An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves

We propose an adaptive functional autoregressive (AFAR) forecast model to predict electricity price curves. With time-varying operators, the AFAR model can be safely used in both stationary and nonstationary situations. A closed-form maximum likelihood (ML) estimator is derived under stationarity. The result is further extended for nonstationarity, where the time-dependent operators are adaptively estimated under local homogeneity. We provide theoretical results of the ML estimator and the adaptive estimator. Simulation study illustrates nice finite sample performance of the AFAR modeling. The AFAR model also exhibits a superior accuracy in the forecast exercise of the California electricity daily price curves compared to several alternatives.     

The Generalized Conditional Autoregressive Wishart Model for Multivariate Realized Volatility

It is well known that in finance variances and covariances of asset returns move together over time. Recently, much interest has been aroused by an approach involving the use of the realized covariance (RCOV) matrix constructed from high-frequency returns as the ex-post realization of the covariance matrix of low-frequency returns. For the analysis of dynamics of RCOV matrices, we propose the generalized conditional autoregressive Wishart (GCAW) model. Both the noncentrality matrix and scale matrix of the Wishart distribution are driven by the lagged values of RCOV matrices, and represent two different sources of dynamics, respectively. The GCAW is a generalization of the existing models, and accounts for symmetry and positive definiteness of RCOV matrices without imposing any parametric restriction. Some important properties such as conditional moments, unconditional moments, and stationarity are discussed. Empirical examples including sequences of daily RCOV matrices from the New York Stock Exchange illustrate that our model outperforms the existing models in terms of model fitting and forecasting.     

Weighted simulated integrated conditional moment tests for parametric conditional distributions of stationary time series processes

In this article, we propose a weighted simulated integrated conditional moment (WSICM) test of the validity of parametric specifications of conditional distribution models for stationary time series data, by combining the weighted integrated conditional moment (ICM) test of Bierens (1984 Bierens, H. J. (1984). Model specification testing of time series regressions. Journal of Econometrics 26:323–353.[Crossref], [Web of Science ®] , [Google Scholar]) for time series regression models with the simulated ICM test of Bierens and Wang (2012 Bierens, H. J., Wang, L. (2012). Integrated conditional moment tests for parametric conditional distributions. Econometric Theory 28:328–362.[Crossref], [Web of Science ®] , [Google Scholar]) of conditional distribution models for cross-section data. To the best of our knowledge, no other consistent test for parametric conditional time series distributions has been proposed yet in the literature, despite consistency claims made by some authors.     

Promoting healthy transition to college through mindfulness training with first-year college students: Pilot randomized controlled trial

Objective: Given the importance of developmental transitions on young adults' lives and the high rates of mental health issues among U.S. college students, first-year college students can be particularly vulnerable to stress and adversity. This pilot study evaluated the effectiveness and feasibility of mindfulness training aiming to promote first-year college students' health and wellbeing. Participants: 109 freshmen were recruited from residential halls (50% Caucasian, 66% female). Data collection was completed in November 2014. Methods: A randomized control trial was conducted utilizing the Learning to BREATHE (L2B) program, a universal mindfulness program adapted to match the developmental tasks of college transition. Results: Participation in the pilot intervention was associated with significant increase in students' life satisfaction, and significant decrease in depression and anxiety. Marginally significant decrease was found for sleep issues and alcohol consequences. Conclusions: Mindfulness-based programs may be an effective strategy to enhance a healthy transition into college.     

The Association Between the New Rural Cooperative Medical System and Health Care Seeking Behavior Among Middle-Aged and Older Chinese

The new rural cooperative medical system (NCMS) is the primary form of social insurance in rural China. This study aims to explore how the NCMS influences the health care seeking behaviors of middle-aged and older Chinese, considering the family and community contexts. A series of multi-level (three-level) models using data from the first wave of the China Health and Retirement Longitudinal Study (CHARLS) are used. We find that the presence of NCMS coverage has a statistically significant association with seeking inpatient and outpatient care but not physical checkups among middle-aged and older rural Chinese: Rural residents insured by NCMS were more likely to seek inpatient and outpatient care than people who were not insured. Other factors at the individual level (such as self-perceived health and number of doctor-diagnosed chronic diseases), the family level (such as living arrangements and household expenditures), and the community level (such as the presence of township hospitals within the community) are also significant predictors of health care seeking behaviors.     

