A Locally Optimal Seasonal Unit-Root Test

This article proposes a locally best invariant test of the null hypothesis of seasonal stationarity against the alternative of seasonal unit roots at all or individual seasonal frequencies. An asymptotic distribution theory is derived and the finite-sample properties of the test are examined in a Monte Carlo simulation. My test is also compared with the Canova and Hansen test. The proposed test is superior to the Canova and Hansen test in terms of both size and power.     

人口普查覆盖误差估计方法综述

人口普查工作的质量主要体现在覆盖误差的规模上.人口统计学家创建了估计人口普查覆盖误差的方法.有些方法利用独立于人口普查本身的信息,另外一些方法则利用人口行政记录的信息.由于每种方法都有其特定的形成背景和适用范围,因而没有适合于所有国家和地区的通用方法.通过对美国、新西兰、澳大利亚、英国和中国的人口普查覆盖误差估计方法进行了较为详细的介绍,说明了这些方法的使用情况.研究表明,任何一种估计方法都有其局限性,需要不断改进与完善.     

On the asymptotic properties of parameter estimates in a regression model with non-normally distributed errors

As pointed out in a recent paper by Amirkhalkhali and Rao (1986) (henceforth referred to as A&R), the usual assumption of normality for the error terms of a regression model isoften untenable. However, when this assumption is dropped, it may be difficult to characterize parameter estimates for the model. For example, A&R (p. 189) state that “if the regression errors are non-normal, we are not even sure of their [e.g., the generalized least squares parameter estimates1] asymptotic properties.” A partial answer, however, is given by Spall and Wall (1984), which presents an asymptotic distribution theory for Kalman filter estimates for cases where the random terms of the state space model are not necessarily Gaussian. Certain of these asymptotic distribution results are also discussed in Spall (1985) in the context of model validation (diagnostic checking)     

Short run spc based upon the second order dynamic linear model for trend detection

Recently, several new applications of control chart procedures for short production runs have been introduced. Bothe (1989) and Burr (1989) proposed the use of control chart statistics which are obtained by scaling the quality characteristic by target values or process estimates of a location and scale parameter. The performance of these control charts can be significantly affected by the use of incorrect scaling parameters, resulting in either an excessive "false alarm rate," or insensitivity to the detection of moderate shifts in the process. To correct for these deficiencies, Quesenberry (1990, 1991) has developed the Q-Chart which is formed from running process estimates of the sample mean and variance. For the case where both the process mean and variance are unknown, the Q-chaxt statistic is formed from the standard inverse Z-transformation of a t-statistic. Q-charts do not perform correctly, however, in the presence of special cause disturbances at process startup. This has recently been supported by results published by Del Castillo and Montgomery (1992), who recommend the use of an alternative control chart procedure which is based upon a first-order adaptive Kalman filter model Consistent with the recommendations by Castillo and Montgomery, we propose an alternative short run control chart procedure which is based upon the second order dynamic linear model (DLM). The control chart is shown to be useful for the early detection of unwanted process trends. Model and control chart parameters are updated sequentially in a Bayesian estimation framework, providing the greatest degree of flexibility in the level of prior information which is incorporated into the model. The result is a weighted moving average control chart statistic which can be used to provide running estimates of process capability. The average run length performance of the control chart is compared to the optimal performance of the exponentially weighted moving average (EWMA) chart, as reported by Gan (1991). Using a simulation approach, the second order DLM control chart is shown to provide better overall performance than the EWMA for short production run applications     

Modelling the travel time of transit vehicles in real‐time through a GTFS‐based road network using GPS vehicle locations

Predicting the arrival time of a transit vehicle involves not only knowledge of its current position and schedule adherence, but also traffic conditions along the remainder of the route. Road networks are dynamic and can quickly change from free‐flowing to highly congested, which impacts the arrival time of transit vehicles, particularly buses which often share the road with other vehicles, so reliable predictions need to account for real‐time and future traffic conditions. The first step in this process is to construct a framework with which road state (traffic conditions) can be estimated using real‐time transit vehicle position data. Our proposed framework implements a vehicle model using a particle filter to estimate road travel times, which are used in a second model to estimate real‐time traffic conditions. Although development and testing took place in Auckland, New Zealand, we generalised each component to make the framework compatible with other public transport systems around the world. We demonstrate the real‐time feasibility and performance of our approach in real‐time, where a combination of R and C++ was used to obtain the necessary performance results. Future work will use these estimated traffic conditions in combination with historical data to obtain reliable arrival time predictions of transit vehicles.     

