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111.
Marek Arendarczyk Tomasz J. Kozubowski Anna K. Panorska 《Journal of the Korean Statistical Society》2018,47(4):405-422
We develop a stochastic model describing the joint distribution of , where has a geometric distribution while is the sum of dependent, heavy-tail Pareto components. Models of this form arise in many applications, ranging from hydro-climatology to finance and insurance. We present fundamental properties of this vector, including marginal and conditional distributions, moments, representations, and parameter estimation. We also include an example from finance, illustrating modeling potential of this new bivariate distribution. 相似文献
112.
This paper analyzes the size and structure of China's government debt. In addition to explicit government debt, we consider three types of government contingent liabilities: local government debt, university debt, and state banks’ nonperforming loans. The size of each types of debt is estimated and the reasons for the emergence of each type of debt are analyzed. International comparisons are made and it is found that China's government debt is larger than many other developing countries. To insure fiscal sustainability and to leave rooms for future expansionary fiscal policies, the government should reduce contingent liabilities. 相似文献
113.
We propose a new type of multivariate statistical model that permits non‐Gaussian distributions as well as the inclusion of conditional independence assumptions specified by a directed acyclic graph. These models feature a specific factorisation of the likelihood that is based on pair‐copula constructions and hence involves only univariate distributions and bivariate copulas, of which some may be conditional. We demonstrate maximum‐likelihood estimation of the parameters of such models and compare them to various competing models from the literature. A simulation study investigates the effects of model misspecification and highlights the need for non‐Gaussian conditional independence models. The proposed methods are finally applied to modeling financial return data. The Canadian Journal of Statistics 40: 86–109; 2012 © 2012 Statistical Society of Canada 相似文献
114.
Liang Peng 《Revue canadienne de statistique》2012,40(1):110-123
It is known that the profile empirical likelihood method based on estimating equations is computationally intensive when the number of nuisance parameters is large. Recently, Li, Peng, & Qi (2011) proposed a jackknife empirical likelihood method for constructing confidence regions for the parameters of interest by estimating the nuisance parameters separately. However, when the estimators for the nuisance parameters have no explicit formula, the computation of the jackknife empirical likelihood method is still intensive. In this paper, an approximate jackknife empirical likelihood method is proposed to reduce the computation in the jackknife empirical likelihood method when the nuisance parameters cannot be estimated explicitly. A simulation study confirms the advantage of the new method. The Canadian Journal of Statistics 40: 110–123; 2012 © 2012 Statistical Society of Canada 相似文献
115.
文章为实现基于TMS320DM6446的H.264视频编码器的实时性能,提出一系列优化方法.首先描述X264代码向TMS320DM6446平台的移植过程,然后从项目级优化、指令级优化和算法级优化等几个方面提出优化实现方案.实验结果表明:对于CIF格式的视频,优化后的H.264编码器可以达到24帧/s以上的编码速度,基本满足视频监控系统中编码器的需求. 相似文献
116.
班柏 《辽宁医学院学报(社会科学版)》2013,(4):122-125
在现有的54种《孟子》英译本中,杜百胜译本是唯一入选联合国教科文组织代表性著作选集,杜百胜译本在凸显思想主题的编排方式上、在修辞和雄辩的文风传达上以及核心术语的处理上都有独到之处.在国内外的评论中,要克服一种职业批评的垄断倾向,更要防范“变译”的误读. 相似文献
117.
In this paper, we add to the debate on the public capital–productivity link by applying very recent developments in the panel time series literature that take into account cross sectional correlation in non-stationary panels. In particular, we evaluate the productive effect of public capital by estimating various production functions on a panel of 21 OECD countries over the period 1975–2002. Our results suggest that public capital has a positive long run impact on output, with elasticities that range between 0.05 and 0.15, depending on model specification. These findings are robust to the existence of spillover effects from public capital investments in other countries and to the inclusion of other productivity determinants, like human capital, the stock of patents and R&D capital. Finally, we do not find any important effect of public capital on GDP in the short run: this suggests that public infrastructure investments might not be a powerful countercyclical policy instrument. 相似文献
118.
The Targeted Public Distribution System (TPDS) – the largest food subsidy program in India – has been a dismal failure in targeting the poor. The present paper examines its performance in three Indian states – Andhra Pradesh, Maharashtra and Rajasthan, based on primary data collected for this study. As real income transfers through food price subsidies are a tiny fraction of expenditure per person under this scheme, a contribution of the present study is to model determinants of real income transfers through subsidised wheat, rice and sugar. The analysis throws new light on how income transfers vary with economic status of a household, inequality in the distribution of land in a village, amount of food price subsidy, transaction costs of buying from ‘fair price shops’ (FPS), and supply shortages. The policy implications of these results are profound. Desperate measures such as a universal food subsidy enshrined in a proposed National Food Security Act are rejected on the grounds that the enormous leakages and wastage under the present TPDS would only get worse. Assertions that a universal food subsidy is the only option consistent with the right to food are rejected as mistaken. Instead, it is worthwhile to overhaul the PDS within the existing outlay. 相似文献
119.
120.
Hans Fehr Wenche Irén Sterkeby Øystein Thøgersen 《Journal of population economics》2003,16(2):345-361
Many reform proposals of the social security systems in various OECD economies suggest to scale down the non-actuarial parts
of the pension systems. These reforms have a flavor of increased efficiency at the costs of welfare losses for low-income
individuals. Assessing the economic effects, we investigate five different reform proposals by means of a numerical overlapping
generations model for the Norwegian economy. The model features an endogenous retirement age and heterogeneous individuals
within generations. It turns out that the various reforms, which scale down the public non-actuarial pension system, lead
to increases in the retirement age and steady-state welfare gains for all income classes.
Received: 7 December 2000/Accepted: 29 January 2002
All correspondence to ?ystein Th?gersen. Financial support from the Research Council of Norway (The Economic Research Program
on Taxation) is gratefully acknowledged. We are indebted to Lans Bovenberg, John Ermisch, Erling Steigum and two referees
for valuable comments and useful discussion. Responsible editor: John F. Ermisch. 相似文献