STAR非线性平稳性检验中误设定的伪检验研究

本文通过理论分析和蒙特卡洛仿真模拟,研究平稳性检验中选用的统计量与数据生成过程不一致时,非线性ESTAR、LSTAR与线性DF检验法能否得出正确的结论.研究表明,二阶LSTAR与ESTAR模型可用相同的检验方法,但前者的非线性特征更强.当数据生成过程为线性AR,或非线性ESTAR、二阶LSTAR模型时,使用DF或ESTAR检验法可得出大致正确的结论,但LSTAR检验法完全失败.数据生成过程的非线性特征越强,ESTAR较DF检验方法的功效增益越高;线性特征越强,DF的功效增益越高.当转移函数F(θ,c,zt)中θ较大导致一阶泰勒近似误差较大或c非0时,标准ESTAR与LSTAR非线性检验法失去应用条件.θ较大或c偏离0较远时,数据生成过程中线性成分增强,用线性DF检验可获得更好的检验结果.     

Infinite Variation Tempered Stable Ornstein–Uhlenbeck Processes with Discrete Observations

We investigate transition law between consecutive observations of Ornstein–Uhlenbeck processes of infinite variation with tempered stable stationary distribution. Thanks to the Markov autoregressive structure, the transition law can be written in the exact sense as a convolution of three random components; a compound Poisson distribution and two independent tempered stable distributions, one with stability index in (0, 1) and the other with index in (1, 2). We discuss simulation techniques for those three random elements. With the exact transition law and proposed simulation techniques, sample paths simulation proves significantly more efficient, relative to the known approximative technique based on infinite shot noise series representation of tempered stable Lévy processes.     

High-order extensions of the Double Chain Markov Model

The Double Chain Markov Model is a fully Markovian model for the representation of time-series in random environments. In this article, we show that it can handle transitions of high-order between both a set of observations and a set of hidden states. In order to reduce the number of parameters, each transition matrix can be replaced by a Mixture Transition Distribution model. We provide a complete derivation of the algorithms needed to compute the model. Three applications, the analysis of a sequence of DNA, the song of the wood pewee, and the behavior of young monkeys show that this model is of great interest for the representation of data that can be decomposed into a finite set of patterns.     

国家制度能力与经济结构调整——基于转型期的中俄比较研究

经济转型不仅使中俄两国的经济体制发生了重大转变,而且使两国的经济结构发生了深刻调整。俄罗斯不仅形成了混乱的市场体制和分裂的社会结构,而且形成了一种去工业化、去现代化的资源依赖型经济结构。中国在转型进程中形成的是一种政府主导的可控的市场经济社会,并处于工业化的迅速爬升阶段。导致中俄两国经济结构差异的一个关键因素就是国家制度能力。一个能力充分的国家能够根据内外环境的变化对经济结构进行适应性调整,实现社会经济持续、快速、平衡发展的目标;反之,则可能导致经济结构退化,经济发展停滞,乃至国家竞争优势的丧失。后危机时代,中俄两国依然面临着深化经济转型和推进发展模式转变的重任,如何塑造适宜的国家制度能力,是推动经济结构进一步调整优化的重要动力。     

Foreign-born health integration during the transition to adulthood: The case of weight

Nativity differences in youths’ health in the United States are striking—the children of foreign-born parents often have healthier outcomes than those of native-born parents. However, very little is known about how immigrant-native differences evolve within the same individuals over time, or about life cycle aspects of the health-related integration of youth with migration backgrounds. Using data from the National Longitudinal Study of Adolescent Health, I examine nativity differences in trajectories of weight gain during adolescence and early adulthood, as well as the degree to which temporal patterns are stratified by race/ethnicity and socioeconomic status. I examine whether nativity differences converge, diverge or remain stable over time, and whether patterns are socially stratified within and across nativity groups. I find that first-generation adolescents begin at a lower weight than their third generation peers and gain weight at a significantly slower pace, resulting in meaningful differences by early adulthood. More complex examination of the relationship between nativity and weight gain reveals additional differences by ethnicity: the foreign-born advantage over time does not extend as strongly to Hispanic adolescents. The findings demonstrate how the health-related integration of foreign-born youth is tied to race/ethnicity and socioeconomic circumstances, and suggest the need to examine the ways in which social circumstances and health change together.     

结构转变、制度变迁下的人口红利与经济增长

已有的对人口红利影响经济增长的实证研究未将结构和制度的重大变革纳入模型,这与东亚及我国经济增长的现实不符。本文通过在模型中纳入结构转变和制度变迁变量,用1978～2008年的数据进行误差修正分析,计算出在结构转变和制度变迁的背景下,我国人口红利及各要素对经济增长的影响。结果发现,固定资产投资对我国经济增长的影响程度最大,其次是技术进步,第三是制度变迁,结构变化的影响也很显著。人口红利的影响也较显著,但是其对经济增长解释力度较小。因此随着人口红利的逐渐消失,未来的经济增长更需要依靠投资、技术进步、结构变迁和制度变革。     

人口结构转型、市场化与国际产业转移的叠加效应分析——对中国“人口红利”的新解读

对于我国经济持续30年高速增长这一举世瞩目的经济现象,本文试图寻找中国因素加以解释,认为中国两次特殊的人口政策导致的劳动人口扩张只有在“市场化”与“国际产业转移”同步条件下才能转化为“人口红利’’并支撑中国经济近30多年持续高速增长。本文通过建立多元回归模型验证了我们提出的经验性假说。     

2009年中东大选述评

2009年,以色列、伊朗和阿富汗等中东国家相继举行大选。以色列"利库德集团"时隔四年重执权柄,伊朗保守派竞选连任成功,阿富汗普什图族则再掌政权。中东大选表现出社会政治发展的转型性和国家安全的现实威胁性两大共性特征,而不同的历史文化又使其表现出政治发展道路的多样性和政治发展水平的不平衡性等个性特征。一系列大选将对"巴以和平进程"、"伊朗核问题"和"阿富汗重建"产生一定的影响。     

劳动力转移与粮食安全

中国快速城市化和工业化导致的大量农村劳动力向城市转移引起了决策者和学术界对粮食安全问题的担忧,但本文利用县级和农户面板数据研究发现：首先,即使到2010年,农村劳动力转移对粮食总产量的影响并不大,对主产区的粮食总产量的影响更小,这背后的机制是主产区农户会通过更多地增加其他农业生产要素来替代劳动力投入的减少;其次,劳动力转移对主产区和非主产区农户的粮食生产行为的影响以及对主要粮食作物和次要粮食作物的影响都有所不同。总之,农村劳动力迁移尚未严重威胁到中国的粮食安全,当然,政府应针对粮食主产区和非主产区实施不同的政策以保持粮食总产量的稳定,特别是要鼓励主产区的耕地流转以降低劳动力迁移的负面影响。     

家庭变迁背景下的中国家庭政策

在人口转变和经济社会变迁的过程中,中国家庭规模不断缩小、家庭结构逐渐简化、传统家庭功能趋于弱化。这对维系社会正常运作的各项社会政策带来巨大冲击,并由此将家庭政策的完善与改革提上议程。尽管改革开放以来,中国的家庭政策在影响人口发展、提供家庭保障和促进性别平等等方面有所建树,但仍未脱离含蓄型和补缺型模式的囿限。文章认为,中国的家庭政策体系应实现向明确型和发展型转变。首先应创建专门的家庭政策机构,在此基础上明确将家庭整体作为基本的福利对象、以发展家庭能力为目标进行家庭投资、推进家庭政策的适度普惠性,并尽量避免其他政策安排与家庭政策的相互制约乃至冲突。