能源化工产业高级化与经济增长——兼论能源化工产业最优匹配

能源化工产业是重要的基础性产业，现阶段对能源化工产业高级化及其对经济增长影响研究的成果还较少。文章首先将能源化工产业分为能源开采业、能源加工业和化工产业三大产业，测算能源化工产业高级化水平，结果表明能源资源禀赋导致了能源化工高级化水平的“低端锁定”，能源富集区能源产业高级化水平远远低于非能源富集省份，能源化工产业空间错配现象突出。其次，实证检验能源化工产业高级化对经济增长的影响，结果表明提高能源化工高级化水平能够显著促进经济增长，且不同产业规模的能源化工产业高级化对经济增长的影响存在差异性。再次，采用滚动回归方法检验随着能源化工产业高级化水平和产业结构变动，能源化工产业高级化水平对经济增长影响的变动状况，探讨能源化工产业内部最优匹配问题，结果表明能源化工产业高级化水平在1.05-1.15之间、能源开采业占能源化工产业比重在0.20-0.40之间，能源化工产业高级化对经济增长的促进效应最大。最后提出优化能源富集区能源化工产业匹配度、促进化工产业富集区新产品和新技术研发以及缓解能源化工产业空间错配等方面的政策建议。     

IG-symmetry and R-symmetry: Interrelations and applications to the inverse Gaussian theory

The two parameter inverse Gaussian (IG) distribution is often more appropriate and convenient for modelling and analysis of nonnegative right skewed data than the better known and now ubiquitous Gaussian distribution. Its convenience stems from its analytic simplicity and the striking similarities of its methodologies with those employed with the normal theory models. These, known as the G–IG analogies, include the concepts and measures of IG-symmetry, IG-skewness and IG-kurtosis, the IG-analogues of the corresponding classical notions and measures. The new IG-associated entities, although well defined and mathematically transparent, are intuitively and conceptually opaque. In this paper, we first elaborate the importance of the IG distribution and of the G–IG analogies. Then we consider the IG-related root-reciprocal IG (RRIG) distribution and introduce a physically transparent, conceptually clear notion of reciprocal symmetry (R-symmetry) and use it to explain the IG-symmetry. We study the moments and mixture properties of the R-symmetric distributions and the relationship of R-symmetry with IG-symmetry and note that RRIG distribution provides a link, in addition to Tweedie's Laplace transform link, between the Gaussian and inverse Gaussian distributions. We also give a structural characterization of the unimodal R-symmetric distributions. This work further expands the long list of G–IG analogies. Several applications including product convolution, monotonicity of power functions, peakedness and monotone limit theorems of R-symmetry are outlined.     

中国商业银行盈利能力的实证分析

商业银行盈利能力的大小是衡量其效率高低的主要指标。近年来,理论界从商业银行的规模经济、成本效率来研究中国商业银行效率的文献较多,而对中国商业银行盈利能力的研究则较少。对中国14家商业银行1994-2003年期间的盈利能力进行财务指标对比分析,发现中国四大国有商业银行的ROE、ROA明显低于10家股份制商业银行;利用计量经济学方法对中国商业银行的盈利能力与市场结构、银行产权性质关系进行回归分析,结果发现中国商业银行的盈利能力与其存款市场份额、存款资产比之间存在负相关关系,与其银行产权性质存在正相关关系。因此,建立和完善中国商业银行法人治理结构是提高其盈利能力的关键。     

Proposed best practice for projects that involve modelling and simulation

Modelling and simulation has been used in many ways when developing new treatments. To be useful and credible, it is generally agreed that modelling and simulation should be undertaken according to some kind of best practice. A number of authors have suggested elements required for best practice in modelling and simulation. Elements that have been suggested include the pre‐specification of goals, assumptions, methods, and outputs. However, a project that involves modelling and simulation could be simple or complex and could be of relatively low or high importance to the project. It has been argued that the level of detail and the strictness of pre‐specification should be allowed to vary, depending on the complexity and importance of the project. This best practice document does not prescribe how to develop a statistical model. Rather, it describes the elements required for the specification of a project and requires that the practitioner justify in the specification the omission of any of the elements and, in addition, justify the level of detail provided about each element. This document is an initiative of the Special Interest Group for modelling and simulation. The Special Interest Group for modelling and simulation is a body open to members of Statisticians in the Pharmaceutical Industry and the European Federation of Statisticians in the Pharmaceutical Industry. Examples of a very detailed specification and a less detailed specification are included as appendices.     

