On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank

This paper analyses the likelihood ratio test for the hypothesis of reduced cointegration rank in a Gaussian vector autoregressive model. The usual asymptotic distribution typically gives rather large size distortions. This is explained by the fact that the asymptotic distribution of the likelihood ratio test statistic varies across the parameter space. A much improved distribution approximation can be obtained using local asymptotic theory. The idea is discussed for some low dimensional examples.     

基于LW估计的中国证券市场长记忆性实证研究

针对国内研究证券市场长记忆性主要采用的是时域方法,文章采用基于频域的半参数Local Whittle估计方法研究了中国证券市场的长记忆特性,并且和对数周期图回归(GPH)方法进行了比较。结果表明,LW方法具有不受时间频率的影响,能够有效消除时间序列中短期记忆和周期性对估计结果的影响等优点,明显优于GPH方法。实证结果表明,中国证券市场存在明显的长记忆性,并且长记忆行为在重大突发事件发生期间更加明显。文章还从长记忆的角度探讨了“政策市”的存在性和相关特点。     

The Quality of Life in Some Local Metropolitan Labour Markets in Italy

This study forms part of a general programme of territorial research in Italy developed by the Italian National Statistical Institute (ISTAT). In particular we have studied the metropolitan communes, both with regard to movements within the city and to the attraction cities exert over the communes in the surrounding areas. Based on the daily work-related flows, we have identified the Local Labour Systems (LLSs). The LLSs having as their hub the twelve metropolitan communes constitute the Local Metropolitan Systems (LMSs). Among these we have chosen to analyse in detail the quality of life in the Systems of Milan, Genoa and Palermo, which have been singled out as exemplary cases of current socio-economic differentiations.     

创新创业教育实践教学体系的研究与实践

创新创业教育实践教学体系是培养创新创业人才的重要环节。针对目前实践教学体系普遍存在的问题,构建地方农业高校适应创新创业教育的实践教学新体系,是培养学生创新创业能力适应地方经济发展和社会发展的需要,是提升地方农业高校自身竞争力的保证     

论国际投资中东道国后向关联促进政策的选择

最新的第三代外资促进政策是以促进跨国公司在本国的关联为特征的.近年来,无论是跨国公司还是东道国政府都逐步认识到在跨国公司子公司与东道国供应商之间建立和深化后向关联对双方都有极大的利益.东道国政府可以采取措施降低跨国公司子公司和(或)东道国供应商双方的交易成本并提高建立后向关联的回报,从而达到鼓励后向关联的建立和深化的目的.东道国政府能够影响跨国公司子公司与本国供应商建立和深化关联的政策措施均有其独特的适用条件,这些措施包括东道国调节进口关税水平、豁免跨国公司子公司的税收等.     

Markov random-field models for estimating local labour markets

Summary. This work is motivated by data on daily travel-to-work flows observed between pairs of elemental territorial units of an Italian region. The data were collected during the 1991 population census. The aim of the analysis is to partition the region into local labour markets. We present a new method for this which is inspired by the Bayesian texture segmentation approach. We introduce a novel Markov random-field model for the distribution of the variables that label the local labour markets for each territorial unit. Inference is performed by means of Markov chain Monte Carlo methods. The issue of model hyperparameter estimation is also addressed. We compare the results with those obtained by applying a classical method. The methodology can be applied with minor modifications to other data sets.     

蒋介石与九一八事变后的地方军事冲突

面对九一八事变后的地方军事冲突,下野再起的蒋介石固守低调调解,羁縻默认,不用武力解决的政策,集中精力巩固基本区域、发展基本势力,建立有力之中央.这既是蒋介石处理地方军事冲突的基本逻辑,也是对整个地方实力派问题的基本判断.此种逻辑与判断,一方面,在千头万绪、错综复杂的情境下,实不失为解决问题的路径之一,且取得相当成功;另一方面,仍是武力解决问题逻辑之延续,以至未能彻底消除地方实力派的地方主义和派系主义.     

当代台湾乡土文学发展异变探析

1980年代以来,传承中国新文学传统的台湾乡土文学因受“本土论”思潮的影响而被“台湾文学论”取代.当代台湾乡土文学的发展异变既是全球化语境中台湾本土文化的自觉应对,也和它与生俱来的政治意识形态因素息息相关.当代台湾乡土文学的发展异变并没有隔断中国新文学传统,所谓的“台湾文学”并不是独立于中国文学之外的文学形态,而是“文化台独”在文学上的反映,并非台湾文学自身运动的发展.     

地方文化如何融入幼儿园区域游戏——以淄博市为例

以淄博市为例,探讨地方文化与幼儿园教育活动的融合路径,认为应根植地方文化,开发具有地方特色的幼儿园区域游戏,特别是大力彰显地方传统游戏的历史文化精神,并通过区域游戏架起幼儿与地方文化双向创生的桥梁,一方面积极推进地方文化精神的永续传承,另一方面积极促进幼儿精神世界的健康成长。     

Smoothing Time Series with Local Polynomial Regression on Time

Time series smoothers estimate the level of a time series at time t as its conditional expectation given present, past and future observations, with the smoothed value depending on the estimated time series model. Alternatively, local polynomial regressions on time can be used to estimate the level, with the implied smoothed value depending on the weight function and the bandwidth in the local linear least squares fit. In this article we compare the two smoothing approaches and describe their similarities. Through simulations, we assess the increase in the mean square error that results when approximating the estimated optimal time series smoother with the local regression estimate of the level.