End‐of‐Sample Instability Tests

This paper considers tests for structural instability of short duration, such as at the end of the sample. The key feature of the testing problem is that the number, m, of observations in the period of potential change is relatively small—possibly as small as one. The well‐known F test of Chow (1960) for this problem only applies in a linear regression model with normally distributed iid errors and strictly exogenous regressors, even when the total number of observations, n+m, is large. We generalize the F test to cover regression models with much more general error processes, regressors that are not strictly exogenous, and estimation by instrumental variables as well as least squares. In addition, we extend the F test to nonlinear models estimated by generalized method of moments and maximum likelihood. Asymptotic critical values that are valid as n→∞ with m fixed are provided using a subsampling‐like method. The results apply quite generally to processes that are strictly stationary and ergodic under the null hypothesis of no structural instability.     

绍兴市的城市用地结构变化

以绍兴市的越城区和柯桥镇为实验区,利用1984、1997年2个时段的TM图像和1974年的地形图,采用遥感图像监督分类和主成分分析等方法进行土地利用动态变化信息的提取,通过地理信息系统技术建立动态监测信息库,进行城市土地利用动态变化以及城市用地结构演变规律分析,初步探讨城市土地利用变化的原因。     

新世纪初上海城市居民消费特征的变动分析

改革开放以来,上海市居民的消费水平和结构不断演进。本文通过扩展线性支出系统模型及多种消费需求弹性模型,重点动态地分析了新世纪初上海城市居民消费特征的演变,以准确地把握其消费水平、消费结构和消费行为的变动趋势,有针对性地提出了进一步激活和引导消费的举措。     

能源价格上涨情景下能源消费与经济波动的综合特征

 能源定价体制的改革是我国未来经济体制改革中一项非常重要、又极其紧迫的一项重大理论和实践课题,这一改革不但直接关系到我国经济增长和能源效率的提高效果,更是关乎我国经济发展转型的成败和我国未来能源安全的保障状况。通过建立CGE模型,本文研究了能源价格上涨情景下我国能源消费与经济增长的综合波动特征。主要发现如下：能源价格上涨虽然使得除进口外GDP、出口、就业等变量下降,物价水平上涨,但却能够在一定程度上降低能源强度并优化产业结构。就影响的大小而言,电力价格上涨的影响最大,石油和天然气次之,煤炭价格上涨的影响最小。从行业产出的变动来看,能源行业自身受能源价格上涨的负面冲击最大,其次是重工业,而农业、轻工业等所受的负面冲击最小。基于上述结论,我们认为,未来继续努力推进能源定价的市场化改革,是推进我国的节能降耗工作、提高经济增长效率的有效途径。     

也门统一模式及其对中国的启示

二战后出现的民族分裂国家中,1990年也门统一是一体化统一模式的唯一案例。本文尝试以复合权力结构为视角,通过对也门一体化统一进程中全球硬权力结构、全球软权力结构、地区硬权力结构、地区软权力结构、国家硬权力结构、国家软权力结构六项内容的变化进行比较研究,论证"复合权力结构影响也门一体化统一"的研究假设。该结论对中国"一国两制"一体化统一政策的实施具有重要的参考价值。     

中国劳动报酬占比变动的统计测算与结构解析

只有厘清核算口径及相关的数据修订情况,才能测算出劳动报酬占比的真实数值,进而找准其变动的根本原因。本文首先依据资金流量表的最新修订资料,充分考虑劳动报酬指标核算口径的两次重大调整及与SNA推荐口径和真实意义口径的差异,重新测算了中国的劳动报酬占比,然后在纵向分析和横向比较的基础上,从正规与非正规部门结构视角解析给出中国劳动报酬变动的根本原因及相应的政策着眼点。     

Bayesian penalized smoothing approaches in models specified using differential equations with unknown error distributions

A full Bayesian approach based on ordinary differential equation (ODE)-penalized B-splines and penalized Gaussian mixture is proposed to jointly estimate ODE-parameters, state function and error distribution from the observation of some state functions involved in systems of affine differential equations. Simulations inspired by pharmacokinetic (PK) studies show that the proposed method provides comparable results to the method based on the standard ODE-penalized B-spline approach (i.e. with the Gaussian error distribution assumption) and outperforms the standard ODE-penalized B-splines when the distribution is not Gaussian. This methodology is illustrated on a PK data set.     

The relative efficiency of the restricted estimators in linear regression models

This paper deals with the problem of multicollinearity in a multiple linear regression model with linear equality restrictions. The restricted two parameter estimator which was proposed in case of multicollinearity satisfies the restrictions. The performance of the restricted two parameter estimator over the restricted least squares (RLS) estimator and the ordinary least squares (OLS) estimator is examined under the mean square error (MSE) matrix criterion when the restrictions are correct and not correct. The necessary and sufficient conditions for the restricted ridge regression, restricted Liu and restricted shrunken estimators, which are the special cases of the restricted two parameter estimator, to have a smaller MSE matrix than the RLS and the OLS estimators are derived when the restrictions hold true and do not hold true. Theoretical results are illustrated with numerical examples based on Webster, Gunst and Mason data and Gorman and Toman data. We conduct a final demonstration of the performance of the estimators by running a Monte Carlo simulation which shows that when the variance of the error term and the correlation between the explanatory variables are large, the restricted two parameter estimator performs better than the RLS estimator and the OLS estimator under the configurations examined.     

冷战后美国的朝鲜半岛政策与东北亚格局

随着冷战后国际战略格局的演变,被称为"冷战活化石"的朝鲜半岛的局势日益成为世人关注的焦点,与此同时,美国相继对其全球战略和东北亚战略作出调整.针对东北亚地区和朝鲜半岛的特殊战略地位,美国以"利用与限制"和"遏制与接触"两大政策来框定其东北亚战略,以确保其在全球及东北亚地区的超强独霸地位.     

中国人口老龄化区域溢出与分布差异的空间计量经济学研究

将空间因素纳入我国人口老龄化问题的研究框架,对各地区人口老龄化的空间分布特征进行概括和探索性空间数据分析,利用空间计量经济学理论方法和空间误差模型,对各要素影响作用的方向和大小进行实证研究,最后得出综合结论和政策建议。除老龄化惯性、人口增长以外,首次对人口老龄化区域溢出机制进行了重点阐述。我国人口老龄化区域溢出作用不仅客观存在,而且影响显著,这一发现从空间维度拓宽了研究视野,为我国人口老龄化问题理论研究和政策制定提供了有益的借鉴。