明瑟收入方程的若干改进和思考

明瑟收入方程自明瑟1974年提出以来,由于方程的简洁性、可控性及易操作性,被学者广泛运用于人力资本对收入影响的研究,明瑟方程在实际运用过程中也得到了不断发展。基于众多学者对明瑟方程的改进和思考,本文从截面数据和跨时期数据两个角度提出一些对明瑟方程进一步改进的思路,以期使明瑟方程得到更为广泛的运用。     

Strong Consistency of Conditional Value-at-risk Estimate for ϕ-mixing Samples

In this article, we investigate the strong consistency of conditional value-at-risk estimate for ? ?mixing samples under mild conditions. Moreover, the corresponding strong consistency rate is also obtained.     

Statistical Analysis of Parameter Estimation for 2-D Harmonics in Multiplicative and Additive Noise

This article considers the problem of parameter estimation for two dimensional (2-D) multi-component harmonics in non zero-mean multiplicative and additive noise. The least squares estimators (LSEs) are proposed to estimate the coherent model parameters, and some statistical results of the LSEs are obtained, including strong consistency, strong convergence rate, and asymptotic normality. Furthermore, the LSEs-based estimators are proposed to estimate the noncoherent model parameters, and the strong consistency and the asymptotic normality are also proved. Finally, some numerical experiments are performed to see how the asymptotic results work for finite sample sizes.     

Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks

In this article, we consider a discrete-time risk model with insurance and financial risks. We derive some refinements of a general asymptotic formula for the finite-time ruin probability under the assumptions that the net losses follow a common distribution in the intersection between the subexponential class and the Gumbel maximum domain of attraction, and the stochastic discount factors of the risky asset have a common distribution with extended regular variation. The obtained asymptotic upper and lower bounds are transparent and computable.     

Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions

In this article, we assess the local influence for the ridge regression of linear models with stochastic linear restrictions in the spirit of Cook by using the log-likelihood of the stochastic restricted ridge regression estimator. The diagnostics under the perturbations of constant variance, responses and individual explanatory variables are derived. We also assess the local influence of the stochastic restricted ridge regression estimator under the approach suggested by Billor and Loynes. At the end, a numerical example on the Longley data is given to illustrate the theoretic results.     

Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains

In this article, we introduce the notion of a countable asymptotic circular Markov chain, and prove a strong law of large numbers: as a corollary, we generalize a well-known version of the strong law of large numbers for nonhomogeneous Markov chains, and prove the Shannon-McMillan-Breiman theorem in this context, extending the result for the finite case.     

非线性Granger因果检验方法的检验功效及有限样本性质的模拟分析

为了克服传统Granger因果检验方法因忽略经济变量的非线性特征而导致结论出现显著偏差的局限性,非线性Granger因果检验方法在近年来正逐步成为经济学研究领域的重要分析工具。然而,迄今为止,学术界仍较少对非线性Granger因果检验方法在不同非线性模型中的有限样本性质展开系统性的比较与分析,因此,本文通过数据生成过程（DGP）,结合Monte Carlo模拟对Diks和Panchenko（2006）等主流的非线性Granger因果检验方法的检验功效、过度拒绝等问题展开比较研究,并对共同滞后阶数、带宽参数的不同设置可能引发结论敏感性变化进行深入分析,在此基础上我们从动态非线性滚动分析的角度对其有限样本性质展开进一步的讨论,并提出对未来非线性应用研究具有实际指导价值的若干建议。     

署名权若干问题浅析

本文在回顾署名权的产生和历史发展的基础上对署名权的定义、称谓、内容、性质以及能够转让等基本问题做出分析,认为署名权是一种“表明作者身份权”、“作者资格权”,而不宜称为“确认作者身份权”、“姓名表示权”,同时通过批判“署名权是人身权”的观点得出署名权是具有财产属性的权利,因而在不违背公共利益的情况下法律应当允许其转让。     

IT项目工期估算方法的研究

目前,面对1T项目建设需求的快速膨胀,缺乏有效的IT项目管理理论是IT项目建设中面临的最大难题。研究如何有效地估算IT项目的工期。根据IT项目的特点,设计了一种以Delphi法为框架,融合三点法的工期估算方法。该方法一方面适应了在新技术、新资源层出不穷的条件下,IT项目面对新需求、新目标时对工期估算的要求;另一方也有效地缓解了由于IT项目开发过程中的不确定性造成的延期风险。所以,立足于IT项目的特点。该方法的设计提高了IT项目工期估算的效率。