Three-level main-effects designs exploiting prior information about model uncertainty

To explore the projection efficiency of a design, Tsai, et al [2000. Projective three-level main effects designs robust to model uncertainty. Biometrika 87, 467–475] introduced the Q criterion to compare three-level main-effects designs for quantitative factors that allow the consideration of interactions in addition to main effects. In this paper, we extend their method and focus on the case in which experimenters have some prior knowledge, in advance of running the experiment, about the probabilities of effects being non-negligible. A criterion which incorporates experimenters’ prior beliefs about the importance of each effect is introduced to compare orthogonal, or nearly orthogonal, main effects designs with robustness to interactions as a secondary consideration. We show that this criterion, exploiting prior information about model uncertainty, can lead to more appropriate designs reflecting experimenters’ prior beliefs.     

Bayesian locally optimal design of knockout tournaments

The elimination or knockout format is one of the most common designs for pairing competitors in tournaments and leagues. In each round of a knockout tournament, the losers are eliminated while the winners advance to the next round. Typically, the goal of such a design is to identify the overall best player. Using a common probability model for expressing relative player strengths, we develop an adaptive approach to pairing players each round in which the probability that the best player advances to the next round is maximized. We evaluate our method using simulated game outcomes under several data-generating mechanisms, and compare it to random pairings, to the standard knockout format, and to two variants of the standard format.     

促进我国企业海外能源投资的国际法层面探析

分析了当前我国企业海外能源投资所面临的国际法制困境，指出我国政府应积极行动，力求与国外签订有利于我国企业海外能源投资的能源合作双边协定，并参与区域性及全球性有关国际投资、能源合作规则的制定，从而为企业海外能源投资营造有利的国际法制环境。     

关于外汇期货套期保值比率的实证研究

最佳套期保值比率(OHR)的估计方法一直是金融工程理论研究的核心问题,从最开始的幼稚法到JSE法 以及随后的很多其他改进方法,保值效率都有不同程度的提高。使用包含误差修正结构的GARCH模型估计外汇 (澳大利亚元)期货的套期保值比率。通过效率比较,证实该模型所得到的套期保值比率比起传统方法都具有更好 的降低风险能力。     

隐含合约和专用资产投资:日本分包制研究

日本制造业中,制造商往往和其零部件供应商形成长期连续交易关系,彼此之间紧密协作,形成系列化的企业集团。在这种企业集团内部,零部件供应商有更大的激励进行专用资产的投资,进而降低生产成本,提高产品质量。甚至在适当的条件下,供应商直接参与零部件产品的设计。这种日本式的分包制采用一种隐含的承包合约形成长期连续交易关系,使企业之间能更好的合作,极大的提高了日本企业集团的竞争力。本文建立一个简单的模型,引入一种简单隐含合约的形式,即发包商给予承包商部分议价权利,在此基础上分析承包商专用资产投资行为,并对上述现象进行解释。     

深圳市投资率与投资效益的合理区间分析

投资、消费和净出口被喻为拉动经济发展的三驾马车。对于深圳这样一个以投资拉动为主的城市,投资在经济发展中具有重要的地位。通过对投资率和ICOR的国际比较分析,综合深圳市发展的历史阶段,可以揭示并发现深圳市的投资率与ICOR的合理区间、正确规划,以及深圳市的长远发展目标和规划。     

Optimal designs for generalized linear models

Summary This paper solves some D-optimal design problems for certain Generalized Linear Models where the mean depends on two parameters and two explanatory variables. In all of the cases considered the support point of the optimal designs are found to be independent of the unknown parameters. While in some cases the optimal design measures are given by two points with equal weights, in others the support is given by three point with weights depending on the unknown parameters, hence the designs are locally optimal in general. Empirical results on the efficiency of the locally optimal designs are also given. Some of the designs found can also be used for planning D-optimal experiments for the normal linear model, where the mean must be positive. This research was carried out in part at University College, London as an M.Sc. project. Thanks are due to Prof. I. Ford (University of Glasgow) and Prof. A. Giovagnoli (University of Perugia) for their valuable suggestions and critical observations.     

议股权投资差额会计核算

现行会计制度中采用权益法核算长期股权投资时,投资支付的价款高于或低于应享有份额而产生的差额采用的会计处理方法不尽合理,笔者提出自己的建议。     

江苏省基础设施投资对社会其他部门投资影响效应研究

从理论上看,基础设施投资对社会其他部门投资的影响并不明确。前者对后者既有“挤入”效应又有“挤出”效应。总投资模型对1978—2003年江苏省基础设施投资与社会其他部门投资二者关系进行了实证分析。结果表明,基础设施投资每增加一单位可以挤入约0.634单位社会其他部门的投资。因此,在江苏省增加基础设施投资能够达到刺激投资、扩大社会总需求的目的。     

投资扩张的经济学分析

我国经济运行的态势良好,但存在的问题也不少。其中,投资盲目扩张的冲动较强是个主要矛盾。投资 受预期的影响,非理性预期是投资盲目扩张的一个充分必要条件。将科学发展观引入理性预期的概念之中,能够 提高投资决策和投资行为的科学性。建立健全正式的和非正式的制度安排,发展科学教育事业和提高全民的文化 素质,有利于形成信息的充分性和对称性。