我国农村居民文教娱乐用品及服务消费需求实证分析

文教娱乐消费支出对于一国国民素质的提高,经济的发展具有重要的作用。文章首先描述了我国农村居民文教娱乐用品及服务消费现状,然后以2003—2009年中国统计年鉴为基础,利用扩展线性支出系统模型（ELES）,并借助于SPSS13.0统计软件对2002—2008年我国农村居民文教娱乐的边际消费倾向、需求收入弹性、基本需求进行了实证分析。结果表明,边际预算份额前四位按大小排序是吃、住、交通通讯、文教娱乐,说明文教娱乐将是农村居民未来的消费热点之一;文教娱乐用品及服务的需求收入弹性大于0小于1,说明如果我国农村居民收入增加,将会增加对文教娱乐用品及服务的消费;仍有一部分农村居民尚未满足基本需求,需要社会救济,这会抑制农村居民文教娱乐用品及服务消费需求的增加。最后,文章提出促进农村居民收入、增加文教娱乐设施投入、重视教育、发展教育信贷、健全农村社会保障制度、农村居民要转变观念等一系列促进农村居民娱乐消费需求的建议。     

Common Consequence Conditions in Decision Making under Risk

We generalize the Allais common consequence effect by describing three common consequence effect conditions and characterizing their implications for the probability weighting function in rank-dependent expected utility. The three conditions—horizontal, vertical, and diagonal shifts within the probability triangle—are necessary and sufficient for different curvature properties of the probability weighting function. The first two conditions, shifts in probability mass from the lowest to middle outcomes and middle to highest outcomes respectively, are alternative conditions for concavity and convexity of the weighting function. The third condition, decreasing Pratt-Arrow absolute concavity, is consistent with recently proposed weighting functions. The three conditions collectively characterize where indifference curves fan out and where they fan in. The common consequence conditions indicate that for nonlinear weighting functions in the context of rank-dependent expected utility, there must exist a region where indifference curves fan out in one direction and fan in the other direction.     

Heston模型下DC型养老金等价管理费用问题研究

本文针对DC型养老金收费管理问题展开了系统研究,假定风险资产服从Heston模型,养老金管理者按资产财富比例和工资比例两种方式收取管理费用,试图在这两种方式中找到一个平衡点（等价管理费用）。运用随机最优控制理论得到了CARA和CRRA两种效用准则下等价管理费用的解析表达,从表达式中发现等价管理费用只与无风险利率、积累时间以及按工资比例收费的代表参数有关,而积累时间与参保人年龄有很强的相关性。最后,通过数值算例分析了参保人年龄对等价管理费用的影响以及等价管理费用对财富过程的影响,研究结果显示：在CARA效用下,等价管理费用随参保人年龄严格递增,而在CRRA效用下相反;无论在CARA效用还是CRRA效用下,等价管理费用对养老金账户财富都有正负两方面的影响。     

我国区域性保险边际消费倾向比较——基于Panel Data模型的研究

保险边际消费倾向反映了人们对待风险的态度和保险消费的意愿。论题利用Panel Data数据构造了我国29个省、市、自治区的保险消费函数,并据此对各地区保险边际消费倾向进行比较分析,结果表明,我国保险边际消费倾向总体上增长较快,但区域性差异也较大,而且区域性保险边际消费倾向与区域经济发展水平也不尽一致。     

Marginal Structural Models: An Application to Incarceration and Marriage During Young Adulthood

Advanced methods for panel data analysis are commonly used in research on family life and relationships, but the fundamental issue of simultaneous time‐dependent confounding and mediation has received little attention. In this article the authors introduce inverse‐probability‐weighted estimation of marginal structural models, an approach to causal analysis that (unlike conventional regression modeling) appropriately adjusts for confounding variables on the causal pathway linking the treatment with the outcome. They discuss the need for marginal structural models in social science research and describe their estimation in detail. Substantively, the authors contribute to the ongoing debate on the effects of incarceration on marriage by applying a marginal structural model approach to panel data from the National Longitudinal Survey of Youth 1997 (N = 4,781). In line with the increasing evidence on the collateral consequences of contact with the criminal justice system, the authors find that incarceration is associated with reduced chances of entering marriage.     

A Conjugate Class of Utility Functions for Sequential Decision Problems

The use of the conjugacy property for members of the exponential family of distributions is commonplace within Bayesian statistical analysis, allowing for tractable and simple solutions to problems of inference. However, despite a shared motivation, there has been little previous development of a similar property for using utility functions within a Bayesian decision analysis. As such, this article explores a class of utility functions that appear to be reasonable for modeling the preferences of a decisionmaker in many real‐life situations, but that also permit a tractable and simple analysis within sequential decision problems.     

Risk Matrix Integrating Risk Attitudes Based on Utility Theory

Recent studies indicate that absence of the consideration of risk attitudes of decisionmakers in the risk matrix establishment process has become a major limitation. In order to evaluate risk in a more comprehensive manner, an approach to establish risk matrices that integrates risk attitudes based on utility theory is proposed. There are three main steps within this approach: (1) describing risk attitudes of decisionmakers by utility functions, (2) bridging the gap between utility functions and the risk matrix by utility indifference curves, and (3) discretizing utility indifference curves. A complete risk matrix establishment process based on practical investigations is introduced. This process utilizes decisionmakers’ answers to questionnaires to formulate required boundary values for risk matrix establishment and utility functions that effectively quantify their respective risk attitudes.     

Comparison to control in logistic regression

We are interested in comparing logistic regressions for several test treatments or populations with a logistic regression for a standard treatment or population. The research was motivated by some real life problems, which are discussed as data examples. We propose a step-down likelihood ratio method for declaring differences between the test treatments or populations and the standard treatment or population. Competitors based on the sequentially rejective Bonferroni Wald statistic, sequentially rejective exact Wald statistic and Reiers?l's statistic are also discussed. It is shown that the proposed method asymptotically controls the probability of type I error. A Monte Carlo simulation shows that the proposed method performs well for relatively small sample sizes, outperforming its competitors.     

高增长主因：快速技术进步，还是高投资

改革开放30年，是中国经济快速发展的30年，这种“中国模式”引起了世界各国的热切关注，高投资、高消耗是西方世界得出的主要结论，并由此而延伸成为金融危机、全球变暖的主要原因。针对这种不切实际、别有用心的论调，从“资本边际报酬递减”的经济学规律入手进行分析、批驳，认为：快速技术进步是过去高速增长的主因，高投资把快速技术进步的成果加以物化，今后阶段中国需要努力保持一定的技术进步速度，而不使之快速下滑。     

政府在建设国际化大都市中的地位和作用

当前,我国部分城市已经进入国际化大都市建设时期,在这一过程中,如何看待政府的地位和作用是必须研究的紧迫课题。在建设国际化大都市的过程中,政府的地位和作用应该是动态地、渐变的,而不是静止的、恒定的。总体趋势是：在建设初期,政府的主体地位和主导作用较为突出,随着国际化大都市建设的深入推进,政府的作用趋向递减,而市场机制逐渐增强。这一变动趋势也要求政府在建设国际化大都市的同时,应该充分做好自身管理领域的创新工作。