空间面板数据模型设定问题分析

空间面板数据模型将空间计量经济学和面板数据方法相结合,不仅同时考虑时空特征,而且将空间效应纳入研究体系,成为当前计量经济学的热点研究领域,但其模型设定、参数估计及模型检验也更为复杂,实证研究中往往出现模型设定偏误等问题。因此,基于空间面板数据模型的前沿理论,重点探讨模型设定中的常见问题,包括空间滞后模型与空间误差模型的选择、随机效应与固定效应的选择以及模型拟合优度的选择与比较,为模型的应用和新模型的扩展提供理论依据和参考。     

关于非英语专业大学生定语从句的错误分析

本文运用错误分析理论,分析中国非英语专业大学生在定语从句的运用中出现的错误类型及错误的成因,探讨解决策略,以期对定语从句的教学有所启示。     

基于中介语理论的语言偏误分析

文章从中介语视角探讨了语言错误的分类并具体分析了产生的根源。     

网络标价错误下网络购物合同成立之判断

网络标价错误事件的频发引起了判断网络购物合同成立与否的探讨.网络商发布的出售商品信息的法律性质成为认定网络购物合同成立与否的关键.学界存在三种学说:要约邀请说、要约说以及根据交易的性质和网上登载信息的意图来认定该信息是要约或要约邀请.鉴于我国法律对错误制度一般规则规定有所不足的背景,以规制合同成立为突破口,平衡网络商与购买方的利益,是我国目前处理网络标价错误纠纷的较优路径.除网络商明确声明受其发布的出售商品信息的约束外,该信息的法律性质认定为要约邀请更为合理.网页信息属于要约时,购买人的订购下单行为即为承诺,双方合同成立;若网页信息属于要约邀请,则买受人的订购下单行为属于要约,而网络商对订单的接受即为承诺,双方合同始能成立.     

The dynamics of radical right-wing populist party preferences and perceived group threat: A comparative panel analysis of three competing hypotheses in the Netherlands and Germany

Existing cross-sectional research considers citizens' preferences for radical right-wing populist (RRP) parties to be centrally driven by their perception that immigrants threaten the well-being of the national ingroup. However, longitudinal evidence for this relationship is largely missing. To remedy this gap in the literature, we developed three competing hypotheses to investigate: (a) whether perceived group threat is temporally prior to RRP party preferences, (b) whether RRP party preferences are temporally prior to perceived group threat, or (c) whether the relation between perceived group threat and RRP party preferences is bidirectional. Based on multiwave panel data from the Netherlands for the years 2008–2013 and from Germany spanning the period 1994–2002, we examined the merits of these hypotheses using autoregressive cross-lagged structural equation models. The results show that perceptions of threatened group interests precipitate rather than follow citizens' preferences for RRP parties. These findings help to clarify our knowledge of the dynamic structure underlying RRP party preferences.     

Basic concepts of multiple tests — A survey

It is the purpose of this paper to review the main aspects related to multiple test problems. This concerns among others the particularities of multiple tests as for instance the formulation of restrictions to avoid inconsistent decisions and of criteria to control for a multiple type I error rate. In addition, the basic principles for constructing multiple tests are introduced and their properties are summarized. The paper closes with giving a rough idea of further special multiple test problems and their corresponding test procedures.     

Stabilizing bootstrap‐t confidence intervals for small samples

A major use of the bootstrap methodology is in the construction of nonparametric confidence intervals. Although no consensus has yet been reached on the best way to proceed, theoretical and empirical evidence indicate that bootstra.‐t intervals provide a reasonable solution to this problem. However, when applied to small data sets, these intervals can be unusually wide and unstable. The author presents techniques for stabilizing bootstra.‐t intervals for small samples. His methods are motivated theoretically and investigated though simulations.     

中国房地产市场与金融市场发展关系的研究

随着我国房地产业的发展,房地产市场与金融市场的关系越来越密切,但国内尚无有关房地产市场与金融市场关系的实证研究.本文在实证分析中国1997到2003年间房地产市场与金融市场的月度数据基础上,建立两者之间的误差修正模型(ECM模型).我们对ECM模型线性Cranger因果检验,并对模型的残差项进行非线性Granger因果检验,发现房地产市场的发展与金融市场的发展长期之间存在着双向线性因果关系,但没有发现两者间的非线性的Granger因果关系.     

具有Markov区制转移的向量误差修正模型及其应用

使用具有Markov区制转移的向量误差修正模型,描述和检验了我国经济周期波动过程中产出和价格水平之间的长期均衡关系和短期波动模式.检验结果表明,我国经济增长率与通货膨胀率之间的影响与替代关系具有依赖经济周期阶段性的"门限性质",经济周期波动也具有一定程度的非对称性.我国经济周期波动已经呈现出稳定性继续增强、持续期逐渐加长、价格粘性开始降低等重要特征,文章的实证结果将为正确选择经济政策组合方式和实施有效经济调控提供依据.     

银行间回购利率的基准效应研究——我国短期利率“领先-滞后”效应的实证检验

本文以银行间和交易所1日、7日回购利率为研究对象,使用Granger因果检验和误差修正模型,检验了4种利率间的"领先-滞后"关系,发现交易所回购利率的变动显著领先于银行间相应期限的回购品种,银行间回购利率没有起到应有的基准作用。在银行间市场内部,7日回购利率则对1日回购利率存在一定程度的引领性。本文随后检验了两个市场的流动性,认为可以把上交所回购利率的领先关系归因于交易活跃,反映市场真实利率的信息会更快的得以体现。这就有可能领先于虽然交易金额巨大但交易仍不够频繁的银行间回购市场。