Experts in experiments

An ever increasing number of experiments attempts to elicit risk preferences of a population of interest with the aim of calibrating parameters used in economic models. We are concerned with two types of selection effects, which may affect the external validity of standard experiments: Sampling from a narrowly defined population of students (??experimenter-induced selection??) and self-selection due to non-response or incomplete response of participants in a random sample from a broad population. We find that both types of selection lead to a sample of experts: Participants perform significantly better than the general population, in the sense of fewer violations of revealed preference conditions. Self-selection within a broad population does not seem to matter for average preferences. In contrast, sampling from a student population leads to lower estimates of average risk aversion and loss aversion parameters. Furthermore, it dramatically reduces the amount of heterogeneity in all parameters.     

针对不同类型销售商的长期激励合同设计研究

在制造商雇用销售商销售产品的过程中,双方之间常常存在关于销售商销售能力和销售努力的不对称信息,制造商需要通过设定合同来激励销售商付出实现制造商利润最大化的销售努力。本文建立了信息不对称情况下,制造商在两周期的长期合同设计并同时制定产品价格的模型。虽然不对称信息存在时,制造商在单周期的最优合同策略是分离策略,而本文的两周期模型结果表明,长期合同中第一个周期的最优合同策略并不一定是分离策略,有可能是混同策略,这与第二周期的折现因子有关。而两周期产品价格也与单周期不同,其大于单周期采取混同策略时的价格,小于单周期采取分离策略时的价格。     

农村宅基地流转中政府定位研究——基于利益相关者博弈分析

分析了宅基地流转中政府与农户、村集体及用地企业利益相关者的关系,运用博弈模型研究了政府在宅基地流转中的角色定位。研究结果表明由于各个利益方目标函数不一致,因此地方政府在宅基地的流转规划中应尽量顾及到农户、村集体和用地企业的利益,从而使宅基地流转可以有效进行下去,并提出政府应通过制定合理的税收制度、发挥监管作用及搭建流转平台等形式来参与流转。     

A regularized bridge sampler for sparsely sampled diffusions

Sparsely sampled diffusion processes, in this paper interpreted as data sampled sparsely in time relative to the time constant, is a challenging statistical problem. Most approximations of the transition kernel are derived under the assumption that data is frequently sampled and these approximations are often severely biased for sparsely sampled data. Monte Carlo methods can be used for this problem as the transition density can be estimated with arbitrary accuracy regardless of the sampling frequency, but this is computationally expensive or even prohibited unless effective variance reduction is applied.     

对外贸易隐含SO2测算及影响因素的结构分解分析

 本研究根据中国2002、2005、2007年非竞争型投入产出表、OECD的国外投入产出表和GTAP Version 7.0的SO2排放强度等数据,利用多国投入产出模型方法测算了中国对外贸易中隐含SO2,相关的行业结构分布以及隐含污染物在主要贸易伙伴国的贸易流向,并通过结构分解方法分析了三大因素对出口贸易隐污染物的贡献大小。研究结果表明：2002年至2007年间,我国对外贸易创造了巨大贸易顺差,同时也带来了大量隐含SO2顺差;迅速增长的贸易规模是出口贸易隐含污染物增加的主要因素,但是,环境保护和节能减排技术改进导致的SO2排放强度下降抑制出口贸易隐含SO2增加,而投入产出中间结构变化对其影响较小。     

Student-t censored regression model: properties and inference

In statistical analysis, particularly in econometrics, it is usual to consider regression models where the dependent variable is censored (limited). In particular, a censoring scheme to the left of zero is considered here. In this article, an extension of the classical normal censored model is developed by considering independent disturbances with identical Student-t distribution. In the context of maximum likelihood estimation, an expression for the expected information matrix is provided, and an efficient EM-type algorithm for the estimation of the model parameters is developed. In order to know what type of variables affect the income of housewives, the results and methods are applied to a real data set. A brief review on the normal censored regression model or Tobit model is also presented.     

Extreme value analysis of actuarial risks: estimation and model validation

We give an overview of several aspects arising in the statistical analysis of extreme risks with actuarial applications in view. In particular it is demonstrated that empirical process theory is a very powerful tool, both for the asymptotic analysis of extreme value estimators and to devise tools for the validation of the underlying model assumptions. While the focus of the paper is on univariate tail risk analysis, the basic ideas of the analysis of the extremal dependence between different risks are also outlined. Here we emphasize some of the limitations of classical multivariate extreme value theory and sketch how a different model proposed by Ledford and Tawn can help to avoid pitfalls. Finally, these theoretical results are used to analyze a data set of large claim sizes from health insurance.     

存在荣誉效用的等级竞赛机制分析

针对存在荣誉效用的等级竞赛,研究在等级数已定的条件下,以总努力最大化为目标的竞赛设计者如何设置竞赛人数和各等级人数的问题。通过分析荣誉效用由于相邻等级容量调整所引起的变化对总努力的影响,得到结论：无论能力分布如何,将最高等级容量设置得很小,对竞赛设计者而言,是更合理的选择;当竞赛者的能力分布为凹函数时,将中低等级的容量设置得相对较大更合理;当能力分布为凸函数时,将中高等级的容量设置得相对较小更合理。     

人工合成的“纯文学”——重返20世纪80年代“先锋小说”

20世纪80年代的“先锋小说”经历了一个“去粗存精”的人为筛选过程.这种所谓的“纯文学”其实是当时作家、批评家和编辑家根据特定历史语境需要而人为建构起的“文学史共识”.先锋作家们的自我确立意识和寄生性写作姿态及其与上海“新潮批评圈子”的共谋关系,使得“先锋小说”日趋统一和规整.“先锋小说”在文学史上获取合法地位的同时也在悄然建立新的话语霸权.现在的文学史一定程度上就是以先锋作家和批评家的文学趣味和评价标准建构起来的.     

杨勇与贵州新疆民族工作的开展

杨勇曾担任贵州和新疆的主要负责人。在贵州工作期间,杨勇认真宣传和落实民族政策,扎实开展民族工作,多次指示:贵州是个多民族地区,兵团政治部和各军、师政治部要对干部战士加强党的民族政策教育;各级政治机关要注意从地方报刊、杂志、档案中收集有关贵州的政治经济情况、民俗风情、地理气候、生活习惯等资料,研究云贵川的社会情况。在新疆工作期间,杨勇充分认识新疆民族工作的重要性,深入开展民族工作调研,积极培养少数民族干部,尽力解决少数民族生活困难,重视发展民族教育,注意保护民族文化。在促进民族团结的基础上,推动了贵州与新疆社会稳定和发展。