Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

Approximation formulae are developed for the bias of ordinary and generalized Least Squares Dummy Variable (LSDV) estimators in dynamic panel data models. Results from Kiviet [Kiviet, J. F. (1995), on bias, inconsistency, and efficiency of various estimators in dynamic panel data models, J. Econometrics68:53-78; Kiviet, J. F. (1999), Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors, In: Hsiao, C., Lahiri, K., Lee, L-F., Pesaran, M. H., eds., Analysis of Panels and Limited Dependent Variables, Cambridge: Cambridge University Press, pp. 199-225] are extended to higher-order dynamic panel data models with general covariance structure. The focus is on estimation of both short- and long-run coefficients. The results show that proper modelling of the disturbance covariance structure is indispensable. The bias approximations are used to construct bias corrected estimators which are then applied to quarterly data from 14 European Union countries. Money demand functions for M1, M2 and M3 are estimated for the EU area as a whole for the period 1991: I-1995: IV. Significant spillovers between countries are found reflecting the dependence of domestic money demand on foreign developments. The empirical results show that in general plausible long-run effects are obtained by the bias corrected estimators. Moreover, finite sample bias, although of moderate magnitude, is present underlining the importance of more refined estimation techniques. Also the efficiency gains by exploiting the heteroscedasticity and cross-correlation patterns between countries are sometimes considerable.     

名词性复合词的意义建构诸理论述评

名词性复合词的意义建构是一个看似简单,实际上非常复杂的过程。传统语法把这一意义建构过程简单化,认为名词性复合词的意义等于各组成部分名词的意义总和。转换生成语言学家 意义特征理论学家也都提出了各自的理论解释,但都有很大的缺陷。概念合成语言学理论对名词性复合词的意义建构做出了比较完整的理论解释,但也有待于进一步的改进。     

Generalized Laplacian approximations in Bayesian inference

This paper presents a new Laplacian approximation to the posterior density of η = g(θ). It has a simpler analytical form than that described by Leonard et al. (1989). The approximation derived by Leonard et al. requires a conditional information matrix R_η to be positive definite for every fixed η. However, in many cases, not all R_η are positive definite. In such cases, the computations of their approximations fail, since the approximation cannot be normalized. However, the new approximation may be modified so that the corresponding conditional information matrix can be made positive definite for every fixed η. In addition, a Bayesian procedure for contingency-table model checking is provided. An example of cross-classification between the educational level of a wife and fertility-planning status of couples is used for explanation. Various Laplacian approximations are computed and compared in this example and in an example of public school expenditures in the context of Bayesian analysis of the multiparameter Fisher-Behrens problem.     

中小企业CRM系统的OLAP设计与实现

根据中小企业CRM发展需求,构建了OLAP分析模型,为企业提供决策支持.     

Creating a reference to a complex emergency situation using time series methods: war in Guinea-Bissau 1998-1999

Impacts of complex emergencies or relief interventions have often been evaluated by absolute mortality compared to international standardized mortality rates. A better evaluation would be to compare with local baseline mortality of the affected populations. A projection of population-based survival data into time of emergency or intervention based on information from before the emergency may create a local baseline reference. We find a log-transformed Gaussian time series model where standard errors of the estimated rates are included in the variance to have the best forecasting capacity. However, if time-at-risk during the forecasted period is known then forecasting might be done using a Poisson time series model with overdispersion. Whatever, the standard error of the estimated rates must be included in the variance of the model either in an additive form in a Gaussian model or in a multiplicative form by overdispersion in a Poisson model. Data on which the forecasting is based must be modelled carefully concerning not only calendar-time trends but also periods with excessive frequency of events (epidemics) and seasonal variations to eliminate residual autocorrelation and to make a proper reference for comparison, reflecting changes over time during the emergency. Hence, when modelled properly it is possible to predict a reference to an emergency-affected population based on local conditions. We predicted childhood mortality during the war in Guinea-Bissau 1998-1999. We found an increased mortality in the first half-year of the war and a mortality corresponding to the expected one in the last half-year of the war.     

构建以人为本的英语教学模式

传统的英语教育模式忽视了学生的个性意识、个性特点和个性需要,违背了人本主义的教育教学理念。如何提高教学效率一直是外语教师主要探讨的问题。文章运用人本主义的教学理念,结合实际探讨了如何构建以人为本的新型教学模式以改进英语教学,提高教学效率。以人为本的新型教学模式包括:创立民主愉悦的课堂教学环境、构建个性化的学习空间、设计师生共同探索的教学活动、建立协作性的教学模式。     

大学计算机专业“基础原理”课的教学探讨

本文针对现代大学生学习计算机专业“基础原理”课程存在的种种客观问题,通过分析这些问题找出其中原因,并介绍对这些问题所采取的解决方案。教学实践表明,这些方案对学生学习“基础原理课”起到了较好的效果,提高了这类课程的教学质量。     

深圳证券交易所不同指数收益率的波动比较

股票价格指数的波动的大小通常代表了它的风险程度,研究股指的波动对风险管理、投资组合以及价格预测有着十分重要的意义。文章采用时间序列分析方法,对深圳证券交易所的三种价格指数建立GARCH模型,并对这三种指数的波动率进行比较。     

高等院校英语强化课程的评估体系与评估模式的构建

文章选取培正商学院的一年英语强化教改项目作为研究个案,根据(背景—输入—过程—输出CIPP)评估理论,利用质性评价和量性评价相结合的手段,对强化项目的背景和过程进行了评价。并由此构建出了一个针对高职高专院校公共外语教学的、具有自我约束并持续改进的课程评估体系。     

翻译理论新标准与语言学理论

语言学的发展一直在不断地影响着翻译理论的发展,只不过有时这种影响很间接,尼达的译学思想在中国翻译界一向占据着重要的地位,但这位大师最近宣布其观点已经发生根本变化,尼达学术观点的变化无疑会给目前译学建设带来一定的负面影响。本文着重从翻译理论的作用、翻译标准及语言学与翻译的关系三个角度对尼达翻译思想的转变加以分析;重新阐述理论在译学框架中的地位及作用,理论和实践的关系及翻译理论的意义。