QUALITY LADDERS IN A RICARDIAN MODEL OF TRADE WITH NONHOMOTHETIC PREFERENCES

The North–South trade literature has traditionally explored conditions under which international trade might further magnify income disparities between the advanced North and the backward South. We show that even when no single country is initially more advanced than any other one and productivity changes are uniform and identical in all countries, trade may still be a source of income divergence when nonhomothetic preferences and quality ladders are jointly taken into account. Income divergence will be experienced when comparative advantages induce patterns of specialization that, although initially optimal for all countries, do not offer the same scope for quality upgrading of final products.     

Green supply chain management innovation diffusion and its relationship to organizational improvement: An ecological modernization perspective

Drawing on diffusion of innovation and ecological modernization theories, we identify three types of industrial manufacturers, namely early adopters, followers, and laggards, based on the adoption of green supply chain management (GSCM) practices among Chinese manufacturers. Test results indicate that differences exist between the three types of GSCM adopters in terms of their environmental, operational, and economic performance. Understanding how Chinese manufacturers adopt GSCM practices and if this adoption affects their performance contributes theoretical advancement to the diffusion of innovation theory. Practically, the results provide managerial insights for manufacturers to benchmark for environmental management practices and performance improvement.     

北京奥运废弃物物流管理对策研究

废弃物物流是衡量奥运会是否成功举办的重要因素。依据奥运废弃物物流特性、历届奥运会废弃物物流管理实践和北京奥运废弃物物流规模，提出了重视分类收集、完善运作模式等建议，可以为主管部门制定北京奥运废弃物物流管理政策提供支持。     

阵发性40Hz脑电信号提取方法的研究

用频域门限提取法与神经网络模式识别相结合的方法实现阵发性40Hz EEG的有效检测,对10多位受试者的阵发性40Hz EEG进行了提取,计算了平均峰值功率,分析了各受试者所表现的思维状态,结果表明,提出的检测方法是切实可行的,并支持了D.E.Sheer的理论。     

老年2型糖尿病sCD40L与颈动脉超声指标的关系

目的研究老年2型糖尿病患者血清sCD40L的表达与颈动脉内膜中层厚度之间的关系,探讨老年2型糖尿病sCD40L对动脉粥样硬化斑块的影响。方法对102例老年男性2型糖尿病患者与共62例老年健康男性,采用ELISA法分别测定sCD40L的血清水平,颈动脉超声检查IMT厚度。结果老年2型糖尿病组SDP、FPG、TC、UA、sCD40L水平明显高于正常对照组,P〈0.05有统计学意义。对照组62例中15例有斑块（25.8%）,糖尿病组102例中73例有斑块（71.6%）,两组比较有统计学意义（χ^2=32.54,P〈0.05）。在糖尿病组中以IMT为应变量,IMT与sCD40L独立相关（P〈0.05）。糖尿病组颈动脉斑块分级越高,患者血清sCD40L水平越高,各组间有显著性差异（P〈0.05）。结论老年T2DM患者血浆sCD40L水平的增高,加速了动脉粥样硬化斑块的形成和扩大,是老年2型糖尿病动脉硬化发生、发展的危险因素。     

Joint modeling of degradation and failure time data

This paper surveys some approaches to model the relationship between failure time data and covariate data like internal degradation and external environmental processes. These models which reflect the dependency between system state and system reliability include threshold models and hazard-based models. In particular, we consider the class of degradation–threshold–shock models (DTS models) in which failure is due to the competing causes of degradation and trauma. For this class of reliability models we express the failure time in terms of degradation and covariates. We compute the survival function of the resulting failure time and derive the likelihood function for the joint observation of failure times and degradation data at discrete times. We consider a special class of DTS models where degradation is modeled by a process with stationary independent increments and related to external covariates through a random time scale and extend this model class to repairable items by a marked point process approach. The proposed model class provides a rich conceptual framework for the study of degradation–failure issues.     

Bootstrap tests for variance components in generalized linear mixed models

In many applications of generalized linear mixed models to clustered correlated or longitudinal data, often we are interested in testing whether a random effects variance component is zero. The usual asymptotic mixture of chi‐square distributions of the score statistic for testing constrained variance components does not necessarily hold. In this article, the author proposes and explores a parametric bootstrap test that appears to be valid based on its estimated level of significance under the null hypothesis. Results from a simulation study indicate that the bootstrap test has a level much closer to the nominal one while the asymptotic test is conservative, and is more powerful than the usual asymptotic score test based on a mixture of chi‐squares. The proposed bootstrap test is illustrated using two sets of real‐life data obtained from clinical trials. The Canadian Journal of Statistics © 2009 Statistical Society of Canada     

Methodology for stochastic volatility process calibration application to the CAC 40 index

In considering volatility as a stochastic, the aim of this paper is to estimate the four parameters related to a particular stochastic process named P1 and based on a Wiener–Levy process. We present the methodology to estimate its four parameters. We calibrate this theoretical model P1 to the CAC 40 index real data. In the same time, we test the normality of the random variables related to the two Wiener–Levy processes. The calibration is performed using the implemented aforesaid algorithm. We compare the stochastic process P1 with another process named P2 and to the Heston [Closed form solution for options with stochastic volatility with application to bonds and currency options, Rev. Financ. Stud. 6(2) (1993), pp. 327–343] process named H0 and to two other improved Heston processes named H1 and H2. For the empirical study, the same algorithm is used to calibrate the five processes. The calibration is based on a database including the CAC 40 index daily ‘closing fixing’ values for the time period from 3rd January 2005 to 22nd January 2007. The data are divided into 18 classes relative to 18 different contracts of European calls on the CAC 40 index. As a result, we find that, the normality test of the CAC 40 index is rejected which is in accordance with the previous original works dealing with this problem. For the five volatility processes, the normality test is verified almost for the same contracts. We also find that according to the used data, the process P1 and its equivalent H1 are the best for calibration.     

Diagnostics for the diagnostics

Abstract

This paper examines the tendency towards income convergence among China's main provinces during the two periods: the pre‐reform period 1953–1977 and the reform period 1978–1997 using the framework of the Solow growth model. The panel data method accounts for not only province‐specific initial technology level but also the heterogeneity of the technological progress rate between the fast‐growing coastal and interior provinces. Estimation problems of weak instruments and endogeneity are addressed by the use of a system generalized method of moments (GMM) estimator. The main empirical finding is that there is a system‐wide income divergence during the reform period because the coastal provinces do not share a common technology progress rate with the interior provinces.     

Introducing model uncertainty by moving blocks bootstrap

It is common in parametric bootstrap to select the model from the data, and then treat as if it were the true model. Chatfield (1993, 1996) has shown that ignoring the model uncertainty may seriously undermine the coverage accuracy of prediction intervals. In this paper, we propose a method based on moving block bootstrap for introducing the model selection step in the resampling algorithm. We present a Monte Carlo study comparing the finite sample properties of the proposel method with those of alternative methods in the case of prediction intervas.