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31.
After reading a few articles in the nonlinear econonetric literature one begins to notice that each discussion follows roughly the same lines as the classical treatment of maximum likelihood estimation. There are some technical problems having to do with simultaneously conditioning on the exogenous variables and subjecting the true parameter to a Pittman drift which prevent the use of the classical methods of proof but the basic impression of similarity is correct . An estimator – be it nonlinear least squares, three – stage nonlinear least squares, or whatever – is the solution of an optimization problem. And the objective function of the optimization problem can be treated as if it were the likelihood to derive the Wald test statistic, the likelihood ratio test statistic , and Rao's efficient score statistic. Their asymptotic null and non – null distributions can be found using arguments fairly similar to the classical maximum likelihood arguments. In this article we exploit these observations and unify much of the nonlinear econometric literature. That which escapes this unificationis that which has an objective function which is not twice continuously differentiable with respect to the parameters – minimum absolute deviations regression for example. The model which generates the data need not bethe same as the model which was presumed to define the optimization problem. Thus, these results can be used to obtain the asymptotic behavior of inference procedures under specification error We think that this will prove to be the nost useful feature of the paper. For example, it i s not necessary toresortto Monte Carlo simulat ionto determine i f a Translog estimate of an elasticity of sub stitution obtained by nonlinear three-stage least squares is robust against a CES truestate of nature. The asymptotic approximations we give here w ill provide an analytic answer to the question, sufficiently accurate for most purposes. 相似文献
32.
We propose an alternative cost-accounting function for inventory control problems on a make-to-stock setting. Our proposal is based on observing that the traditional holding and backlog parameters introduce some odd short term distortions on the inventory state space. Our single-stage cost function accounts for echelon inventories and possesses a pair of cost parameters for each echelon inventory variable, depending on whether it is positive or negative. With the modified cost-accounting function, we study a twostation tandem system producing a single product, and investigate how it compares with the performances obtained with the usual single-stage cost function. The results available so far show that the optimal policies approach a multi-echelon base stock structure for each machine. Also, the service levels achieved are better under the modified function without increasing the levels of finished goods inventory. 相似文献
33.
Paula‐Andrea Nieto‐Aleman Jose‐Maria Garcia‐Alvarez‐Coque Norat Roig‐Tierno Francisco Mas‐Verdú 《Social Policy & Administration》2019,53(7):1045-1063
Colombia has a unique history, which has been heavily conditioned by armed conflict lasting more than 50 years. This study examines the institutional conditions for success and failure in reducing poverty in Colombian departments by considering changes that took place between 2003 and 2014. Fuzzy‐set qualitative comparative analysis identifies the changes in regional conditions that reduce poverty over time. The pathways for poverty reduction are multidimensional, and many involve changes in institutional attributes such as government transparency, absence of violence, and electoral turnout. The framework developed in this paper can be used to monitor necessary and sufficient pathways in regional clusters. 相似文献
34.
Despite hazard and reversed hazard rates sharing a number of similar aspects, reversed hazard functions are far less frequently used. Understanding their meaning is not a simple task. The aim of this paper is to expand the usefulness of the reversed hazard function by relating it to other well-known concepts broadly used in economics: (linear or cumulative) rates of increase and elasticity. This will make it possible (i) to improve our understanding of the consequences of using a particular distribution and, in certain cases, (ii) to introduce our hypotheses and knowledge about the random process in a more meaningful and intuitive way, thus providing a means to achieving distributions that would otherwise be hardly imaginable or justifiable. 相似文献
35.
Jose N. Martinez Ernesto Aguayo‐Tellez Erick Rangel‐Gonzalez 《The International migration review》2015,49(4):878-906
While typically socioeconomically disadvantaged, Mexican migrants in the United States tend to have better health outcomes than non‐Hispanic whites. This phenomenon is known as the “Hispanic health paradox.” Using data from Mexico and the United States, we examine several health outcomes for non‐Hispanic whites and Mexicans in the United States and in Mexico and employ Blinder–Oaxaca decompositions to help explain the paradox. We find evidence that selectivity is playing a significant role in the relatively healthy status of Mexican migrants in the United States. More importantly, there is evidence that health selectivity is a complex process and its effects typically do not work the same way for different health conditions and across genders. We also find evidence that some of migrants' health advantages are lost as they spend more time in the United States. 相似文献
36.
