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41.
Mohammed Abdellaoui Han Bleichrodt Olivier L’Haridon 《Journal of Risk and Uncertainty》2008,36(3):245-266
This paper provides an efficient method to measure utility under prospect theory. Our method minimizes both the number of
elicitations required to measure utility and the cognitive burden for subjects, being based on the elicitation of certainty
equivalents for two-outcome prospects. We applied our method in an experiment and were able to replicate the main findings
on prospect theory, suggesting that our method measures what it is intended to. Our data confirmed empirically that risk seeking
and concave utility can coincide under prospect theory. Utility did not depend on the probability used in the elicitation,
which offers support for the validity of prospect theory.
相似文献
Olivier L’HaridonEmail: |
42.
Olivier Gossner Penlope Hernndez Abraham Neyman 《Econometrica : journal of the Econometric Society》2006,74(6):1603-1636
We study a repeated game with asymmetric information about a dynamic state of nature. In the course of the game, the better‐informed player can communicate some or all of his information to the other. Our model covers costly and/or bounded communication. We characterize the set of equilibrium payoffs and contrast these with the communication equilibrium payoffs, which by definition entail no communication costs. 相似文献
43.
Bock Olivier Collilieux Xavier Guillamon François Lebarbier Emilie Pascal Claire 《Statistics and Computing》2020,30(1):195-207
Statistics and Computing - This work is motivated by an application for the homogenization of global navigation satellite system (GNSS)-derived integrated water vapour series. Indeed, these series... 相似文献
44.
45.
Theory and Decision - The theoretical literature on vertical relationships usually assumes that beliefs about secret contracts take specific forms. In a recent paper, Eguia et al. (Games Econ Behav... 相似文献
46.
Brolis Olivier Nyssens Marthe 《Voluntas: International Journal of Voluntary and Nonprofit Organizations》2020,31(3):533-549
VOLUNTAS: International Journal of Voluntary and Nonprofit Organizations - In recent decades, many countries have witnessed the introduction of quasi-market regulation, predominantly in the field... 相似文献
47.
The paper considers the modelling of the dependency between corrective maintenance and condition-based preventive maintenance of complex repairable systems. A new model of dependent competing risks is proposed, called the alert-delay (AD) model. This model has different properties from that of the delay-time, repair-alert and proportional warning constant inspection models and happens to fit some data sets which could not be fitted by the previous models. The main features of the AD model are derived: probabilistic properties and statistical analysis. Simulation results and an application to real data are presented. 相似文献
48.
Markov random fields (MRFs) express spatial dependence through conditional distributions, although their stochastic behavior is defined by their joint distribution. These joint distributions are typically difficult to obtain in closed form, the problem being a normalizing constant that is a function of unknown parameters. The Gaussian MRF (or conditional autoregressive model) is one case where the normalizing constant is available in closed form; however, when sample sizes are moderate to large (thousands to tens of thousands), and beyond, its computation can be problematic. Because the conditional autoregressive (CAR) model is often used for spatial-data modeling, we develop likelihood-inference methodology for this model in situations where the sample size is too large for its normalizing constant to be computed directly. In particular, we use simulation methodology to obtain maximum likelihood estimators of mean, variance, and spatial-depencence parameters (including their asymptotic variances and covariances) of CAR models. 相似文献
49.
Denis Beninger Olivier Bargain Miriam Beblo Richard Blundell Raquel Carrasco Maria-Concetta Chiuri François Laisney Valérie Lechene Ernesto Longobardi Nicolas Moreau Michal Myck Javier Ruiz-Castillo Frederic Vermeulen 《Review of Economics of the Household》2006,4(2):159-180
This paper proposes a comparison of the results of tax policy analysis obtained on the basis of unitary and collective representations
of the household. We first generate labour supplies consistent with the collective rationality, by use of a model calibrated
on microdata as described in Vermeulen et al. [Collective Models of Household Labor Supply with Nonconvex Budget Sets and
Nonparticipation: A Calibration Approach (2006)]. A unitary model is then estimated on these collective data and unitary and collective responses to a tax reform are compared.
We focus on the introduction of linear taxation in Germany. The exercise is replicated for other European countries and other
topical reforms. Distortions due to the use of a unitary model turn out to be important in predicting labour supply adjustments,
in the design of tax revenue neutral reforms, and in predicting a reform’s welfare implications.
相似文献
Denis BeningerEmail: |
50.