Asymptotic Distributions of Quasi‐Maximum Likelihood Estimators for Spatial Autoregressive Models

This paper investigates asymptotic properties of the maximum likelihood estimator and the quasi‐maximum likelihood estimator for the spatial autoregressive model. The rates of convergence of those estimators may depend on some general features of the spatial weights matrix of the model. It is important to make the distinction with different spatial scenarios. Under the scenario that each unit will be influenced by only a few neighboring units, the estimators may have ‐rate of convergence and be asymptotically normal. When each unit can be influenced by many neighbors, irregularity of the information matrix may occur and various components of the estimators may have different rates of convergence.     

韩愈与潮州若干史实辨析

韩愈因谏迎佛骨而贬谪潮州,治潮虽八月,却留下了影响深远的功绩与传说,一直为研究者所重,然众说纷坛。本文着力于考古、文献资料的探索,力图就韩愈治潮时潮州的自然环境、人文社会环境、经济环境以及众所周知的韩愈捐俸兴学、解放奴隶、移风易俗等相关问题作出新的解释,得出新的见解。     

甲骨卜辞语法研究应谨慎——读《谈谈殷墟甲骨卜辞中的“于”》有感

卜辞语法研究中存在的问题,可以从客观、主观两方面分析其原因。客观方面包括卜辞残缺、所借助的研究材料为二手材料等。主观方面多是由于研究者在研究的过程中对文字理解有误,如认错字、解错词、断错句等;也在于研究者占有材料不够,对卜辞缺乏系统、全面的梳理。     

高等教育国际化的核心目标与实现路径

在高等教育国际化追求的众多目标中,核心目标应是哪一个?本文提出应把培养能够输出中华文化的中国人作为高等教育国际化的核心目标,并从高等教育国际实践经验、高等教育国际化的核心价值取向、高等教育功能现代化等方面,论证了该核心目标的必要性和重要性及其实现路径。     

A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter

In this paper, we propose a simple bias–reduced log–periodogram regression estimator, ^d_r, of the long–memory parameter, d, that eliminates the first– and higher–order biases of the Geweke and Porter–Hudak (1983) (GPH) estimator. The bias–reduced estimator is the same as the GPH estimator except that one includes frequencies to the power 2k for k=1,…,r, for some positive integer r, as additional regressors in the pseudo–regression model that yields the GPH estimator. The reduction in bias is obtained using assumptions on the spectrum only in a neighborhood of the zero frequency. Following the work of Robinson (1995b) and Hurvich, Deo, and Brodsky (1998), we establish the asymptotic bias, variance, and mean–squared error (MSE) of ^d_r, determine the asymptotic MSE optimal choice of the number of frequencies, m, to include in the regression, and establish the asymptotic normality of ^d_r. These results show that the bias of ^d_r goes to zero at a faster rate than that of the GPH estimator when the normalized spectrum at zero is sufficiently smooth, but that its variance only is increased by a multiplicative constant. We show that the bias–reduced estimator ^d_r attains the optimal rate of convergence for a class of spectral densities that includes those that are smooth of order s≥1 at zero when r≥(s−2)/2 and m is chosen appropriately. For s>2, the GPH estimator does not attain this rate. The proof uses results of Giraitis, Robinson, and Samarov (1997). We specify a data–dependent plug–in method for selecting the number of frequencies m to minimize asymptotic MSE for a given value of r. Some Monte Carlo simulation results for stationary Gaussian ARFIMA (1, d, 1) and (2, d, 0) models show that the bias–reduced estimators perform well relative to the standard log–periodogram regression estimator.     

网络环境版权相关法律问题

版权保护制度受技术发展的影响极大。数字传播技术和因特网的广泛使用,打破了版权法的利益平衡,对版权法的主要概念以及版权人的相关经济权利造成了一定的影响。在网络环境中,作品具有更大的开放性,因而具有极强的、难以克服的外部经济效果,版权人排除他人对作品进行使用的成本极高。在网络环境中,网络作品的私有将变得非常困难,网络环境中版权制度的走向是,版权将变为一种公共权利,作品由政府提供将是惟一的选择。     

基于知识量的知识作业评测研究

以知识量作为作业难度表征的重要指标;在讨论信息量、教学时间与知识量关系的基础上,根据BROOKES信息基本方程,建立了社会标准教学时间与知识量的映射关系;根据知识表达系统提出了基于社会标准教学时间的知识测度原理及其测度方法;结合岗位知识量的测度进行了算例说明.     

Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks

In this article, we consider a discrete-time risk model with insurance and financial risks. We derive some refinements of a general asymptotic formula for the finite-time ruin probability under the assumptions that the net losses follow a common distribution in the intersection between the subexponential class and the Gumbel maximum domain of attraction, and the stochastic discount factors of the risky asset have a common distribution with extended regular variation. The obtained asymptotic upper and lower bounds are transparent and computable.     

Some Theoretical and Simulation Results on the Frequency Domain Causality Test

Breitung and Candelon (2006 Breitung , J. , Candelon , B. ( 2006 ). Testing for short- and long-run causality: A frequency-domain approach . Journal of Econometrics 132 : 363 – 378 .[Crossref], [Web of Science ®] , [Google Scholar]) in Journal of Econometrics proposed a simple statistical testing procedure for the noncausality hypothesis at a given frequency. In their paper, however, they reported some theoretical results indicating that their test severely suffers from quite low power when the noncausality hypothesis is tested at a frequency close to 0 or pi. This paper examines whether or not these results indicate their procedure is useless at such frequencies.     

Moment-Implied Densities: Properties and Applications

Suppose one uses a parametric density function based on the first four (conditional) moments to model risk. There are quite a few densities to choose from and depending on which is selected, one implicitly assumes very different tail behavior and very different feasible skewness/kurtosis combinations. Surprisingly, there is no systematic analysis of the tradeoff one faces. It is the purpose of the article to address this. We focus on the tail behavior and the range of skewness and kurtosis as these are key for common applications such as risk management.