Bayesian estimation procedure in multiprocess non-linear dynamic generalized model

The multiprocess dynamic model provides a good framework for the modeling and analysis of the time series that contains outliers arid is subject to abrupt changes in pattern. In this paper we extend the multiprocess dynamic generalized linear model to allow for a known non-linear parameter evolution and predictor functions. This is done by approximating the non-linear function by a linear function based on a first order Taylor series expansions. This model has nice properties such as insensitivity to outliers and quick reaction to abrupt changes of pattern.     

The Effects of Detrending in Granger Causality Tests

Nonstationary time series are frequently detrended in empirical investigations by regressing the series on time or a function of time. The effects of the detrending on the tests for causal relationships in the sense of Granger are investigated using quarterly U.S. data. The causal relationships between nominal or real GNP and M1, inferred from the Granger–Sims tests, are shown to depend very much on, among other factors, whether or not series are detrended. Detrending tends to remove or weaken causal relationships, and conversely, failure to detrend tends to introduce or enhance causal relationships. The study suggests that we need a more robust test or a better definition of causality.     

Noninformative priors for the normal variance ratio

In this paper, we consider noninformative priors for the ratio of variances in two normal populations. We develop first and second order matching priors. We find that the second order matching prior matches alternative coverage probabilities up to the second order and is also a HPD matching prior. It turns out that among the reference priors, only one-at-a-time reference prior satisfies a second order matching criterion. Our simulation study indicates that the one-at-a-time reference prior performs better than other reference priors in terms of matching the target coverage probabilities in a frequentist sense. This work is supported by Korea Research Foundation Grant (KRF-2004-002-C00041).     

Noninformative priors for the common mean in the bivariate normal distribution

In this paper, we consider some noninformative priors for the common mean in a bivariate normal population. We develop the first-order and second-order matching priors and reference priors. We find that the second-order matching prior is also an HPD matching prior, and matches the alternative coverage probabilities up to the second order. It turns out that derived reference priors do not satisfy a second-order matching criterion. Our simulation study indicates that the second-order matching prior performs better than the reference priors in terms of matching the target coverage probabilities in a frequentist sense. We also illustrate our results using real data.     

论社会主义初级阶段集体主义道德原则的基本结构

社会主义道德的基本原则是集体主义,这一原则受到为人民服务核心的根本规定,包含依次递进、逐层扬弃并首尾衔接的三个环节:利己、利他、利群和利众。其中,利群和利众是最高、最本质也是最具能动性的关键一环。     

社会主义市场经济发展与国家干预度

回顾我国国家干预状况出发,社会主义市场经济国家干预有保持宏观经济稳定、调节收入与财富分配等作用。但干预过度则存在难达预定目标,官员寻租等弊端。为了确保政府干预的有效性,应提高政府适度干预的能力,制约政府干预度的随意性。     

中国各地区市场化进程区位分布的空间效应研究

 本文从空间分析的角度研究各地区市场化进程的空间效应及其对区域经济增长绩效的影响,空间计量经济分析的结果表明市场化进程的空间分布在整个样本区间与GDP、资本和劳动一样呈现出集聚的趋势,区域差异显著,各地区的市场化进程在地理空间上存在显著的自相关关系,证实了各地区市场化进程存在制度溢出效应。因此,在研究各地区市场化进程与经济增长关系时必须考虑其空间效应的影响,基于此结论本文运用空间计量模型测算了各地区市场化进程对经济增长的贡献。结果证实,考虑了空间效应后,市场化进程在1998～2001年阶段对经济增长的贡献约为6.2％,在2002～2005年阶段约为10.8％,这表明了市场化对中国的经济增长起到了重要的作用,而且近年来的贡献愈加显著。     

《劳动合同法》对企业成本影响的测算方法与实证研究——金融危机下的应急措施

<劳动合同法>实施以来,在国内学术界和实业界引起了轩然大波.2008年以来,一些企业的倒闭、搬迁,更将这部立意颇好的法律推到了风口浪尖.针对实施<劳动合同法>对企业成本影响的问题,采用分层目录抽样方法,抽取了珠三角、粤东、粤西、粤北地区13个具有代表性的城市,不同类型、不同行业共650户企业进行调研,运用成本测算直接法和间接法,对广东调研企业成本进行统计测算.测算结果显示,广东实施<劳动合同法>对企业人均人工成本的影响区间为2.54%～4.90%,用调研事实澄清了社会上流传的10%～70%的谬误.还从政府、企业和员工角度分别提出在实施<劳动合同法>过程中应对金融危机的对策,为各级政府和企业决策提供依据.     

高校教育管理的“社会化”路径及对策

我国高等教育管理存在着许多问题,主要涉及到学校的教育、管理和行政定位等问题以及学生个性化发展、全面身心成长、研究工作、就业等问题.“社会化”是高等教育管理符合时代发展步伐、满足社会发展需求,从根本上解决以上问题的路径选择,高校教育管理必须通过多方位改革,走向社会化.     

光分组交换中FP-SOA光信号处理研究

利用FP-SOA的增益特性曲线,实现了光分组交换中标签和净荷的分离,光功率均衡和TTL的功能．仿真结果表明:在分离标签和净荷的应用中,分别实现了对窄脉冲和宽脉冲的抑制比为10．5 dB和9 dB;在光功率均衡的应用中,实现了将10dB的功率动态范围减小到1．6dB;在TTL的应用中,实现了将6 dB功率差提升到14．5dB．