Frequency domain bootstrap for ratio statistics under long-range dependence

A frequency domain bootstrap (FDB) is a common technique to apply Efron’s independent and identically distributed resampling technique (Efron, 1979) to periodogram ordinates – especially normalized periodogram ordinates – by using spectral density estimates. The FDB method is applicable to several classes of statistics, such as estimators of the normalized spectral mean, the autocorrelation (but not autocovariance), the normalized spectral density function, and Whittle parameters. While this FDB method has been extensively studied with respect to short-range dependent time processes, there is a dearth of research on its use with long-range dependent time processes. Therefore, we propose an FDB methodology for ratio statistics under long-range dependence, using semi- and nonparametric spectral density estimates as a normalizing factor. It is shown that the FDB approximation allows for valid distribution estimation for a broad class of stationary, long-range (or short-range) dependent linear processes, without any stringent assumptions on the distribution of the underlying process. The results of a large simulation study show that the FDB approximation using a semi- or nonparametric spectral density estimator is often robust for various values of a long-memory parameter reflecting magnitude of dependence. We apply the proposed procedure to two data examples.     

企业目标成本控制研究

提出了目标成本控制保证体系,运用目标成本法确定目标成本;建立了成本结构模型,并将目标规划用于进行目标成本控制。     

农村劳动力移民的地位分层及认同分化

在经由“农业生产”向“非农职业”的“一次分化”之后,进入城市从事非农工作的农村劳动力移民正发生着客观社会经济地位和主观地位认同的“二次分化”。利用CGSS2013数据的分析表明：在农村劳动力移民客观社会经济地位的分化过程中,人力资本成为获得较高客观社会经济地位(声望、权力和收入)的关键机制,而社会资本则不具有显著的经济收入回报。此外,在其主观地位认同的分化过程中,客观社会经济地位决定了农村劳动力移民主观地位认同的基本定位,而以“相对剥夺感”为核心的社会体验因素则在很大程度上决定了主客观地位认同偏移的具体方向。相对剥夺体验较强者更易出现地位认同的“向下偏移”,相对剥夺体验较弱者更易出现地位认同的“向上偏移”。     

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.