Modelling of connected processes

The problem of comparing, contrasting and combining information from different sets of data is an enduring one in many practical applications of statistics. A specific problem of combining information from different sources arose in integrating information from three different sets of data generated by three different sampling campaigns at the input stage as well as at the output stage of a grey-water treatment process. For each stage, a common process trend function needs to be estimated to describe the input and output material process behaviours. Once the common input and output process models are established, it is required to estimate the efficiency of the grey-water treatment method. A synthesized tool for modelling different sets of process data is created by assembling and organizing a number of existing techniques: (i) a mixed model of fixed and random effects, extended to allow for a nonlinear fixed effect, (ii) variogram modelling, a geostatistical technique, (iii) a weighted least squares regression embedded in an iterative maximum-likelihood technique to handle linear/nonlinear fixed and random effects and (iv) a formulation of a transfer-function model for the input and output processes together with a corresponding nonlinear maximum-likelihood method for estimation of a transfer function. The synthesized tool is demonstrated, in a new case study, to contrast and combine information from connected process models and to determine the change in one quality characteristic, namely pH, of the input and output materials of a grey-water filtering process.     

构建省以下政府间合理财政关系问题研究——兼论“省管县”体制向常态化发展的可能性及路径

对于“省管县”财政体制改革的认识，不能仅定位于压缩财政层级或县域政区财政脱困的权宜之计，必须将其提升至地方行政管理体制变革的高度。中国的财政管理体制改革必须在行政管理体制改革的大背景中找到自己的位置。本文认为，应逐步通过解除市领导县的管理体制，重新整合县域行政辖区，以及必要的省级行政区划的调整，在形成了一个相对合理地地方行政管理层级架构之后，方能营造出构建相对合理的地方政府间财政关系的可能性，进而使得“省管县”财政管理体制成为一种常态化的模式。     

阿富汗出土梵语戏剧残叶跋

20世纪90年代中在阿富汗出土了一叶梵语戏剧残片。本文介绍了哈特曼教授对该残片的转写与英译,并结合汉译佛经中与印度古代戏剧表演相关的史料,为中印（或梵汉）戏剧关系史研究提供了一些新的思考。     

从朝日首脑会谈看两国关系的变化

朝日关系是一个特殊的双边关系。二战结束至今已近70年，冷战结束亦有20多年，但朝日两国至今仍处于敌对状态。朝鲜是日本在联合国193个成员国中唯一没有与之建交的国家。而纵观二战后朝日关系发展的历程，两国出于各自利益的需要，开始了旷日持久的邦交正常化谈判，特别是首脑会谈的实现，使得朝日关系有了长足的发展。但由于“绑架问题”、“导弹问题”、“朝鲜核问题”、“历史清算”和“战争赔款”等问题尚未解决，使得两国关系正常化道路难关重重。     

On characterizing the normal and poisson distributions

Multivariate normal, correlated multivariate Poisson and multiple Poisson distributions are characterized, in the class of exponential-type distributions, by the properties of the linear combinations of the variables, the properties of their cumulants and the recurance relation between the cumulants.     

A diagnostic statistic for functional-coefficient autoregressive models

In this paper, functional coefficient autoregressive (FAR) models proposed by Chen and Tsay (1993) are considered. We propose a diagnostic statistic for FAR models constructed by comparing between parametric and nonparametric estimators of the functional form of the FAR models. We show asymptotic properties of our statistic mathematically and it can be applied to the estimation of the delay parameter and the specification of the functional form of FAR models.     

蒙藏关系下的文化变迁和民族认同——以青海省河南蒙古族为例

青海省河南蒙古族与藏族交错而居,两个民族长期相互接触,由于族体规模上的差异和自然条件的原因,在文化传播中主要表现为蒙古族对藏族文化的采借和适应,以致从外部特征似难将当地蒙古族从藏族中分辨出来。但细加考察,蒙古族的客观认同和主观心理归属感仍然清晰可见。在融洽的民族关系中,蒙藏之间仍然保持着融而未合、和而未同的特点。     

罗马法与伊斯兰法比较初探

罗马法与伊斯兰法在现今都具有一定的生命力。罗马法为西方法律传统的绳索,而伊斯兰教法可谓伊斯兰教理论的触角。关注罗马法与伊斯兰法的关系,在国际局势风云突变并需要冷静地从历史中归结国际关系的今天,或许多少有些意义。本文即是在这种认识上探析二者的关系,企望能引起对此问题的关注。     

从传统的中国西北民族关系看西北地区的现代化

中国西北地区是民族较多、民族关系最为复杂的一个地区。在我国尤其是西部地区的现代化过程中 ,如何总结历史经验 ,处理好民族关系就显得尤为重要。本文试在总结传统的中国西北民族关系的发展及特点的基础上 ,指出 :西北地区要处理好民族关系 ,最终实现现代化 ,就必须走建立在各民族文化相同化、融合和利益相惠通的基础之上的各民族同向多样化发展之路。     

Identifying Latent Structures in Panel Data

This paper provides a novel mechanism for identifying and estimating latent group structures in panel data using penalized techniques. We consider both linear and nonlinear models where the regression coefficients are heterogeneous across groups but homogeneous within a group and the group membership is unknown. Two approaches are considered—penalized profile likelihood (PPL) estimation for the general nonlinear models without endogenous regressors, and penalized GMM (PGMM) estimation for linear models with endogeneity. In both cases, we develop a new variant of Lasso called classifier‐Lasso (C‐Lasso) that serves to shrink individual coefficients to the unknown group‐specific coefficients. C‐Lasso achieves simultaneous classification and consistent estimation in a single step and the classification exhibits the desirable property of uniform consistency. For PPL estimation, C‐Lasso also achieves the oracle property so that group‐specific parameter estimators are asymptotically equivalent to infeasible estimators that use individual group identity information. For PGMM estimation, the oracle property of C‐Lasso is preserved in some special cases. Simulations demonstrate good finite‐sample performance of the approach in both classification and estimation. Empirical applications to both linear and nonlinear models are presented.