大众文化对青少年闲暇生活的影响

20世纪末,中国社会文化经历着一场深刻的转向,大众文化的流行颠履了经典的生活方式、行为习惯、思维方式、审美情趣和价值观念,时尚文化、消费文化、快餐文化、娱乐文化对青少年的闲暇生活产生了重要的影响,开展闲暇教育,成为一个顺应时代发展要求的必然课题。     

On extreme order statistics from heterogeneous beta distributions with applications

This paper treats the problem of stochastic comparisons for the extreme order statistics arising from heterogeneous beta distributions. Some sufficient conditions involved in majorization-type partial orders are provided for comparing the extreme order statistics in the sense of various magnitude orderings including the likelihood ratio order, the reversed hazard rate order, the usual stochastic order, and the usual multivariate stochastic order. The results established here strengthen and extend those including Kochar and Xu (2007 Kochar, S.C., Xu, M. (2007). Stochastic comparisons of parallel systems when components have proportional hazard rates. Probab. Eng. Inf. Sci. 21:597–609.[Crossref], [Web of Science ®] , [Google Scholar]), Mao and Hu (2010 Mao, T., Hu, T. (2010). Equivalent characterizations on orderings of order statistics and sample ranges. Probab. Eng. Inf. Sci. 24:245–262.[Crossref], [Web of Science ®] , [Google Scholar]), Balakrishnan et al. (2014 Balakrishnan, N., Barmalzan, G., Haidari, A. (2014). On usual multivariate stochastic ordering of order statistics from heterogeneous beta variables. J. Multivariate Anal. 127:147–150.[Crossref], [Web of Science ®] , [Google Scholar]), and Torrado (2015 Torrado, N. (2015). On magnitude orderings between smallest order statistics from heterogeneous beta distributions. J. Math. Anal. Appl. 426:824–838.[Crossref], [Web of Science ®] , [Google Scholar]). A real application in system assembly and some numerical examples are also presented to illustrate the theoretical results.     

The Bayes rule of the variance parameter of the hierarchical normal and inverse gamma model under Stein's loss

For the variance parameter of the hierarchical normal and inverse gamma model, we analytically calculate the Bayes rule (estimator) with respect to a prior distribution IG (alpha, beta) under Stein's loss function. This estimator minimizes the posterior expected Stein's loss (PESL). We also analytically calculate the Bayes rule and the PESL under the squared error loss. Finally, the numerical simulations exemplify that the PESLs depend only on alpha and the number of observations. The Bayes rules and PESLs under Stein's loss are unanimously smaller than those under the squared error loss.     

Penalised spline estimation for generalised partially linear single-index models

Generalised linear models are frequently used in modeling the relationship of the response variable from the general exponential family with a set of predictor variables, where a linear combination of predictors is linked to the mean of the response variable. We propose a penalised spline (P-spline) estimation for generalised partially linear single-index models, which extend the generalised linear models to include nonlinear effect for some predictors. The proposed models can allow flexible dependence on some predictors while overcome the “curse of dimensionality”. We investigate the P-spline profile likelihood estimation using the readily available R package mgcv, leading to straightforward computation. Simulation studies are considered under various link functions. In addition, we examine different choices of smoothing parameters. Simulation results and real data applications show effectiveness of the proposed approach. Finally, some large sample properties are established.     

互联网金融发展对中国经济增长影响的实证

文章从内生增长理论视角出发,在线性内生增长AK模型的基础上,将影响中国宏观经济增长的关键变量简化为资本边际产出率、储蓄-投资转换率和储蓄率,进而结合中国互联网金融发展指数以及中国2011-2015年的有关时间序列数据,对互联网金融发展指数和上述变量相关性进行实证研究,结果表明互联网金融的发展对上述变量均能产生正向影响,互联网金融的发展能够有效促进中国宏观经济的增长.     

交通基础设施、空间溢出与经济增长关系的实证分析

文章构建中国2000-2015年间30个省份多样化的空间面板数据,采用极大似然估计、空间杜宾模型及偏微分方法,实证测度了中国交通基础设施对经济增长的空间溢出效应.研究发现,铁路在地理距离作用下对经济增长正向显著,在其他作用下不显著;公路在经济、产业和技术距离作用下高度显著,而在地理距离作用下不显著.综合距离作用分析表明,公路对经济增长存在积极的溢出效应,在统计上正向显著;而铁路则存在较弱的影响,且未通过显著性检验.     

新型城镇化发展质量提升创新驱动因素的实证分析

文章构建“创新驱动”视角下的新型城镇化发展质量评价指标体系,并测算出2000-2015年江、浙、沪的新型城镇化发展质量状况.依据三个地区“创新驱动”视角下的新型城镇化发展质量和影响因素的面板数据构建了随机效应变截矩模型,研究发现人力资本、技术创新、机构创新和制度创新等创新驱动因素对江、浙、沪新型城镇化发展质量提升起到重要的推动作用.     

宏观经济对国债利率期限结构的影响研究

文章用隐因子模型和无套利简约宏观金融模型分别对中国国债收益率曲线进行拟合和预测,发现将宏观因子加入利率期限模型后,国债收益率曲线的长端拟合和预测效果均有提升.经脉冲响应和方差分解分析后发现,CPI增长率主要通过影响短期收益率来影响收益率曲线,而工业增加值增长率主要通过影响长期收益率来影响收益率曲线.此外,简约宏观金融模型可以形成对宏观经济的预测,尤其是对工业增加值增长率的预测较为准确.     

基于中国股票高频交易数据的随机波动建模与应用

本文对近十五年多达17万笔高频交易数据研究发现,早晨9:30股市开盘期间收益回报显著为负值,而在下午3:00收盘前的5分钟集合竞价阶段的收益回报显著为正值,称这种现象为“首尾5分钟现象”.并且日内收益数据具有较为显著的季节效应或周期效应,本文首次提出利用具有季节效应的SVJt-s模型对上证综合指数的5分钟高频交易数据进行建模,并给出模型的两步估计方法.由于高频随机波动建模时的数据量巨大、计算负荷严重,模型的估计、评价以及预测评价方法都需进行相应的改进,本文主要通过APF方法计算边际似然和BF进行模型比较,并从模型的预测能力发现本文给出的具有季节效应的SVJt-s模型,优于通常的GARCH模型和基本随机波动模型,最后给出了模型在风险管理中的应用.