Structural Nonparametric Cointegrating Regression

Nonparametric estimation of a structural cointegrating regression model is studied. As in the standard linear cointegrating regression model, the regressor and the dependent variable are jointly dependent and contemporaneously correlated. In nonparametric estimation problems, joint dependence is known to be a major complication that affects identification, induces bias in conventional kernel estimates, and frequently leads to ill‐posed inverse problems. In functional cointegrating regressions where the regressor is an integrated or near‐integrated time series, it is shown here that inverse and ill‐posed inverse problems do not arise. Instead, simple nonparametric kernel estimation of a structural nonparametric cointegrating regression is consistent and the limit distribution theory is mixed normal, giving straightforward asymptotics that are useable in practical work. It is further shown that use of augmented regression, as is common in linear cointegration modeling to address endogeneity, does not lead to bias reduction in nonparametric regression, but there is an asymptotic gain in variance reduction. The results provide a convenient basis for inference in structural nonparametric regression with nonstationary time series when there is a single integrated or near‐integrated regressor. The methods may be applied to a range of empirical models where functional estimation of cointegrating relations is required.     

Robust Priors in Nonlinear Panel Data Models

Many approaches to estimation of panel models are based on an average or integrated likelihood that assigns weights to different values of the individual effects. Fixed effects, random effects, and Bayesian approaches all fall into this category. We provide a characterization of the class of weights (or priors) that produce estimators that are first‐order unbiased. We show that such bias‐reducing weights will depend on the data in general unless an orthogonal reparameterization or an essentially equivalent condition is available. Two intuitively appealing weighting schemes are discussed. We argue that asymptotically valid confidence intervals can be read from the posterior distribution of the common parameters when N and T grow at the same rate. Next, we show that random effects estimators are not bias reducing in general and we discuss important exceptions. Moreover, the bias depends on the Kullback–Leibler distance between the population distribution of the effects and its best approximation in the random effects family. Finally, we show that, in general, standard random effects estimation of marginal effects is inconsistent for large T, whereas the posterior mean of the marginal effect is large‐T consistent, and we provide conditions for bias reduction. Some examples and Monte Carlo experiments illustrate the results.     

成本视角下的中小企业共同物流运作模式设计与选择

由于缺乏相关政策支持,我国中小企业物流费用率高于全行业平均水平,中小企业降低成本困难重重。共同物流作为有效降低中小企业物流运作成本的有力手段,能够显著提升中小企业的竞争力。为此,文章设计了四种不同阶段的中小企业共同物流运作模式:单一供应链集成运作模式、同产业联盟集成运作模式、异产业联盟集聚运作模式、区域产业集群运作模式。考虑不同共同物流运作模式的作业成本、风险成本、协调成本,需要从成本视角研究共同物流运作模式选择问题。要发展中小企业共同物流,首先要通过政府政策引导,建立和完善中小企业共同物流的运作标准和相关制度。其次要大力培育市场主体,整合社会物流资源,促成中小企业共同物流体系的形成。最后要建立合理的中小企业共同物流运作模式利益分配机制和风险分担机制,建立科学合理的运作机制。     

基于BIM平台的集成化可持续建筑设计教学研究

通过对我国建筑设计教育现状的分析,指出基于线性设计模式和单一学科平台的教育模式已不能满足可持续建筑设计需求,基于集成化设计模式和跨学科设计平台的教学方式更适应社会的需求和学生设计能力的培养,而BIM平台能够为集成化设计模式提供软件平台,满足教学要求。通过在教学团队、教学方法、教学内容和教学时间上的改进与实践,教学改革收到良好效果,学生设计能力与专业内认可程度都有较大提高,在全国学科竞赛中成绩优异。     

中国人的整合型思维与古代文论的语词特性

东西文学理论的不同架构是由于在各自深层的思维和意识当中,其不同的“模子”选择和应用的结果。中国人有着浑圆整观的思维方式,并溶解和贯穿在古代文论的运思模式和语词表达特性当中,体现出整体灵动的生命观照和“一以毕万”的言意追求。     

后金融危机时期公司治理整合框架分析

在对后金融危机时期公司治理的发展动态进行了比较系统梳理的基础上,形成了一个整合分析框架。该框架以决策质量作为公司治理问题的分析核心,注重公司治理的综合性和体系性特征,在价值创造的基础上从风险管理和利益相关者导向的视角加以切入,进而促进经济学与心理学、行为科学和行为公司金融等多学科和研究领域的融合。总体来看,这一整合框架具有一定的理论意义、现实意义和政策含义。     

论我国留学生的爱国情怀——基于跨文化身份自我认同理论的分析

我国留学生大多数跨文化身份自我认同的类型属于融合型,即在保留本族文化核心成分的同时吸纳异族文化的成分。这就让他们能够在努力适应所在国文化的同时保持祖国文化的核心价值观念和思想意识,这是他们在祖国需要的时候能够迸发出极大爱国热情的重要原因。     

葛兰西的市民社会思想及当代意义

市民社会是表征葛兰西独创性思考的重要范畴,具有丰富的内涵,值得我们一再反思和探究.葛兰西对市民社会概念出场语境的思考,说明了葛兰西的市民社会思想是一种立足现实形势,在吸纳马克思实践哲学、列宁政党学说、克罗齐教会理论乃至弗洛伊德精神分析理论后的"综合创新说",其思考方式为今天的市民社会问题提供了有益的启迪思路.     

文人士大夫对山水城市格局的影响——以范仲淹在延安的营建活动为例

中国传统城市以其独特的营建传统,在世界城市建设史中占有十分重要的地位。通过对古代文人参与城市建设活动的梳理,并以北宋名臣范仲淹在延安期间的营建活动作为实例,对“谁是传统山水城市格局的创造主体”进行研究,认为文人士大夫对传统山水城市格局的形成有着重要影响,在此基础上对当代规划设计师的综合素养进行了反思。提出当代规划设计师应具备古代文人士大夫那样高尚的道德情操,广博的传统文化知识和深厚的乡土情怀。     

A Non‐Parametric Estimator of the Spectral Density of a Continuous‐Time Gaussian Process Observed at Random Times

Abstract. In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a non‐parametric estimator of the spectral density of a Gaussian process with stationary increments (or a stationary Gaussian process) from the observation of one path at random discrete times. For every positive frequency, this estimator is proved to satisfy a central limit theorem with a convergence rate depending on the roughness of the process and the moment of random durations between successive observations. In the case of stationary Gaussian processes, one can compare this estimator with estimators based on the empirical periodogram. Both estimators reach the same optimal rate of convergence, but the estimator based on wavelet analysis converges for a different class of random times. Simulation examples and an application to biological data are also provided.