中国农产品期货套期保值绩效实证分析

运用误差修正模型估计了中国棉花、玉米、豆粕和硬麦四种期货的套期保值比率，并计算了相应的套期保值绩效，发现豆粕的套期保值比率最高，为0．079195，硬麦的套期保值比率最低，仅为0．002221；玉米的套期保值绩效最高，其样本内和样本外套期保值绩效分别为13．74％和13．99％，硬麦的套期保值绩效最差，其样本内和样本外套期保值绩效分别仅为0．25％和0．55％；棉花、玉米和硬麦三种期货的样本外套期保值绩效优于样本内套期保值绩效，与国内外许多学者的研究结论一致。总体看，中国期货市场的套期保值功能并耒得羽I充分发挥．     

Generalized weibull family: a structural analysis

A two shape parameter generalization of the well known family of the Weibull distributions is presented and its properties are studied. The properties examined include the skewness and kurtosis, density shapes and tail character, and relation of the members of the family to those of the Pear-sonian system. The members of the family are grouped in four classes in terms of these properties. Also studied are the extreme value distributions and the limiting distributions of the extreme spacings for the members of the family. It is seen that the generalized Weibull family contains distributions with a variety of density and tail shapes, and distributions which in terms of skewness and kurtosis approximate the main types of curves of the Pearson system. Furthermore, as shown by the extreme value and extreme spacings distributions the family contains short, medium and long tailed distributions. The quantile and density quantile functions are the principle tools used for the structural analysis of the family.     

我国男女两性老龄人口死亡率联合建模与预测

老龄人口死亡率建模和预测是长寿风险度量和养老金风险管理的基础。在我国,退休年龄及以上老龄人口死亡数据稀少,随机波动大,构建能够捕捉老龄人口死亡率随性别、年龄和时间变动的动态预测模型成为难题。本文采用Logistic两人口死亡率模型研究我国老龄人口死亡率的建模与预测。首先,运用死亡率数据质量较好的我国台湾地区数据,对模型结构进行选择,并检验模型的稳健性和预测性能。其次,基于我国大陆地区死亡率数据对模型结构进行二次验证和选择,应用所选模型对大 陆地区老龄死亡率进行建模和预测。结果显示,对于我国男女老龄死亡率的拟合和预测,Logistic 两人口模型均优于单人口CBD模型。最后,运用Logistic两人口死亡率模型对死亡率在年龄和时间两个维度上外推和预测,计算出时期和队列老龄人口分年龄的预期余寿,为养老金精算评估和长寿风险分析提供更准确的数据支持。     

Central composite designs for estimating the optimum conditions for a second-order model

Central composite designs which maximize both the precision and the accuracy of estimates of the extremal point of a second-order response surface for fixed values of the model parameters are constructed. Two optimality criteria are developed, the one relating to precision and based on the sum of the first-order approximations to the asymptotic variances and the other to accuracy and based on the sum of squares of the second-order approximations to the asymptotic biases of the estimates of the coordinates of the extremal point. Exact and continuous central composite designs are introduced and in particular designs which place no restriction on the pattern of the weights, termed benchmark designs, and designs which comprise equally weighted factorial and equally weighted axial points, termed axial-factorial designs, are explored. Algebraic results proved somewhat elusive and the requisite designs are obtained by a mix of algebra and numeric calculation or simply numerically. An illustrative example is presented and some interesting features which emerge from that example are discussed.     

领先指数:对未来经济趋势的推测

随着人类社会经济环境的复杂化,经济活动的广泛化以及经济依存关系的深入化,使用现有的单一经济统计指标来观测或预见实际的经济状况变得愈来愈困难。领先指数建立在对基础经济指标的合成基础上。领先指数最基本的特征在于其相对于实际经济波动的先行性,因此也往往被称为先行指数。介绍了领先指数的发生、发展,参与测算的参考指标与基础指标的选择、方法论以及指数可能存在的局限性。随着中国经济的转型,中国经济增长的波动性上升以及中国经济对于全球的影响越来越大,对于中国领先指数的研发将成为越来越重要的工作。领先指数的指示与短期预测功能将为中国的官员、学者以及研究人员更好地设计、理解和运用领先指数提供必要的知识支持。     

Proposals for 2001 samples of anonymized records: An assessment of disclosure risk

In 1991 Marsh and co-workers made the case for a sample of anonymized records (SAR) from the 1991 census of population. The case was accepted by the Office for National Statistics (then the Office of Population Censuses and Surveys) and a request was made by the Economic and Social Research Council to purchase the SARs. Two files were released for Great Britain—a 2% sample of individuals and a 1% sample of households. Subsequently similar samples were released for Northern Ireland. Since their release, the files have been heavily used for research and there has been no known breach of confidentiality. There is a considerable demand for similar files from the 2001 census, with specific requests for a larger sample size and lower population threshold for the individual SAR. This paper reassesses the analysis of Marsh and co-workers of the risk of identification of an individual or household in a sample of microdata from the 1991 census and also uses alternative ways of assessing risks with the 1991 SARs. The results of both the reassessment and the new analyses are reassuring and allow us to take the 1991 SARs as a base-line against which to assess proposals for changes to the size and structure of samples from the 2001 census.     

