随机效应空间滞后单指数面板模型

对随机效应空间滞后单指数面板模型,本文构建了该模型的截面极大似然估计方法,从理论证明和数值模拟两方面分别考察了其估计量的大样本性质和小样本表现。研究结果表明:(1)在大样本条件下,估计量均具有一致性,并且参数估计量具有渐近正态性。(2)在小样本条件下,各估计量依然具有良好的表现,其精度随着样本容量的增加而提高;空间权重矩阵结构的复杂性对空间相关系数的估计量影响较大,但对其他估计量的影响较小。     

Public Access to Government Information in the Digital Age: Findings from China

The openness of government information is an unavoidable issue in the digital age. The Chinese government makes great effort to publish administrative information and seek advice on good governance from the general public, but is nonetheless unable to meet citizens’ legitimate demands for the right to know and participate. This study analyzes this contradiction from four angles: the driving force, the type of information, the access platform, and the annual examination and supervision system for government information disclosure. The findings showed that (a) netizens’ heavy pressure rather than Chinese authorities’ strong leadership pushes forward the disclosure of government information; (b) administrative information concerning the public agenda rather than the policy agenda best meets the needs of the general public; (c) commercial Weibo websites are a more satisfactory channel than official government websites for practical requests; and (d) as a unique institutional arrangement for examination and supervision, the annual report on government information disclosure should be standardized.     

Bayes Factor Consistency for One-way Random Effects Model

In this article, we consider Bayesian hypothesis testing for the balanced one-way random effects model. A special choice of the prior formulation for the ratio of variance components is shown to yield an explicit closed-form Bayes factor without integral representation. Furthermore, we study the consistency issue of the resulting Bayes factor under three asymptotic scenarios: either the number of units goes to infinity, the number of observations per unit goes to infinity, or both go to infinity. Finally, the behavior of the proposed approach is illustrated by simulation studies.     

一种基于网络爬虫技术的价格指数计算模型

本文参照官方CPI的制度方法,设计了一种基于网络爬虫技术的价格指数计算模型.通过模型试算值与官方数据的比较,以及对原始数据的特征挖掘,发现该种模型具有时效性强和灵敏度高的特点.     

沪深300股指期货上市对现货市场连续波动和跳跃波动的影响

本文采用跳-扩散随机波动率模型研究沪深300股指期货上市对现货市场波动的影响。通过MCMC方法估计模型参数,对股指期货上市前后指数连续波动和跳跃特征进行比较分析,并与股指期货各指标作比较。研究发现,股指期货的上市确实起到了稳定现货市场的作用,上市短期内现货市场波动增大,随着时间增加现货市场波动逐渐降低,但是这一稳定效果主要体现在指数波动率的连续部分。股指期货上市后,指数连续波动向均值回归速度加快,并呈现出逐渐降低的趋势;“杠杆效应”在经历短暂的消失后逐渐显现;指数跳跃波动在总波动中所占比重较高,但随着交易时间增加,指数平均跳跃次数和跳跃波动所占比重逐渐降低。     

Some overall properties of seemingly unrelated regression models

Seemingly unrelated regression models are extensions of linear regression models which allow correlated errors between equations. Estimations and inferences of singular seemingly unrelated regression models involve some complicated operations of the given matrices in the models and their generalized inverses. In this study, we characterize the consistency, natural restrictions, estimability of parametric functions under a singular seemingly unrelated regression model using the matrix rank method. We also derive necessary and sufficient conditions for the ordinary least squares estimators and the best linear unbiased estimators of parametric functions to be equal under seemingly unrelated regression models.     

法治层次论与法治发展模式

法治层次论主张法治由治理方式、制度形态、秩序状态和价值理念等4个高低不同的层次组成,这4个 层次,从宏观上又可分为制度法治和观念法治两大部分。法治建构论强调的是制度法治的建立方式,进化论针对 的是观念法治的衍生过程,二者不仅不相互排斥,反而是紧密相连的依存关系。     

与高校管理结合的科研网络信息管理系统的设计开发

在科技管理部门原有的单机版信息管理系统基础上,我校科研信息管理课题组设计并开发了一套高效实用的网络版科研信息管理系统。该系统可为高校的科研机构、科研人员、科研项目、科研经费、著作期刊论文、成果奖励专利等提供实用、先进的网络化信息管理手段,支持教育部要求的年报统计工作,并为高校教职工的科研业绩考核及科学决策提供重要依据。     

评佩里·安德森的封建主义社会形态研究

佩里·安德森(Perry Anderson)是英国当代马克思主义学派的一员骁将,在西方马克思主义理论建设中发挥过十分积极的作用.从上个世纪80年代起,中国学术界便逐渐接触到他的著述,如<西方马克思主义探讨>(人民出版社,1981年出版)、<当代西方马克思主义>(东方出版社,1989年出版)以及有关文明和中国古代国家起源的论文等.     

发挥政治优势凝聚发展力量为创建百年油田提供坚强保证

大庆油田有限责任公司从2000年1月1日正式注册成立,迄今已经走过五年多的发展历程.五年来,公司在管理体制的深刻变革中开拓进取,在可持续发展的道路上不懈追求,胜利步入了向创建百年油田目标进军的新的历史阶段.五年来,公司党委坚持以"三个代表"重要思想和科学发展观为指导,发挥党的政治优势,凝聚发展力量,为创建百年油田、构建和谐企业提供了坚强有力的保证.