A Nonparametric Test of the Predictive Regression Model

This article considers testing the significance of a regressor with a near unit root in a predictive regression model. The procedures discussed in this article are nonparametric, so one can test the significance of a regressor without specifying a functional form. The results are used to test the null hypothesis that the entire function takes the value of zero. We show that the standardized test has a normal distribution regardless of whether there is a near unit root in the regressor. This is in contrast to tests based on linear regression for this model where tests have a nonstandard limiting distribution that depends on nuisance parameters. Our results have practical implications in testing the significance of a regressor since there is no need to conduct pretests for a unit root in the regressor and the same procedure can be used if the regressor has a unit root or not. A Monte Carlo experiment explores the performance of the test for various levels of persistence of the regressors and for various linear and nonlinear alternatives. The test has superior performance against certain nonlinear alternatives. An application of the test applied to stock returns shows how the test can improve inference about predictability.     

健康对家庭时间分配的影响

本文利用CHNS数据探讨健康因素对已婚男女时间分配所产生的影响。实证结果显示健康状况受损与自身的市场工作时间呈负相关关系;健康受限使得城市男女趋向于减少家务劳动时间的承担,而农村样本却表现了与城市同类人群相反的方向。而且值得关注的是,健康因素对于男女时间分配的影响效应是不一样的。     

Finite sample properties of ml and reml estimators in time series regression models with long memory noise

Finite sample properties of ML and REML estimators in time series regression models with fractional ARIMA noise are examined. In particular, theoretical approximations for bias of ML and REML estimators of the noise parameters are developed and their accuracy is assessed through simulations. The impact of noise parameter estimation on performance of t -statistics and likelihood ratio statistics for testing regression parameters is also investigated.     

Importance sampling for signal extraction model in time series analysis

In time series analysis, signal extraction model (SEM) is used to estimate unobserved signal component from observed time series data. Since parameters of the components in SEM are often unknown in practice, a commonly used method is to estimate unobserved signal component using the maximum likelihood estimates (MLEs) of parameters of the components. This paper explores an alternative way to estimate unobserved signal component when parameters of the components are unknown. The suggested method makes use of importance sampling (IS) with Bayesian inference. The basic idea is to treat parameters of the components in SEM as a random vector and compute a posterior probability density function of the parameters using Bayesian inference. Then IS method is applied to integrate out the parameters and thus estimates of unobserved signal component, unconditional to the parameters, can be obtained. This method is illustrated with a real time series data. Then a Monte Carlo study with four different types of time series models is carried out to compare a performance of this method with that of a commonly used method. The study shows that IS method with Bayesian inference is computationally feasible and robust, and more efficient in terms of mean square errors (MSEs) than a commonly used method.     

托妮·莫里森《柏油孩子》中家的建构

托妮·莫里森在小说《柏油孩子》中,通过迁徙叙事展开她对家的期望。她曾经声称"种族和家是她作品首要关注的主题",通过一个个运动的迁徙意象,莫里森勾勒出黑人在现代社会里家的失落与寻找的艰辛。     

解读《换位》中的陌生化手法的运用

《换位》是戴维.洛奇在20世纪七八十年代创作的校园三部曲《（换位》、《小世界》和《好工作》）中的一篇,它成功地将小说的写作技巧融入小说的创作。本文旨在运用俄国形式主义陌生化理论分析其在题材的选取、写作技巧的使用、叙事视角的转换及结局处理的方式的陌生化表现手法。     

在：从“存在”义动词到时问副词——兼论“正在”之形成

“在”由处所动词发展出时间副词的用法,句法上,经历了从[V＋VP]到[Adv．＋VP]的重新分析;语义上,经历了表“存在”→表“在……状态之中”→表“动作进行或状态持续”的虚化。文章通过大量例证,对“在”跨方所一时态范畴演化过程作详尽的论述,同时讨论时间副词“正在”的形成过程。提出时间副词“正在”是“正”和“在”叠加使用的结果,“在”突出当前一段时间动作行为的存在状况,是时段概念;而“正在”的语法性质与“正”更接近,强调动作行为发生的时间位置,是时点概念。     

论路遥小说的民间叙事

路遥小说具有丰厚的民间文化意蕴,主要表现在叙事视角、叙事结构、人物塑造、价值判断等方面,这一方面根源于陕北特殊的历史及地理位置,另一方面与路遥的经历及现实主义精神的追求有关。路遥与农村农民的密切联系和深厚感情决定了小说中的民间叙事成分,而对现代文明的接受又使其具有了超越性特征。     

论海明威短篇小说的叙事伦理

海明威是美国20世纪最具影响力的作家之一,其短篇小说的叙事伦理从两方面进行了阐述。一方面,海明威精心选择其短篇小说的叙事主题和内容,在表现生活虚无与无奈的同时,也肯定生活的意义。另一方面,海明威选择非人格化叙事,让读者产生信任感,并邀请读者自己思考和判断。同时,他也会在叙述中进行某种程度的叙述干预,表明自己的价值观和伦理态度。     

外语教师实践性知识的表达与管理——外语教育叙事库的构建

外语教师的实践性知识在其专业发展以及外语教育研究中起着至关重要的作用,但因其缄默性和非系统性而难以表达,而普通教育研究领域中的叙事方法恰好以现象学的视角展现了外语教师实践性知识存在的真实丰富的生活世界。但是,当前教育叙事研究的学术价值在我国尚未得到应有的重视,基于此,本文提出外语教育叙事库构建的设想,并初步确立了建库的框架与原则。在这个库中,外语教育叙事将被深度分析、诠释和应用,外语教育叙事研究也将走向规范化、合法化和实用化。最终,此叙事库将在外语教师个人化的实践性知识与普适性的外语教育理论这两极之间架起桥梁。