OECD国家能源消费、经济增长与碳排放关系研究

基于面板数据模型,分析1971--2006年间28个OECD国家能源消费、经济增长和碳排放之间的关系,再根据面板数据的单位根检验和协整性检验,确定三者之间存在长期的均衡关系。通过固定影响变系数模型的估计发现：碳排放与能源消费呈显著的正相关关系,各国碳排放的能源消费弹性系数存在明显的差异;从长期看,部分国家碳排放与GDP的关系呈现倒“U”形,部分国家呈“U”形。     

盈余质量对股票收益的影响研究

从财务分析的角度,建立中国上市公司的盈余质量评价指标体系,探讨盈余质量对股票投资收益的解释,研究发现:盈余质量与未来股票收益具有显著的正相关性;盈余质量相对较好的上市公司具有较高的盈余反映系数。因此,盈余质量分析有利于投资者作出正确的投资决策。     

The Strehler–Mildvan correlation from the perspective of a two-process vitality model

The Strehler and Mildvan (SM) general theory of ageing and mortality provides a mechanism-based explanation of Gompertz's law and predicts a log-linear relationship between the two Gompertz coefficients, known as the SM correlation. While the SM correlation is supported by data from developed countries before the second half of the twentieth century, the recent breakdown of the correlation pattern in these countries has prompted demographers to conclude that SM theory needs to be reassessed. In this paper we use a newly developed two-process vitality model to explain the SM correlation and its breakdown in terms of asynchronous trends in acute (extrinsic) and chronic (intrinsic) mortality factors. We propose that the mortality change in the first half of the twentieth century is largely determined by the elimination of immediate hazards to death, whereas the mortality change in the second half is primarily driven by the slowdown of the deterioration rate of intrinsic survival capacity.     

一类自参数动力吸振器减震系统的Hopf分岔分析

通过系统运动的拉格朗日方程和牛顿第二定律,建立了振动系统的运动方程，并对一类带有粘性阻尼摆的自参数动力吸振器减振系统的复杂动力学行为进行研究.通过非线性动力学理论,分析该系统平衡点的稳定性，选择适当的分岔参数证明了Hopf分岔的存在.最后,通过数值仿真证明理论分析的正确性.     

两个正态分布变异系数差与商的近似置信区间

变异系数是衡量产品质量稳定性的一个重要指标,在实际应用中经常需要研究两种不同环境下变异系数的差异问题。文章在大样本场合给出了两个正态分布变异系数的差与商的近似置信区间、单侧近似置信下限与单侧近似置信上限的计算公式,这些公式计算简单,仅依赖于两个样本变异系数及样本容量,且Monte-Carlo模拟结果表明可以达到给出的置信水平。同时,通过几个算例可以为方法的应用提供参考。     

The use of multilevel modeling and the level two residual file to explore the relationship between middle years programme student performance and diploma programme student performance

Multilevel modeling has recently found a substantial niche in the context of educational research, although several details about the methodological application of these models have yet to be explored in an achievement data framework. This paper makes use of data provided by the International Baccalaureate (IB) in order to investigate modeling decisions and certain applications of the level two residual file in an effort to increase understanding about the way linear and logistic multilevel models function. The focus of this research is on the relationship between performances in two IB programmes: the Middle Years Programme (MYP) and the Diploma Programme (DP). The impact of predictors on the interpretation of the unconditional and conditional variance-covariance matrix as well as the reliability coefficients is discussed. Empirical findings suggest that students who perform better during MYP moderation tend to perform better on DP exams.     

Partial orders with respect to continuous covariates and tests for the proportional hazards model

Several omnibus tests of the proportional hazards assumption have been proposed in the literature. In the two-sample case, tests have also been developed against ordered alternatives like monotone hazard ratio and monotone ratio of cumulative hazards. Here we propose a natural extension of these partial orders to the case of continuous and potentially time varying covariates, and develop tests for the proportional hazards assumption against such ordered alternatives. The work is motivated by applications in biomedicine and economics where covariate effects often decay over lifetime. The proposed tests do not make restrictive assumptions on the underlying regression model, and are applicable in the presence of time varying covariates, multiple covariates and frailty. Small sample performance and an application to real data highlight the use of the framework and methodology to identify and model the nature of departures from proportionality.     

高阶变系数线性微分方程的新算子解法(续)

本文根据变系数线性做分方程的新算子解法，给出某些可积类型．     

Efficient Estimation of Fixed and Time-varying Covariate Effects in Multiplicative Intensity Models

The proportional hazards assumption of the Cox model does sometimes not hold in practise. An example is a treatment effect that decreases with time. We study a general multiplicative intensity model allowing the influence of each covariate to vary non-parametrically with time. An efficient estimation procedure for the cumulative parameter functions is developed. Its properties are studied using the martingale structure of the problem. Furthermore, we introduce a partly parametric version of the general non-parametric model in which the influence of some of the covariates varies with time while the effects of the remaining covariates are constant. This semiparametric model has not been studied in detail before. An efficient procedure for estimating the parametric as well as the non-parametric components of this model is developed. Again the martingale structure of the model allows us to describe the asymptotic properties of the suggested estimators. The approach is applied to two different data sets, and a Monte Carlo simulation is presented.     

上市家电企业的微观经济杠杆应用分析

微观经济杠杆方法在财务分析中应用的长处在于能够从整体的角度来分析企业风险 ,并且能对财务报表上的变化作出灵敏的反应。文章应用微观经济杠杆对我国家电行业的上市公司进行了财务分析 ,并探讨了微观经济杠杆在财务管理应用上的特点。