Seasonal Time Series and Transfer Function Modeling

A simple modification is suggested for the construction of transfer function models relating an output variable Y_t to an input variable X_t when the model for X_t contains operators that cancel out. In addition, the evaluation of transfer function models is discussed by comparing the forecasts with the actual observations.     

On the efficiency of two-stage and three-stage least squares estimators

This paper utilizes the results of Kruskal (1968), Zyskind (1967), and more recently Milliken and Albohali (1984) to derive a simple necessary and sufficient condition for 3SLS to be equivalent to 2SLS. This condition depends upon the inverse of the variance:covariance matrix of the disturbances, and the set of second stage regressors of each structural equation. More importantly, this condition should prove useful for econometric students and provides an easy method for checking sufficiency.     

MODELING THE LIFETIME OF LONGITUDINAL ELEMENTS

In the study of the stochastic behaviour of the lifetime of an element as a function of its length, it is often observed that the failure time (or lifetime) decreases as the length increases. In probabilistic terms, such an idea can be expressed as follows. Let T be the lifetime of a specimen of length x, so the survival function, which denotes the probability that an element of length x survives till time t, will be given by S_T (t, x) = P(T > t/α(x), where α(x) is a monotonically decreasing function. In particular, it is often assumed that T has a Weibull distribution. In this paper, we propose a generalization of this Weibull model by assuming that the distribution of T is Generalized gamma (GG). Since the GG model contains the Weibull, Gamma and Lognormal models as special and limiting cases, a GG regression model is an appropriate tool for describing the size effect on the lifetime and for selecting among the embedded models. Maximum likelihood estimates are obtained for the GG regression model with α(x) = cx^b . As a special case this provide an alternative to the usual approach to estimation for the GG distribution which involves reparametrization. Related parametric inference issues are addressed and illustrated using two experimental data sets. Some discussion of censored data is also provided.     

High-order extensions of the Double Chain Markov Model

The Double Chain Markov Model is a fully Markovian model for the representation of time-series in random environments. In this article, we show that it can handle transitions of high-order between both a set of observations and a set of hidden states. In order to reduce the number of parameters, each transition matrix can be replaced by a Mixture Transition Distribution model. We provide a complete derivation of the algorithms needed to compute the model. Three applications, the analysis of a sequence of DNA, the song of the wood pewee, and the behavior of young monkeys show that this model is of great interest for the representation of data that can be decomposed into a finite set of patterns.     

多级评分模型中的分部评分模型

本文通过对分部评分模型与等级反应模型、评定量表模型的比较,对分部评分模型的特色作了较为深入的剖析,从而为其在现代测验领域的应用在理论上进行了抛砖引玉的阐述。     

高校文科课程“研究式考试”模式的构建

高校课程考试主要是采用传统的闭卷考试模式,这种考试模式适用于定性知识的测试,但对于文科课程知识的考查就难以涵盖。基于此,尝试提出包括学期论文评价方式、课堂讨论评价方式、期末开卷考试评价方式、开卷闭卷结合考试方式和学生自主命题考试方式在内的＂研究式考试＂模式,并从考试理念、考试管理、教师命题能力、考试结果使用等方面提出＂研究式考试＂模式实施的保障机制。     

一种新的求解离散型交通网络平衡设计问题的算法

本文提出了一种新的求解离散网络平衡设计二层规划模型的算法。模型求解中,上层问题采用粒子群算法,而下层问题则采用路径生成式logit非平衡交通分配算法。数值结果显示,本文提出的算法可以快速有效地求解这类网络平衡设计二层规划模型。     

民办高校管理类专业应用型人才培育模式探研

在人才需求市场调研的基础上,本文提出了民办高校管理类专业应用型人才的培育模式是复合型人才与外向型人才的有机组合,并论述了民办高校管理类应用型人才培育模式的可行性与内容以及运作的保障机制。     

我国鸭苗价格波动的周期性研究

在分析影响我国鸭苗价格周期性波动原因的基础上,利用X12季节调整法与H-P滤波模型法对我国鸭苗价格周期波动进行研究。结果表明:鸭苗价格波动具有周期性,周期平均长度为33个月,每个周期具有非对称性,每一周期的持续上涨时间低于持续下降时间。提出建立鸭苗生产的资格准入制度和标准许可证制度、合理控制鸭苗供给规模、保持国际和国内肉鸭市场信息畅通和加强肉鸭的疫病防治工作等相关的建议。     

G函数与新古典—两部门分析

新古典主义模型和两部门分析是当代农业经济学的基本出发点,为发现对象空间里点上的规律做出了重要的贡献,已经成为理论发展的基本范式。G函数完成了一次对一般经济理论的大综合,推进了经济学理论核心的进展,引导出了新的探索方向。作为基本经济学原理的接受者和具体应用方向的开发者,农业经济学对此必定有积极的反应。将范式融入原理,大力开展试验和实验,将成为农业经济学理论取得新进展的主要方向。