An Empirical Strategy to Detect Spurious Effects in Long Memory and Occasional-Break Processes

Long-range dependence and structural changes in level are intimely related phenomena and it is very difficult to separate the two effects. In this article, we present an empirical procedure to distinguish between long-memory and occasional-break processes. An extensive Monte Carlo experiment illustrates the performance of the procedure and an application to real data is also included.     

On Locating and Characterizing Parameter Variation by the Mosumsq Test Statistic

In modelling a system structure it is often important to test the constancy of the structural parameters. If the hypothesis of constant parameters is rejected we wish to characterize the parameter variation. In this paper we examine the usefulness of the MOSUMSQ test statistics for locating and characterizing the parameter variation in linear regression models. The means and the variances of the test statistics are given for non-random parameter variation. The observed path of the MOSUMSQ test statistics provides valuable knowledge about the time of the onset of the parameter change and whether it is instantaneous or gradual.     

On prediction from the location-scale model with equi correlated response

The location-scale model with equi-correlated responses is discussed. The structure of the location-scale model is utilised to genera-te the prediction distribution of a future response and that of a set of future responses. The method avoids the integration procedures usually involved in derivation of prediction distributions and yields results same as those obtained by the Bayes method with the vague prior distribution* Finally the re-suits have been specialised to cover the case of the normal intra-class model.     

基于结构方程模型的农民工可雇佣性的决定因素研究——基于中部六省的调查

农民工是中国人力资源的重要组成部分。从智能、技能、体能和心能四个维度构建农民工可雇佣性模型,根据调查问卷收集数据,运用结构方程验证了农民工可雇佣性模型的合理性,研究了农民工可雇佣性及其各维度间的关系。结果表明,各维度对农民工可雇佣性影响程度依次为:技能、心能、智能和体能。农民工因年龄、文化程度不同,在可雇佣能力、技能、心能和智能方面存在显著性差异,但是在体能上没有显著差异。     

Optimal choice of sample fraction in univariate financial tail index estimation

This study introduces a technique to estimate the Pareto distribution of the stock exchange index by using the maximum-likelihood Hill estimator. Recursive procedures based on the goodness-of-fit statistics are used to determine the optimal threshold fraction of extreme values to be included in tail estimation. These procedures are applied to three indices in the Malaysian stock market which included the consideration of a drastic economic event such as the Asian financial crisis. The empirical results evidenced alternating varying behavior of heavy-tailed distributions in the regimes for both upper and lower tails.     

Opportunities of the minimum Anderson–Darling estimator as a variant of the maximum likelihood method

We reveal that the minimum Anderson–Darling (MAD) estimator is a variant of the maximum likelihood method. Furthermore, it is shown that the MAD estimator offers excellent opportunities for parameter estimation if there is no explicit formulation for the distribution model. The computation time for the MAD estimator with approximated cumulative distribution function is much shorter than that of the classical maximum likelihood method with approximated probability density function. Additionally, we research the performance of the MAD estimator for the generalized Pareto distribution and demonstrate a further advantage of the MAD estimator with an issue of seismic hazard analysis.     

Precarious work: A global perspective

Precarious work is universal, though its forms and consequences vary across countries due to institutional, cultural, and historical differences. This article reviews recent research on precarious work from a global perspective, emphasizing the comparative and interdisciplinary research needed for a comprehensive understanding of the structural transformations in contemporary capitalism that promote precarious work. The article has three foci. First, research that details the diverse forms of precarious work, which have become increasingly heterogeneous as national labor markets have been interwoven with global production networks. Second, research on precarious work that emphasizes its disparate impacts for women, youth, the elderly, racial and ethnic minority groups, and migrants, revealing an articulation of precarity and social cleavages. Third, research on the politics associated with precarious work and how some precarious workers have successfully organized and mobilized their interests, such as by unionizing and becoming involved in electoral politics. Still, questions remain regarding precarious work: how precarious workers differ from regular workers in representing their interests and demands and whether precarious workers are a new, independent social class or remain part of a changing working class. Finally, topics for future research on the global dimensions of precarious work are discussed.     

语义角色精细化理论下的题元准则研究

在语义角色精细化理论框架下讨论了英语中的题元角色与论元之间的关系。对题元准则存在的问题进行了分析,介绍了佩里尼的语义角色精细化理论,区分了精细化角色和概括性角色。精细化角色和概括性角色之间存在一条精细化轨道,连接下位的精细化题元关系和上位的语义角色的同时,把精细化题元关系和论元的句法功能联系起来。在任何谓词结构内,每个可见论元都必须充当特定的语义角色,每个语义角色都必须指派给一个可见论元。并对角色精细化题元关系为题元准则具体问题的消解方案进行了讨论。     

油气管道地下通过权的法律性质与立法表达

目前,我国石油天然气管道地下通过权的法律性质不明,导致在具体实践过程中油气企业和土地权利人之间纠纷不断,给顺利推进我国石油天然气管道建设和维护带来了较大的阻碍。在法律上确认石油天然气管道地下通过权的性质,既是保护管道安全、保障油气事业发展的需要,也有利于后期对土地的利用与开发、对管道的建设与保护、对当事人权利与义务的明晰。设立地役权是解决我国石油天然气管道地下通过权纠纷问题的有效途径。当前,我国可以审慎思考构建地役权制度,通过充分发挥地役权制度的法律价值来弥补现行地役权的不足,以便推进石油天然气管道地下通过纠纷得到更好的解决。     

趋向动词“过来”、“过去”的语义分析与意象图式建构

使用归纳法、演绎法、对比分析法、图像法等对趋向动词“过来”、“过去”单独做谓语的情况展开认知分析。通过对“过来”、“过去”的语义分析与意象图式建构最终得出以下结论：“过来”、“过去”的语义并非完全对称,“过来”包括空间位移语义、时间位移语义和状态位移语义,而“过去”包括空间位移语义一、空间位移语义二、时间位移语义、状态位移语义和事件位移语义。