A stein two-sample procedure for the general linear model with unequal error variances

The pronerties of the tests and confidence regions for the parameters in the classical general linear model depend upon the equality of the variances of the error terms. The level and power of tests and the confidence coefficients associated with confidence regions are vitiated when the assumption of equality is not true. Even when the error variances are equal the power of tests and the size of confidence regions depend upon the unknown common variance and hence are uncontrollable. This paper presents a two-stage procedure which yields tests and confidence regions which are completely independent of the variances of the errors and hence tests with controllable power and confidence regions of fixed controllable size are obtained.     

Model misspecification in parametric dual modeling

In typical normal theory regression, the assumption of homogeneity of variances is often not appropriate. Instead of treating the variances as a nuisance and transforming away the heterogeneity, the structure of the variances may be of interest and it is desirable to model the variances. Simultaneous modeling of the mean and variance of a response is known as dual modeling. When parametric models for the mean and variance are prescribed, estimation of the mean and variance parameters are interrelated. One commonly used dual model assumes a linear model for the mean and a log-linear variance model (Aitkin, 1987). This paper considers the impact of model misspecification (mean and variance) on the dual model estimation procedure. Asymptotic expressions for the mean and variance estimates, graphical illustrations of the impact of model misspecification, and simulation results are presented.     

中国省域创新创业环境评价指标体系的构建研究——对全国31个省级单位的测评

围绕创新创业环境的内涵,梳理了影响创新创业环境的六类主要因素,归纳潜在指标;对各潜在指标进行"聚类—因子—权重"综合分析,提炼影响创新创业环境的主要因子,构建出以6个一级指标和20个二级指标为核心的创新创业环境评价指标体系,并建立评价模型。以中国各省为样本,对全国31个省级单位的创新创业环境在2014年的状况进行测评排序。依据各省创新创业环境综合得分情况,得出全国31省2014年创新创业环境的地理空间分布图。分地区评价结果显示,东部地区创新创业环境具有明显优势,中部、东北和西部地区发展空间较大。从准则层指出各个地区优化创新创业环境的着力点。     

养老保险可携带性、农村劳动力流动与农村反贫困

本文在三部门经济框架下拓展了Harris和Todaro(1970)关于劳动力流动及其经济与社会影响的H-T模型,对养老保险可携带性影响农村劳动力流动的收入增长效应和贫富调节机制开展了理论及实证研究。结果显示:经济发展水平和产业层级在地区之间的梯度分化与城乡之间高达1.9~2.6倍的收入差距,是农村劳动力向城镇流动以及在不同城镇之间跨区流动的根本原因。养老保险可携带性是通过改变流动成本和流动收益影响农村劳动力的流动效率和流动方向,具有显著的收入增长效应和贫富调节作用。提高养老保险可携带性在2000—2019年间可使农村劳动力收入提高 35%以上,并可使城乡劳动 力收入差距减少15%~34%。有力地验证了《城镇企业职工基本养老保险关系转移接续暂行办法》在城乡协同发展、增加农民收入和缩小城乡贫富差距中的积极作用及其进一步完善的必要性和方向。     

制造业与生产性服务业耦合能否促进空间协调——基于285个城市数据的检验

产业空间协调发展兼有产业关联与空间关联的特征,空间集聚与空间转移具有实现产业协调与区域协调的二重协调作用。本文基于中国285城市2003—2016年数据,采用耦合协调度模型和空间面板杜宾模型验证制造业与生产性服务业协调发展所带来的空间协调发展问题。耦合协调度模型得到年度制造业与生产性服务业处于良好协调发展区间,城市制造业与生产性服务业耦合协调度较低,67.37%的城市处于濒临失调衰退区间与勉强协调发展区间。空间面板杜宾模型得到制造业与生产性服务业协调发展的正向溢出作用促进了区域协调发展,空间集聚与空间转移的作用机制具有非线性特征,对本地产业协调发展具有先弱化后增强的作用,但对相邻地区产业协调发展具有一定的虹吸效应。因此,建议增强产业与空间的系统性,强化产业空间集聚与空间转移的资源配置能力,发挥产业耦合协调作用促进空间协调发展。     

中国居民资本要素收入有多少?