Perceived Need for Home- and Community-Based Services: Experiences of Urban Chinese Older Adults With Functional Impairments

Guided by Cantor’s social care model, this study identified individual, family, and social support factors that influence urban older adults’ need for home- and community-based services, including medical and rehabilitation, instrumental care and support, and psychosocial services. The data were extracted from the Sample Survey on Aged Population in Urban/Rural China conducted by the China Research Center on Aging in 2006. Results from multiple logistic regression show that older adults’ need for medical and rehabilitation services is significantly related to instrumental activities of daily living, depression, not having filial children, friend support networks, and having a confidant. Older adults’ need for instrumental care and support is related to their educational attainment, financial strain, instrumental activities of daily living, not living with children, and friend support networks. Finally, older adults’ need for psychosocial services is significantly related to educational attainment, depression, not being married, friend support networks, and having a confidant. Implications for social service development are discussed.     

城中村农民社会研究的人类学维度与限度

从人类学的角度来看,城中村的农民、农业、农村社会变迁和包括少数民族在内的大量外来务工人员的文化移植或嵌入,共同构筑了城中村农民社会的文化多样性.人类学独特的理论视角和方法技术,可避免其他学科可能出现的“文化解释”谬误.文章分析了社会情境影响下的中国人类学发展状况和人类学参与城中村农民社会研究的学科优势,从都市人类学、工商人类学、经济人类学、教育人类学、医学人类学、宗教人类学、历史人类学、旅游人类学等8个分支学科讨论了人类学的研究维度,也讨论了人类学参与研究中存在超域性、局部性和相对性限度,揭示了人类学参与城中村农民社会研究的重要意义.     

通向《逻辑哲学论》神秘主义的双重路径

《逻辑哲学论》中的神秘主义是前期维特根斯坦的重要思想之一。西方学者对这一思想的具体内容以及它同《逻辑哲学论》中其他思想之间的关系评价不一,而且这些评价都有自身的局限性。事实上,如果从全局的视域来考察《逻辑哲学论》就会发现,通往神秘主义有两条路径:一条是语言哲学的路径;另一条是逻辑哲学的路径。神秘主义是维特根斯坦对有意义的科学命题和缺少意义的逻辑命题进行分析所推导出的一个逻辑结论,它与《逻辑哲学论》中的图像论和逻辑哲学是一个不可分割的整体,这种整体性表明维特根斯坦力图实现经验的自然科学、先验的逻辑学和超验的伦理学的统一。     

战略抉择:中国经济发展方式的现状与转型

经济发展方式包括对内和对外经济发展方式。改革开放以来,中国市场取向和高强度投入的对内经济发展方式,与注重加工贸易和以引进外国直接投资为主、借入外国债务为辅的对外经济发展方式相互作用,推动中国经济迅速发展。但是,这种发展方式只是脱贫之路,而不是富强之路。随着时间的推移,这种发展方式不可持续的弱点逐渐表现出来。因此,中国政府应该充分发挥"看不见的手"和"看得见的手"的作用,对内实行自主创新和调整产业结构的发展战略,对外实行以超比较优势为核心的梯型对外贸易发展战略、以调整结构为主线的质量型引进外国直接投资发展战略和以渐进的人民币国际化为中心的对外金融发展战略,以成功地完成转变经济发展方式这场"经济社会领域的深刻变革"。     

创新网络中知识转移“度”及其维度

在创新网络中,知识转移及其转化程度直接影响创新网络成员之间的关系及创新结果。网络中知识转移的一个突出问题是知识转移存在很多限制性因素,而一旦限制性因素被突破,则知识转移又表现为其他特征,例如知识转移速度加快、知识转移范围扩大等。创新网络中知识转移"度",指网络成员在一定的制度约束下或者在内外条件约束下,知识转移活动所能达到的程度。在知识转移过程中,接受组织的吸收能力、知识的显性度、各种智力资本的复杂性以及知识转移背景的相似性等方面左右了知识转移的广度、速度和深度。作为知识产品的科技成果,其可转移性的高低是影响转化的根本因素。为加快中国高校科技成果的转移,必须改进现有的高校科研导向、科技成果评价机制,提高高校科研人员开展面向产业化研究的积极性,加强企业创新能力和科技成果转移体系建设。