基于市盈率、预期和供求关系的股价行为动态分析模型

针对现有股票价格模型的局限性,提出一个基于市盈率、预期及供求关系的股票价格行为动态分析模型。本模型考察市盈率、预期对股票市场供求关系的影响,探讨股票价格行为与投资者对公司未来每股收益的预期之间的关系,分析现行市盈率及动态市盈率与投资者普遍认可的合理市盈率之间的偏差对上述关系的影响,得出股票价格是在投资者对公司未来每股收益不断预期和矫正,以及对现行市盈率、动态市盈率与他们认可的合理市盈率之间偏差的不断判断和调整的基础上和由此导致的供求力量的作用下,围绕市场普遍认可的合理市盈率而上下波动的结论。     

资产负债观在新会计准则中的应用探析

会计国际趋同,是经济全球化的客观要求。我国新会计准则体系吸收借鉴了美国会计准则和国际会计准则的理论成果和实践经验,突破了目前我国会计实务中计量模式普遍采用收入费用观的束缚,采用国际上通行的资产负债观理念对会计要素进行确认、计量与披露,对会计信息质量产生重大影响。文章阐述了资产负债观的理论内涵,探讨了资产负债观在新企业会计准则中的应用,分析了应用产生的影响,以帮助大家更好地理解运用新会计准则。     

天然岩芯化学驱采收率机理的一些认识

用牛顿流体驱替一定的均质多孔介质系统结果显示，驱油效率由驱替液的毛管数决定。用化学液驱替天然岩芯时，除毛管数以外，还有很多其他因素影响驱油效率。天然岩芯，即使在宏观上是均匀的，在微观上也不均匀；驱替时所得到的效率一般被称为驱油效率，实质上是微观波及效率和驱油效率的乘积。牛顿流体没有弹性，驱替时，体系的润湿性不发生变化，不出现渗吸作用，不形成乳液，孔隙的几何形状不发生变化。但是，用化学液驱替天然岩芯时，由于化学液为粘弹性，体系有润湿性的改变，会出现乳化现象，渗吸作用也会出现。上述因素都会影响驱油效率，尤其是当多种因素同时作用时。分析了极限采收率和经济采收率的区别。很多文章都论述极限采收率，但经济采收率对油田的作用更大。化学驱应考虑上述因素，这对设计、开发、筛选化学剂以及确定驱油体系会是有益的，将深化我们对化学驱机理的认识，促进这方面更深入的研究。     

性别偏好与政策博弈:广东省出生人口性别比时空变迁分析

广东省出生人口性别比失调现象存在着明显的规律,从时间与空间演变过程分析,认为影响广东省人口性别比的主要原因是生育文化与民众对人口政策的博弈.文章最后提出,在传统生育文化的影响下,出生人口性别比失衡与控制人口是一个两难的选择.     

基于经济发展战略角度的城乡收入差距分析

本文从经济发展战略的角度,主要采用农工产品价格比和乡镇企业发展的指标,对我国建国以来的城乡收入差距进行了统一的分析,得出了城乡集团力量对比影响发展战略的选择,不同的发展战略内生出不同的政策,政策的结果直接决定了城乡收入差距,这一统一的分析逻辑框架。     

资本深化和中国经济增长

在工业化的快速推进中,我国经济出现了资本过早深化的现象.近年我国的"资本-劳动比率""资本-产出"比率变化情况表明,在20世纪90年代中后期,我国经济中出现了资本密度加速上升现象.资本的过早深化开始影响我国经济的进一步增长,经济中投资效率加剧恶化,经济增长过分依赖固定资产投资的拉动,资本更加集中于钢铁、建材、化工等资本密集型行业,经济向效率缺失的方向发展.中国特有的投资体制是形成这种局面的主要原因,因此加快改善我国的投资体制,降低资本增长率或消化提前增长的资本存量,并提高劳动增长率或就业率,是目前我国经济发展中重点需要解决的问题.     

Phase I monitoring and change point estimation of autocorrelated poisson regression profiles

The objective of this paper is to study the Phase I monitoring and change point estimation of autocorrelated Poisson profiles where the response values within each profile are autocorrelated. Two charts, the SLRT and the Hotelling's T², are proposed along with an algorithm for parameter estimation. The detecting power of the proposed charts is compared using simulations in terms of the signal probability criterion. The performance of the SLRT method in estimating the change point in the regression parameters is also evaluated. Moreover, a real data example is presented to illustrate the application of the methods.     

Efficient Bayesian sampling plans for exponential distributions with type-I-censored samples

The aim of this paper is to introduce an efficient Bayesian sampling procedure for exponential distribution with type-I censoring. An online inspection method is suggested to reach a Bayes decision prior the termination time of life test. Bayesian sampling plans (BSPs) with quadratic loss function are established to illustrate the use of the proposed method. Some BSPs are tabulated, and the performance of the proposed BSPs is compared with two existing competitive methods. Numerical results indicate that a significant reduction in the experimental time over the conventional BSP can be achieved when the online inspection method is applied.     

Construction of Confidence Intervals for the IVIean of a Population Containing Many Zero Values

The likelihood ratio method is used to construct a confidence interval for a population mean when sampling from a population with certain characteristics found in many applications, such as auditing. Specifically, a sample taken from this type of population usually consists of a very large number of zero values, plus a small number of nonzero values that follow some continuous distribution. In this situation, the traditional confidence interval constructed for the population mean is known to be unreliable. This article derives confidence intervals based on the likelihood-ratio-test approach by assuming (1) a normal distribution (normal algorithm) and (2) an exponential distribution (exponential algorithm). Because the error population distribution is usually unknown, it is important to study the robustness of the proposed procedures. We perform an extensive simulation study to compare the percentage of confidence intervals containing the true population mean using the two proposed algorithms with the percentage obtained from the traditional method based on the central limit theorem. It is shown that the normal algorithm is the most robust procedure against many different distributional error assumptions.     

On the one-sample location hypothesis for mixed bivariate data

We study a hypothesis testing problem involving the location model suggested by Olkin and Tate (1961). Specifically, we derive a likelihood ratio lest of the associated location hypothesis as an alternative to the conventional method of carrying out separate tests for each of the parameters. A small sample Monte Carlo comparison indicates the general superiority of the former in terms of statistical power. We also comment briefly on the properties of the test.