资本要素收入作为国民总收入中的重要组成部分,测算、厘清其在政府、企业和住户之间的分配状况以及居民资本要素收入的结构是必要的基础性工作。利用资金流量表和统计局住户调查数据,对我国资本要素收入及其部门分配和居民资本要素收入的结构进行测算,研究发现:(1)居民资本要素收入长期以来高速增长,在国民总收入中所占比例基本稳定在10%左右,但在总资本要素收入中所占比重经历了先上升(20世纪90年代)后下降(21世纪初)的过程;(2)居民税前、税后资本要素收入对比反映出我国对居民资本要素收入征税力度尚小,最高不超过4%;(3)伴随改革和经济社会发展,我国居民资本要素收入结构由改革开放初期主要以农村居民的经营性收入为主转变为经营性、财产性收入并驾齐驱;(4)宏、微观口径测算的结果存在一定缺口,主要由劳动者报酬存在低估以及住户数据的系统性误差导致形成,国民经济核算的完善应得到关注。     

经济社会发展测度指标体系的理论演变

经济社会发展指标体系是反映国家和地区经济社会全面发展水平的定量测度工具。在对几个典型的经济社会发展指标体系设计的组织宗旨、理论依据进行梳理的基础上,分析了各指标体系的主要框架和内容,厘清了各指标体系设计的发展与演变过程。通过文献研究发现,各个典型的经济社会发展指标体系设计契合了设计机构的宗旨,指标体系测度内容趋于全面、一致的特征明显,各指标体系具有鲜明的组织特点和时代特征。     

SPC as a tool for creating a successful business measurement framework

Many companies are trying to get to the bottom of what their main objectives are and what their business should be doing. The new Six Sigma approach concentrates on clarifying business strategy and making sure that everything relates to company objectives. It is vital to clarify each part of the business in such a way that everyone can understand the causes of variation that can lead to improvements in processes and performance. This paper describes a situation where the full implementation of SPC methodology has made possible a visual and widely appreciated summary of the performance of one important aspect of the business. The major part of the work was identifying the core objectives and deciding how to encapsulate each of them in one or more suitable measurements. The next step was to review the practicalities of obtaining the measurements and their reliability and representativeness. Finally, the measurements were presented in chart form and the more traditional steps of SPC analysis were commenced. Data from fast changing business environments are prone to many different problems, such as the short previous span of typical data, strange distributions and other uncertainties. Issues surrounding these and the eventual extraction of a meaningful set of information will be discussed in the paper. The measurement framework has proved very useful and, from an initial circulation of a handful of people, it now forms an important part of an information process that provides responsible managers with valuable control information. The measurement framework is kept fresh and vital by constant review and modifications. Improved electronic data collection and dissemination of the report has proved very important.     

SPC—making it work for the gas transportation business

Transco is the main provider of gas transportation to domestic and commercial customers in mainland Britain. Gas arrives in Britain at a steady rate but is consumed with a distinct diurnal pattern. The safe and timely movement of gas from arrival at the beach in various places in Britain to delivery at burners is the main driver for System Operations. The movement of gas is meticulously controlled and monitored resulting in a mass of information on pressure, flow and temperature. Gas is stored temporarily in various storage vessels and is moved around the pipes and in and out of storage as demand dictates. Demand is mostly dictated by the weather and is therefore subject to much variation. Transco and its predecessors have been transporting gas for over 50 years and are very successful as judged by their excellent safety record and the continual delivery of gas. Nevertheless, the company wished to improve itself and make further use of the many measurements collected. SPC is ideal for improving communication and understanding through increased visibility of data. All companies have special issues to face when they implement SPC, and this paper describes the way these were dealt with in System Operations and the lessons learnt along the way. The first part describes how performance measures were chosen for investigation. It includes a novel use of correlation between output and day-to-day conditions, which was successfully turned into a measure to check the uncheckable. The second part is about the issues involved with early application of SPC when features of the system are still unexplained. SPC has helped enhance understanding of the complex transportation process, encouraged team work, improved performance and provided an objective means of decision making.     

基于省份数据修正的我国劳动报酬占比决定因素再研究

准确测算劳动报酬占比变动趋势,深入分析其背后的变动原因并给出相应的政策建议,是破解收入分配领域发展不平衡不充分问题进而实现共享发展的一项基础性研究工作。本文充分考虑我国劳动者报酬核算口径两次重大变更的现实情况,借助两个鉴别准则和多种估算方法对各省份劳动报酬数据进行核算口径甄别与修正调整,在真正完整意义的核算口径下重新测算了1993-2016年省份层面劳动报酬占比数据。在此基础上,构建省份面板数据模型来剖析我国省份劳动报酬占比变动背后的基本规律,揭示劳动报酬占比先下降后上升背后的决定因素变化。结果显示：①修正调整后数据更加平滑稳健、更具反周期特征,数值反转时间也更为清晰。②在1993-2016年完整样本期间,第三产业增加值占比、政府财政支出占GDP比重增加对我国劳动报酬占比变动具有显著的同向影响,外商直接投资占比增加则具有显著的反向影响。③在1993-2011年劳动报酬占比下降阶段和2011-2016年劳动报酬占比上升阶段,第三那产业增加值占比增加对劳动报酬占比变动均具有显著的同向影响,其他因素则呈现差异化影响。上述结论具有重要的启发意义。