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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
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四川盆地卤水分布广泛,资源丰富, 早为世人所瞩目,中三叠统雷口坡组是四川盆地最早开采天然气和盐卤的层系之一。根据盆地雷口坡组大量钻井资料研究表明,盆地雷口坡组主要成盐期分别为雷三2 期和雷四2 期,在盆地东部和南部由于受到古隆起的影响,盐岩地层已被剥蚀难以保存,现今盐岩主要分布在开江古隆起和泸州古隆起的西部以及天井山古隆起的南部(华蓥山以西—龙门山以东的川西—川中地区)。印支运动对盆地雷口坡组盐岩在平面的迁移起着十分重要的作用,根据不同时期盐岩统计数据看,两期盐盆在平面上具有向西迁移、叠加的特征,其中川中的GS1 井就钻遇了这两期的盐岩。 相似文献
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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.
Piper Coutinho‐Sledge 《Gender, Work and Organization》2015,22(4):375-389
The gendering of forestry as a distinctly masculine profession has led to a wide range of negative outcomes, including legal actions concerning discrimination, poor public perceptions and poor environmental records. Forestry organizations have addressed these concerns by attempting to increase the number of women in the profession. These efforts have been largely ineffective. Using the case of community‐based forestry, I argue that when we begin to consider not only women but also normatively feminine values as agents of change, our understanding of the profession of forestry may be rejuvenated. 相似文献
15.
20世纪80年代以来,随着中国城市发展速度的持续提升,各级各类城市机场的建设步伐也不断加快,时至今日,机场已经成为了许多城市重要的对外交通枢纽和新的城市商业中心。但以噪声污染为重要表征的负外部性输出,在中国城市机场也呈现出蔓延之势。文章通过相关文献资料梳理发现,国外对城市机场噪声的治理一般通过机场规划、降噪技术、噪声征税、制度规制、强化绿化等多种路径展开。了解国外治理城市机场噪声的实践探索,对于我们寻求中国城市机场噪声治理的未来道路,具有重要的启示和借鉴意义。 相似文献
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Bioequivalence (BE) studies are designed to show that two formulations of one drug are equivalent and they play an important role in drug development. When in a design stage, it is possible that there is a high degree of uncertainty on variability of the formulations and the actual performance of the test versus reference formulation. Therefore, an interim look may be desirable to stop the study if there is no chance of claiming BE at the end (futility), or claim BE if evidence is sufficient (efficacy), or adjust the sample size. Sequential design approaches specially for BE studies have been proposed previously in publications. We applied modification to the existing methods focusing on simplified multiplicity adjustment and futility stopping. We name our method modified sequential design for BE studies (MSDBE). Simulation results demonstrate comparable performance between MSDBE and the original published methods while MSDBE offers more transparency and better applicability. The R package MSDBE is available at https://sites.google.com/site/modsdbe/ . Copyright © 2015 John Wiley & Sons, Ltd. 相似文献
20.
Edmund Chattoe‐Brown 《Revue canadienne de sociologie》2020,57(2):286-304
This article considers the implications of an approach to computer simulation called agent‐based modeling for process‐oriented analysis. It argues that many theoretical and methodological debates found in the latter field can be effectively advanced by the former. The argument is presented and then extended using a ubiquitous agent‐based model proposed to improve understanding of ethnic residential segregation. The argument has three strands. The first is that theoretical and methodological debates are unlikely to progress unless they can be “cashed out” empirically. The second is that agent‐based modeling (and its distinctive methodology) has capabilities to do this that existing research methods lack and, in fact, that agent‐based models are a natural way to represent “social process” as apparently conceived by process‐oriented analysis. The third is that possibilities exist for productive synthesis between agent‐based modeling and process‐oriented analysis with the former clarifying, instantiating, and perhaps even testing notions of process developed by the latter. 相似文献