The effect of tapering on the semiparametric estimators for nonstationary long memory processes

In this paper, we study, by a Monte Carlo simulation, the effect of the order p of “Zhurbenko-Kolmogorov” taper on the asymptotic properties of semiparametric estimators. We show that p  =  [d + 1/2] + 1 gives the smallest variances and mean squared errors. These properties depend also on the truncation parameter m. Moreover, we study the impact of the short-memory components on the bias and variances of these estimators. We finally carry out an empirical application by using four monthly seasonally adjusted logarithm Consumer Price Index series.      

基于协同创新的复合型人才培养研究

将协同创新概念引入复合型人才培养,论述协同创新和复合型人才培养的关系,分析国内现有复合型人才培养模式和在协同创新背景下的不足,提出一种基于协同创新的复合型人才培养方式。在此基础上提出搭建包括课堂培养、教师指导、创新竞赛、工程实践为一体的复合型人才的培养体系和构建基于协同创新的复合型人才的五种培养模式,对高校探索适应时代需求的创新型、复合型人才培养方式具有借鉴意义。     

Alignment between Quality Enforcement Devices and Governance Structures in the Agro-food Vertical Chains

Using a Transaction Cost Economics framework, this paper studies how supply chain governance are aligned with the type of quality enforcement mechanisms used in transactions with consumers. Specifically we compare governance of supply chains when private brand assures quality to chains where official certification assures products’ quality for customers. To test our proposition, we conducted a set of 42 case studies in 3 agro-food sectors (processed meat, cheese, fruits and vegetable) from 7 European countries. We found that supply chain governance is closer to hierarchy-like modes of organization in cases where reputational capital is the main quality assurance device, whereas market-like governance is more prevalent in cases with public certification.     

Dignity and Dirty Work: Nurses’ Experiences in Managing Genetic Termination for Fetal Anomaly

Qualitative research was conducted with forty-one female registered nurses from four Canadian hospitals who manage the genetic termination (GT) procedure for women who end a wanted pregnancy due to fetal anomaly. Based on the sociological concept of dirty work, interest focused on nurses experiences with work that is viewed as unpleasant and undesirable, work that others would prefer not to do or even know about. The absence of institutional support led to a number of problems for the nurses. They readily discussed situations fraught with dilemmas and frustrations, yet they described this work as professionally rewarding and personally gratifying. They found strategies to respond to the dirty work aspects of their job. Particularly, the quality of care they were able to provide transformed their job from dirty work and led them to find dignity and satisfaction.     

Research notes/Notes de recherches

Les données d'une récente enquête canadienne sur le plan national, ont permis de poser le problème des différences de revenu perçu par la population active masculine et féminine. La part d'inégalité attribuée aux interruptions de la carrière professionnelle de la femme est évaluée ainsi que L'importance de facteurs tels L'éducation, le statut socio-économique professionnel et le nombre d'heures de travail annuel. On constate que L'inégalité entre le revenu réel (c' est-à-dire avant révision) des hommes et celui des fem-mes est moins importante au Canada q'uaux Etats-Unis lors de conditions semblables. On remarque alors que cette différence s' explique par les facteurs compris dans le modèle d'obtention d'un revenu plus que par le degré de discrimination encore existant envers la main-d'oeuvre féminine dans ces deux sociétés. En examinant la différence de revenu entre les sexes au sein des minorités autochtones et linguistiques au Canada, on trouve que L'inégalité est moins importante dans les milieux canadiens de langue française que dans les autres milieux. Data from a recent national level Canadian survey are used to address the question of income differences between working males and females. The portion of the inequality attributable to interruptions in the female work career is estimated, along with the importance of factors such as education, occupational SES, and hours worked per year. Actual (before adjustments) income inequality between males and females is found to be less in Canada than in comparable American data. This difference is found to be understand able in terms of the factors included in the model of income attainment rather than the level of residual discrimination against female workers in the two societies. The income difference by gender among nativity and language minorities in Canada is examined, and it is shown that the inequality between the sexes is smaller among French-speaking Canadians than among others     

On the diversity score: a copula approach

ABSTRACT

For the rating process of Collateralized Debt Obligations', Moody's suggests the Diversity Score as a measure of diversification in the collateral pool. This measure is used in Moody's Binomial Expansion Technique to infer the probability of default and thus the expected Loss in the portfolio. In this paper, we examine the appropriateness of this approach to assess the reality of defaults using a copula approach and lower tail dependence.     

转型背景下的农户联保贷款制度研究

农村金融的发展是转变经济发展方式的重要一环,而农户联保贷款制度是破解农村金融难题的有力手段。我国目前的农户联保贷款制度存在着农户信贷权缺失、立法层次低、法律内容薄弱等问题。应提升联保贷款立法层次,创新联保模式,完善农户联保小组的组建和运行机制,构建农户联保贷款风险防范和偿还法律激励机制。     

江汉盆地沙市组蒸发岩沉积充填与成藏特征

由于构造和气候因素的差异,江汉盆地沙市组的上段和下段具有不同的沉积充填特征。沙市沉积早期为弱断陷构造背景,湖盆彼此分隔闭塞,受中、亚热带干旱气候影响,在断陷区形成盐湖相蒸发岩充填,表现为浓缩型沉积序列特征;沙市晚期为拗陷型构造背景,盆地持续下降,湖盆范围扩大,湖水逐渐淡化,形成三角洲—咸水湖相充填,表现为淡化型沉积序列特征。盆地的沉积充填特征控制了蒸发岩地层生、储、盖等成藏要素的差异,表现为不同的油气成藏模式。浓缩型沉积序列的蒸发岩及盐间泥岩提供了烃源岩条件,盐间的膏岩、泥岩提供储层条件,蒸发岩提供盖层条件,为盐间非砂岩油气成藏模式;淡化型沉积序列的湖相泥岩及前三角洲泥岩提供烃源岩条件,三角洲前缘各微相砂体提供储层条件,蒸发岩提供盖层条件,为盐下砂岩油气成藏模式。