四元数体上的相容的右线性方程组的解

本文给出了求四元数矩阵A的加权广义逆A~([1,W_4])的加边矩阵方法,并且得到四元数体上相容右线性方程组的解式.     

Double samble tests— a distribution free procedure

A method for constructing two-stage (double samble) tests is presented which does not require the evaluation of complicated bivariate distribution function. The procedure results from a modification of Fisher's method for combining independent tests of significance and is distribution free in the way it combines the test results from the two sampies. However, the one sample test statistics for the two samples are assumed to have continuous distributions and may be parametric. A rule is also given or the selection of a particular test out of a family of possible two-stage tests which can be generated by this method. Specific examples are given and comparisons are made with two double sample tests which have previously been presented in the literature.     

The small sample properties of the reset test as applied to systems of equations

The RESET test for functional misspecification is generalised to cover systems of equations, and the properties of 7 versions are studied using Monte Carlo methods. The Rao F -test clearly exhibits the best performance as regards correct size, whilst the commonly used LRT (uncorrected for degrees-of-freedom), and LM and Wald tests (both corrected and uncorrected) behave badly even in single equations. The Rao test exhibits correct size even in ten equation systems, which is better than previous research concerning autocorrelation tests. The power of the test is low, however, when the number of equations grows and the correlation between the omitted variables and the RESET proxies is small.     

企业创新驱动增长的测度与实证分析

本文基于创新经济理论、CDM模型和数据特点,建立了考虑反馈机制的联立方程组模型。研究中国企业创新驱动增长的特点、机制与成效,刻画和度量企业创新驱动过程中创新投入、创新产出和最终产出（生产率）之间的相互影响与程度。对企业创新行为的关键变量设定不同的衡量指标,既分析了企业规模、市场力量、技术机会等传统熊彼特因素对企业创新投入、创新产出和最终产出的影响,又考虑了政府政策、不同控股类型企业、高新企业等符合中国国情的指标对上述企业创新行为（活动）的影响。本文构建的模型有效地解决了创新“黑箱”问题;考虑了企业最终产出对创新投入的反馈作用,对经典CDM模型有一定的改进;首次用近几年的中国大中型工业企业微观数据进行了实证分析。     

用吴方法计算Benjamin方程的势对称

本文中用微分形式的吴方法计算了Benjamin方程的古典对称和势对称,并利用该方程的对称对其进行了约化和求解了对应的部分不变解.求解确定方程组时吴方法起到了关键作用.     

住宅价格与土地价格的城市差异及其决定因素

本文通过建立中国城市住宅市场与土地市场的联立方程模型,试图解释住宅价格、土地价格的城市间差异。通过收集中国35个大中城市的105个样本数据,利用OLS和2SLS两种方法估计了城市住宅价格与土地价格方程。实证结果表明住宅市场与土地市场是互动影响的关联资产市场,住宅价格与土地价格之间存在联立性。人口数量、财富水平、建筑成本、住宅预期收益和土地市场化程度是造成中国城市间住宅价格、土地价格差异的决定因素,而平均工资与城市宜人性的影响并不显著。     

Life Tables with Covariates: Dynamic Model for Nonlinear Analysis of Longitudinal Data

ABSTRACT

Life table models based on nonlinear dynamics of risk factors are developed using stochastic differential Equations for individual changes and on the resulting Fokker-Planck equation to describe population changes. Central to the model is a microsimulation strategy developed as a numerical procedure to represent a mortality effect when analytic approaches are not applicable. The model is applied to the Framingham Heart Study 46-year follow-up data. Life table functions and projections of risk factors are calculated to demonstrate the nonlinear effects on observable quantities over time. A set of statistically significant nonlinear contributions to covariate dynamics is identified. Their synergistic effect on dynamics and use of them as “new” risk factors are discussed. An important advantage of this approach is the ability to study the effects of health interventions at the individual level. This is illustrated in several examples.     

基于联立方程模型的公司治理溢价研究——兼谈如何检验公司治理评价指标的有效性

公司治理溢价研究可以揭示公司治理与企业价值之间的互动机理,不仅有助于深化和丰富公司治理理论,为上市公司优化公司治理指明方向和重点,而且有助于投资者全面评估企业价值.而对公司治理的客观评价是公司治理溢价研究中的关键问题,本文在以往研究成果基础上,以上证公司治理板块的评选结果为参照样本,给出了检验公司治理评价指标有效性的科学方法,进而验证了以DEA方法构建的公司治理效率值指标的有效性;在此基础上利用联立方程模型对公司治理溢价进行研究,解决了公司治理与企业价值之间可能存在的内生性问题;以2007年中国沪市578家A股公司为样本对联立方程模型进行估计.结果表明,中国股票市场存在公司治理溢价,公司治理效率值每增加0.1,流通盘市场附加值就会有37.2%的溢价.     

企业政治策略形成影响因素——中国经验

本文运用因子分析与广义估计方程(GEEs)对中国企业政治策略选择的影响因素进行了实证研究.研究结果表明:(1)中国企业政治策略包括直接参与、财务刺激、代言人、制度创新、政府关联以及经营活动政治等六个层面的策略;(2)企业层面的影响因素中,企业规模、闲散资产以及多元化水平等因素均对不同层面的政治策略具有显著影响;(3)行业层面的影响因素中,行业管制程度、相对市场份额、企业间合作程度及行业内企业数均对不同层面的政治策略选择具有显著影响;(4)经营活动政治策略、代言人策略与财务刺激策略在行业问存在显著差异;(5)行业管制程度对财务刺激策略的行业间变异程度具有显著影响,相对市场份额、企业间合作程度对行业间代言人策略的变异程度具有显著影响,行业内企业数对行业间经营活动政治策略的变异程度具有显著影响.