钢铁行业节能减排政策情景研究——基于LEAP模型

面对中国钢铁行业耗能高、CO2排放量巨大、严重供过于求导致钢铁企业大面积亏损的严峻形势,中国政府推行了淘汰落后产能、推广节能减排技术以及建立全国性碳交易市场等政策。借助长期能源规划平台LEAP（Long-range Energy Alternatives Planning System）,建立了LEAP-Policy模型,通过构建1个基准情景和3个政策情景来模拟分析中国钢铁产业政策的效果,并探索2015-2040年中国钢铁行业的节能减排潜力。研究发现:中国钢铁行业存在巨大的节能减排潜力,4个情景的节能减排效果排序为:碳交易市场情景（ET）> 缩减产能情景（CEC）> 技术推广情景（TI）> 基准情景（BAU）。碳交易市场情景（ET）2040年的能源需求总量为49亿吉焦,CO2排放总量为3.61亿吨,分别比基准情景（BAU）降低了60.5%和68.4%,节能减排效果最为显著。如果政府制定的产业政策得到有效实施,中国钢铁行业未来的能源消耗和CO2排放量可以得到有效控制。     

血浆sST2联合NT-proBNP对急诊心衰患者生存状况的预测价值

目的：探讨血浆sST2联合NT-proBNP对急诊心衰患者生存状况的预测价值.方法选择急诊心衰患者130例,分为心功能Ⅱ级组、心功能Ⅲ~Ⅳ级组,对照组选择健康的体检者60例.对3组NT-proBNP及血浆sST2水平进行观察对比,对心功能不同分级患者NT-proBNP及血浆sST2水平进行比较,比较NT-proBNP,sST2,NT-proBNP联合血浆sST2对心衰患者死亡状况的预测价值.结果随心功能分级递增,NT-proBNP水平逐渐升高, sST2曲线下面积(0.776)及NT-proBNP对死亡判定的ROC曲线与NT-proBNP曲线下面积(0.775)相比较没有明显差异,但二者联合曲线下面积为0.813,与NT-proBNP 及sST2曲线下面积相比较差异显著. sST2联合NT-proBNP进行心衰患者死亡状况预测时的敏感度为99.0%,特异度为93.2%.结论作为急诊心衰患者诊断、预后和风险评估的主要标志物,sST2联合NT-proBNP对患者生存状况进行评估可以很好地预测患者的生存状况,提高准确度和敏感度,值得在临床上推广应用.     

P2P网络借贷平台具有双边市场特征吗?——来自“人人贷”的经验证据

P2P网络借贷平台作为交易中介,体现出典型的“双边市场”特征.那么,P2P网络借贷平台是否存在双边市场的显著特征“网络外部性”呢？本文选取了国内代表性P2P网络借贷平台“人人贷”2014年1月1日-2014年12月31日的数据进行实证检验.结论表明,正的交叉网络外部性和负的自网络外部性在P2P网络借贷平台同时显著存在,验证了P2P平台的“双边市场”属性.据此,文章指出,P2P网络借贷平台应以双边市场理论为指导,注重平台的价格总水平和优化价格结构,充分发挥交叉网络外部性的正反馈作用,形成规模效应,做大做强;同时完善征信机制,提升平台的整体风险管理水平,有效规避自网络外部性的负反馈作用,促进平台的良好发展.     

Efficient Estimation with Many Weak Instruments Using Regularization Techniques

The problem of weak instruments is due to a very small concentration parameter. To boost the concentration parameter, we propose to increase the number of instruments to a large number or even up to a continuum. However, in finite samples, the inclusion of an excessive number of moments may be harmful. To address this issue, we use regularization techniques as in Carrasco (2012) and Carrasco and Tchuente (2014). We show that normalized regularized two-stage least squares (2SLS) and limited maximum likelihood (LIML) are consistent and asymptotically normally distributed. Moreover, our estimators are asymptotically more efficient than most competing estimators. Our simulations show that the leading regularized estimators (LF and T of LIML) work very well (are nearly median unbiased) even in the case of relatively weak instruments. An application to the effect of institutions on output growth completes the article.     

经济增长、制度环境与大气污染——基于省级面板数据的实证检验

本文基于2002-2012年省级面板数据,实证检验了经济增长对大气污染的影响,并考察了制度环境对经济增长与大气污染之间关系的调节作用.研究结果表明,经济增长与地区大气污染呈倒“U”形关系;公众参与治理和环境规制负向调节经济增长与大气污染排放之间的关系.本文研究丰富了大气污染排放、环境治理方面的研究成果,这为转型经济时期改变政府激励方向和激励方式,为地区环境治理、政府环境绩效审计及其问责等方面指定政策提供经验证据.     

