A股价格波动真的非平稳？ ——大数据背景下个股数据的全样本实证

传统研究对股票市场平稳性分析中大多采用市场指数抽样方式,分析方法和数据采样的差异一定程度上解析了现有研究结论中的不一致性。从市场指数构建原理入手可探究抽样分析的局限,作为系列个股的加权值,市场指数无法精确刻画市场所有个股的波动情况。实证时采用A股市场所有个股数据开展全样本分析,这更符合大数据分析理念,统计出个股分析结果继而对A股市场波动进行判定将更加系统和可靠。在不考虑结构突变的情形下,分别计算出ADF检验、KPSS检验和PP检验三种方法的结果;全样本分析结果表明A股市场年度股价数据更多地呈现出平稳性特点,而且,个股数据检验结果与市场指数检验结果存在显著差异。     

普惠性民办幼儿园的困境与出路——基于经济学的视角

普及推广普惠性幼儿园对于深化我国学前教育改革具有重大意义,而普惠性民办幼儿园的涌现则需要政策的有效激励与有力支持。民办幼儿园是具有自主决策权的市场参与者,只有准确把握其办学现状、质量短板及紧缺资源、服务群体,才能制定合理的普惠性民办幼儿园申请与认定标准、补贴与限价标准,从而引导民办幼儿园合理获取回报,提升教育质量。科学的财政投入体制和广泛深入的家长宣传则是构建普惠性民办幼儿园发展生态的必要措施。     

全球替代性食物体系综述

在世界各地,农业食品领域的工业化造成了日益严重的环境、经济和社会问题,如环境污染、 大量碳排放、食品安全危机、小农边缘化和小农生计的难以维系。 为了应对这些问题,多个国家的不同 群体建立了多种多样的替代性食物体系,如社区支持农业、农夫市集、共同购买、社区菜园等。 替代性食 物体系自 2009 年进入中国至今已有十年,获得了较大发展。 然而,国内研究较少关注国际替代性食物 体系产生的背景及理念。 文章从替代食物体系的产生和发展、主要特征、国内外差异以及学术界的批判 等几个方面进行概述,全面介绍相关的关键问题和概念,为推动国内替代性食物体系研究的发展助力。     

Three‐Stage Decision‐Making Model under Restricted Conditions for Emergency Response to Ships Not under Control

A ship that is not under control (NUC) is a typical incident that poses serious problems when in confined waters close to shore. The emergency response to NUC ships is to select the best risk control options, which is a challenge in restricted conditions (e.g., time limitation, resource constraint, and information asymmetry), particularly in inland waterway transportation. To enable a quick and effective response, this article develops a three‐stage decision‐making framework for NUC ship handling. The core of this method is (1) to propose feasible options for each involved entity (e.g., maritime safety administration, NUC ship, and ships passing by) under resource constraint in the first stage, (2) to select the most feasible options by comparing the similarity of the new case and existing cases in the second stage, and (3) to make decisions considering the cooperation between the involved organizations by using a developed Bayesian network in the third stage. Consequently, this work provides a useful tool to achieve well‐organized management of NUC ships.     

Intergenerational Mobility Modes and Changes in Social Class in Contemporary China

Using data from three China General Social Surveys, this paper analyzes changes in the basic situation of intergenerational mobility among social classes in China over the past 60 years. General social mobility was found to have increased, but social openness tended to show a wave-like pattern of change. Despite this, intergenerational inheritance was the main form of intergenerational mobility in every period. With the transformation of the socioeconomic system, the main mechanism of social exclusion changed from “systemic exclusion” to “market exclusion,” leading to changes in the structure of social opportunity. As a result, the form taken by intergenerational mobility varied significantly. This is chiefly evident in the gradual decline in the dominance of intergenerational inheritance among particular strata, with cross-class cyclical mobility becoming more difficult. On the one hand, changes in the social exclusion mechanism may increase social openness, making society more dynamic and strengthening social legitimacy. On the other hand, as the dominant class learns how to use market exclusion to achieve class reproduction, class solidification may still be possible in a future Chinese society.     

