Goodness-of-Fit Tests for Multiplicative Models with Dependent Data

Abstract.  Several classical time series models can be written as a regression model between the components of a strictly stationary bivariate process. Some of those models, such as the ARCH models, share the property of proportionality of the regression function and the scale function, which is an interesting feature in econometric and financial models. In this article, we present a procedure to test for this feature in a non-parametric context. The test is based on the difference between two non-parametric estimators of the distribution of the regression error. Asymptotic results are proved and some simulations are shown in the paper in order to illustrate the finite sample properties of the procedure.     

A note on the equality of the OLSE and the BLUE of the parametric function in the general Gauss–Markov model

In this note we consider the equality of the ordinary least squares estimator (OLSE) and the best linear unbiased estimator (BLUE) of the estimable parametric function in the general Gauss–Markov model. Especially we consider the structures of the covariance matrix V for which the OLSE equals the BLUE. Our results are based on the properties of a particular reparametrized version of the original Gauss–Markov model.      

On cumulative entropies

In analogy with the cumulative residual entropy recently proposed by Wang et al. [2003a. A new and robust information theoretic measure and its application to image alignment. In: Information Processing in Medical Imaging. Lecture Notes in Computer Science, vol. 2732, Springer, Heidelberg, pp. 388–400; 2003b. Cumulative residual entropy, a new measure of information and its application to image alignment. In: Proceedings on the Ninth IEEE International Conference on Computer Vision (ICCV’03), vol. 1, IEEE Computer Society Press, Silver Spring, MD, pp. 548–553], we introduce and study the cumulative entropy, which is a new measure of information alternative to the classical differential entropy. We show that the cumulative entropy of a random lifetime X can be expressed as the expectation of its mean inactivity time evaluated at X. Hence, our measure is particularly suitable to describe the information in problems related to ageing properties of reliability theory based on the past and on the inactivity times. Our results include various bounds to the cumulative entropy, its connection to the proportional reversed hazards model, and the study of its dynamic version that is shown to be increasing if the mean inactivity time is increasing. The empirical cumulative entropy is finally proposed to estimate the new information measure.     

中国狭义货币及其各组合分量的需求模型

主要研究流通中现金、活期存款和狭义货币的需求函数．实证结果表明现金、活期存款和狭义货币与收入、价格水平、利率和货币化进程存在长期均衡关系．中国的货币供给增长率大于经济增长和通货膨胀率之和，原因在于中国存在货币化现象，货币存量的增加除了满足经济增长的需要还要满足经济货币化的那一部分     

The Effect of Drop-Out on the Efficiency of Longitudinal Experiments

It is shown that drop-out often reduces the efficiency of longitudinal experiments considerably. In the framework of linear mixed models, a general, computationally simple method is provided, for designing longitudinal studies when drop-out is to be expected, such that there is little risk of large losses of efficiency due to the missing data. All the results are extensively illustrated using data from a randomized experiment with rats.     

全球化时代的中国管理模式

在中国和平发展的过程中，中国的管理科学要提高水平、走向世界，既要适应全球化，又要实现本土化。管理理论无所谓中式、美式、欧式、日式的区分，各国的管理科学也没有本质差别，譬如战略理论、生产管理、营销方法等。中国管理科学的全球化就是要学习、引进、发展现代管理科学。但因文化的差异，各国管理哲学有很大的差别。中国管理科学的本土化就是要继承并发展优良传统中国管理文化，促进管理科学在中国的实践。中国管理哲学与现代管理科学在中国成功管理实践中融合，形成了支撑中国经济持续高速增长的中国管理模式，而中国管理模式在实践中不断创新也必将推动现代管理科学进步和中国管理哲学的提升。     

城市哈萨克族的宴请活动与多元文化

本文从城市哈萨克族的人口规模入手，探讨了城市哈萨克族宴请活动的目的、模式、共时性质、历时变化，由此得出结论城市哈萨克的宴请文化和其他民族宴请文化一起，共同构成新疆独特的文化资源优势，研究它旨在努力将它转化为开发项目，以便在开发大西北战略目标实施过程中，逐步将其转化为新疆人民的共同财富。     

Fairness and commitment to change in M&As: The mediating role of organizational identification

This paper examines the determinants of employees' affective commitment to change in the context of M&As. Based on the group engagement model (Tyler & Blader, 2000, 2003), we predicted that organizational identification with the newly formed organization mediates the positive impact of employees’ overall justice judgments and perceived change favorableness on affective commitment to change. We tested our predictions using data collected during an international merger. After controlling for country effects, results support our hypotheses. Implications for research and practice alike are discussed.     

现代社会与教育的思维模式探析

构成现代社会的各个领域和因素综合交错，形成了现代社会因素的立体网络系统，其中，科技与教育是促进社会进步与发展的巨大力量；科技日益成为现代社会发展的重要手段，也形成了现代教育的基本特色。现代社会要求我们在立体互动关系中确立一种合理、有效的思维模式，表现在教育领域，便是要确立开放的教育思维模式；它是由现代社会和现代科技的开放性特征所决定的，也是现代社会的开放思维模式的具体体现。     

航空客运收益管理的结构模型

本文分析了收益管理决策目标的组成要素以及内外主要因素;讨论了容量、价格和销售数量三个决策变量与市场需求要素之间的关系;具体地提出了达到收益管理目标可以采用的两条降低成本的途径和五种提高收入的基本方式;从系统的角度提出了集成性收益管理决策的结构模型。