Long memory stochastic volatility : A bayesian approach

We propose a simulation-based Bayesian approach to the analysis of long memory stochastic volatility models, stationary and nonstationary. The main tool used to reduce the likelihood function to a tractable form is an approximate state-space representation of the model, A data set of stock market returns is analyzed with the proposed method. The approach taken here allows a quantitative assessment of the empirical evidence in favor of the stationarity, or nonstationarity, of the instantaneous volatility of the data.     

Optimal designs for experiments with mixtures: a survey

This is a survey article on known results about analytic solutions and numerical solutions of optimal designs for various regression models for experiments with mixtures. The regression models include polynomial models, models containing homogeneous functions, models containing inverse terms and ratios, log contrast models, models with quantitative variables, and mod els containing the amount of mixture, Optimality criteria considered include D-, A-, E-,φ_p- and I_λ-Optimalities. Uniform design and uniform optimal design for mixture components, and efficiencies of the {q,2} simplex-controid design are briefly discussed.     

认同的螺旋：本科护生临床职业认同形成机制研究

文章基于过程性角色理论形成职业认同循环模型,在角色期望、角色领悟及角色实践三阶段探究本科护生临床职业认同的形成机制,探索其职业认同形成过程中的阻碍和促进因素及职业认同建构结果。结果发现,角色固化、职业价值低、职业支持不足是本科护生职业认同的阻碍因素,促进因素包括自我期望、护理榜样、临床适应力,最终形成参与者和旁观者两种职业认同结果。本科护生职业认同的形成过程体现了在护理职业现代化转型中,传统社会结构与护生个体意识的博弈过程。尽管面临护士职业历史与现实双向维度的职业认同困境,但是大部分本科护生还是展示出了积极的角色实践姿态,产生新的角色期望,形成螺旋上升的职业认同格局。     

信息化技术解决高职扩招学籍管理难题的探索与实践

扩招背景下高职院校学籍管理存在困境,通过信息化手段解决学籍管理难题是大数据时代下的趋势.针对目前高职扩招生源类型多样、时空分布广、学籍管理信息化水平局限等问题,结合广州城市职业学院学籍管理信息化建设与改进的实践情况,探索建立从学生入学至毕业后的长效学籍管理模式,为高职扩招学籍管理创新提供思路.     

Transient Analysis of Large Markov Models with Absorbing States Using Regenerative Randomization

ABSTRACT

In this article, we develop a new method, called regenerative randomization, for the transient analysis of continuous time Markov models with absorbing states. The method has the same good properties as standard randomization: numerical stability, well-controlled computation error, and ability to specify the computation error in advance. The method has a benign behavior for large t and is significantly less costly than standard randomization for large enough models and large enough t. For a class of models, class C, including typical failure/repair reliability models with exponential failure and repair time distributions and repair in every state with failed components, stronger theoretical results are available assessing the efficiency of the method in terms of “visible” model characteristics. A large example belonging to that class is used to illustrate the performance of the method and to show that it can indeed be much faster than standard randomization.     

Lower posterior death probabilities from a quick medical response in road traffic accidents

Introduction: We use data from Spain on roads and motorways traffic accidents in May 2004 to quantify the statistical association between quick medical response time and mortality rate. Method: Probit and logit parameters are estimated by a Bayesian method in which samples from the posterior densities are obtained through an MCMC simulation scheme. We provide posterior credible intervals and posterior partial effects of a quick medical response at several time levels over which we express our prior beliefs. Results: A reduction of 5 min, from a 25-min response-time level, is associated with lower posterior probabilities of death in roads and motorways accidents of 24% and 30%, respectively.     

多元互动对农户参与农产品区域品牌共建意愿的影响:心理契约的中介效应

围绕农户主体,引入心理契约作为中介变量,探讨多元互动对农户参与农产品区域品牌共建意愿的影响机理.以湖北省张港镇、孝昌县及武汉市五个"一村一品"重点建设村落的355户农户为研究对象,采用验证性因子分析、层级回归等方法实证分析多元互动对农户参与农产品区域品牌共建意愿的影响.结果表明:多元互动对农户参与农产品区域品牌共建意愿具有显著的正向影响;心理契约在多元互动和农户参与农产品区域品牌共建意愿之间起中介作用.该研究结论对调动农户积极性、推动农产品区域品牌建设具有重要的启示和借鉴意义.     

Generational conflict and provisions for the elderly in Hong Kong: The relevance of position‐based interest and values

Respect for the elderly and hence the associated rights support a generational contract. Nevertheless, the case of the recent debate on the universal retirement scheme in Hong Kong has raised concerns about its strength. We identify relevant items from the sixth wave of the World Values Survey to explore the orientations of different generations toward others. The analysis shows differences between younger and older generations. Regression analyses show that values are not significant in explaining the differences, but various positions, including sex, marital status, and education, and perceptions of the elderly are relevant. Such differences across generations might weaken the generational contract and potentially engender conflicts as shown in the recent debate about the retirement scheme. We suggest short‐ and long‐term interest calculations, informed by their positions, play a more significant role in policy discussions and decisions, rather than simply appealing to values.     

技术创新加剧了企业技能短缺吗?

随着劳动力价格上涨,制造业企业人口红利逐渐消失,以互联网、人工智能提升改造传统产业的同时,推动“技术红利”替代“人口红利”,成为制造业企业优化升级的必然选择。技术创新在促进经济发展的同时是否加剧了技能短缺?考察技术创新对技能短缺的影响作用,结果表明:技术创新对企业技能短缺产生了显著的正效应,研发支出增加了对技能劳动力的需求,并且伴随企业规模扩大、技能劳动力比例上升,技能短缺程度加剧。同时,技术创新对技能短缺在区域和产业上存在显著异质性。在超大城市中,技术创新对技能短缺的拉动作用更为显著。在中小城市,技术进步效应并不显著;而技术创新对制造业技能缺口的影响效应也显著强于服务业,进一步验证了技术创新水平的快速提升使现有技能水平无法与之相匹配,加剧了企业技能结构性短缺。