利润最大化区位理论与广州高房价的根源

本文利用利润最大化区位理论,建立房价模型,实证研究广州房价持续上涨的根源。发现影响房价的主要因素是住房供给的短缺,次要原因是高成本以及严重的贫富分化。其体制根源在于自由竞争的地产需求市场与计划经济的地产供给市场之间的矛盾,政策根源在于政府变为“经济人”,一味经营城市,经济根源在于因竞争和权力垄断所导致的产业分化,社会根源在于广州市民不合理的住房消费习惯。因而,近期来讲,加大土地供给、改革土地出让方式、实行房地产累进累退税是抑制房价的关键,从长远来讲,要建立自由竞争的地产供给市场,变“经济人”政府为服务性政府,优化产业结构,取消“国字头”行业特权。     

对生产帕累托最优条件充分性的质疑与改进

现有的理论中,生产帕累托最优条件不充分,其最优状态不是唯一的,使得理论自身及随后的应用上产生了一些矛盾。确定唯一最优状态的充分条件应该是：双方都满意的交换利益分割和边际技术替代率相等。前者保证交换实现,后者保证交换产生的利益被完全穷尽。只要遵循新交换原则,交换必能实现,但不一定是帕累托最优。信息不充分时,如果信息不对称者对对方所判断的生产函数改变了其真实生产函数的技术性质,交换虽能实现,但生产并没有达到帕累托最优。     

基于分层随机抽样的季节指数的抽样估计研究

由于传统的季节指数分析方法是一种描述统计,本文提出了采用分层随机抽样的季节指数估计量,给出了估计量的偏误和均方误差以及均方误差的估计,并在此基础上分析了季节指数的假设检验以及最优估计量的确定。     

中国区域间资本流动：基于Feldstein-Horioka方法的检验*

内容提要 本研究基于Feldstein-Horioka方法考察我国区域间储蓄投资相关性及其所体现的区域间资本流动性。截面回归模型分析显示,我国区域间资本流动性介于国际情形和发达国家内部情形之间,并且不断加强。但是,考虑区域规模效应、经济周期效应以及误差修正项的影响,基于面板数据模型的实证结果表明,我国区域间资本流动性显得更弱一些,即使正在加强也较为缓慢。2003年以来,我国区域间储蓄投资短期转化系数急剧上升及其所反应出的区域间资本流动性减弱,虽然可以部分地解释为区域规模效应的影响,但更主要是因为我国经济结构的变化和区域间金融市场分割现象。     

PARAMETER ESTIMATION AND APPLICATIONS FOR A GENERALISATION OF THE BETA-BINOMIAL DISTRIBUTION

A three-parameter generalisation of the beta-binomial distribution (BBD) derived by Chandon (1976) is examined. We obtain the maximum likelihood estimates of the parameters and give the elements of the information matrix. To exhibit the applicability of the generalised distribution we show how it gives an improved fit over the BBD for magazine exposure and consumer purchasing data. Finally we derive an empirical Bayes estimate of a binomial proportion based on the generalised beta distribution used in this study.     

以新的视角审视改革开放以来的中国经济增长

 改革开放以来中国经济取得了举世瞩目的成就，然而在GDP高增长率的背后却蕴藏着许多发展问题。本文提出了有效经济增长的范畴，试图从一个全新的角度重新审视中国经济增长的历程。通过构建有效经济增长动态模型及相关变量的测定方法，实证分析了改革开放以来我国有效经济增长的趋势特征，指出提高消费比例中超额人均消费的比重，是当前我国改善有效需求不足现状的关键所在。     

Delphi-AHP构权过程中专家意见一致性的统计检验问题研究

 本文研究了Delphi-AHP构权过程中专家意见一致性的统计检验问题。提出了p阶对称均值比指标 用于度量专家意见一致性,并建议了两种确定阈值的方法。     

模糊数据的回归模型结构分析

本文在给出对称三角模糊数样本基础上,提出模糊数据回归分析模型的一般结构。在使用线性规划LP方法进行模糊回归系数估计时,根据模糊集合的择近原则,给出了利用样本平均贴近度评价模型拟合效果的一个准则。通过实例计算,比较了模糊样本回归模型未知参数估计的FLP方法和FLS 方法。     

