提高女性家庭地位的心理途径：自我认同的例子

本文使用2010年全国妇女社会地位调查数据,研究作为重要心理特质的自我认同对女性家庭地位的影响。无论是在全样本,还是在按照民族、城乡和地区划分的分样本中,有序Logit模型回归结果表明,自我认同对女性家庭内部议价能力产生积极影响。分别使用倾向得分匹配和条件混合过程处理自我认同的选择性偏差和内生性问题,结果也显示自我认同增强了女性家庭内部议价能力。本文的创新之处体现在如下两个方面:一方面,这是少有的从自我认同角度解释女性家庭地位的文章。本文将女性非认知能力纳入到家庭行为的新尝试为整个经济学科的交叉研究开启了新思路,为女性一直追求的性别平等和个人发展提供了新路径。另一方面,本文关于女性家庭地位与自我认同的实证结论,能够扩展延伸到其他与中国文化背景相似的地方,从而能为那些“女性处于不利地位”的国家和地区提供重要政策启示。总体而言,本文为行为经济学领域增加了新发现,为自我认同对女性家庭地位的因果关系提供了进一步证据。     

环境匹配模式下的高校青年教师心理压力研究简

随着当今社会的快速发展,竞争的日趋激烈,人力资源的管理效益问题日显重要,许多行业开始将环境匹配这一模式应用到了人力资源的管理调配中,以达到进一步优化人力资源配置的目的。这一模式在许多高校的教育中也逐步得以应用,有效提升了高校教育师资的调配效率,但这在一定程度上也加大了高校教师尤其是高校青年教师的心理压力。高校青年教师中,有75％患中度心理压力,4．6％患深度心理压力。环境匹配模式引入教育教学管理,有缓解青年教师心理压力一面,也有增强青年教师心理压力一面,对此,一方面,青年教师应努力改进教学方式,调适教学与管理维度;另一方面就是充分有效理解利用环境匹配模式有利一面,从而缓解青年教师心理压力。     

Asymptotics for an Adaptive Trimmed Likelihood Location Estimator

An asymptotic normality result is given for an adaptive trimmed likelihood estimator of location, which parallels the asymptotic normality result for the adaptive trimmed mean. The new result comes out of studying the adaptive trimmed likelihood estimator modelled parametrically by a normal family but then examining the behavior when the underlying distribution is in fact some F different from normal. The asymptotic variance of the adaptive estimator is equal to the asymptotic variance of the trimmed likelihood estimator at the optimal trimming proportion for the distribution F, subject to that trimming proportion being positive and F being suitably smooth.     

The Estimation and Testing of the Cointegration Order Based on the Frequency Domain

ABSTRACT

This article proposes a method to estimate the degree of cointegration in bivariate series and suggests a test statistic for testing noncointegration based on the determinant of the spectral density matrix for the frequencies close to zero. In the study, series are assumed to be I(d), 0 < d ? 1, with parameter d supposed to be known. In this context, the order of integration of the error series is I(d ? b), b ∈ [0, d]. Besides, the determinant of the spectral density matrix for the dth difference series is a power function of b. The proposed estimator for b is obtained here performing a regression of logged determinant on a set of logged Fourier frequencies. Under the null hypothesis of noncointegration, the expressions for the bias and variance of the estimator were derived and its consistency property was also obtained. The asymptotic normality of the estimator, under Gaussian and non-Gaussian innovations, was also established. A Monte Carlo study was performed and showed that the suggested test possesses correct size and good power for moderate sample sizes, when compared with other proposals in the literature. An advantage of the method proposed here, over the standard methods, is that it allows to know the order of integration of the error series without estimating a regression equation. An application was conducted to exemplify the method in a real context.     

The Performance of Panel Cointegration Methods: Results from a Large Scale Simulation Study

This article presents results concerning the performance of both single equation and system panel cointegration tests and estimators. The study considers the tests developed in Pedroni (1999 Pedroni , P. ( 1999 ). Critical values for cointegration tests in heterogeneous panels with multiple regressors . Oxford Bulletin of Economics and Statistics 61 : 653 – 670 .[Crossref], [Web of Science ®] , [Google Scholar], 2004 Pedroni , P. ( 2004 ). Panel cointegration. Asymptotic and finite sample properties of pooled time series tests with an application to the PPP hypothesis . Econometric Theory 20 : 597 – 625 .[Crossref], [Web of Science ®] , [Google Scholar]), Westerlund (2005 Westerlund , J. ( 2005 ). New simple tests for panel cointegration . Econometric Reviews 24 : 297 – 316 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]), Larsson et al. (2001 Larsson , R. , Lyhagen , J. , Löthgren , M. ( 2001 ). Likelihood-based cointegration tests in heterogeneous panels . Econometrics Journal 4 : 109 – 142 .[Crossref] , [Google Scholar]), and Breitung (2005 Breitung , J. ( 2005 ). A parametric approach to the estimation of cointegration vectors in panel data . Econometric Reviews 24 : 151 – 173 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]) and the estimators developed in Phillips and Moon (1999 Phillips , P. C. B. , Moon , H. R. ( 1999 ). Linear regression limit theory for nonstationary panel data . Econometrica 67 : 1057 – 1111 .[Crossref], [Web of Science ®] , [Google Scholar]), Pedroni (2000 Pedroni , P. ( 2000 ). Fully modified OLS for heterogeneous cointegrated panels . In: Baltagi , B. H. , ed. Nonstationary Panels, Panel Cointegration, and Dynamic Panels . Amsterdam : Elsevier , pp. 93 – 130 .[Crossref] , [Google Scholar]), Kao and Chiang (2000 Kao , C. , Chiang , M.-H. ( 2000 ). On the estimation and inference of a cointegrated regression in panel data . In: Baltagi , B. H. , ed. Nonstationary Panels, Panel Cointegration, and Dynamic Panels . Amsterdam : Elsevier , pp. 179 – 222 .[Crossref] , [Google Scholar]), Mark and Sul (2003 Mark , N. C. , Sul , D. ( 2003 ). Cointegration vector estimation by panel dynamic OLS and long-run money demand . Oxford Bulletin of Economics and Statistics 65 : 655 – 680 .[Crossref], [Web of Science ®] , [Google Scholar]), Pedroni (2001 Pedroni , P. ( 2001 ). Purchasing power parity tests in cointegrated panels . Review of Economics and Statistics 83 : 1371 – 1375 . [Google Scholar]), and Breitung (2005 Breitung , J. ( 2005 ). A parametric approach to the estimation of cointegration vectors in panel data . Econometric Reviews 24 : 151 – 173 .[Taylor & Francis Online], [Web of Science ®] , [Google Scholar]). We study the impact of stable autoregressive roots approaching the unit circle, of I(2) components, of short-run cross-sectional correlation and of cross-unit cointegration on the performance of the tests and estimators. The data are simulated from three-dimensional individual specific VAR systems with cointegrating ranks varying from zero to two for fourteen different panel dimensions. The usual specifications of deterministic components are considered.