A new extension of the FGM copula for negative association

In this paper we introduced a single parameter, absolutely continuous and radially symmetric bivariate extension of the Farlie-Gumbel-Morgenstern (FGM) family of copulas. Specifically, this extension measures the higher negative dependencies than most FGM extensions available in literature. Closed-form formulas for distribution, quantile, density, conditional distribution, regression, Spearman's rho, Kendall's tau, and Gini's gamma are obtained. In addition, a formula for random variate generations is presented in closed-form to facilitate simulation studies. We conduct both paired and multiple comparisons with Frank, Gaussian, and Plackett copulas to investigate the performance based on Vuong's test. Furthermore, the new copula is compared with Frank, Gaussian, and Plackett copulas using both Kolmogorov-Smirnov and Cramér-von Mises type test statistics. Finally, a bivariate dataset is analyzed to compare and illustrate the flexibility of the new copula for negative dependence.     

A new estimator of Kullback–Leibler information and its application in goodness of fit tests*

We propose here a general statistic for the goodness of fit test of statistical distributions. The proposed statistic is constructed based on an estimate of Kullback–Leibler information. The proposed test is consistent and the limiting distribution of the test statistic is derived. Then, the established results are used to introduce goodness of fit tests for the normal, exponential, Laplace and Weibull distributions. A simulation study is carried out for examining the power of the proposed test and to compare it with those of some existing procedures. Finally, some illustrative examples are presented and analysed, and concluding comments are made.     

Simultaneous estimation and inference for multiple response variables

Multivariate data arise frequently in biomedical and health studies where multiple response variables are collected across subjects. Unlike a univariate procedure fitting each response separately, a multivariate regression model provides a unique opportunity in studying the joint evolution of various response variables. In this paper, we propose two estimation procedures that improve estimation efficiency for the regression parameter by accommodating correlations among the response variables. The proposed procedures do not require knowledge of the true correlation structure nor does it estimate the parameters associated with the correlation. Theoretical and simulation results confirm that the proposed estimators are more efficient than the one obtained from the univariate approach. We further propose simple and powerful inference procedures for a goodness-of-fit test that possess the chi-squared asymptotic properties. Extensive simulation studies suggest that the proposed tests are more powerful than the Wald test based on the univariate procedure. The proposed methods are also illustrated through the mother’s stress and children’s morbidity study.     

产业协同集聚的资源错配效应研究

利用2003－2016年中国280个地级市的数据，分别测算了产业协同集聚指数、资本错配和劳动力错配指数，采用差分GMM方法考察产业协同集聚对资源错配的影响。结果发现：产业协同集聚的提高，会显著降低资本错配和劳动力错配指数；分地区的回归发现，东部地区产业协同集聚改善了资本错配，对劳动力错配负向作用不显著，中部地区产业协同集聚会改善资本错配，但会恶化劳动力错配，西部地区产业协同集聚则加剧了资本错配，但可以缓解劳动力错配情况。进一步作用机制分析表明，产业协同集聚水平的提高，会显著提高金融业的专业化分工，进而改善资本错配，同时会提高劳动力成本，改善劳动力错配。文章的政策含义是通过产业协同集聚，可以提高金融业的专业化分工和劳动力成本，进而缓解资本和劳动力的错配，提高经济效率，促进经济增长。     

Analysis of nonlinear state space model with dependent measurement noises

This paper presents a nonlinear state space model with considering a first-order autoregressive model for measurement noises. A recursive method using Taylor series based approximations for filtering, prediction and smoothing problem of hidden states from the noisy observations is designed. Also, an expectation-maximization algorithm for calculating the maximum likelihood estimators of parameters is presented. The closed form solutions are obtained for estimating of the hidden states and the unknown parameters. Finally, the performance of the designed methods are verified in a simulation study.     

国际制裁的目的、条件、方式及其对中国参与国际制裁的启示

国际制裁作为发起主体实现政治目标的手段，旨在说服或迫使一个国家停止参与不被接受的行为，达到惩罚目标国行为、削弱目标国实力、宣传自身价值观或表明本国立场的目的。相比代价高昂的军事行动，国际制裁具有低成本的特点，成为冷战以来越来越多的国家和国际组织解决国际争端的工具。作为大国对外政策工具，实施国际制裁需要具备一定的条件，如双方的相互依存度、力量对比、利益权衡和国内外支持等。根据不同的制裁目的和条件，制裁国可以灵活选择多边制裁或单边制裁、复合制裁或单一制裁、全面制裁或目标制裁等制裁方式。中国作为一个举足轻重的大国，已具备利用国际制裁来维护国际正义和本国利益的能力，支持在联合国框架下参与国际制裁。在制裁参与中，中国需要根据国家利益及本国国情，建立和完善相关的制裁执行机制，合理选择制裁方式，使国际制裁更好地服务于国家利益。     

冀南红色革命旧址建筑现状调研

红色革命旧址建筑完整的将那段红色峥嵘岁月呈现于世人眼前，同时也是我们回顾红色革命精神与历史的重要载体。本文以冀南地区红色革命旧址建筑为研究对象，通过实地考察与资料收集两种手段，对其历史背景与现状有了初步认识。将冀南地区红色革命旧址建筑根据当时行政功能划分为四类：党政机构、军事机构、后勤保障机构、宣传教育机构。并对其现有建筑特点进行了初步讨论，为下步探讨其保护与活化打下良好基础。     

Trade sophistication in developing countries: Does export destination matter?

We investigate whether exports to developed economies stimulate export sophistication (represented by UNCTAD’s index of export similarity) in developing countries. Results from fixed-effects estimations suggest that exporting to developed economies enhances the sophistication of exports in the exporting country but there are diminishing returns to this effect. We also find non-linear effects from FDI and income on export sophistication with the effect of income exhibiting diminishing returns which suggests that the gains from exporting to developed economies are higher for lower-income countries; i.e., as income increases, the gains taper off. We discuss the policy implications of these results.     

On a control chart for the Gini index with simulations

In this work we suggest the use of the Gini index on control charts. The asymptotic properties of Gini index are presented and the control charts based on appropriate confidence intervals are constructed. The suitability of the proposed charts are investigated by means of extensive simulations.     

要素匹配与中国投资效率空间差异性——基于双层嵌套型函数的分解研究

本文基于四要素双层嵌套的生产函数，利用1990-2016年全国层面及省际层面数据测算投资效率，并分析其空间结构特征及演变轨迹，检验投资效率匹配效应影响因素。研究发现：①1990-2016年我国整体投资效率呈下降趋势，资本-技能劳动匹配效应与整体投资效率走势趋同，快速累积的资本存量和不断升级的资本质量与短缺的技能劳动之间矛盾突出。②东中西部地区投资效率增长非一致性明显。东部地区资本相对投资效率明显高于中西部，但下降幅度大于中西部，中西部与东部地区之间差距缩小，其中匹配效应是区域间投资效率非平衡的主要成因。③若产业结构升级的技能劳动需求不能满足，将引发要素错配，不利于有效投资。房价与工资提升分别通过影响技能劳动供给和需求抑制要素匹配效率；教育和公路设施会对地区要素匹配产生积极影响，改善地区间投资效率非均衡性；地区投资效率存在显著正向空间相关性，毗邻地区的要素流动和经济发展相近地区的技术溢出均对投资效率产生积极的影响。