复杂系统指标筛选模型及其在武汉市房地产系统中的应用

内容提要：为得到尽可能多的系统信息,通常是选择尽可能多的与系统有关的指标来描述系统,但大量的统计指标会带来统计、分析的难度,由于系统的元素在系统中的地位和作用是不平衡的,若通过一些方法找到系统中起决定作用的指标就可以简化问题。利用系统核与核度理论可以对大量指标进行筛选,找出与所研究问题相关的关键指标,但对于如何将一些系统转化为图以及系统的核不唯一性问题造成了系统核理论难以在实践中得到应用,本文利用相关分析给出了将实际系统转化为图的方法,结合关联聚类分析解决了系统核理论中的多核问题,提出了系统核的选择模型,利用模型得到了武汉市房地产系统的核元素,将这些核元素编制为扩散指数对武汉市房地产1990~2001年期间的发展规律进行分析,结果表明,得到的扩散指数曲线与武汉市房地产在1990~2001年的发展变化是相一致的,因而利用模型得到的核元素能够很好的描述武汉市房地产系统。     

Non-penalty shrinkage estimation of random effect models for longitudinal data with AR(1) errors

In this paper, we consider the non-penalty shrinkage estimation method of random effect models with autoregressive errors for longitudinal data when there are many covariates and some of them may not be active for the response variable. In observational studies, subjects are followed over equally or unequally spaced visits to determine the continuous response and whether the response is associated with the risk factors/covariates. Measurements from the same subject are usually more similar to each other and thus are correlated with each other but not with observations of other subjects. To analyse this data, we consider a linear model that contains both random effects across subjects and within-subject errors that follows autoregressive structure of order 1 (AR(1)). Considering the subject-specific random effect as a nuisance parameter, we use two competing models, one includes all the covariates and the other restricts the coefficients based on the auxiliary information. We consider the non-penalty shrinkage estimation strategy that shrinks the unrestricted estimator in the direction of the restricted estimator. We discuss the asymptotic properties of the shrinkage estimators using the notion of asymptotic biases and risks. A Monte Carlo simulation study is conducted to examine the relative performance of the shrinkage estimators with the unrestricted estimator when the shrinkage dimension exceeds two. We also numerically compare the performance of the shrinkage estimators to that of the LASSO estimator. A longitudinal CD4 cell count data set will be used to illustrate the usefulness of shrinkage and LASSO estimators.     

国际收支统计的修订及对我国的影响

国际货币基金组织正在修订并将于2008年底之前确定《国际收支和国际投资头寸手册（第六版）》。手册第六版草稿较之手册第五版有多处修订,其中,对我国影响较大的主要在加工贸易和转口贸易统计、直接投资统计等方面。对这些变化,我国有必要尽早研究并做好准备。     

ADF单位根检验中联合检验LM统计量研究

 本文研究了ADF单位根检验中参数联合约束的拉格朗日乘数检验。首先,本文构建了4个LM统计量并推导了它们的极限分布;然后,运用蒙特卡罗试验,模拟了有限样本容量常用检验水平下的临界值,拟合了临界值关于样本容量的响应面函数,并总结了LM统计量有限样本容量下的统计特性;比较分析了这4个LM统计量的检验功效及实际检验水平;最后,一个实例分析简要说明了这几个统计量在单位根检验中的应用。     

Building a statistical model to predict reactor temperatures

This paper describes the various stages in building a statistical model to predict temperatures in the core of a reactor, and compares the benefits of this model with those of a physical model. We give a brief background to this study and the applications of the model to rapid online monitoring and safe operation of the reactor. We describe the methods, of correlation and two dimensional spectral analysis, which we use to identify the effects that are incorporated in a spatial regression model for the measured temperatures. These effects are related to the age of the reactor fuel and the spatial geometry of the reactor. A remaining component of the temperature variation is a slowly varying temperature surface modelled by smooth functions with constrained coefficients. We assess the accuracy of the model for interpolating temperatures throughout the reactor, when measurements are available only at a reduced set of spatial locations, as is the case in most reactors. Further possible improvements to the model are discussed.     

