Stepwise local influence in generalized autoregressive conditional heteroskedasticity models

Detection of outliers or influential observations is an important work in statistical modeling, especially for the correlated time series data. In this paper we propose a new procedure to detect patch of influential observations in the generalized autoregressive conditional heteroskedasticity (GARCH) model. Firstly we compare the performance of innovative perturbation scheme, additive perturbation scheme and data perturbation scheme in local influence analysis. We find that the innovative perturbation scheme give better result than other two schemes although this perturbation scheme may suffer from masking effects. Then we use the stepwise local influence method under innovative perturbation scheme to detect patch of influential observations and uncover the masking effects. The simulated studies show that the new technique can successfully detect a patch of influential observations or outliers under innovative perturbation scheme. The analysis based on simulation studies and two real data sets show that the stepwise local influence method under innovative perturbation scheme is efficient for detecting multiple influential observations and dealing with masking effects in the GARCH model.     

The welfare impact of microcredit on rural households in China

Microcredit has gained worldwide acceptance in recent years as a flexible mechanism to expand individuals’ (especially the poor's) access to financial services, which is considered as an efficient way to achieve poverty reduction and other social development. A large number of empirical studies have been done to examine the welfare effects of microcredit on the borrowers and such effects are well documented in many other countries such as Bangladesh. However, the impacts of microcredit on China rural households’ livelihood are not well documented. This paper attempts to empirically evaluate the impact of microcredit on household welfare outcomes such as income and consumption in rural China. The estimation is based on the difference-in-difference approach which is an increasingly popular method of tackling the selection bias issue in assessing the impacts of microcredit. The study uses a two-year panel dataset, including both primary and secondary data collected through a household survey in rural China. Our empirical results favour the wide belief in the literature that joining microcredit programme helps improve households’ welfare such as income and consumption. Despite the optimistic findings on how microcredit has changed the rural households’ living conditions, our results show that the vast majority of the programme participants are non-poor, which casts some doubts on the social potential (such as poverty reduction) of China's microcredit programmes.     

中国大陆非洲音乐研究三十年回眸与展望

基于近三十年已发表的相关文献及论著成果,从文献特征、研究内容等方面对中国大陆非洲音乐研究成果给予了初步梳理与分析,并就呈现的学术特点和存在问题予以评论。中国大陆三十年非洲音乐研究的学术水平在不断提升,研究范围逐渐扩大,研究团队初现规模;但同时存在重复性研究,持续性关注不够,价值观念偏移等不足,寄望于未来加强史学领域、田野个案、文献翻译等方面的纵深开掘。     

职业经理人与民营企业良性结合的模式探析

采取什么模式才能使职业经理人与民营企业稳定结合,并且实现两者优势互补、共同发展,是我国当前民营企业发展中的一个亟待解决的现实问题。根据我国目前的经济环境的现实条件,提出三种模式以促进职业经理人与民营企业的良性结合,即接班人职业经理式、内部培养职业经理式和外部聘用职业经理式。     

中国农村治理模式的历史演变及未来走向——从"乡政村治"到"县政乡社"

现有的"乡政村治"模式面临行政化、权力二元化、城市化等十大挑战.从"乡政村治"向"县政乡社"模式转换是一种必然趋势.乡镇直选、村庄合并、费税改革及乡镇机构改革等实践使"县政乡社"模式从构想一步步变成现实.     

中国哲学学科范式创新的四个角度

中国哲学的合法性讨论,已经开始由对原有模式的怀疑而进入对于新的范式的创立的思考。近年来相关讨论的核心观念和思路,蕴涵着新的中国哲学学科范式创新的四个角度。树立以回应时代问题而进行深刻反思的思考方式,应该是中国哲学发展或树立自身品格的关键。     

现代性与近代以来中国人的文化认同危机及重构

中国人面对近代以来政治社会巨大变革导致的文化认同危机作出的不同反应与艰辛探索,既揭示了一个民族的文化认同方式必然受制于自身的历史传统,又证明了不能简单地回归本土思想资源,必须立足于全球问题背景,以构造性的态度综合创新,才能成功地回应现代性引发的文化认同危机的挑战。     

清末民初孔教会实践与儒家现代转化的困境

以西方宗教的模式建立孔教会并试图立孔教为国教是康有为面对儒家现代转化的困境而作出的重要举措,也是中国近代思想史的重要事件。通过对这一过程的反思,可以使我们深刻地领会儒家在现代中国的发展空间和思想意义。     

中西思维方式与理论形态之大别——兼论中西美学、文论比较研究之关键与偏向

中西思维方式之大别,来源于说理方式之不同。中国人以事说理,西方人以理(概念)说理。前者的理论形态是纲目体系,后者的理论形态是逻辑体系。在文论、诗学、美学领域内进行中西比较研究,其首要者,是弄清中西两种不同思维方式,否则,一切都会乱了套。     

我国报告文学走向纵深真实的三个转向

半个世纪以来,中国当代报告文学在风风雨雨中开创了关注社会、直面人生的大好局面,继承这一传统的新时期报告文学则更理性化,也更冷静、客观,目光从历史、科学、文化等多种角度切入,题材更宽,呈多元化状态。尤其值得注意的是对凡人俗事与文化现象的关注和对历史事件的反思。本文对我国新时期报告文学题材选择的嬗变进行了归纳概括,从而见出中国当代报告文学从反映现实向反思历史转变、从关注政治向关注民生转变、从关注社会精英向关注小人物转变的新精神、新路向。