产业集群创新能力增长机理的路径依赖

产业集群创新能力的演进过程具有明显的路径依赖特征,极易导致过度僵化和技术锁定。要确保产业集群持续的创新能力,必须转变其创新能力的增长路径。产业集群创新能力演变路径有两种主要形式——“状态依存型”路径依赖和“行为依存型”路径依赖,就如何培育产业集群的持续创新优势提出八项有针对性的建议。     

黄甫及生平事迹考辨--对陈寅恪《柳如是别传》一则重要考证的补正

陈寅恪先生<柳如是别传>发覆钱谦益、柳如是反清复明事迹,抉幽入微,颇具识见,但其有关黄甫及就是徽州人黄澍的推测,及由此得出的顺治六年冬黄甫及游吴盖为受张天禄秘使联络钱谦益抗清等一系列的推论,不免有误.黄甫及本名黄申,淮安人,与黄澍并非一人.黄甫及在明末任职鸿胪寺,明亡后为孤节遗民,放浪形骸.黄甫及多交故国遗老,虽有反清复明之意,但其访钱谦益,与清初的反清复明活动并无必然的联系.     

犹太人社团对联邦德国的民间索赔--以"要求赔偿联合会"为中心

为了代表犹太人受害者和犹太人组织与联邦德国进行赔偿谈判,世界各地的犹太人组织联合建立了"要求赔偿联合会".在瓦森纳尔谈判中,"要求赔偿联合会"通过与以色列协调谈判立场,成功地与联邦德国签署了<卢森堡条约>第一议定书和第二议定书,既为世界犹太人组织从联邦德国获得战争赔偿提供了法律保证,也为日后犹太人受害者向联邦德国寻求个人赔偿奠定了重要法律基础.     

A test for bivariate exponentiality against bifr alternative

A test is proposed for testing bivariate exponentiality against the Bivariate Increasing Failure Rate (BIFR) class of alternatives. The test statistic is a function of U-statistics and hence asymptotically normally distributed and consistent     

On the functional relationship between entropy and variance with related applications

The functional relationship between entropy and variance is investigated for some well-known distributions. The distributions considered here are the reparameterized versions of the original forms. Such a reparameterization is necessary as in each case we have a common variance. The related graphs of entropy as a function of variance are used for certain comparisons. Further, within the class of distributions having a common variance, a measure of affinity between these distributions is proposed using entropy. A few aspects of the sampling distributions of an estimator of entropy, when the samples are either from the normal or from the exponential distributions, are discussed with a view to possible applications in the testing of hypotheses for related parameters     

Selection of variables and neighborhoods for spatial enhancement of thermal infrared images

The Landsat TM sensor tor rhrrmal infrared measurement has lower spatial resoltion than that of other six measurements. Nishii et al (1996) proposed a procedure to corrct the measurement by a linear combination of remaining high-resolution measurements. To find an efficient combinationof measurements, the averaged information) criteria based on AIC are purposed. Then the efficiency of the procedure is assessed through SSE by using actual TM data.     

Comment on “recent developments in bootstrapping time series”

The paper develops a general framework for identification, estimation, and hypothesis testing in cointegrated systems when the cointegrating coefficients are subject to (possibly) non-linear and cross-equation restrictions, obtained from economic theory or other relevant a priori information. It provides a proof of the consistency of the quasi maximum likelihood estimators (QMLE), establishes the relative rates of convergence of the QMLE of the short-run and the long-run parameters, and derives their asymptotic distributions; thus generalizing the results already available in the literature for the linear case. The paper also develops tests of the over-identifying (possibly) non-linear restrictions on the cointegrating vectors. The estimation and hypothesis testing procedures are applied to an Almost Ideal Demand System estimated on U.K. quarterly observations. Unlike many other studies of consumer demand this application does not treat relative prices and real per capita expenditures as exogenously given.     

Comparing variances and means when distributions have non-identical shapes

The paper compares several methods for computing robust 1-α confidence intervals for σ ₁ ²-σ ₂ ², or σ ₁ ²/σ ₂ ², where σ ₁ ² and σ ₂ ² are the population variances corresponding to two independent treatment groups. The emphasis is on a Box-Scheffe approach when distributions have different shapes, and so the results reported here have implications about comparing means. The main result is that for unequal sample sizes, a Box-Scheffe approach can be considerably less robust than indicated by past investigations. Several other procedures for comparing variances, not based on a Box-Scheffe approach, were also examined and found to be highly unsatisfactory although previously published papers found them to be robust when the distributions have identical shapes. Included is a new result on why the procedures examined here are not robust, and an illustration that increasing σ ₁ ²-σ ₂ ² can reduce power in certain situations. Constants needed to apply Dunnett’s robust comparison of means are included.     

Testing for Heteroscedasticity and/or Autocorrelation in Longitudinal Mixed Effect Nonlinear Models with AR(1) Errors

The effect of influental observation son the parameter estimates of ordinary least squares regression models has received considerable a t t e n t i o n fn the last decade. However, very little attention has been given to the problem of influential observation sinthea naysis of variace . The purpose of this paper is to show by way of examples that in fluential observations can alter the conclusions of tests of hypotheses in the analysis of variance . Regression diagno stics for identifying both extreme points and out liers can be used toreveal potential data and design problems.     

Limit Theory for Random Coefficient First-Order Autoregressive Process

Random coefficient AR(1) processes are investigated where the random coefficient satisfies some suitable conditions. Conditional least squares estimator is shown to be consistent and to be asymptotically normality distributed. This extends the limit theory for stationary and near-stationary cases. Only second moments are assumed, as in the case of stationary autoregression models with fixed coefficient |ρ| < 1.