Asymptotic Inference on Cointegrating Rank in Partial Systems

The likelihood ratio test for cointegrating rank is analyzed for partial (or conditional) systems in the vector autoregressive error-correction model. Under the assumption of weak exogeneity for the cointegrating parameters, the asymptotic distributions are given and tables of critical values are provided. A discussion is given of some of the assumptions of the model, why they are needed, and how they are tested.     

Estimating systems of trending variables

A survey is given of some results on inference in cointegrated systems. We discuss some regression methods, and contrast them with the analysis of the vector autoregressive model. We discuss determination of cointegrating rank and estimation of parameters, as well as asymptotic inference. The problems are treated for 1(1) and for 1(2) variables.     

Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models

Outlier detection algorithms are intimately connected with robust statistics that down‐weight some observations to zero. We define a number of outlier detection algorithms related to the Huber‐skip and least trimmed squares estimators, including the one‐step Huber‐skip estimator and the forward search. Next, we review a recently developed asymptotic theory of these. Finally, we analyse the gauge, the fraction of wrongly detected outliers, for a number of outlier detection algorithms and establish an asymptotic normal and a Poisson theory for the gauge.     

Food practices and division of domestic labour. A comparison between British and Swedish households

This paper emanates from a problem with general reference to basic conditions of family life and food practices. More specifically it concerns the striving of preventive health care in persuading contemporary Western Europeans to change their attitudes to food in a health oriented direction. The question is: Do gender roles at home influence people's attitudes towards food? A survey of current sociological and ethnological research in Great britain and Sweden shows two partly different gender role patterns, one (the British) with obvious traits of role segregation and the other (the Swedish) comparatively more integrated. From these observations follows an analysis of how each pattern respectively affects food practices on a household level. One conclusion is that segregated roles seem to favour conservatism while equality oriented relations create prerequisites for changeability. The discussion comments on social and historical conditions generating differences in gender role patterns, with special emphasis on working class culture and peasant culture as important historical factors. The paper concludes by asserting that the conditions for political initiative aimed at increased equality at home are better today than ever before during the twentieth century. But to succeed these initiatives must primarily focus upon the male role and its relation to domestic work.     

《天君衍义》的理念式叙事

《天君衍义》作为韩国"天君"小说的代表作,其叙事特点是情节故事依凭理念图式展开,其理念图式的核心内容就是程朱理学的社会理想和伦理观念,基本冲突就是"天理"与"人欲"的矛盾纠葛.这不仅与中国性理学思想存在着直接的渊源关系,而且与西方的弗洛伊德学说在阐释人的深层心理结构方面存在着同构性.     

树立全方位的可持续发展观

可持续发展,从全方位看,不限于人与自然的关系,还意味着经济、社会、文化与自然之间的协调和和谐发展.因此,除人口、资源和生态、环境问题外,必须关注经济的持续增长和发展问题、社会的进步和可持续问题,这些都相互依存,不能相互替代.可持续发展是一个大概念,一定要多管齐下,整体推进.     

Boards of Directors as Strategists in an Enacted World – The Danish Case

We argue that Boards of Directors of Danish companieshave been socially constructed as an importantdecision making body in the companies. Since 1974,employees have elected members to the Board ofDirectors. Today they can elect one third of the Boardmembers. In spite of this new composition of theBoard, it has emerged as a team that has been able toconvince the stakeholders, the press, and the publicabout its important standing in the management of thecompany.To understand this development we look at fourdifferent perspectives. (1) The changing businessenvironment that has framed the development:globalization, mergers and acquisitions, increasedcompetition, technological innovations, strategicalliances, political consumers, and ethical issues are factors that have been the motor for this change. (2)We use a radical social psychological version ofleadership theory (Meindl, 1993) to understand thesocial construction of the change of the role of theBoard of Directors that has occurred. We argue thatthe stakeholders and the society at large haveascribed importance and leadership to the Board, andthat it plays an important role as strategist in thecompanies. (3) We see the board as a theater ensemblestaging a performance for the audience (stakeholdersand the wider environment) using Erving Goffman's``Presentation of Self in Everyday Life' (1959) as atheoretical point of departure. From this point ofview, the role of the Board is to socialize newmembers, to maintain its unity, and to successfullyplay the role of strategists. (4) To understandstrategists you may understand the company and itsenvironment in either realist terms (objectiveenvironments) or in social constructivist terms(enacted environments) (Smircich and Stubbart, 1985). We adopt the enactment position.     

A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model

With the cointegration formulation of economic long–run relations the test for cointegrating rank has become a useful econometric tool. The limit distribution of the test is often a poor approximation to the finite sample distribution and it is therefore relevant to derive an approximation to the expectation of the likelihood ratio test for cointegration in the vector autoregressive model in order to improve the finite sample properties. The correction factor depends on moments of functions of the random walk, which are tabulated by simulation, and functions of the parameters, which are estimated. From this approximation we propose a correction factor with the purpose of improving the small sample performance of the test. The correction is found explicitly in a number of simple models and its usefulness is illustrated by some simulation experiments.     

非光滑约束最优化的稳定序列和最小值序列

研究了非光滑凸函数的LP最小值序列的性质及其与稳定序列之间的关系，由于已对非光滑凸函数的稳定序列有了较详尽的研究，所以着重研究稳定序列具备哪些条件后是LP最小值序列，最后给出了一个关于非光滑凸函数的稳定序列和LP最小值序列的充分必要条件．