Modeling and forecasting of interest rates has traditionally proceeded in the framework of linear stationary methods such as ARMA and VAR, but only with moderate success. We examine here three methods, which account for several specific features of the real world asset prices such as nonstationarity and nonlinearity. Our three candidate methods are based, respectively, on a combined wavelet artificial neural network (WANN) analysis, a mixed spectrum (MS) analysis and nonlinear ARMA models with Fourier coefficients (FNLARMA). These models are applied to weekly data on interest rates in India and their forecasting performance is evaluated vis-à-vis three GARCH models [GARCH (1,1), GARCH-M (1,1) and EGARCH (1,1)] as well as the random walk model. Both the WANN and MS methods show marked improvement over other benchmark models, and may thus hold out several potentials for real world modeling and forecasting of financial data. 相似文献
37.
The life lengths of the units in a system can be modelled by a bivariate distribution. In this paper, we suppose that the
joint distribution of the units is a symmetric bivariate Pareto (Lomax) distribution. For this model, we obtain basic reliability
properties for series and parallel systems.
J. M. Ruiz Partially Supported by Ministerio de Ciencia y Tecnologia under grant BFM2003-02947 and Fundacion Seneca under
grant 00698/PI/04. 相似文献
38.
39.
Jose Carbajal 《Journal Of Human Behavior In The Social Environment》2018,28(1):12-27
The purpose of this qualitative study is to explore women’s ascension to leadership positions. Two women CEOs were interviewed for this study. The literature on women leadership shows that many women might not be attaining CEO positions because of a lack of mentors, leadership-career aspirations, and experience, gender inequality, and companies’ preference for leadership styles based on masculine characteristics. The literature shows these factors affect women’s ascension to such leadership positions. This study found that women fall under the masculine leadership styles, even though their preferences differ. Furthermore, gender inequality seemed to be tied to age discrimination as well. The article concludes with an examination of nuances concerning gender inequality as it relates to leadership ascension, that is, the minute micro-aggressive messages that might be perceived as part of the culture. Furthermore, the implication that women need more mentors to prepare them for leadership roles is examined. This implication holds further ramifications as leadership approaches play roles in empowering or disempowering women. 相似文献
40.
Antonio Tienza Jose E. Robles Mateo Hevia Ruben Algarra Fernando Diez-Caballero Juan I. Pascual 《The aging male》2018,21(1):24-30
Aims: To assess prevalence of urinary incontinence (UI) after radical prostatectomy (RP) and to analyze which preoperative characteristics of the patients have influence on UI.Methods: Between 2002 and 2012, 746 consecutive patients underwent RP for clinically localized prostate cancer. We defined UI according to International Continence Society (ICS) definition: “the complaint of any involuntary leakage of urine” after 12?months of recovery, international consultation on incontinence questionnaire (ICIQ-SF) and pads/day was collected too. Clinical features and magnetic resonance imaging measurements were assessed. A multivariable logistic regression model predicting incontinence were built-in after adjust by cofounding factors and bootstrapping.Results: About 172 (23%) of the patients were classified as incontinent according to the ICS definition. The mean value of the ICIQ-SF was 10.87 (±4). 17.8% of patients use at least one pad/day, 11.9% use more than one pad/day. The preoperative factors independently influential in UI are: age [OR: 1.055; CI 95% (1.006–1.107), p?=?.028], urethral wall thickness [OR: 5.03; CI 95% (1.11–22.8), p?=?.036], history of transurethral resection of the prostate [OR: 6.13; CI 95% (1.86–20.18), p?=?.003] and membranous urethral length [OR: 0.173; CI 95% (0.046–0.64), p?=?.009]. The predictive accuracy of the model is 78.7% and the area under the curve (AUC) value 71.7%.Conclusions: Urinary incontinence after radical prostatectomy has different prevalence depending on the definition. Age, prior transurethral resection of the prostate (TURP), membranous urethral length (MUL) and urethral wall thickness (UWT) were risk factors. 相似文献