全文获取类型
收费全文 | 1358篇 |
免费 | 17篇 |
国内免费 | 6篇 |
专业分类
管理学 | 68篇 |
民族学 | 2篇 |
人口学 | 8篇 |
丛书文集 | 41篇 |
理论方法论 | 19篇 |
综合类 | 306篇 |
社会学 | 12篇 |
统计学 | 925篇 |
出版年
2024年 | 1篇 |
2023年 | 6篇 |
2022年 | 12篇 |
2021年 | 8篇 |
2020年 | 19篇 |
2019年 | 39篇 |
2018年 | 47篇 |
2017年 | 69篇 |
2016年 | 34篇 |
2015年 | 27篇 |
2014年 | 42篇 |
2013年 | 360篇 |
2012年 | 94篇 |
2011年 | 45篇 |
2010年 | 54篇 |
2009年 | 35篇 |
2008年 | 42篇 |
2007年 | 37篇 |
2006年 | 26篇 |
2005年 | 56篇 |
2004年 | 41篇 |
2003年 | 39篇 |
2002年 | 35篇 |
2001年 | 42篇 |
2000年 | 34篇 |
1999年 | 21篇 |
1998年 | 16篇 |
1997年 | 16篇 |
1996年 | 9篇 |
1995年 | 6篇 |
1994年 | 10篇 |
1993年 | 10篇 |
1992年 | 4篇 |
1991年 | 7篇 |
1990年 | 3篇 |
1989年 | 5篇 |
1988年 | 3篇 |
1987年 | 4篇 |
1986年 | 2篇 |
1985年 | 3篇 |
1984年 | 4篇 |
1983年 | 4篇 |
1982年 | 2篇 |
1981年 | 1篇 |
1978年 | 1篇 |
1977年 | 3篇 |
1976年 | 1篇 |
1975年 | 2篇 |
排序方式: 共有1381条查询结果,搜索用时 15 毫秒
131.
Berdj Kenadjian 《The American statistician》2013,67(1):2-4
U. S. National Income Series Revised—Congress Votes No on Censuses of Business and Manufactures—Britain Revises Living Cost Index-U. S. and U. K. Surveys Uncover Lacks in Statistical Training-Forthcoming Statistical Conferences 相似文献
132.
Shaowen Wu 《统计学通讯:模拟与计算》2013,42(8):1590-1604
We reinvestigate the empirical problem of lag length selection in unit root tests when using the augmented Dickey–Fuller test based on GLS-detrending. We extend the Ng and Perron (1995) work on this issue by applying the finite sample critical values calculated using the formulae proposed by Cheung and Lai (1995). Unlike Ng and Perron (2001) we find through simulation studies that the method of selecting lag length using the sequential t-test in the ADF regression of GLS-detrended series performs the best in most cases. 相似文献
133.
Donald W. K. Andrews Patrik Guggenberger 《Econometrica : journal of the Econometric Society》2003,71(2):675-712
In this paper, we propose a simple bias–reduced log–periodogram regression estimator, ^dr, 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 ^dr, determine the asymptotic MSE optimal choice of the number of frequencies, m, to include in the regression, and establish the asymptotic normality of ^dr. These results show that the bias of ^dr 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 ^dr 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. 相似文献
134.
135.
Dynamic Forecasting Conditional Probability of Bombing Attacks Based on Time‐Series and Intervention Analysis 下载免费PDF全文
In recent years, various types of terrorist attacks occurred, causing worldwide catastrophes. According to the Global Terrorism Database (GTD), among all attack tactics, bombing attacks happened most frequently, followed by armed assaults. In this article, a model for analyzing and forecasting the conditional probability of bombing attacks (CPBAs) based on time‐series methods is developed. In addition, intervention analysis is used to analyze the sudden increase in the time‐series process. The results show that the CPBA increased dramatically at the end of 2011. During that time, the CPBA increased by 16.0% in a two‐month period to reach the peak value, but still stays 9.0% greater than the predicted level after the temporary effect gradually decays. By contrast, no significant fluctuation can be found in the conditional probability process of armed assault. It can be inferred that some social unrest, such as America's troop withdrawal from Afghanistan and Iraq, could have led to the increase of the CPBA in Afghanistan, Iraq, and Pakistan. The integrated time‐series and intervention model is used to forecast the monthly CPBA in 2014 and through 2064. The average relative error compared with the real data in 2014 is 3.5%. The model is also applied to the total number of attacks recorded by the GTD between 2004 and 2014. 相似文献
136.
137.
138.
Chen Shi' e 《湖南文理学院学报(社会科学版)》1999,(4)
南宋洞庭湖区杨幺农民起义能够6次击败朝廷官军围剿,坚持斗争达7年之久,其根本的立足法宝,就在于“陆耕水战”的战略战术。这一战略战术之所以特具威力.一是与其深入进行各种反封建斗争密切相连,从而具有广泛的群众基础;二是他们创制了当时最先进的水战工具,并施以因地制宜、灵活机动的各种战术。这两个方面是过去研究者未能涉及和论述的。 相似文献
139.
140.
Paola Bortot Stuart Coles 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(4):851-867
Summary. A recent advance in the utility of extreme value techniques has been the characteri- zation of the extremal behaviour of Markov chains. This has enabled the application of extreme value models to series whose temporal dependence is Markovian, subject to a limitation that prevents switching between extremely high and extremely low levels. For many applications this is sufficient, but for others, most notably in the field of finance, it is common to find series in which successive values switch between high and low levels. We term such series Markov chains with tail switching potential, and the scope of this paper is to generalize the previous theory to enable the characterization of the extremal properties of series displaying this type of behaviour. In addition to theoretical developments, a modelling procedure is proposed. A simulation study is made to assess the utility of the model in inferring the extremal dependence structure of autoregressive conditional heteroscedastic processes, which fall within the tail switching Markov family, and generalized autoregressive conditional heteroscedastic processes which do not, being non-Markov in general. Finally, the procedure is applied to model extremal aspects of a financial index extracted from the New York Stock Exchange compendium. 相似文献