An alternative proof for a version of cochran's theorem under elliptical settings

For an elliptically contoured n × p random matrix Y with mean μ and covariance proportional to ∑_Y, the necessary and sufficient conditions, under which (Y?μ)′W(Y?μ) with nonnegative definite W is generalized Wishart distributed, are obtained by using the higher moments of Y. This version of Cochran's theorem is general as the assumptions on ∑_Y=A?∑ with nonnegative definite A and ∑, P(Y?μ)=0, and P(Y≠μ)<1 have been relaxed. An example on two way balanced mixed models is given for illustration ot our main results.     

Phase-shifting common cycles and common trends

In this paper, we outline a framework for modelling and analysing economic fluctuations and dynamics. It is assumed that there may exist common trends and common cycles in the time series to be analysed It is further generalised that common cycles may have non-coincident, or phase-shifting attributes These attributes are examined via the Markov transition matrix in a VAR system, revealing the way in which the phase-shifting works with the reduced rank Markov transition matrix. The links with the structural common trend model are also presented.     

Sieve Estimation of Time-Varying Panel Data Models With Latent Structures

We propose a heterogeneous time-varying panel data model with a latent group structure that allows the coefficients to vary over both individuals and time. We assume that the coefficients change smoothly over time and form different unobserved groups. When treated as smooth functions of time, the individual functional coefficients are heterogeneous across groups but homogeneous within a group. We propose a penalized-sieve-estimation-based classifier-Lasso (C-Lasso) procedure to identify the individuals’ membership and to estimate the group-specific functional coefficients in a single step. The classification exhibits the desirable property of uniform consistency. The C-Lasso estimators and their post-Lasso versions achieve the oracle property so that the group-specific functional coefficients can be estimated as well as if the individuals’ membership were known. Several extensions are discussed. Simulations demonstrate excellent finite sample performance of the approach in both classification and estimation. We apply our method to study the heterogeneous trending behavior of GDP per capita across 91 countries for the period 1960–2012 and find four latent groups.     

Extreme Quantile Estimation for Autoregressive Models

ABSTRACT

A quantile autoregresive model is a useful extension of classical autoregresive models as it can capture the influences of conditioning variables on the location, scale, and shape of the response distribution. However, at the extreme tails, standard quantile autoregression estimator is often unstable due to data sparsity. In this article, assuming quantile autoregresive models, we develop a new estimator for extreme conditional quantiles of time series data based on extreme value theory. We build the connection between the second-order conditions for the autoregression coefficients and for the conditional quantile functions, and establish the asymptotic properties of the proposed estimator. The finite sample performance of the proposed method is illustrated through a simulation study and the analysis of U.S. retail gasoline price.     

Performance analysis of the retrial queues with finite number of sources and service interruptions

This paper aims at presenting an analytic approach for investigating a single-server retrial queue with finite population of customers where the server is subject to interruptions. A free source may generate a primary call to request service. If the server is free upon arrival, the call starts to be served and the service times are independent, generally distributed random variables. During the service time the source cannot generate a new primary call. After service the source moves into the free state and can generate a new primary call. There is no waiting space in front of the server, and a call who finds the server unavailable upon arrival joins an orbit of unsatisfied customers. The server is subject to interruptions during the service processes. When the server is interrupted, the call being served just before server interruption goes to the retrial orbit and will retry its luck after a random amount of time until it finds the server available. The recovery times of the interrupted server are assumed to be generally distributed. Our analysis extends previous work on this topic and includes the analysis of the arriving customer’s distribution, the busy period, and the waiting time process.     

国民时间资产和闲暇活动核算研究

一、问题的提出2 0世纪 60年代 ,发达国家经济已经达到了很高的水平。人们开始重视生活质量 ,探讨什么是真正的幸福等一系列问题。人们开始意识到仅用ＧＮＰ(ＧＤＰ)不能反映生活质量和幸福程度。例如 ,拥有很高的人均ＧＮＰ ,但是没有闲暇时间的生活 ,并不认为是高质量的生活。另外 ,2 0世纪中叶 ,伴随着妇女解放运动的开展 ,人们开始注意到家务劳动的价值 ,因此许多社会学家提出了建立社会指标的问题 ,也有许多经济学家提出家务劳动核算的问题。生活时间分配研究不仅可以从平均的角度反映国民个人的生活时间分配状况和生活方式 ,也可以从…     

要科学制订我国科技部门统计机构发展对策

1985年全国科技统计普查以来,科技行政部门科技统计工作逐步形成了自上而下的完整体系。具体来讲,国家科技部通过地方各级科技行政管理层设立的对口机构,将统计制度贯彻下去,再将统计资料回收上来,运用本部门的管辖权对调查对象施行行政制约,保障统计过程的有效运转。目前,科技部科技统计工作初步形成了以科技部发展计划司牵头,以科技统计分析中心、科技统计信息中心和科技指标研究会等为支撑力量的工作体系。从1990年代中后期以来,各省市科技管理部门也成立了多种形式的科技统计机构,将直接调查的职能从政府部门中剥离出来,建立相对独立的…     

中国基础设施投资对经济增长波动的冲击效应分析

基础设施是经济发展的重要影响因素，而“基础设施投资促进经济发展”这一主流观点已得到广泛共识，但人们对经济增长与基础设施的探讨仅局限于总量的分析框架，并未对基础设施的类型加以区分，更没发现经济发展的不同阶段对基础设施的需求结构也是不同的。而以“基础设施投资促进经济发展”为出发点，将基础设施投资细分为生产性、生活性、社会性基础设施投资，并分别讨论其对经济的影响。通过邹检验发现：自1994年以来，基础设施投资冲击改变了中国经济增长的特征。其结论是生产性、生活性基础设施对经济增长的影响是明确的、同步的，但社会性基础设施对经济增长的作用是不确定的。因此，加强社会性基础设施投资是一个渐进地逐步推进的过程。     

论非专利技术的转让

非专利技术在技术转让中占有越来越重要的地位,其表现形式的多样化、内容的广泛性以及不受时间、空间限制的特点都使其较之专利技术更为有实用价值。非专利技术是以占有人采取保密的形式而形成事实上的独占资产。因而,在技术转让中,合同成为其唯一获得法律保护的途径。本文从非专利技术的产权确定、价格形成的依据以及非专利技术的保密等方面作了论述,说明非专利技术存在的价值以及在转让中应注意的问题。