An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves

We propose an adaptive functional autoregressive (AFAR) forecast model to predict electricity price curves. With time-varying operators, the AFAR model can be safely used in both stationary and nonstationary situations. A closed-form maximum likelihood (ML) estimator is derived under stationarity. The result is further extended for nonstationarity, where the time-dependent operators are adaptively estimated under local homogeneity. We provide theoretical results of the ML estimator and the adaptive estimator. Simulation study illustrates nice finite sample performance of the AFAR modeling. The AFAR model also exhibits a superior accuracy in the forecast exercise of the California electricity daily price curves compared to several alternatives.     

经济景气指标与实际GDP增长率的混频预测

文章通过构建月度景气指标与季度实际GDP增长率之间的混频动态向量自回归模型,并采用期望最大值算法和卡尔曼滤波来实现混频数据和缺失数据的估计和迭代预测.大量月度景气指标的MFVAR模型的伪实时数据的多步滚动迭代样本外预测结果表明:虽然不同类别的月度景气变量在不同预测期的预测结果存在一定的差异,但实时预报、短期预测,以及组合预测结果均表明混频动态向量自回归预测模型对我国季度实际GDP增长率的实时预报和短期预测具有精确性、有效性与适用性.     

Sample size estimation for comparing rates of change in K-group repeated count outcomes

Sample size estimation for comparing the rates of change in two-arm repeated measurements has been investigated by many investigators. In contrast, the literature has paid relatively less attention to sample size estimation for studies with multi-arm repeated measurements where the design and data analysis can be more complex than two-arm trials. For continuous outcomes, Jung and Ahn (2004 Jung, S., Ahn, C. (2004). K-sample test and sample size calculation for comparing slopes in data with repeated measurements. Biometrical J. 46(5):554–564.[Crossref], [Web of Science ®] , [Google Scholar]) and Zhang and Ahn (2013 Zhang, S., Ahn, C. (2013). Sample size calculation for comparing time-averaged responses in k-group repeated measurement studies. Comput. Stat. Data Anal. 58:283–291.[Crossref], [PubMed], [Web of Science ®] , [Google Scholar]) have presented sample size formulas to compare the rates of change and time-averaged responses in multi-arm trials, using the generalized estimating equation (GEE) approach. To our knowledge, there has been no corresponding development for multi-arm trials with count outcomes. We present a sample size formula for comparing the rates of change in multi-arm repeated count outcomes using the GEE approach that accommodates various correlation structures, missing data patterns, and unbalanced designs. We conduct simulation studies to assess the performance of the proposed sample size formula under a wide range of designing configurations. Simulation results suggest that empirical type I error and power are maintained close to their nominal levels. The proposed method is illustrated using an epileptic clinical trial example.     

政府采购招标结构模型的非参数识别与估计

为了揭示政府采购市场的定价机制,探究招标活动的经济机理,本文首先提出了一种基于可观测成交价(即赢价)建立招标结构模型的方法,分析了博弈均衡的分布;然后讨论了该模型的非参数识别,提出了一种三阶段非参数核估计方法.最后,以中央单位集中采购打印机为例,估计了政府采购招标的成本分布和期望供给曲线.研究发现,当前的政府采购机制改革有效地降低了采购成本;对于附加成本较高的商品,投标人存在成本转移行为.     

Vocational Status,Hukou and Housing Migrants in the New Century: Evidence from a Multi-city Study of Housing Inequality

In the 1960s and 1970s, the countries of Central and Eastern Europe and the Soviet Union experienced an unanticipated stagnation in the process of mortality reduction that was accelerating in the west. This was followed by even starker fluctuations and overall declines in life expectancy during the 1980s and 1990s. We identify statistically the extent to which, since the 1990s, the countries of the post-communist region have converged as a group towards other regional or cross-regional geopolitical blocks, or whether there are now multiple steady-states (‘convergence clubs’) emerging among these countries. We apply a complex convergence club methodology, including a recursive analysis, to data on 30 OECD countries (including 11 post-communist countries) drawn from the Human Mortality Database and spanning the period 1959–2010. We find that, rather than converging uniformly on western life expectancy levels, the post-communist countries have diverged into multiple clubs, with the lowest seemingly stuck in low-level equilibria, while the best performers (e.g. Czech Republic) show signs of catching-up with the leading OECD countries. As the post-communist period has progressed, the group of transition countries themselves has become more heterogeneous and it is noticeable that distinctive gender and age patterns have emerged. We are the first to employ an empirical convergence club methodology to help understand the complex long-run patterns of life expectancy within the post-communist region, one of very few papers to situate such an analysis in the context of the OECD countries, and one of relatively few to interpret the dynamics over the long-term.     

Vocational Experiences and Quality of Life of Migrants: Overview and Future Research

Quality of life is a complicated concept that has attracted broad attention from multiple disciplines. This article introduces a set of studies that employ diverse approaches to explore how work, vocational, and career experiences shape quality of life among migrants, and proposes a future agenda to extend this stream of research. Specifically, operationalizing quality of life in different ways, research showcased in this special issue has demonstrated how international and intranational migrants achieve, maintain, and enhance their well-being in different life domains. Reflecting on the literature and the showcased studies, this article proposes that future research should advance the current inquiry by better categorizing vocational experiences, uniquely operationalizing of quality of life in migration contexts, taking a more culturally sensitive perspective, and broadening methodological approaches.     

In Whose Interest? The UN's Strategic Rapprochement with Business in the Sustainable Development Agenda

Following the Rio+20 conference and in anticipation of the end of the Millennium Development Goals, the United Nations is at the centre of debates on the future of sustainable development. In these debates, the UN Secretariat has positioned transnational corporations as essential and legitimate actors for new sustainable development goals. This policy does not follow a direct mandate from member states. Rather, the UN's rapprochement with business in the ‘Post-2015’ process should be seen as an example of independent decision-making by the organization within the constraints of the current world order. This strategy dates back to the late 1990s and is meant to increase the UN's authority and legitimacy and expand its mandate by making it more relevant to powerful actors in the international arena. The article questions whether the organization's strategy vis-à-vis business is producing the anticipated effects, or rather reveals institutional dysfunction.     

残疾儿童社会保障制度的研究

目前,政府通过发展社会保障以增进社会和谐的政策方向基本确立,倡导残疾儿童社会保障制度的适度公正机制是基于经济发展和现代社会平等两者之间的权衡。目的是使社会成员都能够普遍以适度标准不断享受经济社会发展的成果,从而有效地实现社会整合。我国已经初步具备实现残疾儿童社会保障制度的适度公正目标的条件,基于此目标,残疾儿童的社会保障制度仍存在以下制约瓶颈：相关社会保障制度建设法规滞后;政府保障主体地位缺失,财政经费投入不足;残疾儿童参与社会保障层次低、覆盖面窄;保障政策执行部门行政多头管理。因此,残疾儿童社会保障制度的制度设计需要着重于：保持经济发展水平下残疾儿童保障支付享受标准;倡导公正和能动的残疾儿童权利保障价值取向：界定政府责任边界和立法,广泛动员社会力量;整合政府部门残疾儿童社会保障资源。