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61.
62.
Iliyan Georgiev David I. Harvey Stephen J. Leybourne A. M. Robert Taylor 《商业与经济统计学杂志》2013,31(3):528-541
In order for predictive regression tests to deliver asymptotically valid inference, account has to be taken of the degree of persistence of the predictors under test. There is also a maintained assumption that any predictability in the variable of interest is purely attributable to the predictors under test. Violation of this assumption by the omission of relevant persistent predictors renders the predictive regression invalid, and potentially also spurious, as both the finite sample and asymptotic size of the predictability tests can be significantly inflated. In response, we propose a predictive regression invalidity test based on a stationarity testing approach. To allow for an unknown degree of persistence in the putative predictors, and for heteroscedasticity in the data, we implement our proposed test using a fixed regressor wild bootstrap procedure. We demonstrate the asymptotic validity of the proposed bootstrap test by proving that the limit distribution of the bootstrap statistic, conditional on the data, is the same as the limit null distribution of the statistic computed on the original data, conditional on the predictor. This corrects a long-standing error in the bootstrap literature whereby it is incorrectly argued that for strongly persistent regressors and test statistics akin to ours the validity of the fixed regressor bootstrap obtains through equivalence to an unconditional limit distribution. Our bootstrap results are therefore of interest in their own right and are likely to have applications beyond the present context. An illustration is given by reexamining the results relating to U.S. stock returns data in Campbell and Yogo (2006). Supplementary materials for this article are available online. 相似文献
63.
Several important economic time series are recorded on a particular day every week. Seasonal adjustment of such series is difficult because the number of weeks varies between 52 and 53 and the position of the recording day changes from year to year. In addition certain festivals, most notably Easter, take place at different times according to the year. This article presents a solution to problems of this kind by setting up a structural time series model that allows the seasonal pattern to evolve over time and enables trend extraction and seasonal adjustment to be carried out by means of state-space filtering and smoothing algorithms. The method is illustrated with a Bank of England series on the money supply. 相似文献
64.
A cohort component projection of local populations based on sex and single year of age offers great value for planning local services, but demands data beyond the detail available. Local fertility, mortality and migration schedules by age and sex must be estimated sensitively to local variation if the results are to be of greater value than simpler methods of projection. Two approaches are compared, using data for the recent past: (a) direct estimation of local area age-specific schedules of fertility, mortality and migration based on data available to the national statistical agency; (b) graduation of national schedules using only local area population estimates by age, total numbers of births, and total numbers of deaths; age-specific migration is indirectly estimated from successive population estimates. These two approaches are compared with a projection using the same rates for each area. The three projections have been implemented for electoral wards in the Fife local government area of Scotland, using the flexible framework provided by POPGROUP software. Persuasive local population projections based on standard data for standard areas are feasible without the regular publication of migration flows. 相似文献
65.
66.
Harvey Wallmann DPTSc PT Richard D. Tandy PhD 《Journal of American college health : J of ACH》2013,61(1):32-37
Abstract Although graduate physical therapy students are taught the principles of fitness for incorporation into their professional lives, they have difficulty finding the time to implement these principles during graduate school. The authors studied 3 successive classes of graduate physical therapy students at the beginning and ending of their respective programs. They found that the women's percentages of body fat were significantly greater over the period of the study. The men's lower extremity strength decreased at the slower speeds (60 degrees/second), and the women showed increased strength at the higher speeds (180 and 240 degrees/second, respectively). Male grip strength significantly increased over the period of the study. To decrease students' percentages of body fat and increase their strength, the authors asserted that physical therapy students should be allowed more time to participate in fitness activities during their graduate school years. 相似文献
67.
Wayde C. Morse William J. McLaughlin J. D. Wulfhorst Celia Harvey 《Urban Ecosystems》2013,16(1):53-77
The environment is both a setting for and a product of human interactions. Understanding the dynamic nature of human-environment interactions is critical for mitigating the impacts of human induced environmental change and understanding how the environment shapes social systems. Current research has focused on the reduced ability of many natural systems to provide ecosystem services and the subsequent impact on human well-being. Furthermore, there has been a proliferation of cases analyzing the impacts of payment programs designed to enhance ecosystem services. However, analyses that link environmental policies through to their ecological results are not common and methods to do so are not thoroughly developed. To better analyze these interactions, a theory or framework is necessary. This article presents a framework of social ecological complex adaptive systems (SECAS). The framework links structuration theory from social science with the theories of complex adaptive systems from ecology to provide an enhanced understanding of the human drivers and responses to environmental change. The framework is presented as a recursive process where social and ecological systems are both the medium for and product of social action and ecological disturbance. A case study of Costa Rica’s ecosystem service payment program is presented as a demonstration of empirical applicability. This framework is proposed as a method to evaluate payments for ecosystem services, conservation policies, urban ecosystems, and for land use change in general. 相似文献
68.
Fiona Steele Heather Joshi Constantinos Kallis Harvey Goldstein 《Population studies》2013,67(2):137-152
We investigate the effect of parenthood on whether non-marital unions led to marriage or parting for two cohorts of British women when they were aged between 16 and 29. We compare the effect of conceptions leading to births and the presence and characteristics of children on the odds that a cohabitation was dissolved, or that it was converted to marriage, for women born in 1958 and 1970. A multilevel, multiprocess, competing-risks model allows for multiple cohabitations per woman and endogeneity of fertility status. We find that cohabiting couples’ response to impending parenthood and the presence of children changed over time. In particular, the proportion of cohabiting couples who married before a birth decreased and, in the 1970 cohort only, the risk of dissolution declined during pregnancy. There is also evidence that the presence of a child cemented a cohabiting union for women from the 1970, but not the earlier, cohort. 相似文献
69.
70.
In this article, we describe a general framework for the analysis of correlated event histories, with an application to a study of partnership transitions and fertility among a cohort of British women. Using a multilevel, multistate competing-risks model, we examine the relationship between prior fertility outcomes (the presence and characteristics of children and current pregnancy) and the dissolution of marital and cohabiting unions and movements from cohabitation to marriage. Using a simultaneous-equations model, we model these partnership transitions jointly with fertility, allowing for correlation between the unobserved woman-level characteristics that affect each process. The analysis is based on the partnership and birth histories that were collected for the 1958 birth cohort (National Child Development Study) aged 16-42. The findings indicate that preschool children have a stabilizing effect on their parents 'partnership, whether married or cohabiting, but the effect is weaker for older children. There is also evidence that although pregnancy precipitates marriage among cohabitors, the odds of marriage decline to prepregnancy levels following a birth. 相似文献