中国石油进口需求是刚性的吗?——基于VAR模型的实证检验

随着国际油价的不断上涨,中国石油的进口量不仅没有下降,反而继续增加,说明中国石油的进口需求可能是刚性的。在对需求刚性概念进行界定的基础上,选取2006年1月到2012年12月中国的石油进口量、国内生产总值、国际石油价格等数据,建立VAR模型对中国石油进口需求的方程进行估计。实证检验结果表明,中国石油进口需求收入弹性大于需求价格弹性,中国石油进口需求的确是刚性的,需要制定降低中国石油需求刚性的相关政策。     

大学学业考试的公平性及影响研究--来自学生的反馈

本研究采用问卷形式调查学生对大学学业考试公平性及其影响的看法。结果显示,大学学业考试存在一些较为严重的问题,如对学生知识及能力的考查不够,且部分命题教师在考前透露考试内容;一些监考老师责任心不强,态度松懈,致使舞弊现象发生;阅卷过程不太规范等。这些考试不公平现象在一定程度上对学生的学习、生活及考试制度的良性发展产生了较为严重的影响。因而,有必要对教师进行培训,让他们对考试公平性有更全面的认识,从而在实践中采取更有效的措施提升考试公平性。     

基于城市经济空间联系的江西省区域发展研究

针对宽高比为5的矩形断面梁进行了节段模型测压风洞试验,研究了矩形断面梁的气动力特性随风攻角的变化规律。研究结果表明：在0°~6°的风攻角范围内,风攻角对斯托罗哈数的影响很小;不同风攻角下的驰振力系数均大于0;与上表面中间位置的测点相比,上表面边缘位置测点的压力与升力和扭矩的相关性更强;上表面边缘位置测点的压力与升力和扭矩的相关性对风攻角的变化不敏感;随着风攻角的增大,上表面中间位置测点的压力与升力和扭矩的相关性显著增强。     

房地产价格上涨与信贷扩张、地价上涨--基于省际面板数据的分析

根据2003—2012年中国省际面板数据,运用Granger因果关系检验模型检验房地产价格上涨与信贷扩张、地价上涨三者之间的作用关系。研究结果表明,房地产价格上涨与信贷扩张、地价上涨三者之间存在着相互反馈的作用机制。对房地产价格上涨的各影响因素进行估计后发现城镇劳动者工资上涨、地价上涨和信贷扩张对房地产价格上涨产生正向影响,房地产供给对房地产价格上涨具有负向影响。增加房地产供给,限制房地产业信贷规模和平抑地价是抑制房地产价格过快上涨的重要途径。     

Generalisation of Mood's Test to Factorial Designs to Detect Heterogeneity of Variances

Mood's test, which is a relatively old test (and the oldest non‐parametric test among those tests in its class) for determining heterogeneity of variance, is still being widely used in different areas such as biometry, biostatistics and medicine. Although it is a popular test, it is not suitable for use on a two‐way factorial design. In this paper, Mood's test is generalised to the 2 × 2 factorial design setting and its performance is compared with that of Klotz's test. The power and robustness of these tests are examined in detail by means of a simulation study with 10,000 replications. Based on the simulation results, the generalised Mood's and Klotz's tests can especially be recommended in settings in which the parent distribution is symmetric. As an example application we analyse data from a multi‐factor agricultural system that involves chilli peppers, nematodes and yellow nutsedge. This example dataset suggests that the performance of the generalised Mood test is in agreement with that of the generalised Klotz's test.     

Validation tests for semi-parametric models

Tests are proposed for validation of the hypothesis that a partial linear regression model adequately describes the structure of a given data set. The test statistics are formulated following the approach of Fourier-type conditional expectations first suggested by Bierens [Consistent model specification tests. J Econometr. 1982;20:105–134]. The proposed procedures are computationally convenient, and under fairly mild conditions lead to consistent tests. Corresponding bootstrap versions are compared with alternative procedures for a wide selection of different estimators of the underlying partial linear model.     

Predictive sets with approximate frequentist and Bayesian validity for arbitrary priors

With a view to predicting a scalar-valued future observation on the basis of past observations, we explore predictive sets having frequentist as well as Bayesian validity for arbitrary priors in a higher-order asymptotic sense. It is found that a connection with locally unbiased tests is useful for this purpose. Illustrative examples are given. Computation and simulation studies lend support to our asymptotic results in finite samples. The issue of expected lengths of our predictive sets is also discussed.     

Tests for Coefficients in High‐dimensional Additive Hazard Models

We consider hypothesis testing problems for low‐dimensional coefficients in a high dimensional additive hazard model. A variance reduced partial profiling estimator (VRPPE) is proposed and its asymptotic normality is established, which enables us to test the significance of each single coefficient when the data dimension is much larger than the sample size. Based on the p‐values obtained from the proposed test statistics, we then apply a multiple testing procedure to identify significant coefficients and show that the false discovery rate can be controlled at the desired level. The proposed method is also extended to testing a low‐dimensional sub‐vector of coefficients. The finite sample performance of the proposed testing procedure is evaluated by simulation studies. We also apply it to two real data sets, with one focusing on testing low‐dimensional coefficients and the other focusing on identifying significant coefficients through the proposed multiple testing procedure.     

Cluster-based multivariate outlier identification and re-weighted regression in linear models

A cluster methodology, motivated by a robust similarity matrix is proposed for identifying likely multivariate outlier structure and to estimate weighted least-square (WLS) regression parameters in linear models. The proposed method is an agglomeration of procedures that begins from clustering the n-observations through a test of ‘no-outlier hypothesis’ (TONH) to a weighted least-square regression estimation. The cluster phase partition the n-observations into h-set called main cluster and a minor cluster of size n?h. A robust distance emerge from the main cluster upon which a test of no outlier hypothesis’ is conducted. An initial WLS regression estimation is computed from the robust distance obtained from the main cluster. Until convergence, a re-weighted least-squares (RLS) regression estimate is updated with weights based on the normalized residuals. The proposed procedure blends an agglomerative hierarchical cluster analysis of a complete linkage through the TONH to the Re-weighted regression estimation phase. Hence, we propose to call it cluster-based re-weighted regression (CBRR). The CBRR is compared with three existing procedures using two data sets known to exhibit masking and swamping. The performance of CBRR is further examined through simulation experiment. The results obtained from the data set illustration and the Monte Carlo study shows that the CBRR is effective in detecting multivariate outliers where other methods are susceptible to it. The CBRR does not require enormous computation and is substantially not susceptible to masking and swamping.     

Empirical likelihood ratio-based goodness-of-fit test for the logistic distribution

The logistic distribution has been used to model growth curves in survival analysis and biological studies. In this article, we propose a goodness-of-fit test for the logistic distribution based on the empirical likelihood ratio. The test is constructed based on the methodology introduced by Vexler and Gurevich [17 A. Vexler and G. Gurevich, Empirical likelihood ratios applied to goodness-of-fit tests based on sample entropy, Comput. Stat. Data Anal. 54 (2010), pp. 531–545. doi: 10.1016/j.csda.2009.09.025[Crossref], [Web of Science ®] , [Google Scholar]]. In order to compute the test statistic, parameters of the distribution are estimated by the method of maximum likelihood. Power comparisons of the proposed test with some known competing tests are carried out via simulations. Finally, an illustrative example is presented and analyzed.