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511.
We statistically analyze a multivariate Heath-Jarrow-Morton diffusion model with stochastic volatility. The volatility process of the first factor is left totally unspecified while the volatility of the second factor is the product of an unknown process and an exponential function of time to maturity. This exponential term includes some real parameter measuring the rate of increase of the second factor as time goes to maturity. From historical data, we efficiently estimate the time to maturity parameter in the sense of constructing an estimator that achieves an optimal information bound in a semiparametric setting. We also nonparametrically identify the paths of the volatility processes and achieve minimax bounds. We address the problem of degeneracy that occurs when the dimension of the process is greater than two, and give in particular optimal limit theorems under suitable regularity assumptions on the drift process. We consistently analyze the numerical behavior of our estimators on simulated and real datasets of prices of forward contracts on electricity markets. 相似文献
512.
Attention-deficit/hyperactivity disorder (ADHD) is a common mental health condition that affects children, adolescents, and adults. Because it is a chronic condition and typically requires effective treatment for several years or more, information on the benefits and risks of long-term pharmacotherapy for ADHD is vital to clinicians. This article reviews the emerging literature on the safety of long-term stimulant medications in ADHD-the most commonly prescribed medications for this condition. Common side effects, including cardiovascular effects, growth effects, and tics, are discussed, as well as treatment of children younger than age 6 and evidence of carcinogenic and reproductive effects. 相似文献
513.
Allyssa McCabe Marc H. Bornstein Alison Wishard Guerra Yana Kuchirko Mariela Páez Catherine S. Tamis-LeMonda Carolyn Brockmeyer Cates Kathy Hirsh-Pasek Gigliana Melzi Lulu Song Roberta Golinkoff Erika Hoff Alan Mendelsohn 《Social policy report / Society for Research in Child Development》2013,27(4):1-37
514.
515.
Marc Brodie 《Social history》2013,38(3):346-361
The very poor and unskilled workers of mid-nineteenth-century London – often termed the ‘casual poor’ due to their irregularity of employment – have been generally portrayed as entirely apolitical, and to have exhibited purely mob responses to the issues of the day. This article suggests that we have not properly understood or ‘read’ the evidence we have of the attitudes towards politics of these people, and that we have assessed their actions purely within the framework of our own understandings. In particular, their views about Chartism, the major working-class political movement of the period, have been a key to how they have been perceived. But our understanding of these views has been distorted by what appeared to be their lack of knowledge of the ‘real’ aims of the movement. Instead, if we look at other types of evidence, such as from the theatre, we can find clues as to how their understandings of such conflicts may simply have been different, and so be able to explain in much more rational terms the actions and beliefs of this historically inarticulate group. 相似文献
516.
Marc Frenette 《Review of Economics of the Household》2011,9(4):523-537
Becker’s Quantity–Quality model (Becker in Demographic and economic change in developed countries, Princeton University Press,
Princeton, pp 209–240, 1960; Becker and Lewis in J Polit Econ 81(2): S279–S288, 1973; Becker and Tomes in J Polit Econ 84(4): S143–S162, 1976) suggests a trade-off between family size and parental investments in children. To date, only Cáceras-Delpiano (J Hum Resour
41(4): 738–754, 2006) tests this theory by considering private school enrolment. This study extends this work by using a unique data set containing
a broader range of parental investments that are arguably linked to parental intentions for producing higher quality children,
such as overall and non-sectarian private school enrolment, the number of computers in the home per child, and saving for
the child’s education. Both studies find that fertility reduces parental investments. However, the literature generally finds
that fertility has no impact on child outcomes. The study offers three potential explanations for this ‘puzzle’. 相似文献
517.
Whether people perceive and respond to low-probability natural hazards is a research question of considerable policy relevance.
We obtain evidence by considering the response of housing choice to tornado risk for manufactured homes. The vulnerability
of manufactured housing, combined with its growing share of the U.S. housing market, has led to proposed mandates for community
shelters in mobile home parks. Expected utility theory, however, predicts that households should account for tornado risk
in their housing choice. We test for an effect of tornado risk on manufactured housing demand using cross-sectional state
data, as well as counties in three tornado prone states. We find that people do respond to tornado risk; our estimates indicate
that each expected annual state tornado death per million residents reduces demand for manufactured homes by about 3%. The
estimated quantity effect is consistent with the market studies of the price elasticity of manufactured homes. 相似文献
518.
Marc Sobel 《统计学通讯:理论与方法》2013,42(8):2813-2823
Suppose we observe two independent random vectors each having a multivariate normal distribution with covariance matrix known up to an unknown scale factor σ . The first random vector has a known mean vector while the second has an unknown mean vector. Interest centers around finding confidence intervals for σ2 with confidence coefficient 1 ? α. Standard results show that, when we only observe the first random vector, an optimal (i.e., smallest length) confidence interval C, based on the well-known chi- squared statistic, can be constructed for σ2 . When we additionally observe the second random vector, the confidence interval C is no longer optimal for estimating σ2. One criterion useful for detecting the non-optimality of a confidence interval C concerns whether C admits positively or negatively biased relevant subsets. This criterion has recently received a good deal of attention. It is shown here that under some conditions the confidence interval C admits positively biased relevant subsets. Applications of this result to the construction of ‘better‘ unconditional confidence intervals for σ2 are presented. Some simulation results are given to indicate the typical extent of improvement attained. 相似文献
519.
Catherine Schepers Sara De Gieter Roland Pepermans Cindy Du Bois Ralf Caers Marc Jegers 《Nonprofit management & leadership》2005,16(2):191-208
This article reviews research on motivation of employees in the nonprofit sector, with a major emphasis on the motivation of teachers and hospital nursing staff. Although both areas are widely researched in the nonprofit sector, empirical motivation research conducted in schools and hospitals is certainly not extensive. Nevertheless, based on these limited research findings, we derive potential hypotheses for future research in schools and hospitals. 相似文献
520.
Geert Molenberghs Tomasz Burzykowski Ariel Alonso Pryseley Assam Abel Tilahun Marc Buyse 《Journal of statistical planning and inference》2008
For a number of reasons, surrogate endpoints are considered instead of the so-called true endpoint in clinical studies, especially when such endpoints can be measured earlier, and/or with less burden for patient and experimenter. Surrogate endpoints may occur more frequently than their standard counterparts. For these reasons, it is not surprising that the use of surrogate endpoints in clinical practice is increasing. 相似文献