A Seemingly Unrelated Nonparametric Additive Model with Autoregressive Errors

This article considers a nonparametric additive seemingly unrelated regression model with autoregressive errors, and develops estimation and inference procedures for this model. Our proposed method first estimates the unknown functions by combining polynomial spline series approximations with least squares, and then uses the fitted residuals together with the smoothly clipped absolute deviation (SCAD) penalty to identify the error structure and estimate the unknown autoregressive coefficients. Based on the polynomial spline series estimator and the fitted error structure, a two-stage local polynomial improved estimator for the unknown functions of the mean is further developed. Our procedure applies a prewhitening transformation of the dependent variable, and also takes into account the contemporaneous correlations across equations. We show that the resulting estimator possesses an oracle property, and is asymptotically more efficient than estimators that neglect the autocorrelation and/or contemporaneous correlations of errors. We investigate the small sample properties of the proposed procedure in a simulation study.     

自我和谐与社会和谐——构建和谐社会的心理学解读

和谐社会即构成社会的各个团体及个人之间存在一定的差别(可以表现为社会地位、经济收入水平、个人行为方式以及个性特点等方面),但彼此之间又能够和谐相处的社会.构建和谐社会的努力包括保持自我和谐、人际和谐及人与自然的和谐,从心理学出发,这三方面的工作除了物质、制度和政策层面的努力以外,更重要的是确保这些努力能够被个体准确感知和把握.心理学服务于构建和谐社会的主要领域包括对心理健康和幸福感的研究、对个人成长与成功的研究以及对团体动力学的研究.解决和处理好我国心理学研究中目前存在的问题,对于顺利完成党中央提出的构建和谐社会的使命具有很好的理论意义和实践价值.     

通货膨胀目标制--一个可能的最优货币政策操作规则

相机抉择的货币政策由于时间非一致性而具有通货膨胀倾向,经济学者为解决时间非一致性问题设计了各种方案,通货膨胀目标制就是其中之一。其优越性主要有:1.有效降低通货膨胀倾向;2.能兼顾灵活性和可信度;3.具有可操作性,一些西方国家已经采用该制度并且效果不错。实践证明,通货膨胀目标制可能是未来的最优货币操作规则。     

Estimation of the intensity function of an inhomogeneous Poisson process with a change‐point

Recent work on point processes includes studying posterior convergence rates of estimating a continuous intensity function. In this article, convergence rates for estimating the intensity function and change‐point are derived for the more general case of a piecewise continuous intensity function. We study the problem of estimating the intensity function of an inhomogeneous Poisson process with a change‐point using non‐parametric Bayesian methods. An Markov Chain Monte Carlo (MCMC) algorithm is proposed to obtain estimates of the intensity function and the change‐point which is illustrated using simulation studies and applications. The Canadian Journal of Statistics 47: 604–618; 2019 © 2019 Statistical Society of Canada     

Confidence intervals based on the deviance statistic for the hyperparameters in state space models

The main objective of this work is to evaluate the performance of confidence intervals, built using the deviance statistic, for the hyperparameters of state space models. The first procedure is a marginal approximation to confidence regions, based on the likelihood test, and the second one is based on the signed root deviance profile. Those methods are computationally efficient and are not affected by problems such as intervals with limits outside the parameter space, which can be the case when the focus is on the variances of the errors. The procedures are compared to the usual approaches existing in the literature, which includes the method based on the asymptotic distribution of the maximum likelihood estimator, as well as bootstrap confidence intervals. The comparison is performed via a Monte Carlo study, in order to establish empirically the advantages and disadvantages of each method. The results show that the methods based on the deviance statistic possess a better coverage rate than the asymptotic and bootstrap procedures.     

论《大学英语教学大纲》词汇收录问题和原则

《大学英语教学大纲》在收录中学英语词汇方面,存在着词汇分级不合理、某些不必要的重复及教学内容不衔接现象,另外在收录部分中学词汇时对词和词义的取舍上也存在着一定程度的随意性。这样会导致大纲规定的词汇量低于实际需求、教学效率低等后果。文章指出,《大学英语教学大纲》在收录中学英语词汇时应遵循词频、词部件、词的适用性、词的语法功能性以及英国英语与美国英语的统一性等原则。     

基于说服模型的高校思想政治理论课教学研究

基于社会心理学说服模型的高校思想政治理论教学在我国尚缺乏系统、深入的研究。目前,对其研究更多倾向于以信息为中心和以人为中心的说服模型教学研究,而注重过程的说服模型的教学应用研究则较为薄弱,且研究成果甚少。在以过程为中心的说服模型基础上,探索高校思想政治理论课教学的内在说服过程,提出要注重外部因素的变量、说服对象的内部特征、说服过程的一致性机制、说服结果的一致性改变或不一致性改变,并由此得出对高校思政课教学的重要启示。     

大学生自我价值感与自我和谐的相关研究

为了探讨在中国文化背景下大学生自我价值感与自我和谐的关系,采用"青少年自我价值感量表"和"自我和谐量表"对重庆市310名大学生进行团体测试.结果表明大学生的自我价值感诸因素得分均有显著的性别差异,女大学生得分高于男生;相关分析发现,除个别个人和社会取向特殊自我价值感领域以外,大学生的自我价值感同自我与经验的不和谐及自我刻板性呈极其显著的负相关,同自我灵活性呈极其显著的正相关;高、低自我价值感的大学生在自我和谐诸因子上的得分有极其显著的差异.     

带有马尔可夫调制和跳的随机微分延迟方程Euler方法的强相合性

本文主要研究了下列形式的随机微分延迟方程：dX（t） =f（X（t） ,X（t -τ（t） ） ,r（t） ）dt ＋g（X（t） ,X（t -τ（t） ） ,r（t） ）dW（t） ＋h（X（t） ,X（t -τ（t） ）, r（t） ）dN（t） 0≤t≤T.考虑了时间延迟．r（t）为变量，Euler方法数值解；给出并且证明了Euler方法的强相合性定理，即Euler方法数值解均方意义下局部收敛于精确解．