一种基于网络爬虫技术的价格指数计算模型

本文参照官方CPI的制度方法,设计了一种基于网络爬虫技术的价格指数计算模型.通过模型试算值与官方数据的比较,以及对原始数据的特征挖掘,发现该种模型具有时效性强和灵敏度高的特点.     

Some overall properties of seemingly unrelated regression models

Seemingly unrelated regression models are extensions of linear regression models which allow correlated errors between equations. Estimations and inferences of singular seemingly unrelated regression models involve some complicated operations of the given matrices in the models and their generalized inverses. In this study, we characterize the consistency, natural restrictions, estimability of parametric functions under a singular seemingly unrelated regression model using the matrix rank method. We also derive necessary and sufficient conditions for the ordinary least squares estimators and the best linear unbiased estimators of parametric functions to be equal under seemingly unrelated regression models.     

社会性别视角下高校女性科研现状分析

基于南京师范大学科研系统数据统计发现,高校女性科研人员高层次科研产出远低于男性,女性高层次人才匮乏。笔者从性别意识、婚姻家庭影响、同行评议中性别歧视等3个方面入手探讨这一现状形成的原因,从将社会性别意识纳入决策主流、建立符合女性特点的绩效评价体系和激励机制、营造良好的氛围等3个方面探索提高女性科研产出及促进女性科研人员向高层次发展的途径。     

黑龙江省村镇银行发展中存在的问题及完善对策

村镇银行的发展和完善不仅关系到农民的生产、生活,而且关系到农村与农业的进步与发展。文章深入剖析黑龙江省村镇银行的发展现状,针对其在发展中存在的主要问题,提出具体的对策建议,旨在寻找一条适合黑龙江省村镇银行发展与完善之路,以促进黑龙江省农村经济发展。     

证人出庭与刑事被告人对质权的保障(英文)

刑事证人出庭作证的主要意义在于保障被告人的对质权。因此,刑事证人出庭问题基本上可替换为以被告人对质权为核心的必要证人出庭问题。由于中国的刑事诉讼法及其司法解释并未赋予被告人对质权,实践中必要证人出庭率仅为25%左右。这种无对质权语境下的刑事审判,通常表现为积极的实体真实主义、定罪量刑的非精细化操作和裁判正当性来源的单一化。为改变这一局面,有必要确立对质权制度及相应的保障机制。     

信息技术革命背景下的后现代社会消费文化

科学技术作为一种重要的生产力要素,在社会文化以及消费文化的发展中扮演者重要的、基础性的角色.当代信息技术革命,不仅给后现代社会的政治、经济、社会、文化、生活等产生了深刻的影响,并且或直接或间接地影响着后现代社会的消费文化,使其出现了一些前所未有的趋势与特点.本文在其他学者研究的基础上,首先对当代信息技术革命前的后现代社会及其消费文化进行了较系统的概括和论述,然后着重阐述了信息技术革命对后现代社会产生的新影响以及后现代社会消费文化的新发展.     

知识产权证券化的制度缺失与完善

知识产权证券化是以知识产权进行融资的活动,在实践中需要相关的制度支持和保障.知识产权证券化具有促进知识产权市场化与产业化的功能,也具有促进知识产权研究开发和融资的功能.我国目前缺乏有关知识产权证券化的基本法律制度,也缺乏具体的实施细则.我国现有的制度对知识产权证券化形成制约,妨碍知识产权证券化的实践.在知识产权证券化的发行主体的设立方面,受到我国公司制度的制约.在知识产权证券化的证券发行与转让上,受到我国证券法律制度的制约.对于金融创新成果的知识产权证券化,可以在不改变现有的有关基本制度的前提下,制定单行规则,时机成熟时再完善有关的基本制度.知识产权证券化同时也具有风险性,也要有防范风险的制度保障.     

We care about care: advice by children in care for children in care,foster parents and child welfare workers about the transition into foster care

Twenty children in foster care, ages 8 to 15 years, provided advice to children in care, foster parents and child welfare workers about ways to assist service delivery during the transition into foster care. The children discussed the importance of tending to experiences such as foster home expectations, the importance of time and information, the new foster/parent–child relationship, coping with stress, the ability to be engaged in decision‐making, the benefits of foster care and the need to build a trusting and personal relationship between children in care and their caregivers. The importance of listening to children's experiences of the transition into foster care and incorporating their advice into future research, policy and practice will be discussed.     

Optimal Bandwidth Selection in Heteroskedasticity–Autocorrelation Robust Testing

This paper considers studentized tests in time series regressions with nonparametrically autocorrelated errors. The studentization is based on robust standard errors with truncation lag M=bT for some constant b∈(0, 1] and sample size T. It is shown that the nonstandard fixed‐b limit distributions of such nonparametrically studentized tests provide more accurate approximations to the finite sample distributions than the standard small‐b limit distribution. We further show that, for typical economic time series, the optimal bandwidth that minimizes a weighted average of type I and type II errors is larger by an order of magnitude than the bandwidth that minimizes the asymptotic mean squared error of the corresponding long‐run variance estimator. A plug‐in procedure for implementing this optimal bandwidth is suggested and simulations (not reported here) confirm that the new plug‐in procedure works well in finite samples.     

样本数据正态性转换时变VaR

虽然摒弃估测VaR值的正态分布假设已成为当今金融学研究的一个重要方面及其热点问题,但利用正态性转换先处理样本数据,然后再利用基于正态分布假定下的VaR估测方法来修正VaR的估值则是精准化VaR计算的一条有效途径。本文试图在考虑收益率分布时变性特征的情况下,利用正态性转换处理样本数据这一思想来细化和改善我国证券市场不同运行阶段的VaR估测。相应的经验分析表明：我国证券市场收益率分布不仅存在时变性特征,而且牛熊市期间的VaR值存在显著的差异。Johnson转换函数之SU型适宜作为样本数据正态性转换函数,经转换样本数据估测的VaR值既提高了VaR估值的准确性,又改善了VaR估测精细化的有效性。