基于VAR模型P2P网络借贷与传统金融市场之间的动态变化

基于P2P网络借贷市场2013年4月-2017年10月每日的综合利率数据进行脉冲响应分析,结果表明:P2P网络借贷利率与10年期国债收益率相互影响;P2P网络借贷利率与沪深300指数收益率不存在因果关系;P2P网络借贷利率与上海同业拆借利率（SHIBOR）存在相互影响。P2P网络借贷综合利率对于整体金融市场响应趋于零响应;10年期国债收益率对于P2P网络借贷利率正响应;上海同业拆借利率收益率对于P2P网络借贷利率是负响应;沪深300指数收益率对于P2P网络借贷利率是趋于零响应。最后,通过实证研究提出P2P网络借贷利率风险管理的建议。     

B2B电商平台:研究进展与未来方向

随着平台经济的发展,B2B电商平台逐渐成为推动B2B电子商务发展的关键力量。首先,通过对1987—2021年发表于CSSCI和SSCI的95篇相关文献的分析,展现了B2B电商平台研究的发展历程以及文献在发表时间、发表期刊、研究方法、研究主题等方面的分布状况。其次,从平台视角、用户视角和关系视角对相关研究主题、研究问题和代表性文献进行了系统性梳理。最后,从生态系统的视角提出了B2B电商平台生态系统分析的理论框架,将不同主题下的研究进行整合,并指出了未来研究的方向:从平台演化逻辑角度,应关注B2B电商平台生态系统的生成与演化机制、竞争优势形成机制及价值创造机制;从平台治理逻辑角度,应关注平台生态系统的治理机制,如平台的开放与控制、平台间的竞争与合作等问题;从平台服务逻辑角度,应关注平台服务对支持平台价值共创和价值共享的作用。     

Goodness-of-fit tests for binomial AR(1) processes

The binomial AR(1) model describes a nonlinear process with a first-order autoregressive (AR(1)) structure and a binomial marginal distribution. To develop goodness-of-fit tests for the binomial AR(1) model, we investigate the observed marginal distribution of the binomial AR(1) process, and we tackle its autocorrelation structure. Motivated by the family of power-divergence statistics for handling discrete multivariate data, we derive the asymptotic distribution of certain categorized power-divergence statistics for the case of a binomial AR(1) process. Then we consider Bartlett's formula, which is widely used in time series analysis to provide estimates of the asymptotic covariance between sample autocorrelations, but which is not applicable when the underlying process is nonlinear. Hence, we derive a novel Bartlett-type formula for the asymptotic distribution of the sample autocorrelations of a binomial AR(1) process, which is then applied to develop tests concerning the autocorrelation structure. Simulation studies are carried out to evaluate the size and power of the proposed tests under diverse alternative process models. Several real examples are used to illustrate our methods and findings.     

Progressive Variance Control Charts for Monitoring Process Dispersion

In a process, the deviation from location or scale parameters affects the quality of the process and waste resources. So it is essential to monitor such processes for possible changes due to any assignable causes. Control charts are the most famous tool used to meet this intention. It is useless to monitor process location until the assurance that process dispersion is in-control. This study proposes some new two-sided memory control charts named as progressive variance (PV) control charts which are based on sample variance to monitor changes in process dispersion assuming normality of quality characteristic to be monitored. Simulation studies are made, and an example is discussed to evaluate the performance of the proposed charts. The comparison of the proposed chart is made with exponentially weighted moving average- and cumulative sum-type charts for process dispersion. The study shows that performance of the proposed charts are uniformly better than its competitors for detecting positive shifts while for detecting negative shift in the variance their performance is better for small shifts and reasonably good for moderated shifts.     

Order statistics and the length of the best-n-of-(2n − 1) competition

The best-4-of-7 series is a popular playoff format to decide the champion in most North American professional sports. World Series (best-4-of-7) type competitions give rise to interesting probabilistic and statistical questions. We determine the expected length of this type of series by relating it to a problem involving order statistics. We also calculate the variance of the length and provide a simple formula for series of fair games. The method can be extended to derive higher order moments. This novel approach leads to new results that can be formulated in closed forms in terms of the distribution function of various binomial distributions. The emphasis is on establishing the connection to order statistics and obtaining closed forms. The relation to the negative binomial distribution as well as to the sooner waiting time problem in sequential testing is also discussed. We also consider the case when ties are allowed in the single games.