Assessment of modeling longitudinal binary data based on graphical methods

Longitudinal categorical data are commonly applied in a variety of fields and are frequently analyzed by generalized estimating equation (GEE) method. Prior to making further inference based on the GEE model, the assessment of model fit is crucial. Graphical techniques have long been in widespread use for assessing the model adequacy. We develop alternative graphical approaches utilizing plots of marginal model-checking condition and local mean deviance to assess the GEE model with logit link for longitudinal binary responses. The applications of the proposed procedures are illustrated through two longitudinal binary datasets.     

利用伪随机信号系统辨识钻柱系统

用白噪声信号作为输入信号对钻柱系统脉冲响应进行辨识。研究了伪随机信号的特征及伪随机信号产生的方法,得出了用伪随机信号代替白噪声信号辨识钻柱系统脉冲响应的结论。结合输入信号和输出信号,利用钻柱系统的脉冲响应,讨论了钻柱的临界转速、钻柱共振、钻柱与井壁之间的相互作用、所钻地层岩性等钻井工程问题。     

Tibetan minzu market: the intersection of ethnicity and commodity

In downtown Chengdu a pocket of Tibetan culture has sprung up: a Tibetan market where Tibetans and Han Chinese meet to buy and sell ethnic minority products. Pointing to how Tibetan migration to Chengdu has contributed to the growth of a vibrant ‘minzu market’ attracting Tibetan and Han Chinese merchants, customers, Buddhist devotees, and voyeurs, this article presents novel understandings of the ethnic goods market in urban Chengdu. The article first explores the growth of the market, which is the result of a history of political and economic reforms, increased mobility, and religious revival. Second, it maps the market infrastructure according to the ethnicity of the shopkeepers and the commodities that are traded. Although there is still a clear ethnic division in the market, this article also documents the emergence of Han Chinese market participation in forms of trade that have historically been dominated by Tibetans.     

Dose‐Response Models Incorporating Aerosol Size Dependency for Francisella tularensis

The effect of bioaerosol size was incorporated into predictive dose‐response models for the effects of inhaled aerosols of Francisella tularensis (the causative agent of tularemia) on rhesus monkeys and guinea pigs with bioaerosol diameters ranging between 1.0 and 24 μm. Aerosol‐size‐dependent models were formulated as modification of the exponential and β‐Poisson dose‐response models and model parameters were estimated using maximum likelihood methods and multiple data sets of quantal dose‐response data for which aerosol sizes of inhaled doses were known. Analysis of F. tularensis dose‐response data was best fit by an exponential dose‐response model with a power function including the particle diameter size substituting for the rate parameter k scaling the applied dose. There were differences in the pathogen's aerosol‐size‐dependence equation and models that better represent the observed dose‐response results than the estimate derived from applying the model developed by the International Commission on Radiological Protection (ICRP, 1994) that relies on differential regional lung deposition for human particle exposure.     

Treatment Choice With Trial Data: Statistical Decision Theory Should Supplant Hypothesis Testing

Abstract

A central objective of empirical research on treatment response is to inform treatment choice. Unfortunately, researchers commonly use concepts of statistical inference whose foundations are distant from the problem of treatment choice. It has been particularly common to use hypothesis tests to compare treatments. Wald’s development of statistical decision theory provides a coherent frequentist framework for use of sample data on treatment response to make treatment decisions. A body of recent research applies statistical decision theory to characterize uniformly satisfactory treatment choices, in the sense of maximum loss relative to optimal decisions (also known as maximum regret). This article describes the basic ideas and findings, which provide an appealing practical alternative to use of hypothesis tests. For simplicity, the article focuses on medical treatment with evidence from classical randomized clinical trials. The ideas apply generally, encompassing use of observational data and treatment choice in nonmedical contexts.