论介绍贿赂罪

介绍贿赂罪为贿赂犯罪的居间中介行为,通常有介绍行贿和介绍受贿两种形式,其侵犯的客体为国家工作人员职务行为的不可交易性,贿赂的实现为其既遂的标准,认定时应注意区分本罪与一般介绍贿赂行为、经济中介行为、其他贿赂罪以及一罪与数罪的界限。学界对本罪虽有保留与取消之争,但就现实情形而言,情节严重的介绍贿赂行为独立成罪仍有存在的价值。     

试论妨碍信用犯罪的立法完善

妨碍信用,通常是指在商业活动中违背诚实信用原则,破坏、毁损、背弃诚实信用,具有欺诈性的行为。我国刑法对妨碍信用犯罪规定的缺陷和不足主要体现在两个方面:一是对妨碍信用犯罪的主体限制过窄;二是对妨碍信用犯罪的行为方式规定的比较单一。妨碍信用犯罪的立法完善模式,可以采取增设新罪的办法,将之纳入刑法分则第三章第八节的扰乱市场秩序罪中。     

中俄犯罪构成理论刍议

中国犯罪构成理论在构建之初学习前苏联的模式,认为犯罪与犯罪构成的关系是一般与特殊的关系,而俄罗斯刑法理论已经修正了犯罪与犯罪构成的关系,认为犯罪的外延大于犯罪构成,犯罪构成中没能容纳的决定刑事责任大小的因素都由犯罪概念加以补充,这一理论进步值得我们学习与借鉴.但中国刑法理论与前苏联及俄罗斯一样,都把犯罪构成作为刑事责任的根据,笔者认为,犯罪构成之外存在诸多影响刑事责任的成立及其程度的主、客观要素;司法实践证明,仅以犯罪构成来定罪而无视其他主、客观要素的价值 ,将不足以支持量刑.构筑合理的犯罪构成理论乃是中俄两国刑法理论走向成熟与发展的必经之途.     

略论侵占罪

侵占罪具有鲜明的法律特征 ,在司法实践中要注意将侵占罪与盗窃罪、不当得利及行使留置权、质权区别开来 ;目前侵占罪仍有一定的立法缺陷 ,需进一步规范和完善     

Generalized fixed‐T panel unit root tests

Panel data unit root tests, which can be applied to data that do not have many time series observations, are based on very restrictive error and deterministic component specification assumptions. In this paper, we develop a new, doubly modified estimator, based on which we propose a panel unit root test that allows for multiple structural breaks, linear and nonlinear trends, heteroscedasticity, serial correlation, and error cross‐section heterogeneity, when the number of time series observations is finite. The test has the additional perk that it is invariant to the initial condition.     

Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility

We investigate the behavior of the well-known Hylleberg, Engle, Granger and Yoo (HEGY) regression-based seasonal unit root tests in cases where the driving shocks can display periodic nonstationary volatility and conditional heteroskedasticity. Our set up allows for periodic heteroskedasticity, nonstationary volatility and (seasonal) generalized autoregressive-conditional heteroskedasticity as special cases. We show that the limiting null distributions of the HEGY tests depend, in general, on nuisance parameters which derive from the underlying volatility process. Monte Carlo simulations show that the standard HEGY tests can be substantially oversized in the presence of such effects. As a consequence, we propose wild bootstrap implementations of the HEGY tests. Two possible wild bootstrap resampling schemes are discussed, both of which are shown to deliver asymptotically pivotal inference under our general conditions on the shocks. Simulation evidence is presented which suggests that our proposed bootstrap tests perform well in practice, largely correcting the size problems seen with the standard HEGY tests even under extreme patterns of heteroskedasticity, yet not losing finite sample relative to the standard HEGY tests.     

The sensitivity of robust unit root tests

The power properties of the rank-based Dickey–Fuller (DF) unit root test of Granger and Hallman [C. Granger and J. Hallman, Nonlinear transformations of integrated time series, J. Time Ser. Anal. 12 (1991), pp. 207–218] and the range unit root tests of Aparicio et al. [F. Aparicio, A. Escribano, and A. Siplos, Range unit root (RUR) tests: Robust against non-linearities, error distributions, structural breaks and outliers, J. Time Ser. Anal. 27 (2006), pp. 545–576] are considered when applied to near-integrated time series processes with differing initial conditions. The results obtained show the empirical powers of the tests to be generally robust to smaller deviations of the initial condition of the time series from its underlying deterministic component, particularly for more highly stationary processes. However, dramatic decreases in power are observed when either the mean or variance of the deviation of the initial condition is increased. The robustness of the rank- and range-based unit root tests and their higher power results relative to the seminal DF test have both been noted previously in the econometrics literature. These results are questioned by the findings of the present paper.     

Estimation of semi-varying coefficient models with nonstationary regressors

We study a semivarying coefficient model where the regressors are generated by the multivariate unit root I(1) processes. The influence of the explanatory vectors on the response variable satisfies the semiparametric partially linear structure with the nonlinear component being functional coefficients. A semiparametric estimation methodology with the first-stage local polynomial smoothing is applied to estimate both the constant coefficients in the linear component and the functional coefficients in the nonlinear component. The asymptotic distribution theory for the proposed semiparametric estimators is established under some mild conditions, from which both the parametric and nonparametric estimators are shown to enjoy the well-known super-consistency property. Furthermore, a simulation study is conducted to investigate the finite sample performance of the developed methodology and results.     

分位数单位根检验的有限样本绩效及其应用

利用蒙特卡洛模拟方法,在不同的数据产生过程下比较了分位数单位根检验与传统的ADF和PP单位根检验的绩效。研究发现:当误差项服从正态分布时,传统单位根检验与分位数单位根检验的检验功效相差不大,前者甚至略优于后者;但当误差项服从t分布时,分位数单位根要优于传统的单位根检验。在此基础上,采用中国商品价格指数(增长率)数据,给出分位数单位根检验的实例应用,实证结果显示中国商品价格指数具有非对称的惯性特征。