宏观经济指标与上证综指长短期走势的预测

上证综合指数和宏观经济指标,如广义货币供应量、国内生产总值、出口与进口的比值,以及外商直接投资之间存在长期的均衡关系,可以通过宏观经济指标来预测上证综合指数的长期走势。误差修正模型的估计结果表明,上证综合指数具备经济"晴雨表"的功能。     

Missing at random (MAR) in nonparametric regression - A simulation experiment

The additive model is considered when some observations on x are missing at random but corresponding observations on y are available. Especially for this model, missing at random is an interesting case because the complete case analysis is expected to be no more suitable. A simulation experiment is reported and the different methods are compared based on their superiority with respect to the sample mean squared error. Some focus is also given on the sample variance and the estimated bias. In detail, the complete case analysis, a kind of stochastic mean imputation, a single imputation and the nearest neighbor imputation are discussed.     

"士"与战国时期的传播艺术

在社会性质由奴隶制向封建制转化的春秋战国时期,"士"在政治、经济、军事、外交活动中充任着重要的角色,逐渐取代周代以前的"巫史",成为当时社会传播活动的主体,他们通过游说诸侯、聚徒讲学、记言记事等方式,向诸侯、学生及大众传播自己的思想观念,而这种种不同的传播方式又展示出他们在论辩艺术、教育艺术和叙事艺术方面的高超智慧.     

传统计划体制下的管理目标谬误与企业改革

运用系统分析法、功能分析法和案例分析法,研究我国传统计划体制如何通过影响经济系统的管理目标定位从而影响经济运行效率的问题.提出传统计划体制下"管理目标谬误"的概念,分析了管理目标谬误产生的原因和经济运行后果,从而揭示了经济体制通过管理系统的目标定位影响经济效率的内在本质,也揭示了科学管理与体制改革的辩证关系.文章最后指出,要提高企业效率,必须进行经济体制改革.     

The estimation of derivatives of a nonparametric regression function when the data are correlated

A kernel estimator of a derivative of arbitrary order of a nonparametric average population curve is considered for a correlated-errors model with balanced replicate measurements at each design point. Asymptotic expansions of the mean squared error are derived for two classes of correlation functions in the model. Consistency, choice of smoothing parameter, and rates of convergence are examined for the important special cases of estimating the first and second derivatives.     

A correlation-theoretical interpretation of schur analysis

This paper is heavily leaned on the author's recent investigations concerning SCHUR analysis of non-negative Hermitian block matrices. The parameters of the matrix balls and the triangular choice scheme which describe a non-negative Hermitian block matrix will be interpreted in the framework of correlation theory     

A Class of Estimators Using Auxiliary Information for Estimating Finite Population Variance in Presence of Measurement Errors

This article addresses the problem of estimating the population variance using auxiliary information in the presence of measurement errors. When the measurement error variance associated with study variable is known, a class of estimators of the population variance using auxiliary information has been proposed. We obtain the bias and mean squared errors of the suggested class of estimators upto the terms of order n ^?1, and also optimum estimators in asymptotic sense of the class with approximate mean squared error formula.     

Admissible minimum bias estimation of response surfaces

The minimum bias estimator was introduced as an alternative to the least squares estimator for approximating response functions by low-order polynomials. Here we show how to obtain an admissible estimator with smaller squared bias.     

Kernel estimation of a distribution function

A distribution function is estimated by a kernel method with

a poinrwise mean squared error criterion at a point x. Relation- ships between the mean squared error, the point x, the sample size and the required kernel smoothing parazeter are investigated for several distributions treated by Azzaiini (1981). In particular it is noted that at a centre of symmetry or near a mode of the distribution the kernei method breaks down. Point- wise estimation of a distribution function is motivated as a more useful technique than a reference range for preliminary medical diagnosis.     

Asymptotic risk comparisions of restricted and unrestricted maximum likelihood estimators

Conditions for choosing between restricted and unrestrieted maximum likelihood estimators based on various asymptotic risk oriteria are derived. These conditions involve the non-centrality parameters of classical and specification test statistics, and are generlizations of well known results for the linear regression model.