Uniform Test for Predictive Regression With AR Errors

Testing predictability is of importance in economics and finance. Based on a predictive regression model with independent and identically distributed errors, some uniform tests have been proposed in the literature without distinguishing whether the predicting variable is stationary or nearly integrated. In this article, we extend the empirical likelihood methods of Zhu, Cai, and Peng with independent errors to the case of an AR error process. Again, the proposed new tests do not need to know whether the predicting variable is stationary or nearly integrated, and whether it has a finite variance or an infinite variance. A simulation study shows the new methodologies perform well in finite sample.     

曹学佺《蜀中名胜记》辨误

明人曹学佺编撰的《蜀中名胜记》保存了大量巴蜀文献,但由于编撰时间仓促,他对于一些材料的审核不够精细,故书中存在一些讹误之处。本文就其中四则比较典型的讹误辨正于此:卷八误将崔公辅诗句为李渭作,卷十五误以岑参嵩阳南溪别业为叙州南溪县别业,卷十七误以为白居易诗《涂山寺独游》中的"涂山寺"在巴县涂山,卷二十九误以李峤父李镇恶梓州事迹为苏味道父苏荣事迹。     

基于语料库的汉英中介语动名搭配失误分析

搭配问题是外语学习者用目标语进行言语输出时所遇到的主要障碍之一,因为母语和目标语都有一些自己独特的词语搭配规范。通过对比分析汉英中介语动名搭配模式和Collins COBUILD语料库中检索的相应动名搭配模式,发现汉英中介语动名搭配大多不符合目标语的搭配规范。造成动名搭配失误的主要原因是中国英语学习者将汉语的搭配知识和已经掌握的英语搭配知识迁移到中介语中。     

Generalized estimator of population mean by using conventional and non-conventional measures in the presence of measurement errors

In survey research, it is assumed that reported response by the individual is correct. However, given the issues of prestige bias, self-respect, respondent's reported data often produces estimated values which are highly deviated from the true values. This causes measurement error (ME) to be present in the sample estimates. In this article, the estimation of population mean in the presence of measurement error using information on a single auxiliary variable is studied. A generalized estimator of population mean is proposed. The class of estimators is obtained by using some conventional and non-conventional measures. Simulation and numerical study is also conducted to assess the performance of estimators in the presence and absence of measurement error.     

对语料库中高年级学生写作词汇搭配错误的分析

分析和探讨了《中国学习者英语语料库》中标注的动词+名词和形容词+名词搭配错误及其原因。研究发现：对于动词+ 名词搭配错误,由于搭配的意义主要是由名词决定的,忽视或违背搭配的固定性并不影响对整个搭配意思的理解,但缺乏地道 的搭配会影响写作的准确性。对于形容词+名词搭配错误,L1干扰是主要的原因。词语搭配运用是否得当,会影响到写作的 准确性和地道性。帮助学习者掌握搭配类型,利用语料库学习和探索搭配,能有效地解决学习者写作中词不达意的问题,提高 写作表达的准确性。     

概念迁移视阈下基于语料库的非英语专业学习者动名词搭配错误研究

文章拟从概念迁移视角研究大学英语写作中的动-名词搭配错误,研究采用语料库定量与定性相结合的分析方法。语料取材于中国学习者英语语料库（CLEC）,包括大学英语低年级学习者（St3）和高年级学习者（St4）两个子语料库。利用检索工具Ant Conc3.58检索中国学习者作文中的动-名词搭配错误,从而对大学生英语写作中的动-名词搭配错误进行描述与分类,进而分析造成大学生英语写作动-名词搭配误用的潜在原因,并对现有大学英语教学做出反思。     

Operational Risk in Financial Services: A Review and New Research Opportunities

We present a framework to describe and analyze operational risk in financial services from an operations management perspective, focusing in particular on process design, process management, and human behavior aspects. The financial services industry differs from other service industries in ways that affect the nature of the operational risks it is subject to. In recent decades, many books and papers have focused on operational risk in financial services; however, this literature has focused mainly on the conceptual and statistical aspects of operational risk management and not on its operational aspects. Operational risk in financial services has not received much attention from the operations management community. The framework presented here is based on the premise that operational risk in financial services can reap significant benefits from research done in the theory and practice of operations management in manufacturing industries as well as in other services industries. The objective of this study is to propose particular challenges and questions raised in the practice of operational risk management that may stimulate future research in this particular area of operations management.     

On the asymptotic normality of the R-estimators of the slope parameters of simple linear regression models with associated errors

ABSTRACT

The purpose of this paper is to prove, under mild conditions, the asymptotic normality of the rank estimator of the slope parameter of a simple linear regression model with stationary associated errors. This result follows from a uniform linearity property for linear rank statistics that we establish under general conditions on the dependence of the errors. We prove also a tightness criterion for weighted empirical process constructed from associated triangular arrays. This criterion is needed for the proofs which are based on that of Koul [Behavior of robust estimators in the regression model with dependent errors. Ann Stat. 1977;5(4):681–699] and of Louhichi [Louhichi S. Weak convergence for empirical processes of associated sequences. Ann Inst Henri Poincaré Probabilités Statist. 2000;36(5):547–567].     

Comparison of the effectiveness of forecasts obtained by means of selected probability functions with respect to forecast error distributions

The forecasting of sales in a company is one of the crucial challenges that must be faced. Nowadays, there is a large spectrum of methods that enable making reliable forecasts. However, sometimes the nature of time series excludes many well-known and widely used forecasting methods (e.g., econometric models). Therefore, the authors decided to forecast on the basis of a seasonally adjusted median of selected probability distributions. The obtained forecasts were verified by means of distributions of the Theil U² coefficient and unbiasedness coefficient.     

英语专业学生典型口语错误及其成因

口语在英语专业学生的语言技能中占有重要地位,因此,无论学生还是教师都应对口语给予足够的重视。分析英语专业一年级新生的口语测试错误,结合问卷调查及其结果的统计分析,从主观和客观两方面查找错误产生的主要原因,有助于改善英语口语教学。