国债收益率协整关系研究

通过对中国国债收益率与央票利率、基准利率和CPI的协整关系研究,揭示出我国国债市场的收益率走势与各宏观经济变量之间的互动关系。研究结果表明:在不施加任何约束的条件下,我国国债市场的风险长期来看是可以规避的,而国债与央票之间具有互动关系,二者的利率风险具有一定的互补性。     

Testing dominance of biometric functions

The hazard rate (HR) and mean residual lifetime are two of the most practical and best-known functions in biometry, reliability, statistics and life testing. Recently, the reversed HR function is found to have interesting properties useful in additional areas such as censored data and forensic science. For these three biometric functions, we propose testing methods that they take on a known functional form against that they dominate or are dominated by this known form. This goodness-of-fit-type testing is wider in applications and more interesting than the long-standing testing procedures for exponentiality against the monotonicity of these functions or even the change point problems. This is so since we can test against any choice of the survival distribution and not just exponentiality. For this general testing, we present easy to implement tests and generalize them into classes of statistics that could lead to more powerful and efficient testing.     

Seemingly unrelated systems of econometric equations

A generalization of Zellner's SUR model is derived for sets of seemingly unrelated systems of econometric equations. The resulting structural form – worked out for a set of Cowles Commission-type simultaneous equations systems – is general enough to include any SUR-type or panel-type specification of systems of econometric equations with contemporaneously correlated errors. Maximum estimation efficiency is obtained by treating all the individual subsystems at once rather than in a subsystem-by-subsystem fashion.     

河南省生产率进步及其因素分解——基于DEA-Malmquist指数的市级数据分析

运用DEA．Malmquist指数分析法对18个市2000-2009年间的全要素生产率进步及其因素分解分析的结果表明：河南各市全要素生产率增长十分强劲，年均达14．7％，且落后地区具有明显的追赶趋势，但近几年下滑趋势明显。进一步的实证分析说明，技术进步是推动全要素生产率增长的主要动力，而综合技术效率和纯技术效率的下降则是制约TFP提升的瓶颈因素。因此，要遏制全要素生产率的下滑势头，就必须大力推进科技进步、提升技术效率和规模效率。     

Integrated framework for robustness analysis using ratio-based efficiency model with application to evaluation of Polish airports

We consider a problem of evaluating efficiency of Decision Making Units (DMUs) based on their deterministic performance on multiple consumed inputs and multiple produced outputs. We apply a ratio-based efficiency measure, and account for the Decision Maker׳s preference information representable with linear constraints involving input/output weights. We analyze the set of all feasible weights to answer various robustness concerns by deriving: (1) extreme efficiency scores and (2) extreme efficiency ranks for each DMU, (3) possible and necessary efficiency preference relations for pairs of DMUs, (4) efficiency distribution, (5) efficiency rank acceptability indices, and (6) pairwise efficiency outranking indices. The proposed hybrid approach combines and extends previous results from Ratio-based Efficiency Analysis and the SMAA-D method. The practical managerial implications are derived from the complementary character of accounted perspectives on DMUs׳ efficiencies. We present an innovative open-source software implementing an integrated framework for robustness analysis using a ratio-based efficiency model on the diviz platform. The proposed approach is applied to a real-world problem of evaluating efficiency of Polish airports. We consider four inputs related to the capacities of a terminal, runways, and an apron, and to the airport׳s catchment area, and two outputs concerning passenger traffic and number of aircraft movements. We present how the results can be affected by integrating the weight constraints and eliminating outlier DMUs.     

“社会企业”与“食物银行”:澳门特区的社会管理创新刍议

伴随着经济的飞速发展,社会管理体制绝不能产生任何滞后。随着经济社会各领域发生深刻地变化,由政府高度主导的社会管理模式亦需要与时俱进地创新。作为国家特别行政区之一的澳门,近年来在经济上取得长足发展、政府公共财政收入颇为理想的情况下,不断探索"以民为本"的社会管理模式,努力辅助弱势社群,解决社会问题,持续营造良好的社会环境,促进社会和谐。澳门特区近年来推出的"社会企业"和"食物银行",是澳门政府现阶段社会管理的着力举措,体现出澳门特区的社会管理体制创新的特点。     

基于多维效应的能源效率评估理论——以非参数DEA方法为例

基于多维效应的能源效率评估使人们在达到经济增长目的的同时兼顾能源安全、竞争力、环境、社会和技术的可持续性。论述能源效率内涵演化发展的路径，在此基础上将能源效率的内涵扩展至多维效应。以非参数DEA（Data Envelopment Analysis）方法为例，研究基于多维效应的能源效率评估方法的演化与发展趋势。研究结果显示:采用DEA方法对基于多维效应的能源效率进行评估的发展趋势主要有以下3点:能源效率的内涵不断延伸；DEA模型向非导向非径向模型转变；能源效率评估的研究维度不断扩展。对多维效应的能源效率综合指标评价体系和评价方法还需做深入研究。     

非期望产出下我国能源消耗产出效率差异研究

提高能源消耗产出效率是新常态下经济发展的必然趋势，随机扰动和外部环境是研究能源消耗产出效率不可回避的问题，而传统的DEA模型无法剔除非期望产出对效率值的影响。本文通过构建四阶段Bootstrap-DEA-Malmquist模型，采用1990~2014年的省际面板数据作为样本数据，通过松弛指标调整能源投入，剔除外部环境和随机因素对能源效率和能源全要素生产率的扰动，并借助Bootstrap随机抽样法进一步减小由于样本差异造成的影响，从静态和动态两个维度测算了中国能源消耗产出效率和全要素生产率。研究发现，外部环境和随机扰动对能源效率的估算具有显著影响，剔除外部环境影响因素后得到的能源效率值、技术效率变化以及全要素生产率变动均有不同程度的下降，而调整初始投入后的技术进步值有所上升。此外，考虑环境因素时，能源效率值下降，但是进一步运用Bootstrap随机抽样法消除随机因素的影响后，能源效率值有所上升。本文的主要贡献在于将环境因素和随机因素从能源效率与能源全要素生产率的测算中剥离，获得更为准确的能源效率值和能源全要素生产率值。     

反腐倡廉效率评估:方法选择与指标构建

对反腐倡廉建设开展效率评估,不仅有利于改进和提升反腐倡廉的效率,推进反腐倡廉建设科学化的进程,还能为反腐倡廉形势评估开辟一个独特的视角。文章在综述国内反腐倡廉建设评估研究的基础上,提出了反腐倡廉效率评估的必要性;并基于反腐倡廉建设目标与特点分析,论证了数据包络分析方法对反腐倡廉效率评估的适用性;参照学术界已有的成果,结合实践逻辑构建了反腐倡廉效率评估指标体系;阐述了数据包络分析的模型选择及运算过程。     

Estimating the population proportion in modified ranked set sampling methods

In this paper, proportion estimators and associated variance estimators are proposed for a binary variable with a concomitant variable based on modified ranked set sampling methods, which are extreme ranked set sampling (ERSS), median ranked set sampling (MRSS), percentile ranked set sampling (Per-RSS) and L ranked set sampling (LRSS) methods. The Monte Carlo simulation study is performed to compare the performance of the estimators based on bias, mean squared error, and relative efficiency for different levels of correlation coefficient, set and cycle sizes under normal and log-normal distributions. Moreover, the study is supported with real data application.