An Empirical Study of the Impact of Just-in-Time Task Scope Versus Just-in-Time Workflow Integration on Organizational Design

The research tests a theory of JIT as a technology having task scope versus workflow integration dimensions. The results show that JIT task scope predicts JIT workflow integration, and that only the former is associated with organizational designs that are more specialized, decentralized, integrated, and reliant on formal performance measurement control. The findings imply that organizational structure does not necessarily follow from workflow structure. Rather, both organizational structure and workflow structure follow from the knowledge capital that JIT task scope represents.     

人民币汇率变动对国内价格水平的传递效应

 本文运用长期约束的结构VAR,试图从一个崭新的视角实证考察人民币名义有效汇率对我国价格水平的传递效应。文章特点在于考虑了汇率和价格可能都是受各种宏观经济因素影响的内生变量,以深入揭示两者之间的内在关系。研究发现,（1）当发生汇率冲击时,人民币名义有效汇率对国内各价格水平的传递是不完全的。汇率变动对进口价格的影响强于对消费者价格的影响;（2）而一旦考虑了经济体受到其它类型的宏观经济冲击后,估计的人民币汇率价格传递率则显得更为明显;（3）汇改后我国汇率传递效应趋于强化。本文还分析了实证结果背后可能的深层次原因,并讨论相应的政策启示。     

Multivariate portmanteau test for structural VARMA models with uncorrelated but non-independent error terms

We consider portmanteau tests for testing the adequacy of structural vector autoregressive moving-average (VARMA) models under the assumption that the errors are uncorrelated but not necessarily independent. The structural forms are mainly used in econometrics to introduce instantaneous relationships between economic variables. We first study the joint distribution of the quasi-maximum likelihood estimator (QMLE) and the noise empirical autocovariances. We then derive the asymptotic distribution of residual empirical autocovariances and autocorrelations under weak assumptions on the noise. We deduce the asymptotic distribution of the Ljung-Box (or Box-Pierce) portmanteau statistics in this framework. It is shown that the asymptotic distribution of the portmanteau tests is that of a weighted sum of independent chi-squared random variables, which can be quite different from the usual chi-squared approximation used under independent and identically distributed (iid) assumptions on the noise. Hence we propose a method to adjust the critical values of the portmanteau tests. Monte Carlo experiments illustrate the finite sample performance of the modified portmanteau test.     

中国古代文史的分合

神话是人类重要的一种原始文化形态,是每个国家或民族文化发展的重要起点与基础,然而随着社会的继续发展,每个国家或民族的文化发生了很大的差异。中国的文化就走了一条与西方不同的发展道路,从周代起,便对神话进行了历史化的改造,以至形成其他国家难以与之比肩的历史文学。这种历史文学发展至《史记》,文史的结合达到了高度的成熟与完美。之后,文史逐渐易辙,然而中国文学,特别是小说,已打上了“史”的印记。     

中国通货膨胀预期的结构和持久性

本文通过改进的预期通货膨胀率模型,将城镇居民调查问卷中未来物价变动预期的定性数据,转换为有效的预期通货膨胀率。同时,本文对通货膨胀预期的性质进行了结构性分析,结果表明,核心通货膨胀内涵下的通货膨胀预期变动符合理性预期假说,食品价格内涵下的通货膨胀预期变动更具备适应性预期的特点。通货膨胀预期的持久性较差,实际核心通货膨胀对通货膨胀预期不具备持续影响,而来自食品因素的实际通货膨胀对通货膨胀预期有持久的影响,但通货膨胀预期对实际通货膨胀的反馈效果并不稳定。因此,在充分重视核心通货膨胀的变动的基础上,货币政策的持续性和稳定性显得尤为重要。     

关于在我国建立城乡统一社会保障制度的思考

新中国成立以后 ,我国形成了一种城乡分割、城镇偏向的社会保障制度。这是我国计划经济体制下城乡关系的反映 ,是一种带有“歧视性”的制度安排。随着我国经济体制改革的不断深入和我国加入世界贸易组织(WTO) ,我国传统的以城乡分割为基础的二元结构性的社会保障制度受到了挑战 ,建立城乡统一的社会保障制度已经成为我国城乡协调发展、社会整体进步的客观需求。     

Oracle properties of SCAD-penalized support vector machine

In many scientific investigations, a large number of input variables are given at the early stage of modeling and identifying the variables predictive of the response is often a main purpose of such investigations. Recently, the support vector machine has become an important tool in classification problems of many fields. Several variants of the support vector machine adopting different penalties in its objective function have been proposed. This paper deals with the Fisher consistency and the oracle property of support vector machines in the setting where the dimension of inputs is fixed. First, we study the Fisher consistency of the support vector machine over the class of affine functions. It is shown that the function class for decision functions is crucial for the Fisher consistency. Second, we study the oracle property of the penalized support vector machines with the smoothly clipped absolute deviation penalty. Once we have addressed the Fisher consistency of the support vector machine over the class of affine functions, the oracle property appears to be meaningful in the context of classification. A simulation study is provided in order to show small sample properties of the penalized support vector machines with the smoothly clipped absolute deviation penalty.     

On the impact of contaminations in graphical Gaussian models

This paper analyzes the impact of some kinds of contaminant on model selection in graphical Gaussian models. We investigate four different kinds of contaminants, in order to consider the effect of gross errors, model deviations, and model misspecification. The aim of the work is to assess against which kinds of contaminant a model selection procedure for graphical Gaussian models has a more robust behavior. The analysis is based on simulated data. The simulation study shows that relatively few contaminated observations in even just one of the variables can have a significant impact on correct model selection, especially when the contaminated variable is a node in a separating set of the graph.     

论新闻语言变异的修辞效果

在新闻语言中,因题旨情境的需要而进行的语言变异能够达到比规范用法更加有效的修辞效果。语言既要有规范的结构又要在实践中创新。变异是在遵循语言结构规范原则的基础上进行语言建构创新的重要手段,那些符合语言现有规范一般规律的变异是语言发展的原动力之一,它们在表达概念意义和传递理性信息的基础上能够产生丰富的潜在信息和美学信息。部分变异有可能成为新的语言规范进入语言体系。     

A cusum test in the linear regression model with serially correlated disturbances

This paper considers a modified CUSUM test, suggested by Dufour (1982) for parameter instability and structural change with an unknown change point in a linear model with serially correlated disturbances, in which a preliminary estimate of the autoregressive coefficient for the error process is obtained, and used to transform the data. Then the standard CUSUM statistic is calculated on the transformed data. This paper derives the asymptotic distribution of the modified CUSUM test. We show that the modified CUSUM test retains its asymptotic significance level, i.e., the modified CUSUM test has the same asymptotic distribution as the CUSUM test with serially uncorrelated errors.