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961.
Several panel unit root tests that account for cross-section dependence using a common factor structure have been proposed in the literature recently. Pesaran's (2007) cross-sectionally augmented unit root tests are designed for cases where cross-sectional dependence is due to a single factor. The Moon and Perron (2004) tests which use defactored data are similar in spirit but can account for multiple common factors. The Bai and Ng (2004a) tests allow to determine the source of nonstationarity by testing for unit roots in the common factors and the idiosyncratic factors separately. Breitung and Das (2008) and Sul (2007) propose panel unit root tests when cross-section dependence is present possibly due to common factors, but the common factor structure is not fully exploited. This article makes four contributions: (1) it compares the testing procedures in terms of similarities and differences in the data generation process, tests, null, and alternative hypotheses considered, (2) using Monte Carlo results it compares the small sample properties of the tests in models with up to two common factors, (3) it provides an application which illustrates the use of the tests, and (4) finally, it discusses the use of the tests in modelling in general. 相似文献
962.
Let ν be a positive Borel measure on ?n and pFq(a1,…, ap; b1,…, bq; s) be a generalized hypergeometric series. We define a generalized hypergeometric measure, μp,q := pFq(a1,…, ap; b1,…, bq;ν), as a series of convolution powers of the measure ν, and we investigate classes of probability distributions which are expressible as such a measure. We show that the Kemp (1968) family of distributions is an example of μp,q in which ν is a Dirac measure on ?. For the case in which ν is a Dirac measure on ?n, we relate μp,q to the diagonal natural exponential families classified by Bar-Lev et al. (1994). For p < q, we show that certain measures μp,q can be expressed as the convolution of a sequence of independent multi-dimensional Bernoulli trials. For p = q, q + 1, we show that the measures μp,q are mixture measures with the Dufresne and Poisson-stopped-sum probability distributions as their mixing measures. 相似文献
963.
964.
Tarald O. Kvålseth 《统计学通讯:理论与方法》2013,42(16):3375-3386
Using majorization theory, upper and lower bounds are derived for different measures of variation as progressively more items of information are available about the sample data. As a convenient starting point, bounds are first established for a one-parameter family of variation measures, which is a generalized mean difference measure of which Gini's mean difference, the standard deviation, and the range are particular cases. While, as pointed out, some of the derived bounds are well known, others do not appear to have been published and are tighter than established bounds. Some 40 different bounds are derived, besides any number of bounds given for the generalized family of variation measures. A number of interesting inequalities are also derived on the basis of some of the bounds. While the bounds have been developed in terms of real-valued sample data generally, the paper concludes with a brief discussion of the bounds for categorical data when the sample data consists of frequencies (counts). 相似文献
965.
We investigate the added worker effect in a setting where female labour supply is high and the welfare state is generous. We trace couples’ labour supply and income development following the husband’s job displacement. We find no support for the added worker effect for the full sample of households. However, the added worker effect seems to be at work for subsamples characterised by households where the spouses are not working in the same industry and where the wife did not work full time pre-displacement. When using a measure of total household income, which includes public transfers, we find that the negative income impact of displacement is reduced by approximately 60 to 70 % when we also adjust for lower tax payments. Results suggest that income loss due to displacement is mitigated more by social welfare payments than by labour supply responses of the spouse. 相似文献
966.
Jönson H 《Journal of gerontological social work》2007,49(4):79-96
The study investigates the occurrence and character of skepticism and resistance towards ethnic minority care workers among older care recipients in a municipality in Sweden. Twelve representatives of caregiver organizations were interviewed about their experience of this phenomenon. Three additional interviews were conducted with ethnic minority care workers. Representatives described the problem as rare and mostly occurring as language difficulties or as a temporary problem characterized as a fear of the unknown among some care recipients. They tended to apply a pragmatic or pathologizing approach when talking about causes of and solutions to the problem. These approaches enabled care providers to comply with "potential racism" without challenging an official ideology of anti-racism. In contrast, staff of foreign descent described the problem as more frequent and severe, particularly for short-term employees who experience many first-time encounters with care recipients. 相似文献
967.
Christian Klamler 《Theory and Decision》2005,59(2):97-109
This paper provides a distance based analysis of the Borda rule with respect to Condorcet’s criterion. It shows that the minimal
Condorcet consistency present in the Borda rule, whenever a Condorcet winner (the alternative that wins against every other
alternative in a pairwise contest) exists, disappears in the case of voting cycles. First, it is shown that for certain preference
profiles the Borda winner is furthest from being a Condorcet winner. Second, it is shown that there exist preference profiles
for which the Borda winner is closest from being a Condorcet loser (the alternative that loses against every other alternative
in a pairwise contest). 相似文献
968.
In this paper we compare the relative effects of satisfaction with specific community (neighborhood) attributes and social integration into the community on community attachment. Previous research on community attachment has not assessed the importance of satisfaction with specific attributes as a determinant of attachment. Instead, this research has focussed on integration into the social life of a community as the primary source of community attachment. We find that although social integration has the more important effect on attachment, satisfaction with specific community attributes also has a statistically significant effect. People who are satisfied with the general physical appearance, the noise level, and the quality of neighbors in their communities tend to be more attached to them than those who are less satisfied. We address the theoretical and policy implications of this finding. In short, this finding implies, contrary to previous thought, that it is possible for there to be higher levels of attachment to communities that appear to be lacking a well‐developed social life. It also implies that levels of attachment to communities could be enhanced by programs that improve certain features of the physical environment which are seen as indicative of the quality of communities as good places to live. 相似文献
969.
The relationship among earnings, savings, and retirement is well known; however, the linkage between labor market outcomes and financial market performance is generally unacknowledged. We examine the implications of the link between labor markets and financial markets for workers who save money in individual retirement accounts. Specifically, differences in labor market outcomes across groups may imply differences in the timing of investments, which may reduce savings over time for these groups compared to their counterparts. Using monthly data from the Current Population Survey (1979–2002), we generate hypothetical investment portfolios using stock and bond indices. We exploit differences across demographic groups in unemployment and wage growth and use these differences to examine each group's investment outcomes. We then disaggregate the total effects into short-term and long-term components. We find some evidence of short-term market timing effects on investment, but we find much larger long-term effects for some groups. Our findings suggest that, for many people, the retirement savings losses associated with the timing of markets are similar to the costs of annuitizing savings upon retirement. The differences are especially pronounced by education and gender. 相似文献
970.
David E. Christian 《Social indicators research》1974,1(2):169-186
One of the few efforts to develop an operational set of international social indicators is underway through the Organization for Economic Cooperation and Development. The paper describes the OECD plan and gives some preliminary appraisal of the completed first phase of the work, the definition of the elements of well-being for which specific indicators of change should be developed. Attention is directed to certain aspects of the overall strategy being pursued by OECD including its careful delimitation of scope to the one type of social indicators (herein termed well-being indicators) for which international agreement now appears possible although very difficult. A possible governmental strategy for development of more comprehensive social indicators in the longer term context is suggested. 相似文献