Monitoring Change in Persistence Against the Null of Difference-Stationarity in Infinite Variance Observations

In this article, we propose a moving kernel-weighted variance ratio statistic to monitor persistence change in infinite variance observations. We focus on I(1) to I(0) persistence change for sequences in the domain of attraction of a stable law and local-to-finite variance sequences. The null distribution of the monitoring statistic and its consistency are proved. In particular, a bootstrap procedure is proposed to determine the critical values for the derived asymptotic distribution depends on unknown tail index. The small sample performances of proposed monitoring procedure are illustrated by both simulation and application to a high frequency financial data.     

A Parametric Bootstrap Test for Two-Way ANOVA Model Without Interaction Under Heteroscedasticity

In this article we consider the two-way ANOVA model without interaction under heteroscedasticity. For the problem of testing equal effects of factors, we propose a parametric bootstrap (PB) approach and compare it with existing the generalized F (GF) test. The Type I error rates and powers of the tests are evaluated using Monte Carlo simulation. Our studies show that the PB test performs better than the GF test. The PB test performs very satisfactorily even for small samples while the GF test exhibits poor Type I error properties when the number of factorial combinations or treatments goes up. It is also noted that the same tests can be used to test the significance of random effect variance component in a two-way mixed-effects model under unequal error variances.     

Private Labels: Facilitators or Impediments to Supply Chain Coordination

We consider a retailer’s decision of whether to develop an internally produced, private label version of a national brand and the role that this decision plays in coordinating the supply chain. Our model assumes that the perceived quality of the private label is lower than that of the national brand, and we allow for the two products to have different marginal costs. We further allow for a fixed development cost that the retailer must incur to develop private label capability, and distinguish two types of private labels depending upon whether they would or would not be developed as product line extensions by a vertically integrated supply chain. We refer to these two types as first‐best (FB) and non‐first‐best (NFB) product line extensions, respectively. When the private label can be characterized as a NFB product line extension, its development creates adverse cannibalization effects, yet it also helps to mitigate the effects of double marginalization with respect to the national brand. We characterize the conditions under which the retailer will develop private label capability, and distinguish among the conditions under which this is either beneficial or detrimental to the overall performance of the supply chain.     

从消费界域透视司法改革——司法改革的一个经济学视角

改革,就其本质而言,是相关主体之间价值体系的重新构建,因此确定改革的目标价值是一切改革的关键。在司法改革中,当事人始终是司法活动的最直接受益者,他们通过支付一定的代价获得司法服务,其地位相当于是消费者。从消费界域透视司法改革,首先必须确立以当事人为中心的价值体系,进而确立改革的目标和重点,从而全面、系统地推进司法体制的改革。     

北宋御制阵法、阵图与消极国防战略的影响

在中国古代战争中,为了更有效地发挥军队多兵种与群体作战的效果,产生了阵法以及阵图。至北宋时期,统治者长期对阵法予以高度重视,不断加以建设,更通过授阵图指挥作战。尽管宋朝君臣为此耗尽了心机,但因为当政者的主要目的是用来消极防御和控制将帅,因此这些产物恰恰违背了军事的基本原则与常识,束缚了军事将领的手脚,造成巨大的危害。     

现代汉语词缀新探

关于词缀,学界认识多有分歧。分歧原因在于模糊了词缀和词的界限,抹杀了词缀与词根的差异,机械类比形态语言的词缀。而分歧的焦点在于要不要设立类词缀这种类型以及确定类词缀的标准。在汉语词缀中区分典型词缀和类词缀是必要的,在确定类词缀的判定标准时不能过分强调词缀语素高度虚化完全脱离原有意义,应兼顾与汉语词缀特点相关的不同侧面,建立一个综合指标体系。     

创新理念，选准载体，探索国有企业党政合力促发展的有效途径

企业党组织如何围绕生产经营中心,发挥政治核心作用,做到"两心"合一、党政合力共谋发展,一直是改进和完善国有企业领导体制的一个重大课题.大庆油田电力集团党委遵循企业生产经营特点,搭建党政结合的平台,开展了"党建创先、文化创特、安全创福、服务创优、管理创效"的"五创"主题实践活动,解决了企业领导体制上存在的"两张皮"、"两挂车"的问题,走出了一条国有企业党政合力促发展的新路子.     

香港的"后福利社会"特征

自20世纪80年代以来,香港对于弱势群体的社会支持已日益被提上了政府的议事日程。在政策模式的选择上,香港走的是一条"后福利社会"的道路。"后福利社会"这种模式是在考虑了弱势群体的需要和权利及传统华人文化的基础上形成的。它相对于"福利社会"这一模式而言,更加强调个人职责和多元供给。受这种模式的影响,香港对于弱势群体的社会支持是由政府与第三部门共同推动的,并实现了形式上的多样化,即货币福利与福利服务的齐头并进。     

对“英雄流血又流泪”现象的体制性反思

“善有善报,恶有恶果”是促进和谐社会道德建设的一条基本原则。倘若“善有善报”嬗变为“善有恶果”,这会给和谐社会道德建设带来巨大的影响。然而,现实中屡屡发生的“英雄流血又流泪”现象却正在强化这一荒谬逻辑。这种现象主要与当前政府显性价值导向偏失、补偿立法滞后、社会保障缺位和感恩意识匮乏等因素密切相关。要彻底解决这个问题,必须建立道德问责机制,补偿道德再生产成本,创新社会保障制度和加强感恩意识教育。