货运企业的伪超循环结构及其作用

由于很难将超循环理论模型直接应用于经济社会现象研究,本文提出＂伪超循环＂的概念,以期架设介于生物化学基本理论与经济社会实践现象之间的某种过渡。本文结合理论推导和实证分析,从伪超循环结构的发掘和伪超循环结构的作用两方面初步探讨了伪超循环。认为货运企业中存在一定数量的伪超循环结构,伪超循环结构有利于增强货运企业业务的稳定。研究表明,伪超循环可直接应用于经济社会实践现象的研究,建模和技术处理过程主要依靠计量经济学、统计数据分析等。     

一般形式线性分式规划的一个解法

本文提出一个直接处理一般形式线性分式规划的算法而不需要把问题的约束条件转化为标准形式。无需非退化假设条件。我们证明了算法在有限步后终止于原问题的最优解。     

Estimation and forecasting hospital admissions due to Influenza: Planning for winter pressure. The case of the West Midlands, UK

Winters are a difficult period for the National Health Service (NHS) in the United Kingdom (UK), due to the combination of cold weather and the increased likelihood of respiratory infections, especially influenza. In this article we present a proper statistical time series approach for modelling and analysing weekly hospital admissions in the West Midlands in the UK during the period week 15/1990 to week 14/1999. We consider three variables, namely, hospital admissions, general practitioner consultants, and minimum temperature. The autocorrelations of each series are shown to decay hyperbolically. The correlations of hospital admission and the lag of other series also decay hyperbolically but with different speed and directions. One of the main objectives of this paper is to show that each of the three series can be represented by a Fractional Differenced Autoregressive integrated moving average model, (FDA). Further, the hospital admission winter and summer residuals shows significant interdependency, which may be interpreted as hidden periodicities within the last 10-years time interval. The short-range (8 weeks) forecasting of hospital admission of the FDA model and a fourth-order AutoRegressive AR(4) model are quite similar. However, our results reveal that the long-range forecasting of FDA is more realistic. This implies that, using the FDA approach, the respective authority can plan for winter pressure properly.     

线性分式曲线拟合及分段函数在机械设计中的应用

提出对函数曲线很陡情况下的型值点进行线性分式曲线拟合的方法，并给出分段函数曲线拟合在实际问题中的应用示例．     

Likelihood Analysis of the I(2) Model

The I (2) model is defined as a submodel of the general vector autoregressive model, by two reduced rank conditions. The model describes stochastic processes with stationary second difference. A parametrization is suggested which makes likelihood inference feasible. Consistency of the maximum likelihood estimator is proved, and the asymptotic distribution of the maximum likelihood estimator is given. It is shown that the asymptotic distribution is either Gaussian, mixed Gaussian or, in some cases, even more complicated.     

Threshold Cointegration and the PPP Hypothesis

Self-Exciting Threshold Autoregressive (SETAR) models are a non-linear variant of conventional linear Autoregressive (AR) models. One advantage of SETAR models over conventional AR models lies in its flexible nature in dealing with possible asymmetric behaviour of economic variables. The concept of threshold cointegration implies that the Error Correction Mechanism (ECM) at a particular interval is inactive as a result of adjustment costs, and active when deviations from equilibrium exceed certain thresholds. For instance, the presence of adjustment costs can, in many circumstances, justify the fact that economic agents intervene to recalibrate back to a tolerable limit, as in the case when the benefits of adjustment are superior to its costs. We introduce an approach that accounts for potential asymmetry and we investigate the presence of the relative version of the purchasing power parity (PPP) hypothesis for 14 countries. Based on a threshold cointegration adaptation of the unit root test procedure suggested by Caner & Hansen (2001), we find evidence of an asymmetric adjustment for the relative version of PPP for eight pairs of countries.     

农产品加工业规模对农民收入影响实证分析

运用1982年—2004年统计数据对农产品加工业规模与农民收入关系进行分析,结果表明,农产品加工业规模是农民收入的格兰杰原因,且二者存在协整关系,协整系数为0.2684。结论是在扩大农产品加工业规模的同时,逐步提高农产品加工层次和加工率,延长产业链条,实现农产品多次加工增值将有助于增加农民收入。     

保税港区对区域经济影响效应的实证研究——以青岛前湾保税港区为例

通过对保税港区促进腹地经济发展作用机理的分析以及对青岛前湾保税港区与国内其他主要保税港区的比较,可以发现,二者在财政收入和单位面积产出方面显示出明显的差距。运用聚集度、开放度、协整分析等方法研究青岛前湾保税港区对区域经济发展的影响效应,结果表明,保税港区的GDP和进出口额对青岛市的经济聚集度基本呈现出逐年增长的趋势,保税港区的对方开放度显著高于其腹地的对外开放度,青岛市GDP与保税港区的进出口总额、青岛港的货物吞吐量存在着一个长期稳定的关系。     

中国医疗卫生财政支出城乡非均等性的实证研究

为考察卫生医疗支出的非均等性,文章通过检验医疗卫生支出收敛性的两个假设,发现在全国范围内没有单一收敛,只有簇收敛.另外,利用中国城镇与农村地区有关医疗卫生支出数据进行新的面板协整检验,考察医疗卫生支出非均等化、收入非均等化、省级政府预算赤字之间的长期关系.研究发现,收入不平等和省级政府预算赤字对解释医疗卫生支出在城乡之间的差异非常有用.为了缩小医疗卫生支出的非均等性,应该实行从富裕沿海地区向贫困农村地区重点支持的财政政策转换.     

Estimation of the Hurst parameter in some fractional processes

We propose to estimate the Hurst parameter involved in fractional processes via a method based on the Karhunen–Loève expansion of a Gaussian process. We specifically investigate the cases of the fractional Brownian motion, the fractional Ornstein–Uhlenbeck family and the fractional Brownian bridge. We numerically compare our results with the ones obtained by the maximum-likelihood method, which show the validity of our proposal.