Generalized empirical likelihood inference in partially linear model for longitudinal data with missing response variables and error-prone covariates

In this article, we consider statistical inference for longitudinal partial linear models when the response variable is sometimes missing with missingness probability depending on the covariate that is measured with error. A generalized empirical likelihood (GEL) method is proposed by combining correction attenuation and quadratic inference functions. The method that takes into consideration the correlation within groups is used to estimate the regression coefficients. Furthermore, residual-adjusted empirical likelihood (EL) is employed for estimating the baseline function so that undersmoothing is avoided. The empirical log-likelihood ratios are proven to be asymptotically Chi-squared, and the corresponding confidence regions for the parameters of interest are then constructed. Compared with methods based on NAs, the GEL does not require consistent estimators for the asymptotic variance and bias. The numerical study is conducted to compare the performance of the EL and the normal approximation-based method, and a real example is analysed.     

中国股市高阶矩风险及其对投资收益的冲击

本文首先建立NAGARCHSK模型,推算市场收益率的条件高阶矩序列,在此基础上建立引入高阶矩风险的收益-风险时变四因子状态空间模型,并基于2000-2016年中国股票市场的收益率数据,实证探究不同时期市场高阶矩风险对投资收益的冲击.结果显示:我国股票市场收益受到高阶矩风险的影响,并且条件高阶矩序列表现出时变和波动聚集的特征,大规模的全球性金融危机和国内市场的重大风险事件均会使股市收益的条件高阶矩序列出现持续的异常波动.在未出现极端金融危机的稳定时期,市场收益率的条件方差会趋于对投资收益产生正向影响,条件偏度和条件峰度对投资收益的影响在正向和负向之间不断交替,增加了投资收益的不确定性.然而在全球性的极端金融危机时期,市场收益率的条件方差会转而对投资收益产生负向影响,条件峰度则会对投资收益带来持续的正向影响.     

大数据背景下线上商品价格变动对CPI的影响

文章利用2011年2月至2015年9月阿里巴巴研究院公布的网络零售价格(ASPI)指数及其各分类商品价格指数与国家统计局公布的CPI历史数据分别作为线上、线下一般商品价格变动的代理变量,在协整检验的基础上采用向量误差修正模型对线上、线下商品价格变动的关联关系进行了定量分析,并对构成ASPI的各分项商品价格指数与CPI之间的关系进行了分析.研究表明:在误差修正机制的作用下,线上、线下商品价格之间存在稳定均衡的关系.     

北京非首都功能疏解的思考与刍议——基于"新都市主义"的视角

从集聚的两面性切入"首都城市病"问题,反思疏解集聚的必要性.在回顾城市发展史和总结"新都市主义"理论体系的基础上,认为疏解北京非首都功能应先搞清北京集聚背后的功能因素.通过国际横向对比和国内纵向对比发现,北京存在核心首都功能不强,发展不够紧凑;非核心首都功能和非首都功能冗余,城市增长出现低效率化.因此,将"新都市主义"理论中国化,提出北京未来的疏解思路:TOD模式中国化.     

Likelihood procedure for testing changes in skew normal model with applications to stock returns

The skew normal distribution family is an attractive distribution family due to its mathematical tractability and inclusion of the normal distribution as the special case. It has wide applications in many applied fields such as finance, economics, and medical research. Such a distribution family has been studied extensively since it was introduced by Azzalini in 1985 Azzalini, A. (1985). A class of distributions which includes the normal ones. Scandinavian Journal of Statistics 12:171–178. [Google Scholar] for the first time. Yet, few work has been done on the study of change point problem related to this distribution family. In this article, we propose the likelihood ratio test (LRT) to detect changes in the parameters of the skew normal distribution associated with some asymptotic results of the test statistic. Simulations have been conducted under different scenarios to investigate the performance of the proposed method. Comparisons to some other existing method indicate the comparable power of the method in detecting changes in parameters of the skew normal distribution model. Applications on two real data: Brazilian and Tanzanian stock returns illustrate the detection procedure.     

An optimal online algorithm for the parallel-batch scheduling with job processing time compatibilities

We consider the online (over time) scheduling on a single unbounded parallel-batch machine with job processing time compatibilities to minimize makespan. In the problem, a constant \(\alpha >0\) is given in advance. Each job \(J_{j}\) has a normal processing time \(p_j\). Two jobs \(J_i\) and \(J_j\) are compatible if \(\max \{p_i, p_j\} \le (1+\alpha )\cdot \min \{p_i, p_j\}\). In the problem, mutually compatible jobs can form a batch being processed on the machine. The processing time of a batch is equal to the maximum normal processing time of the jobs in this batch. For this problem, we provide an optimal online algorithm with a competitive ratio of \(1+\beta _\alpha \), where \(\beta _\alpha \) is the positive root of the equation \((1+\alpha )x^{2}+\alpha x=1+\alpha \).     

Network domains in social networking sites: expectations,meanings, and social capital

This paper examines why the use of social networking sites (SNSs) leads to different results in cultivating bridging and bonding social capital for different groups of people. Based on in-depth interviews of 45 university students in Hong Kong, I find that Mainland Chinese students studying in Hong Kong actively use SNSs for seeking practical information about offline matters, and they obtain substantial enacted support from other Mainland students of the same university through SNS use. As a result, they accumulate both bridging and bonding social capital. Local Hong Kong students, however, use SNSs mainly for social information seeking and are only able to accrue limited bridging social capital through SNS use. Drawing on the theory of network domains, I argue that the different offline network structures in which students are located – namely, homogeneous and closed networks versus heterogeneous and open networks – explain this difference. Students with closed offline networks have defined expectations of online ties; they think of their online activities as practical and leading to real changes in their status among peers. Those with open networks have indefinite expectations of their online audience; thus, they interpret online activities differently, thinking of them as recreational, and they are playful in their online behaviour. These different outcomes of online activities consequently lead to diverse results in social capital accrual.     

国内外郊野公园规划案例比较及展望

郊野公园是优化城市空间格局、供人们游憩和健身的重要载体。通过对国内外有代表性的郊野公园规划案例进行归纳总结,利用比较研究的方法对其发展概况、主要活动项目、配套设施建设与相关规划条例等方面进行比较分析,并从选址特征、规划实施与运营管理情况3个方面总结我国郊野公园在规划与管理上的缺点与不足,在此基础上,对我国郊野公园今后的建设与管控模式进行展望。     

我国创业板市场的设立和风险投资退出机制

风险投资对于经济的增长尤其是高新技术的发展有非常重要的意义。而风险投资能够适时地成功退出,是其良好发展的关键。通过分析风险投资退出机制发现,我国新推出的创业板市场较低的上市条件．使风险投资更容易变现和退出。风险投资的不断发展,为创业板市场培育出优秀的上市资源。将创业板市场与风险投资退出机制结合,相辅相成,可以促进风险资金良性循环。     

试论健美操运动对大学生树立终身体育观的影响

高校体育作为学校体育教育的最高层次和最后环节,是学校体育与体育社会化的转折点和学与用的衔接点。因此对大学生来说终身体育教育是我国高校体育教育的重要课题之一。健美操运动不仅能全面锻炼身体的各个部位,更能培养大学生自觉运动的能力和习惯,从而影响他们,使之形成终身体育的观念。