国有银行金融交易结构比较与其金融风险状态分析

在传统体制下,我国国有银行是一种行政机关及经济组织的捏合体,垄断信用、统存统贷,并履行结算支付职能,充当“公共簿记”。在社会经济活动有限的债权债务关系中,银行的最终债权人与最终债务人都是国家,银行经营成果及收支最后均由财政统一包揽,事实上并不存在真正...     

中国国民经济核算体系改革和发展的理论基础

十五大通过的党章把邓小平理论确立为我们党的指导思想。这一理论是马克思列宁主义基本原理与中国实际和时代特征相结合的产物,是毛泽东思想的继承的发展,是当代的马克思主义,它为中国社会主义改革和建设事业指明了方向。从国民经济核算的角度讲,它为中国国民经济核算...     

简论会统同源与分流及其相互渗透

现代会计与统计虽然在研究对象、核算方法等方面存在一系列差别,但同时又具有多方面的联系。从历史角度考察,会计与统计不仅同源,而且在较长时期内会统不分。会计与统计分道扬镳,并最终各自成为独立的学科,则与近代世界各国资本主义生产力的发展直接有关。本文拟就会...     

CeO2／蛇纹石体系对饮用水的脱氟行为研究

本文探讨了利用均相沉淀法制备的二氧化铈的脱氟行为,并利用蛇纹石作为载体,对CeO2/蛇纹石体系的除氟行为及最佳条件进行了进一步的研究,结果表明：均相沉淀法得到的二氧化铈除氟效率高,除氟容量可达11.76mg/g。以二氧化铈;蛇纹石为1：10的混合体系的除氟容量大大高于其他方法处理过的蛇纹石体系,其附近氟容量达到0.568mg/g。     

光谱法测量等离子体离子温度和再循环粒子流速

利用多道光学分析仪（OSMA）测量HT-6M托卡马克限制器前Hα线形分布,通过高斯拟合由多普勒展宽和多普勒频移分别得出等离子体离子温度和再循环粒子流速。     

对我国当前货币政策的分析

文章从理论依据和现实考察两方面分析货币政策的操作效果,并对今后我国货币政策的操作方向提出了若干建议.     

中国金融状况指数的构建及预测能力研究

本文首先选取利率、汇率、股票价格和社会融资规模四个金融变量,建立SVAR模型确定变量权重,构建了量化我国金融状况整体松紧程度的中国金融状况指数.其次,基于已构建指数,引入谱分析方法研究发现:中国金融状况指数与宏观经济景气指数中的一致指数、环比和同比CPI三个指标之间均存在39个月的耦合震荡周期,且中国金融状况指数领先三个指标的期数分别为1.91、0.44和5.5个月,对应一致性统计量的值依次为0.94、0.97和0.96,均接近于1,说明中国金融状况指数对宏观经济景气指数中的一致指数以及对通货膨胀均具有先导性和强相关性,可作为其他宏观经济指标的先行指标.     

An Efficient Estimation for Switching Regression Models: A Monte Carlo Study

This article investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting function, the CF-based estimator can be achieved from minimizing a closed form distance measure. Due to the availability of the analytical structure of the asymptotic covariance, an iterative estimation procedure is developed involving the minimization of a precision measure of the asymptotic covariance matrix. Numerical examples are illustrated via a set of Monte Carlo experiments examining the implementation, finite sample property and the efficiency of the proposed estimator.     

On the Preliminary Test Backfitting and Speckman Estimators in Partially Linear Models and Numerical Comparisons

Przystalski and Krajewski (2007 Przystalski , M. , Krajewski , P. ( 2007 ). Constrained estimators of treatment parameters in semiparametric models . Statist. Probab. Lett. 77 : 914 – 919 .[Crossref], [Web of Science ®] , [Google Scholar]) proposed the restricted backfitting (RBCF) estimator and restricted Speckman (RSPC) estimator for the treatment effects in a partially linear model when some additional exact linear restrictions are assumed to hold. In this article, we introduce the preliminary test backfitting (PTBCF) estimator and preliminary test Speckman (PTSPC) estimator when the validity of the restrictions is suspected. Performances of the proposed estimators are examined with respect to the mean squared error (MSE) criterion. In addition, numerical behaviors of the proposed estimators are illustrated and compared via a Monte Carlo simulation study.     

Case–control genome-wide joint association study using semiparametric empirical model and approximate Bayes factor

We propose a semiparametric approach for the analysis of case–control genome-wide association study. Parametric components are used to model both the conditional distribution of the case status given the covariates and the distribution of genotype counts, whereas the distribution of the covariates are modelled nonparametrically. This yields a direct and joint modelling of the case status, covariates and genotype counts, and gives a better understanding of the disease mechanism and results in more reliable conclusions. Side information, such as the disease prevalence, can be conveniently incorporated into the model by an empirical likelihood approach and leads to more efficient estimates and a powerful test in the detection of disease-associated SNPs. Profiling is used to eliminate a nuisance nonparametric component, and the resulting profile empirical likelihood estimates are shown to be consistent and asymptotically normal. For the hypothesis test on disease association, we apply the approximate Bayes factor (ABF) which is computationally simple and most desirable in genome-wide association studies where hundreds of thousands to a million genetic markers are tested. We treat the approximate Bayes factor as a hybrid Bayes factor which replaces the full data by the maximum likelihood estimates of the parameters of interest in the full model and derive it under a general setting. The deviation from Hardy–Weinberg Equilibrium (HWE) is also taken into account and the ABF for HWE using cases is shown to provide evidence of association between a disease and a genetic marker. Simulation studies and an application are further provided to illustrate the utility of the proposed methodology.