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11.
Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility
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In this paper, we consider the deterministic trend model where the error process is allowed to be weakly or strongly correlated and subject to non‐stationary volatility. Extant estimators of the trend coefficient are analysed. We find that under heteroskedasticity, the Cochrane–Orcutt‐type estimator (with some initial condition) could be less efficient than Ordinary Least Squares (OLS) when the process is highly persistent, whereas it is asymptotically equivalent to OLS when the process is less persistent. An efficient non‐parametrically weighted Cochrane–Orcutt‐type estimator is then proposed. The efficiency is uniform over weak or strong serial correlation and non‐stationary volatility of unknown form. The feasible estimator relies on non‐parametric estimation of the volatility function, and the asymptotic theory is provided. We use the data‐dependent smoothing bandwidth that can automatically adjust for the strength of non‐stationarity in volatilities. The implementation does not require pretesting persistence of the process or specification of non‐stationary volatility. Finite‐sample evaluation via simulations and an empirical application demonstrates the good performance of proposed estimators. 相似文献
12.
Objectives: In the United States, HIV continues to disproportionately affect men who have sex with men. One promising area of research that may inform the development of behavioral interventions among male–male couples is within the realm of sexual agreements. Methods: The purpose of our analysis was to determine whether respondents who report having an open agreement or an agreement breakage also report a higher incidence of recent (within the previous 12 months) intimate-partner violence (IPV) compared to respondents who report having a monogamous agreement or no agreement breakage after controlling for demographic variables. Results: Results showed that men who have an open agreement are less likely to report recent physical IPV. Conclusions: The results highlight the need to develop dyadic behavior interventions that address sexual agreements and stress management. 相似文献
13.
随着勘探程度的深入,为了扩大四川盆地天然气勘探领域、寻找新的勘探接替区,四川盆地的勘探区域由盆内逐渐向盆缘延伸。在这种背景下,川东北地区须家河组二段相继取得新的勘探成果,但在勘探开发过程中逐渐暴露了诸如区块之间气井产能差异大,储层的碎屑组分、结构及厚度、物性、孔隙结构差异明显等问题,制约了勘探开发的步伐。针对上述问题,根据岩芯观察描述、分析化验资料及测井解释成果,从沉积、成岩方面入手,对比剖析了川东北龙岗和营山地区须二段储层特征的差异性及其成因,认为远离物源区和高能水体的反复淘洗是造成储层差异性的首要因素,强烈的压实作用和多期石英加大对储层差异性起关键作用,自生绿泥石衬边胶结和长石选择性溶蚀最终决定了储层差异性。从而解释了气藏勘探开发中遇到的诸多问题,对有效指导该区的下一步勘探开发工作具有重要意义。 相似文献
14.
Theory and Society - The massive expansion of US higher education after World War II is a sociological puzzle: a spectacular feat of state capacity-building in a highly federated polity. Prior... 相似文献
15.
Proportional hazards are a common assumption when designing confirmatory clinical trials in oncology. This assumption not only affects the analysis part but also the sample size calculation. The presence of delayed effects causes a change in the hazard ratio while the trial is ongoing since at the beginning we do not observe any difference between treatment arms, and after some unknown time point, the differences between treatment arms will start to appear. Hence, the proportional hazards assumption no longer holds, and both sample size calculation and analysis methods to be used should be reconsidered. The weighted log‐rank test allows a weighting for early, middle, and late differences through the Fleming and Harrington class of weights and is proven to be more efficient when the proportional hazards assumption does not hold. The Fleming and Harrington class of weights, along with the estimated delay, can be incorporated into the sample size calculation in order to maintain the desired power once the treatment arm differences start to appear. In this article, we explore the impact of delayed effects in group sequential and adaptive group sequential designs and make an empirical evaluation in terms of power and type‐I error rate of the of the weighted log‐rank test in a simulated scenario with fixed values of the Fleming and Harrington class of weights. We also give some practical recommendations regarding which methodology should be used in the presence of delayed effects depending on certain characteristics of the trial. 相似文献
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Public Organization Review - 相似文献
18.
吕铖钢 《北京理工大学学报(社会科学版)》2021,23(2):152-160
税法中不确定概念下的理论空间以及税务行政的实践需求共同营造了税务行政裁量的制度空间,而不规范的税务行政裁量则为不规范的税收执法提供了操作机会。通过对税法文本中不确定概念理论缘由的寻求,以及税收征管中实践动因的梳理,税务行政裁量权的规范化确有必要性。为达成税法运行各司其职中的彼此制衡,有必要强化比例性原则在税务行政裁量中的运用,以此限制税权介入纳税人私域的范围与限度,并提供明确化的宏观指引;利用行政裁量基准“行政自制”与“规则之治”的双重品质,借助标准化的文本修正,为规范化的税收执法预设行为轨迹、构建外在制约并压缩裁量空间;以纳税人的同意权为基础,设计符合税法特殊性的程序规则,形成立体化的纳税人救济路径。最终形成税务行政裁量权积极运作与规范运行的制度环境。 相似文献
19.
Witkower Zachary Tracy Jessica L. Pun Anthea Baron Andrew S. 《Journal of Nonverbal Behavior》2021,45(4):505-518
Journal of Nonverbal Behavior - Past research has demonstrated that children understand distinct emotion concepts and can accurately recognize facial expressions of distinct emotions by a young... 相似文献
20.
作为Bel Canto声乐体系的萌芽期,西方中世纪时期的声乐艺术在宗教与世俗二元文化的作用下,呈现出前所未有的繁荣发展。宗教文化中的声乐现象以服务宗教仪式为宗旨,以格里高利圣咏为中心,围绕对圣咏的修饰和扩展,逐步体现着作品体裁、表演形式以及歌唱技术的全面复杂化趋势。而世俗文化中的声乐现象在充分展示世俗文化特征的同时,又无法避免地接受强大宗教文化的浸染。二者在对立与并存中共同推动着Bel Canto声乐艺术的系统化构建,为Bel Canto声乐体系的主体形成提供了充分的素材。 相似文献