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961.
Pierre Yared 《Journal of the European Economic Association》2013,11(2):229-245
There is a conventional wisdom in economics that public debt can serve as a substitute for private credit if private borrowing is limited. The purpose of this paper is to show that, while a government could in principle use such a policy to fully relax borrowing limits, this is not generally optimal. In our economy, agents invest in a short‐term asset, a long‐term asset, and government bonds. Agents are subject to idiosyncratic liquidity shocks prior to the maturity of the long‐term asset. We show that a high public debt policy fully relaxes private borrowing limits and is suboptimal. This is because agents expecting such a policy respond by investing less than is socially optimal in the short asset which can protect them in the event of a liquidity shock. The optimal policy is more constrained and it induces a wedge between the technological rate of return on the long asset and the rate of return on bonds. In such a regime, agents subject to liquidity shocks are also borrowing constrained, and this expectation of being borrowing constrained induces them to invest the optimal level in the short asset. 相似文献
962.
963.
964.
Panel count data occur in many fields and a number of approaches have been developed. However, most of these approaches are for situations where there is no terminal event and the observation process is independent of the underlying recurrent event process unconditionally or conditional on the covariates. In this paper, we discuss a more general situation where the observation process is informative and there exists a terminal event which precludes further occurrence of the recurrent events of interest. For the analysis, a semiparametric transformation model is presented for the mean function of the underlying recurrent event process among survivors. To estimate the regression parameters, an estimating equation approach is proposed in which an inverse survival probability weighting technique is used. The asymptotic distribution of the proposed estimates is provided. Simulation studies are conducted and suggest that the proposed approach works well for practical situations. An illustrative example is provided. The Canadian Journal of Statistics 41: 174–191; 2013 © 2012 Statistical Society of Canada 相似文献
965.
This study addresses the appropriate d 3 values for constructing range control charts (R-charts) when the distributions of the processes are the uniform, triangular, exponential, and Erlang. Comparisons of the range charts are based on Type I error probabilities obtained using simulations. The results reveal that inappropriate use of the d 3 values strongly affected the performance of the R-charts. Practitioners should be more careful in selecting suitable coefficients when using R-charts methods to process data. The distribution of the processes must be examined before the coefficients are chosen. 相似文献
966.
In this article, we exploit the Bayesian inference and prediction for an M/G/1 queuing model with optional second re-service. In this model, a service unit attends customers arriving following a Poisson process and demanding service according to a general distribution and some of customers need to re-service with probability “p”. First, we introduce a mixture of truncated Normal distributions on interval (? ∞, 0) to approximate the service and re-service time densities. Then, given observations of the system, we propose a Bayesian procedure based on birth-death MCMC methodology to estimate some performance measures. Finally, we apply the theories in practice by providing a numerical example based on real data which have been obtained from a hospital. 相似文献
967.
Hedayat and John (1974) defined the concept of a resistant BIB design as one that remains variance-balanced upon loss of all the observations on a treatment. In this paper we consider the designs with supplemented balance (Pearce (1960)), or BTIB designs (Bechhofer and Tamhane (1981)). We investigate a subclass of these designs to determine which of these retain their ‘balance’ upon loss of all observations on a test treatment. We study the properties of such designs, give various methods of construction and examine their efficiencies with respect to the A-criterion. 相似文献
968.
The cause-of-death test of Peto et al.(1980)pools information from a Hoel-Walburg test on incidental tumors with information from a logrank test on fatal tumors in order to compare the tumor rate of a group of rodents exposed to a carcinogen against the tumor rate of a group of unexposed animals. The cause-of-death test, which can arise as a partial likelihood score test from a model that assumes proportional odds for tumor prevalence and proportional hazards for tumor mortality, is not, in general, a direct test for equality of tumor onset distributions for occult tumors that are observed in both fatal and incidental contexts. This paper develops a direct cause-of-death test for comparing distributions of time to onset of occultumors. The test is derived as a partial likelihood score test under an assumed proportional hazards model for tumor onset distributions. The size and power of the proposed test are compared in a Monte Carlo simulation study to the size and power of competitive procedures, including procedures that do not require cause-of-death information. 相似文献
969.
970.
何田田 《武汉科技大学学报(社会科学版)》2013,15(4):395-399
通过考察国际法上的国际条约和国际刑事审判实践,在国际层面从理论与实践两个角度揭示死刑问题在国际法上的演进,并得出废除死刑已成为一种国际共识和国际趋势的观点。同时结合我国新近刑法改革,对这种共识和趋势做出思考,对我国死刑制度在立法和司法上的改革带来启示,以期实现我国废除死刑的长远目标,践行保护人权的国际义务。 相似文献