1981—2014年中国资本服务流量测算——基于截断正态退役分布和几何役龄效率剖面

通过梳理资本核算理论框架,结合中国实际情况测量了1981-2014年资本服务流量。资本分类、组合役龄效率-退役剖面计算、资本回报率确定和初始单位效率生产性资本存量估计等方面与既有研究有所不同。测量结果表明:按照1990年不变价格,各类资本服务流量呈增加趋势,其中无形资产服务流量前期较为波动;设备类服务流量增速最高;总资本服务增长率前期呈V型后期呈倒U型,与GDP增速变动不一致,整体来看前者高于后者;比较发现测量结果高于其它研究,差距先收敛后扩大。     

Scanner Data and the Treatment of Quality Change in Nonrevisable Price Indexes

The recently developed rolling year GEKS procedure makes maximum use of all matches in the data to construct nonrevisable price indexes that are approximately free from chain drift. A potential weakness is that unmatched items are ignored. In this article we use imputation Törnqvist price indexes as inputs into the rolling year GEKS procedure. These indexes account for quality changes by imputing the “missing prices” associated with new and disappearing items. Three imputation methods are discussed. The first method makes explicit imputations using a hedonic regression model which is estimated for each time period. The other two methods make implicit imputations; they are based on time dummy hedonic and time-product dummy regression models and are estimated on bilateral pooled data. We present empirical evidence for New Zealand from scanner data on eight consumer electronics products and find that accounting for quality change can make a substantial difference.     

Partial linear single-index models with additive distortion measurement errors

We study partial linear single-index models (PLSiMs) when the response and the covariates in the parametric part are measured with additive distortion measurement errors. These distortions are modeled by unknown functions of a commonly observable confounding variable. We use the semiparametric profile least-squares method to estimate the parameters in the PLSiMs based on the residuals obtained from the distorted variables and confounding variable. We also employ the smoothly clipped absolute deviation penalty (SCAD) to select the relevant variables in the PLSiMs. We show that the resulting SCAD estimators are consistent and possess the oracle property. For the non parametric link function, we construct the simultaneous confidence bands and obtain the asymptotic distribution of the maximum absolute deviation between the estimated link function and the true link function. A simulation study is conducted to evaluate the performance of the proposed methods and a real dataset is analyzed for illustration.     

Estimation and simulation of conditional hazard function in the quasi-associated framework when the observations are linked via a functional single-index structure

We consider the estimation of the conditional hazard function of a scalar response variable Y given a Hilbertian random variable X when the observations are linked via a single-index structure in the quasi-associated framework. We establish the pointwise almost complete convergence and the uniform almost complete convergence (with the rate) of the estimate of this model. A simulation is given to illustrate the good behavior in the practice of our methodology.     

中国收入分配的公平与效率关系测度及评价

首先对公平与效率做出了精确定义,确定其指标,然后测度由于收入分配总量和结构引致的公平与效率的变化量,在此基础上构建了一个公平效率指数,用来反映中国二者关系的变化及其协调程度,最后采用目标优化的方法对收入分配总量和结构进行了优化,根据优化结果提出了改善收入分配关系的建议。     

Charisma as signal: An evolutionary perspective on charismatic leadership

We present an evolutionary perspective on charismatic leadership, arguing that charisma has evolved as a credible signal of a person's ability to solve a coordination challenge requiring urgent collective action from group members. We suggest that a better understanding of charisma's evolutionary and biological origins and functions can provide a broader perspective in which to situate current debates surrounding the utility and validity of charismatic leadership as a construct in the social sciences. We outline several key challenges which have shaped our followership psychology, and argue that the benefits of successful coordination in ancestral environments has led to the evolution of context-dependent psychological mechanisms which are especially attuned to cues and signals of outstanding personal leadership qualities. We elaborate on several implications of this signaling hypothesis of charismatic leadership, including opportunities for deception (dishonest signaling) and for large-scale coordination.     

陕西省人口城市化Logistic模型及其应用——基于结构突变的理论分析

城市化是走向现代化的必经阶段,准确的城市化预测是进行经济、社会建设的基础。在结构突变理论的基础上,用Logistic模型对1978～2010年陕西城市化率进行分析。结论表明：1999年为陕西城市化率的结构突变点,说明城市化率的增长受到外部冲击的影响,分段以后的拟合优度明显提高。分别以阈值0.8和1进行分阶段构建的Logistic拟合精度明显提高,但阈值为1的精度更高,说明陕西城市化还在加速,预测表明到2030年陕西城市化率将达到70%左右。总体而言,从1984年到2030年为陕西省城市化的加速阶段。城市化加速阶段的住房问题、人口膨胀、环境恶化、交通拥挤、社会治安问题必须妥善解决。     

城市化与中国社会转型

2011年底，广州市第十次党代会提出走有广州特色的新型城市化发展道路的战略，相信这一战略会在今后相当长一段时间成为广州市各项事业的总指引、总目标。事实上，城市化是一个内涵非常丰富的概念，而城市化的历史也与人类的文明历史相伴，在某种意义上可以说人类的文明历史就是城市化的历史。如果说中国自古是一个农业国家，那么城市化也可看做是中国社会转型的具体体现。只有将城市化置于中国社会转型的视角下观察，才可以对中国的城市化运动有准确的把握。     

Estimation of parameters of SDE driven by fractional Brownian motion with polynomial drift

ABSTRACT

Strongly consistent and asymptotically normal estimators of the Hurst index and volatility parameters of solutions of stochastic differential equations with polynomial drift are proposed. The estimators are based on discrete observations of the underlying processes.     

Cumulative correspondence analysis using orthogonal polynomials

Taguchi's statistic has long been known to be a more appropriate measure of association of the dependence for ordinal variables compared to the Pearson chi-squared statistic. Therefore, there is some advantage in using Taguchi's statistic in the correspondence analysis context when a two-way contingency table consists at least of an ordinal categorical variable. The aim of this paper, considering the contingency table with two ordinal categorical variables, is to show a decomposition of Taguchi's index into linear, quadratic and higher-order components. This decomposition has been developed using Emerson's orthogonal polynomials. Moreover, two case studies to explain the methodology have been analyzed.