Parameter estimation for multivariate diffusion processes with the time inhomogeneously positive semidefinite diffusion matrix

Statistical inference for the diffusion coefficients of multivariate diffusion processes has been well established in recent years; however, it is not the case for the drift coefficients. Furthermore, most existing estimation methods for the drift coefficients are proposed under the assumption that the diffusion matrix is positive definite and time homogeneous. In this article, we put forward two estimation approaches for estimating the drift coefficients of the multivariate diffusion models with the time inhomogeneously positive semidefinite diffusion matrix. They are maximum likelihood estimation methods based on both the martingale representation theorem and conditional characteristic functions and the generalized method of moments based on conditional characteristic functions, respectively. Consistency and asymptotic normality of the generalized method of moments estimation are also proved in this article. Simulation results demonstrate that these methods work well.     

政府采购招标结构模型的非参数识别与估计

为了揭示政府采购市场的定价机制,探究招标活动的经济机理,本文首先提出了一种基于可观测成交价(即赢价)建立招标结构模型的方法,分析了博弈均衡的分布;然后讨论了该模型的非参数识别,提出了一种三阶段非参数核估计方法.最后,以中央单位集中采购打印机为例,估计了政府采购招标的成本分布和期望供给曲线.研究发现,当前的政府采购机制改革有效地降低了采购成本;对于附加成本较高的商品,投标人存在成本转移行为.     

On robustness of the Shiryaev–Roberts change-point detection procedure under parameter misspecification in the post-change distribution

The gist of the quickest change-point detection problem is to detect the presence of a change in the statistical behavior of a series of sequentially made observations, and do so in an optimal detection-speed-versus-“false-positive”-risk manner. When optimality is understood either in the generalized Bayesian sense or as defined in Shiryaev's multi-cyclic setup, the so-called Shiryaev–Roberts (SR) detection procedure is known to be the “best one can do”, provided, however, that the observations’ pre- and post-change distributions are both fully specified. We consider a more realistic setup, viz. one where the post-change distribution is assumed known only up to a parameter, so that the latter may be misspecified. The question of interest is the sensitivity (or robustness) of the otherwise “best” SR procedure with respect to a possible misspecification of the post-change distribution parameter. To answer this question, we provide a case study where, in a specific Gaussian scenario, we allow the SR procedure to be “out of tune” in the way of the post-change distribution parameter, and numerically assess the effect of the “mistuning” on Shiryaev's (multi-cyclic) Stationary Average Detection Delay delivered by the SR procedure. The comprehensive quantitative robustness characterization of the SR procedure obtained in the study can be used to develop the respective theory as well as to provide a rational for practical design of the SR procedure. The overall qualitative conclusion of the study is an expected one: the SR procedure is less (more) robust for less (more) contrast changes and for lower (higher) levels of the false alarm risk.     

Asymptotic expansions of density of normalized extremes from logarithmic general error distribution

Logarithmic general error distribution is an extension of the log-normal distribution. In this paper, the asymptotic expansions of densities of normalized maximum from logarithmic general error distribution are derived under two different kinds of normalized constants. By applying the main results, the higher-order expansions of moments of maxima are established.     

教育扩张对大学毕业生收入的影响——基于断点回归设计分析

本文使用2012年"中国劳动力动态调查"数据②,基于断点回归方法评估高等教育扩招政策对收入的影响.本文的实证研究主要发现扩招政策对不同收入群体的影响不同,对低收入群体并无显著影响,但显著提高了高收入群体的收入,说明扩招促使高收入群体的高等教育收益高于低收入群体,这表明在一定程度上高等教育扩招政策并不利于社会公平,可能会造成居民收入差距进一步扩大.     

市场经济主导下佛山空间结构演变的影响要素分析

佛山从历史上著名的“四大名镇”到“珠三角制造业重地”,集合了历史文化、村镇经济、广州辐射的多重动力,佛山市行政区划调整已历时近十年,佛山空间结构的演变,已成为中国快速城镇化值得探讨的生动案例。2002年底,行政调整后的佛山市在战略规划中确定了“2＋5”的组团结构,而后又相继提出“中心组团”、“东平新城”的空间布局概念并成立了相应的管理机构,与此同时佛山市下辖的南海区和顺德区也在进行适应产业提升的空间重新布局,貌似无序的村镇布局在市场经济的主导下,能否不断加以改善并实现城市产业转型和生活品质的提升,本文试图以佛山活跃的村镇经济为背景,解析佛山空间形态形成的动力,探索行政意愿和市场导向共同作用下的空间结构演变。     

人口迁移与流动对我国各地区经济影响的实证分析

在对近十年来我国人口迁移和流动的时空演变格局进行初步考察的基础上,文章利用面板数据的变系数模型分别实证考察了人口迁移和流动对我国各地区(省域)经济的影响。结果发现:(1)我国各地区间人口迁移相对平稳,而人口流动在2000年以后呈现出持续快速增长的态势,且空间流向极不均衡;(2)人口的迁移和流动对中国整体经济来说是一个帕累托改进;(3)户籍制度对于发达地区起到了人才沙漏的作用;(4)对于中部的绝大部分地区以及西部的一些人口输出大省,伴随人口迁出而引起的人力资本流失对当地经济的负面影响开始凸显出来,人口流出虽然基本出现一个正面影响,但对本地经济发展的贡献并不如我们预想的那么明显。     

建设服务型政府,实现公共服务提供主体多元化

服务型政府将满足公民需求作为最高工作目标,不仅要求强化社会管理和公共服务职能,更需要通过体制机制创新来促进公共服务的有效供给。其中,公共服务的供给机制有效与否是政府不同层级和不同部门都要面对的普遍性问题。针对公共服务的混合性和复杂性,以及我国在公共服务提供方面的问题,参考发达国家的政府改革经验,我国应培育多元化的公共服务供给主体,通过将分散、异质性的服务需求与非规模化的服务供给对接来间接满足服务需求。多元化供给机制有利于发挥行政机制、市场机制和社会机制的各自优势,并实现三者的有机结合,从而有利于整合各种社会资源,满足公民的异质性公共服务需求。     

西藏地区企业现代化与居民现代化相互影响的路径研究

企业现代化与居民现代化均是西藏地区现代化建设所追求的重要目标.本文从西藏地区的实际情况出发,从宏观层面探索了二者的相互联系的内在机理,认为二者通过能量、信息以及物质的交换,将会形成一个微观的现代化社会系统.正是由于这个系统的存在,从而使二者必然存在相互影响,且存在一定的影响路径.