Sample moments of the autocorrelations of moving average processes and a modification to bartlett'sasymptotic variance formula

In this paper we express the sample autocorrelations for a moving average process of order q as a function of its own theoretical autocorrelations and the sample autocorrelations for the generating white noise series. Approximate analytic expressions are then obtained forthe moments of the sample autocorrelations of the moving average process.

Using these expressions, together with numerical evidence, we show that Bartlett's asymptotic formula for the variance of the sample autocorrelations of moving average processes, which is used widely in identifying these processes, is a large overestimate when considering finitesample sizes.

Our approach is for motivational purposes and so is purely formal, the amount of mathematics presented being kept to a minimum.     

On the asymptotic distributions of the r and s arrays for identifying an arma process

The R and S arrays of an autoregressive moving- average process have been used for determining the orders of the process. In this paper the asymptotic distributions of the R and S arrays are presented.     

Entropy-Based Moment Selection in the Presence of Weak Identification

Hall et al. (2007 Hall , A. R. , Inoue , A. , Jana , K. , Shin , C. (2007). Information in generalized method of moments estimation and entropy based moment selection. Journal of Econometrics 138:488–512.[Crossref] , [Google Scholar]) propose a method for moment selection based on an information criterion that is a function of the entropy of the limiting distribution of the Generalized Method of Moments (GMM) estimator. They establish the consistency of the method subject to certain conditions that include the identification of the parameter vector by at least one of the moment conditions being considered. In this article, we examine the limiting behavior of this moment selection method when the parameter vector is weakly identified by all the moment conditions being considered. It is shown that the selected moment condition is random and hence not consistent in any meaningful sense. As a result, we propose a two-step procedure for moment selection in which identification is first tested using a statistic proposed by Stock and Yogo (2003 Stock , J. H. , Yogo , M. ( 2003 ). Testing for weak instruments in linear IV regression . Discussion paper, Kennedy School of Government, Harvard University, Cambridge, MA . [Google Scholar]) and then only if this statistic indicates identification does the researcher proceed to the second step in which the aforementioned information criterion is used to select moments. The properties of this two-step procedure are contrasted with those of strategies based on either using all available moments or using the information criterion without the identification pre-test. The performances of these strategies are compared via an evaluation of the finite sample behavior of various methods for inference about the parameter vector. The inference methods considered are based on the Wald statistic, Anderson and Rubin's (1949 Anderson , T. W. , Rubin , H. ( 1949 ). Estimation of the parameters of a single equation in a complete system of stochastic equations . Annals of Mathematical Statistics 20 : 46 – 63 .[Crossref] , [Google Scholar]) statistic, Kleibergen (2002 Kleibergen , F. ( 2002 ). Pivotal statistics for testing structural parameters in instrumenatl variables regression . Econometrica 70 : 1781 – 1803 .[Crossref], [Web of Science ®] , [Google Scholar]) K statistic, and combinations thereof in which the choice is based on the outcome of the test for weak identification.     

大学核心竞争力要素识别研究

当今时代大学面临的竞争越来越激烈。在竞争环境中,为赢得竞争优势,以求生存和发展,大学必须重视大学竞争战略的研究。大学核心竞争力要素有内部要素和外部要素,是关键的、强势的要素,具有价值性、独特性。提高大学的竞争力,必须对此加以识别和研究。     

Leadership, self, and identity: A review and research agenda

This article reviews empirical research on the role of follower self-conception in leadership effectiveness, and specifies an agenda for future research in this area. The review shows that several aspects of follower self-conception (i.e., self-construal, self-efficacy, self-esteem, and self-consistency) may be affected by leadership, and may mediate the effects of leadership on follower behavior. There also is consistent evidence that follower self-construal moderates the impact of leadership on follower attitudes and behavior. Two key themes for future research are defined. First, future research should focus on the development of theory about the role of relational self-construal in the leadership process. Second, it seems particularly valuable to develop theory about the interplay of different aspects of follower self-conception in leadership effectiveness, including the interactive effects of these aspects of self. Working backwards from these theoretical models of follower self-conception, specific leader behavior relevant to these aspects of self should then be identified.     

隐喻的语用学解读

隐喻是一种语用现象。从语用学角度来解读隐喻的首要任务是研究如何辨认和理解隐喻这种语言现象。读者对隐喻的辨认很多时候是在潜意识中完成,但这种辨认过程依赖于以下四种方法:观察隐喻信号;判断隐喻的始发域和目标域;串联隐喻的连贯网络;体会使用隐喻的意图。隐喻只有在一定的语境里才能成其为隐喻,因此对隐喻的理解首先依赖于一定的语境。语境不仅对隐喻意义的推断起着重要作用,而且语境所提供的信息量对隐喻的理解过程也会产生影响。     

鉴别伪科学的一种可操作性标准

鉴别伪科学是关系到社会健康发展的一个重要问题。在专业的领域内 ,以经验检验、逻辑推理等标准可以对伪科学做出有效的鉴别 ,但对于普通民众而言 ,需要一种明确的具有可操作性的标准 ,以“是否借科学之名行骗钱之实”来鉴别伪科学 ,就是这样的标准     

文化认同:受虐-施虐

从文化分析出发及文化认同的角度 ,探讨张爱玲的小说《金锁记》中主人公曹七巧从受虐到施虐的心理转变机制 ;探寻“多年媳妇熬成婆”而成了婆婆的老媳妇却又虐待新媳妇这一中国社会文化现象的历史文化成因     

企业信用状况的财务判断方法和模型--基于上市公司财务报告舞弊的实证研究

用68个存在财务报告舞弊和68个正常上市公司为样本,把分析性复核方法与4种模型相结合建立财务报告舞弊识别模型,以此检验财务报告舞弊行为是否会使财务结构出现异常状态。结果显示:舞弊行为确实导致企业的财务结构出现异常状态,4种识别模型都具有一定的有效性,并且发现Logistic回归模型的识别率最高。     

关于中国移民社会定位及对华裔报纸依赖性关系的考察

文章依据传媒系统依赖性理论以及社会认同理论对华裔移民的社会定位及其对华裔报纸的依赖性二者的关系进行了考察。所涉数据来源于对265位现定居于澳大利亚的中国人的调查。结果显示,在社会定位的三个指标中,年龄成为依赖族裔报纸获取信息的一个确定标准。在调查参与者中,在祖国居住越久的人更倾向于阅读本国语言文字的报纸。而被调查者教育程度的高低并不是对族裔报纸具有依赖性的重要标准。这些发现揭示出在这个由新技术提供多样化信息来源的时代,我们应该对印刷媒体的任务进行更深调查。