Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model

In this paper, we consider an estimation for the unknown parameters of a conditional Gaussian MA(1) model. In the majority of cases, a maximum-likelihood estimator is chosen because the estimator is consistent. However, for small sample sizes the error is large, because the estimator has a bias of O(n^{? 1}). Therefore, we provide a bias of O(n^{? 1}) for the maximum-likelihood estimator for the conditional Gaussian MA(1) model. Moreover, we propose new estimators for the unknown parameters of the conditional Gaussian MA(1) model based on the bias of O(n^{? 1}). We investigate the properties of the bias, as well as the asymptotical variance of the maximum-likelihood estimators for the unknown parameters, by performing some simulations. Finally, we demonstrate the validity of the new estimators through this simulation study.     

关于亚洲法文化研究的方法论模型——安田信之的开发法学论与法文化研究

随着经济全球化的发展，我们面临着诸多前所未遇的社会问题。其中很多现象和问题需要从法文化的角度来给予必要的归纳和解释。尤其是在经济迅猛发展的亚洲各国，旧有的法文化和新出现的社会问题之间的矛盾已日益突出，这就更需要尽快提出新的研究方法和理论模型。以开发法学的代表人物安田信之教授的学说为例，对于亚洲法文化研究的若干基础理论和认识方法作了简单的介绍，并在此基础之上提出了作者自身的理解和观点。     

关于法文化和法文化学概念

法是由政治、经济、社会、历史、传统文化等非常丰富多彩的要素所组成的社会性、历史性的产物。对于这种具有丰富多彩的内容和复合性构造的法,在此拟从＂法规范、法体系＂和＂法实态、法秩序＂,以及＂法文化＂等三个要素加以阐释,并针对法文化学的机能和作用加以探讨。     

Natural implementation in public goods economies

In this paper, we identify necessary and sufficient conditions for social choice correspondences to be Nash implemented by “natural” mechanisms in economies with arbitrary numbers of private and public goods. We find that when there exist only one public good and an arbitrary number of private goods, the Lindahl correspondence is implementable by a natural quantity mechanism in which each agent announces his own consumption bundle of private goods and input vectors for public goods. However, regardless of the numbers of private and public goods, the Pareto correspondence is not implementable even by any natural price ⁿ -quantity mechanism in which each agent reports a price vector of private goods and all agents’ personalized price vectors of public goods, in addition to his own consumption bundle of private goods and input vectors for public goods.