美国互联网过滤制度研究

美国互联网过滤制度是指美国联邦政府以扣减联邦补贴作为强制手段，要求公立中小学、博物馆和图书馆过滤互联网上对未成年人有害信息的法律制度。透过相关法律的制定过程、概念、特征、主要措施、落实情况，以及治理模式及其背后的政治、经济、社会和技术原因，提出四点启示：遵循互联网信息传播规律，采用间接监管和共同治理方式，减少对企业的限制和负担，减少对成年人的妨碍等。     

RCEP和中国参与全球经济治理体系改革:困境、机遇与路径

为识别中国参与全球经济治理体系改革面临的挑战,探索《区域全面经济伙伴关系协定》(RCEP)的签署为中国参与全球经济治理体系改革带来的机遇,对中国借力RCEP推动全球经济治理体系改革的路径进行研究。研究发现,既有全球经济治理体系机制建设滞后,个别国家蓄意设置治理障碍,逆全球化浪潮削弱了改革共识; RCEP能够为中国参与全球经济治理体系改革带来新的契机,有助于重构合理高效的全球经济治理机制,消弭单边和霸权主义障碍,弥合全球多边政治互信; 中国亟需紧抓RCEP签署的机遇,加快构建开放型经济新体制,凝聚区域经贸合作伙伴力量妥善处理中美竞合新关系,积极探索全球投资贸易治理机制创新,推动“一带一路”倡议与RCEP框架良好对接,守护多边主义,巩固政治互信。     

逆向供应链的非合作代价分析

为衡量基于价格合同的逆向供应链运作效率,将非合作代价(PoA)概念引入逆向供应链.考虑废旧产品供应的不确定性,分析了推式和拉式两种结构的两级和多级逆向供应链在分散决策时效率损失的上界.研究表明,逆向供应链并非正向供应链的简单逆过程,这是由于逆向供应链的不确定性主要来自上游端,从而需要考虑废旧产品供应不足导致的缺货风险;推式与拉式两种结构下具有一致的PoA,即分散决策下的效率损失与谁来承担风险无关.此外,逆向供应链级数的递增会加剧供应链效率损失,但逆向供应链级数一定时PoA趋于定值.     

逆向供应链的非合作代价分析

小微企业不仅是推动中国经济发展的重要力量,也对中国民生具有重要意义。然而,目前中国大部分小微企业生存状况并不乐观,这一现实矛盾引发了大量学者的研究兴趣。但已有关于新创小微企业营销绩效的研究被割裂从属为创业研究和营销研究两个领域,一方面,创业研究者过多地强调新创小微企业的新创弱性,忽视了企业因为新创可能具有的优势特征对企业绩效的积极影响;另一方面,新创小微企业因其特殊的组织结构和管理方式导致以成熟大中型企业为研究对象的传统营销理论部分失灵。因此,缺乏专门针对新创小微企业营销绩效的系统研究。 从顾客合法性感知视角出发,整合创业领域的新创企业特征理论和营销领域的市场导向理论,以工具-象征框架为理论框架,构建新创小微企业营销绩效影响因素的系统模型。利用中国4个城市的629家新创小微企业的问卷调查数据,采用结构方程模型方法开展实证检验。研究结果表明,充分利用新创企业资产和实施市场导向是新创小微企业提升营销绩效的两种有效途径。新创企业资产对新创小微企业意义尤其重大,它不仅对新创小微企业营销绩效具有显著的直接影响,还通过提升顾客关于企业的适应合法性感知给新创小微企业营销绩效带来积极影响;竞争导向对新创小微企业的营销绩效具有直接积极影响,也以顾客的适应合法性感知为部分中介对营销绩效产生间接影响;顾客导向对顾客的创新合法性认知有积极作用,但顾客导向和顾客的创新合法性认知对新创小微企业的营销绩效没有显著影响。 关注顾客合法性感知对新创小微企业的重要意义,从顾客感知视角提供了新创小微企业战略选择的方向,研究结果对于新创小微企业改善和提升营销绩效实践提供了新的视角和方向。     

从人力资源开发视角探讨教育对国家经济发展的作用

知识经济是当今世界经济发展的最明显特征,为适应知识经济时代的要求,充分发挥教育的主导作用,本文从人力资源是第一资源、保证培养人才的数量、质量以及人力资本投资等方面探讨了教育在国家经济发展中的重要性及作用。