中国城乡价格水平差异研究—基于1995~2005年省级面板数据

中国依然处于社会主义初级阶段,必须不断提高国内经济的市场化程度。但是,二元经济特征是中国经济的特殊国情。在考虑二元经济特征的情况下,应用一价定律理论,以居民消费价格指数和商品销售价格指数作为衡量指标,分别考察了城市部门和农村部门的市场化程度。通过面板数单位根检验,城市部门和农村部门的样本数据均具有良好的稳定性,说明一价定律在国内市场成立。通过标准方差模型和Jarque-Bera模型检验,验证了城市部门较农村部门的市场化程度高。分别比较居民消费价格指数和商品销售价格指数的各种检验结果,充分验证商品销售价格指数增强了一价定律成立,说明增强交易商品的流动性,降低交易成本有利于一价定律的成立,有利于提高国内经济的市场化程度。     

我国高能耗产业的地区间相对有效性及其影响

利用非参数计量经济方法数据包络分析（DEA）对我国几个高能耗工业产业（黑色金属冶炼及压延加工业,有色金属冶炼及压延加工业,化学工业,以及非金属矿物制品业）能源使用的地区间相对有效性进行了评价,分析了其对我国能耗的总体影响（也即高能耗产业相对效率缺乏的省市提高其相对效率对我国单位GDP能耗的影响程度）。主要结论有：高能耗产业大部分地区的生产存在能源的浪费;高能耗工业产业能源使用的相对有效性对我国总体能耗强度有显著影响;效率缺乏程度高,或者效率缺乏程度不高但是生产规模大的省区的影响更为关键。     

统计调查数据的全面质量管理

本文借鉴全面质量管理体系的概念,综合分析贯穿统计工作整个流程的统计调查数据质量管理的要素及作用。本文重点讨论了全面质量管理的流程和重点工作的布局;结合统计信息化的建设,特别讨论了相关工作规范、应用软件的作用,以及数据资源的建设和利用。     

中国收入流动性再探讨

 本文利用“中国营养健康调查”(1989-2006)数据,从不同角度测度了中国收入流动性,分析了其对社会福利的影响,并按不同收入阶层对收入流动性进行分解,最后考察了个体的教育特征对收入流动性的影响。研究发现,城市和农村的收入流动性都先上升后下降,在收入分配差距较大的背景下,收入流动性降低加固了现有收入分层,形成“穷者越穷、富者越富”的马太效应,收入流动性并未改善社会福利;低收入阶层对总体收入流动性贡献最大,但大都在中低收入阶层内部变动;同时,受教育程度较高的个体不易向下流动,城市个体尤为显著。因此,在制定收入分配、教育政策时对低收入群体进行扶持,将有利于促进合理的收入流动进而缩小收入分配差距。     

Assessing efficacy in important subgroups in confirmatory trials: An example using Bayesian dynamic borrowing

Assessment of efficacy in important subgroups – such as those defined by sex, age, race and region – in confirmatory trials is typically performed using separate analysis of the specific subgroup. This ignores relevant information from the complementary subgroup. Bayesian dynamic borrowing uses an informative prior based on analysis of the complementary subgroup and a weak prior distribution centred on a mean of zero to construct a robust mixture prior. This combination of priors allows for dynamic borrowing of prior information; the analysis learns how much of the complementary subgroup prior information to borrow based on the consistency between the subgroup of interest and the complementary subgroup. A tipping point analysis can be carried out to identify how much prior weight needs to be placed on the complementary subgroup component of the robust mixture prior to establish efficacy in the subgroup of interest. An attractive feature of the tipping point analysis is that it enables the evidence from the source subgroup, the evidence from the target subgroup, and the combined evidence to be displayed alongside each other. This method is illustrated with an example trial in severe asthma where efficacy in the adolescent subgroup was assessed using a mixture prior combining an informative prior from the adult data in the same trial with a non-informative prior.     

IMPROVED INFERENCE FROM RECAPTURE EXPERIMENTS WITH BEHAVIOURAL RESPONSE THROUGH MODELLING and AUXILIARY EXPERIMENTATION

Allowing for behavioural response in a recapture experiment involves a large reduction in the precision of estimating the unknown population size. Unless the number of individuals captured is very large, the model is of little use in practice. This paper studies the extent to which this efficiency loss can be reduced by modelling the behavioural response. The most dramatic improvements in efficiency are obtained by estimating the rate of the behavioural response from an intensive study of a small subset of the population. In many practical situations this may be a cost- and time-effective alternative to intensively sampling the entire population.     

Identities and inequalities for the expected values of random matrices and loewner's theory

We consider the identity associated with the expected values of the matrix-valued quadratic forms of two random matrices. As a special case the identity yields the matrix-valued inequality of the Schwarz type. The most important application is for Loewner's theory in the context of the operator-monotone function, and the inequalities based on the concavityconvexity of the matrix-valued functions are derived.