸一瞥,也让我们在时空之外发出对人的生存价值的拷问。夏洛的善良和美德,正是这种救世精神和民族大爱的体现。作者以夏洛这一美的艺术形象展现出温情的道德感化和人道主义的关怀,这是对人类现实社会的一种道德救赎,更是理想社会的道德想象。     

Identification Using Stability Restrictions

This paper studies inference in models that are identified by moment restrictions. We show how instability of the moments can be used constructively to improve the identification of structural parameters that are stable over time. A leading example is macroeconomic models that are immune to the well‐known (Lucas (1976)) critique in the face of policy regime shifts. This insight is used to develop novel econometric methods that extend the widely used generalized method of moments (GMM). The proposed methods yield improved inference on the parameters of the new Keynesian Phillips curve.     

一类Fibonacci,Lucas序列的倒数和

建立了Ｆｉｂｏｎａｃｃｉ，Ｌｕｃａｓ序列的一类倒数和，推广了Ｊｅｎｎｉｎｇｓ的结果     

夏洛蒂·勃朗特与女性意识

英国女作家夏洛蒂.勃朗特的作品中表现出了强烈的女性意识,但马克.爱德华在其《夏洛蒂.勃朗特的小说》一书中表达了夏洛蒂.勃朗特并不是一个激进的女权主义者的观点,笔者从与“父权”的对抗、与大权的抗争、夏洛蒂.勃朗特与女权运动二方面对马克.爱德华的观点进行了驳斥。     

爱的受难与自杀的救赎──关于维特爱与死的一种解读

要维特在爱的无望中遭遇到了爱所面临的两难困境：或者对爱过于期待，把它奉为绝对神圣的价值却导致了发疯和杀人、自杀；或者对爱过于漠视，视之为社会和家庭的附庸，从而使爱扭曲、异化以至消解。两者都是爱的受难。维特自觉选择了死亡。死亡在他的意向中不断被赋予意义；死亡战胜了虚无，从而成为一种“向死而在”的救赎。     

Jane Eyre——A Shadow of Charlotte Bronte

As is known to all,the novel"Jane Eyre"was written by one of the celebrated Victorian female novelists Charlotte Bronte.As the heroine of this novel,Jane Eyre is actually a shadow of the writer herself.This paper tries to exemplify the similarities between the two persons from the following aspects:their outlooking,characterisitics,family background and life experiences.     

《简·爱》的女性话语空间解读

夏洛蒂.勃朗特的小说《简.爱》以简.爱的女性主体反抗男性权威的个人叙述声音成为女性主义研究的经典文本。笔者从社会文化机制内部探讨其女性话语空间,认为夏洛蒂对维多利亚时代女性话语空间进行了寓言式再现,通过主人公简.爱从＂我必须说＂到＂我们整天谈着话＂自我建构了一个新的话语空间,以此可对文本结尾作出新的评价,这是夏洛蒂对维多利亚时代女性话语空间问题的思考,也使文本成为维多利亚时期女性话语空间的一场诗性试验。