REMARKS ON OPTIMAL INFERENCE FOR MARKOV BRANCHING PROCESSES: A SEQUENTIAL APPROACH

Use of a suitable stopping rule yields exact uniformly most powerful tests and minimum variance unbiased estimators of various parameters of a Markov branching model with or without immigration. The population model discussed includes the pure birth, simple epidemic, immigration-death, M/M/ 1 queue, linear birth-death and a branching diffusion process, among others, as special cases.     

Statistical Properties of Threshold Models

This article focuses the attention on the Self Exciting Threshold Autoregressive Moving Average model (SETARMA) proposed in Tong (1983 Tong , H. ( 1983 ). Threshold Models in Nonlinear Time Series Analysis . London : Springer-Verlag .[Crossref] , [Google Scholar]). The stochastic structure of the model is discussed and different specifications are presented. Starting from one of them, we give sufficient conditions for the weak stationarity of the model that are discussed and critically compared to other results given in literature. In particular, after showing that the SETARMA model belongs to the class of the Random Coefficients Autoregressive models, widely discussed in Nicholls and Quinn (1982 Nicholls , D. F. , Quinn , B. G. (1982). Random Coefficients Autoregressive Models. An Introduction . New York : Springer-Verlag.[Crossref] , [Google Scholar]), we give some issues on the weak stationarity of its stochastic structure that are more general than those given in the existing literature and appear not affected by the moving average component.     

Formulas for the Design of CUSUM Quality Control Charts

ABSTRACT

In the design of CUSUM control charts, it is common to use charts, tables, or software to find an appropriate critical threshold (h). This article provides an approximate formula to calculate the threshold directly from prespecified values of the reference value (k) and the in-control average run length (ARL₀). Formulas are also provided for choosing k and h from prespecified values of the in-control and out-of-control average run lengths.     

Estimation of the Proportion of Defective Units by Using Group Testing Under the Existence of a Threshold of Detection

Group testing procedures, in which groups containing several units are tested without testing each unit, are widely used as cost-effective procedures in estimating the proportion of defective units in a population. A problem arises when we apply these procedures to the detection of genetically modified organisms (GMOs), because the analytical instrument for detecting GMOs has a threshold of detection. If the group size (i.e., the number of units within a group) is large, the GMOs in a group are not detected due to the dilution even if the group contains one unit of GMOs. Thus, most people conventionally use a small group size (which we call conventional group size) so that they can surely detect the existence of defective units if at least one unit of GMOs is included in the group. However, we show that we can estimate the proportion of defective units for any group size even if a threshold of detection exists; the estimate of the proportion of defective units is easily obtained by using functions implemented in a spreadsheet. Then, we show that the conventional group size is not always optimal in controlling a consumer's risk, because such a group size requires a larger number of groups for testing.     

随机效应空间滞后单指数面板模型

对随机效应空间滞后单指数面板模型,本文构建了该模型的截面极大似然估计方法,从理论证明和数值模拟两方面分别考察了其估计量的大样本性质和小样本表现。研究结果表明:(1)在大样本条件下,估计量均具有一致性,并且参数估计量具有渐近正态性。(2)在小样本条件下,各估计量依然具有良好的表现,其精度随着样本容量的增加而提高;空间权重矩阵结构的复杂性对空间相关系数的估计量影响较大,但对其他估计量的影响较小。     

双效应面板ELES模型的构建与实证研究

本文在拓展ELES模型传统假设的基础上,将ELES模型推广到面板数据模型。构建同时包含时间效应和个体效应的双效应面板ELES模型,提出实证研究中模型形式的识别检验流程,并利用面板ELES模型实证研究了2002-2012年期间我国城镇居民消费结构的变动特征。     

Endogeneity in Threshold Nonlinearity Tests

This article shows the conditions under which endogeneity of a regressor variable does not affect threshold nonlinearity tests. Inference on the values of the parameters derived from standard statistics is also appropriate. Simulation techniques are used to approximate the p-value of the test. Monte Carlo simulations confirm the validity of Wald tests in the presence of endogeneity in the regressors.     

基于CDM模型的信息服务业和制造业创新过程比较

海淀科技园是全国高技术产业和技术创新的中心,是中央政府追求建设的技术创新资源转化成产业创新能力的全国示范区,其中信息服务业是其龙头产业。本文在CDM的分析框架下,基于海淀科技园企业年报的微观数据,对信息服务业创新过程与制造业进行比较研究, 挖掘促进两个产业创新的关键要素,总结制造业和信息服务业内在的创新机理,并为两个产业的创新政策制定提供有效参考。研究发现：在信息服务业中新产品产出倾向与企业规模呈倒U型关系,而制造业中创新规模效益显著;信息服务业的知识密集特征显著,而制造业并不显著;信息服务业中国有企业从创新投入到创新产出的转化效率低下,而制造业中国有企业在创新投入阶段就表现出创新动力不足的问题。     

大学生就业决定因素分析——基于多层模型的方法

本文利用山东2007届高校毕业生就业调查数据,建立多层交叉随机效应模型,检验了个体、专业和学校等多层变量对大学生就业的影响。结果发现,初次就业概率在学校和专业之间存在显著差异,且学校因素对就业的作用大于专业,但学校与专业对就业的交互作用不显著。就业能力以及与专业相关的实习经历对就业具有显著的正向作用。因此,大学生就业政策的重点是提高教育质量和突出专业特色,提升就业能力,完善就业导向的实习指导和服务。