On hysteretic vector autoregressive model with applications

This paper proposes a new hysteretic vector autoregressive (HVAR) model in which the regime switching may be delayed when the hysteresis variable lies in a hysteresis zone. We integrate an adapted multivariate Student-t distribution from amending the scale mixtures of normal distributions. This HVAR model allows for a higher degree of flexibility in the degrees of freedom for each time series. We use the proposed model to test for a causal relationship between any two target time series. Using posterior odds ratios, we overcome the limitations of the classical approach to multiple testing. Both simulated and real examples herein help illustrate the suggested methods. We apply the proposed HVAR model to investigate the causal relationship between the quarterly growth rates of gross domestic product of United Kingdom and United States. Moreover, we check the pairwise lagged dependence of daily PM2.5 levels in three districts of Taipei.     

On Bartlett correction of empirical likelihood for regularly spaced spatial data

Bartlett correction constitutes one of the attractive features of empirical likelihood because it enables the construction of confidence regions for parameters with improved coverage probabilities. We study the Bartlett correction of spatial frequency domain empirical likelihood (SFDEL) based on general spectral estimating functions for regularly spaced spatial data. This general formulation can be applied to testing and estimation problems in spatial analysis, for example testing covariance isotropy, testing covariance separability as well as estimating the parameters of spatial covariance models. We show that the SFDEL is Bartlett correctable. In particular, the improvement in coverage accuracies of the Bartlett‐corrected confidence regions depends on the underlying spatial structures. The Canadian Journal of Statistics 47: 455–472; 2019 © 2019 Statistical Society of Canada     

Parametrizing the Kepler exoplanet period-radius distribution with the bivariate normal inverse Gaussian distribution

This paper presents a simple and robust method for obtaining a comprehensive understanding of the joint period and radius distribution in Kepler exoplanets. The proposed method is based on particle swarm optimization and bivariate Normal Inverse Gaussian distribution. Furthermore, in the construction of the probability density function, this study selects planet-host stars with the GK-type. The injecting approach is also employed to solve the survey completeness of sample. The resulting occurrence rate of Earth analogs is 0.025 with a 95% bootstrap confidence interval between 0.023 and 0.032.     

Optimal scheduling replacement policies for a system with multiple random works

From the economical viewpoint in reliability theory, this paper addresses a scheduling replacement problem for a single operating system which works at random times for multiple jobs. The system is subject to stochastic failure which results the imperfect maintenance activity based on some random failure mechanism: minimal repair due to type-I (repairable) failure, or corrective replacement due to type-II (non-repairable) failure. Three scheduling models for the system with multiple jobs are considered: a single work, N tandem works, and N parallel works. To control the deterioration process, the preventive replacement is planned to undergo at a scheduling time T or the job's completion time of for each model. The objective is to determine the optimal scheduling parameters (T^* or N^*) that minimizes the mean cost rate function in a finite time horizon for each model. A numerical example is provided to illustrate the proposed analytical model. Because the framework and analysis are general, the proposed models extend several existing results.     

地区收入、食品价格与恩格尔系数

本文以2016年我国31个省级地区截面数据为样本,构建扩展模型考察恩格尔系数与收入、食品价格之间的关系。研究发现,恩格尔系数与地区收入存在显著的负相关性,纳入食品价格后收入对恩格尔系数的影响变得更为显著,二者关系满足恩格尔定律。恩格尔系数和以地区食品价格平价代表的食品价格之间显著正相关,若再考虑其他因素,则食品价格对恩格尔系数的影响会稍有减弱。进一步将食品区分为生活必需型食品与非生活必需型食品,测算得到的基本恩格尔系数、高阶恩格尔系数与收入之间仍呈负相关关系,但与基本恩格尔系数相比,高阶恩格尔系数与收入之间的负相关性更弱。恩格尔系数受生活必需型食品价格的影响强于非生活必需型食品价格的影响,基本恩格尔系数主要受生活必需型食品价格的影响,而高阶恩格尔系数同时受到两类食品价格的影响。     

Functional and emotional traits of corporate social media message strategies: Behavioral insights from S&P 500 Facebook data

Drawing from literature regarding public engagement, the Elaboration Likelihood Model (ELM), computer-mediated communication research, and emotion psychology, this study examines the effects of companies’ social media communication strategies on public engagement behaviors as indexed by post likes, shares, and comments. Specifically, it investigates how corporate Facebook posts’ functional traits (functional interactivity and vividness) and emotional traits (emotion presence, valence, and strength) impact public engagement online. Through data mining and computer-assisted sentiment analysis of 33,379 posts from 106 Standard & Poor 500 companies’ Facebook accounts, this study finds a negative effect of functional interactivity but a positive effect of vividness on engagement. It also shows that emotional traits overall yield stronger public engagement outcomes. Two-way interactions between emotional and functional features are also detected. Theoretical and practical implications are discussed.     

Wanting To Be Remembered: Intrinsically Rewarding Work and Generativity in Early Midlife

Previous research on generativity, the desire to leave a legacy through establishing and guiding the next generation, has focused primarily on family life and civic engagement as pathways to midlife generativity. This paper proposes that intrinsically rewarding work can also be associated with a heightened sense of generativity in midlife. We test this hypothesis with data (n = 369 employed individuals, approximately 43 years old) from the 2010 wave of the Edmonton Transitions Study. Civic engagement was positively associated with midlife generativity, as predicted, but the hypothesized positive relationship between generativity and perceived parenting success was not found. Taking into account civic engagement and perceived parenting success, and controlling on a range of other variables, intrinsically rewarding work was positively associated with midlife feelings of generativity.     

Resolving Rabin’s paradox

We present a theoretical model of Rabin’s famous calibration paradox that resolves confusions in the literature and that makes it possible to identify the causes of the paradox. Using suitable experimental stimuli, we show that the paradox truly violates expected utility and that it is caused by reference dependence. Rabin already showed that utility curvature alone cannot explain his paradox. We, more strongly, do not find any contribution of utility curvature to the explanation of the paradox. We find no contribution of probability weighting either. We conclude that Rabin’s paradox underscores the importance of reference dependence.

     

京津冀协同发展的阶段成效与高质量发展对策

京津冀协同发展战略是以习近平同志为核心的党中央在新时代的一项重大决策部署,是习近平京津冀协同发展思想的重要体现。在近年来一系列方针政策和重要举措推动下,京津冀协同发展取得显著成效,主要体现为经济发展稳中向好、河北雄安新区建设实现良好开局、北京非首都功能疏解实现较大突破、一体化现代交通网络加快建设、生态环境协同治理取得明显成效、区域协同创新加快推进、公共服务共建共享取得进展等。面对当前我国社会主要矛盾,继续推动京津冀高质量协同发展是破解我国区域不平衡不充分发展的重要实践。     

论唐与奚、契丹的和亲

安史之乱前,唐朝为控制辽西,以便向东控制辽东,向西控制北亚,试图用和亲来抚绥辽西两蕃奚、契丹,但由于两蕃的内讧而归于失败。之后,唐与两蕃陷入了累年相攻之中。