基于共词分析的我国低碳政策构成研究

以近22年我国低碳领域的代表性政策为研究对象,运用共词分析法,通过多维尺度分析,可视化地展示了我国低碳政策的政策结构。研究表明:目前我国低碳政策由低碳产业政策、低碳财税政策、低碳投融资政策、碳交易政策、专利政策五大类政策构成。然而,却存在结构性失衡:低碳产业政策与低碳财税政策是现行低碳政策体系的核心,但行政导向性强易致政策失灵;低碳投融资政策与碳交易政策过于薄弱,存在结构性缺失;专利政策的政策中心不明确,存在功能性缺位。由此,提出相应的政策建议。     

Semiparametric estimation of spatial long-range dependence

Estimation of the long-range dependence parameter in spatial processes using a semiparametric approach is studied. An extended formulation of the averaged periodogram method proposed in Robinson [1994. Semiparametric analysis of long memory time series. Ann. Statist. 22, 515–539] is derived, considering a certain homogeneous and isotropic behaviour of the spectral distribution in the low frequencies. The weak consistency of the estimator proposed is proved.     

Instrument endogeneity and identification-robust tests: Some analytical results

When some explanatory variables in a regression are correlated with the disturbance term, instrumental variable methods are typically employed to make reliable inferences. Furthermore, to avoid difficulties associated with weak instruments, identification-robust methods are often proposed. However, it is hard to assess whether an instrumental variable is valid in practice because instrument validity is based on the questionable assumption that some of them are exogenous. In this paper, we focus on structural models and analyze the effects of instrument endogeneity on two identification-robust procedures, the Anderson–Rubin (1949, AR) and the Kleibergen (2002, K) tests, with or without weak instruments. Two main setups are considered: (1) the level of “instrument” endogeneity is fixed (does not depend on the sample size) and (2) the instruments are locally exogenous, i.e. the parameter which controls instrument endogeneity approaches zero as the sample size increases. In the first setup, we show that both test procedures are in general consistent against the presence of invalid instruments (hence asymptotically invalid for the hypothesis of interest), whether the instruments are “strong” or “weak”. We also describe cases where test consistency may not hold, but the asymptotic distribution is modified in a way that would lead to size distortions in large samples. These include, in particular, cases where the 2SLS estimator remains consistent, but the AR and K tests are asymptotically invalid. In the second setup, we find (non-degenerate) asymptotic non-central chi-square distributions in all cases, and describe cases where the non-centrality parameter is zero and the asymptotic distribution remains the same as in the case of valid instruments (despite the presence of invalid instruments). Overall, our results underscore the importance of checking for the presence of possibly invalid instruments when applying “identification-robust” tests.     

论衍生金融工具会计计量

衍生金融工具是在20世纪80年代初的金融创新活动中产生的,它已给现代财务会计理论和实务带来很大冲击和挑战,其中衍生金融工具会计计量是最具争议且分歧较大的核心和焦点问题。从20世纪80年代以来,FASB和IASC就展开了对衍生金融工具会计准则的研究和制定工作,但到目前为止还尚未完全突破计量关,只是确定了以公允价值计量所有金融工具的目标。文中对衍生金融工具会计计量问题进行了简要分析。     

Limit theorems for intermediate and central order statistics under nonlinear normalization

In this paper the work of Pancheva (1984) for extreme order statistics under nonlinear normalization is extended to order statistics with variable ranks. Two new results are proved. The first is that under nonlinear normalization, the nondegenerate type (family of types) of the distribution functions with two finite growth points is a possible weak limit of any central order statistic with regular rank sequence. The second result is that the possible nondegenerate weak limits of any central order statistic with regular rank under the traditionally linear normalization and under the power normalization are the same. Finally, the class of all possible weak limits for lower and upper intermediate order statistics is derived under power normalization from the corresponding weak limits of extremes under power normalization.     

Welfare gains of the poor: An endogenous Bayesian approach with spatial random effects

We introduce a Bayesian instrumental variable procedure with spatial random effects that handles endogeneity, and spatial dependence with unobserved heterogeneity. We find through a limited Monte Carlo experiment that our proposal works well in terms of point estimates and prediction. We apply our method to analyze the welfare effects generated by a process of electricity tariff unification on the poorest households. In particular, we deduce an Equivalent Variation measure where there is a budget constraint for a two-tiered pricing scheme, and find that 10% of the poorest municipalities attained welfare gains above 2% of their initial income.     

Near exogeneity,weak identification and specification testing: Some asymptotic results

The paper studies the asymptotic size property of various specification tests in linear structural models where instrumental variables may locally violate the exclusion restrictions. Our results provide some new insights and extensions of earlier studies. In particular, we derive an explicit formula of the asymptotic size of the tests which shows clearly the factors that influence their size under instrument endogeneity. We show that all tests have correct asymptotic size when the usual orthogonality condition holds, but their asymptotic size can be arbitrary large even if only one instrument is slightly correlated with the error term. We present a Monte Carlo experiment that confirms our theoretical findings.     

Upward contacts in everyday life: Benefits of reaching hierarchical relations in ego-centered networks

Recent studies have inspired inquiries about what circumstances allow people to gain from interactions with those who rank higher than themselves in the social hierarchy. We examine how self-reported benefits of such upward contacts vary by tie strength and network structures in everyday life. Data were drawn from contact diaries that 137 individuals recorded over seven months in 2014; these diaries captured unique features of 94,353 one-on-one contacts that 137 diary keepers made, along with the estimated tie strength and the extent of embeddedness among network members. Multilevel models with interaction terms show that diary keepers benefit from contacts with people who play higher hierarchical roles and that the benefits become more substantial when the higher-ranked others are weakly tied to the diary keepers and connected with fewer fellow network members. The paper extends contact diary studies to estimate alter-alter ties that help construct comprehensive structures in egocentric networks.     

Complete moment convergence of moving-average process generated by a class of random variables

In this article, we establish the complete moment convergence of a moving-average process generated by a class of random variables satisfying the Rosenthal-type maximal inequality and the week mean dominating condition. On the one hand, we give the correct proof for the case p = 1 in Ko (2015 Ko, M.H. (2015). Complete moment convergence of moving average process generated by a class of random variables. J. Inequalities Appl. 2015(1):1–9. Article ID 225.[Crossref], [Web of Science ®] , [Google Scholar]); on the other hand, we also consider the case αp = 1 which was not considered in Ko (2015 Ko, M.H. (2015). Complete moment convergence of moving average process generated by a class of random variables. J. Inequalities Appl. 2015(1):1–9. Article ID 225.[Crossref], [Web of Science ®] , [Google Scholar]). The results obtained in this article generalize some corresponding ones for some dependent sequences.     

强弱型省际交界地带城市化模式研究——以苏北徐州、皖北宿州为例

从强弱型省际交界地带局部区域入手,在分析双方城市化发展条件的基础上,提出了适合边界双方互惠共赢的城市化新模式——互惠型城市化。该模式具有生命力的前提条件是:边界双方经济发展水平差异巨大,地理位置无缝对接,历史渊源深厚,战略措施融溶。通过打破边界阻碍效应,降低边界交易成本,搭建生产要素自由流动的平台等措施的实施,可促进边界双方城市化的发展。