On families of beta- and generalized gamma-generated distributions and associated inference

A general family of univariate distributions generated by beta random variables, proposed by Jones, has been discussed recently in the literature. This family of distributions possesses great flexibility while fitting symmetric as well as skewed models with varying tail weights. In a similar vein, we define here a family of univariate distributions generated by Stacy’s generalized gamma variables. For these two families of univariate distributions, we discuss maximum entropy characterizations under suitable constraints. Based on these characterizations, an expected ratio of quantile densities is proposed for the discrimination of members of these two broad families of distributions. Several special cases of these results are then highlighted. An alternative to the usual method of moments is also proposed for the estimation of the parameters, and the form of these estimators is particularly amenable to these two families of distributions.     

论亚当·斯密对国际贸易理论发展的贡献与影响

仅仅根据绝对优势原理的局限性就对斯密的国际贸易理论做出过低评价是极为不公的。在批判重商主义体系的基础上,斯密对国际贸易的起因和利益做了多方面的理论开拓,这不仅为李嘉图等人的传统国际贸易理论的发展奠定了思想基础,也是战后新贸易理论以及贸易政策的政治经济学理论发展的逻辑起点。斯密的贸易理论对于国际贸易理论的发展具有里程碑式的意义,其学术贡献和学术地位应得到高度肯定。     

Simultaneous Equation Model based on the generalized maximum entropy for studying the effect of management factors on enterprise performance

The aim of this paper is to study the effect of management factors on enterprise performance, considering a survey that the University Consortium in Engineering for Quality and Innovation has led. The relationships between management factors and enterprise performance are formalized by a Simultaneous Equation Model based on the generalized maximum entropy (GME) estimation method. The format of this paper is as follows. In Section 2, the data collected, the questionnaire evaluation, and the management model analytical formulation are introduced. In Section 3, the GME formulation is specified, showing the main characteristics of the estimation method. In Section 4, the results and a comparison among GME, partial least squares (PLS), and maximum likelihood estimation (MLE) is shown. In Section 5, concluding remarks are discussed.     

全球价值链嵌入对出口技术复杂度的影响研究

全球价值链嵌入对出口技术复杂度的影响机制关乎产业的转型升级与对外贸易政策制定。使用世界投入产出表（WIOD）构建全球价值链嵌入指数与出口技术复杂度指数,采用广义面板分位模型实证研究了2000-2014年42个国家（地区）的全球价值链嵌入对出口技术复杂度的异质性影响。研究表明：全球价值链嵌入能有效提升低出口技术复杂度国家的生产技术水平,但对高出口技术复杂度国家表现出负向作用。因此,生产技术水平落后的产业或地区应积极融入全球化生产加工,通过全球价值链嵌入提高生产技术水平,生产技术较高的产业或地区应依靠自身科研技术实力自主研发创新。     

Generalized Poisson integer-valued autoregressive processes with structural changes

In this paper, we introduce a new first-order generalized Poisson integer-valued autoregressive process, for modeling integer-valued time series exhibiting a piecewise structure and overdispersion. Basic probabilistic and statistical properties of this model are discussed. Conditional least squares and conditional maximum likelihood estimators are derived. The asymptotic properties of the estimators are established. Moreover, two special cases of the process are discussed. Finally, some numerical results of the estimates and a real data example are presented.     

法官判案思维之模式

法官是法律职业共同体的重要组成人员,法律职业最重要的表现就在于思维模式的特殊性。“审判权”是一种判断权,但是法官判案的思维方式和一般的判断活动具有明显的不同,带有深刻的职业胎记。“三段论”式的思维模式和“绝对自由裁量”式的思维模式是法官判案思维的两种极端表现,但是揭示了法官判案思维的基本特性。我们应该将两者予以适当的调和,发展出修正的“三段论”思维模式。     

基于MF-DFA的中国股票市场多标度特性及成因分析

运用MF-DFA方法,对中国沪深两市股指收益时间序列的研究发现,股票市场存在明显的多标度特征。进一步对其多标度成因进行分析,通过对不同收益时间序列的多标度强度进行比较,发现股票市场的多标度特征是由两个因素共同作用的,其中收益序列的波动相关性起主导作用,是形成多标度特征的主要原因。     

基于一般失望模型的证券组合投资分析

基于Jia&Dyer(2001)[7]的一般失望模型,给出了一种新的非对称风险度量方法,它利用"上偏矩(upper partial mement)"来修正下方风险,不仅只考虑收益低于期望收益率时所带来的损失,而且利用了超过期望收益率时可能带来可观利润的收益.进一步给出了基于该非对称风险度量的组合投资计算方法,并通过上海证券市场的实际数据验证了该方法的有效性和实用性.     

只有输出的广义样本区间DEA模型

在应用多个绩效指标综合评价决策单元有效性时，决策者常常把这些决策单元与另外预先指定的标准（样本单元）进行比较。由于客观事物的复杂性和不确定性导致样本单元和决策单元的指标信息有时必须用区间数的形式给出。针对区间数指标信息的综合评价问题，本文通过分解的方法讨论样本单元和决策单元指标信息为区间数时用广义DEA模型评价决策单元有效性的方法，并相应地构建了只有输出的广义区间DEA模型。同时，对模型的含义、求解以及性质等进行了分析。之后，探讨了该方法在决策单元有效性分类和排序中的应用。最后，通过实例表明该方法的可行性和有效性。     

Modified slashed generalized exponential distribution

Abstract

In this article, we introduce a new distribution for modeling positive data sets with high kurtosis, the modified slashed generalized exponential distribution. The new model can be seen as a modified version of the slashed generalized exponential distribution. It arises as a quotient of two independent random variables, one being a generalized exponential distribution in the numerator and a power of the exponential distribution in the denominator. We studied various structural properties (such as the stochastic representation, density function, hazard rate function and moments) and discuss moment and maximum likelihood estimating approaches. Two real data sets are considered in which the utility of the new model in the analysis with high kurtosis is illustrated.