Bayesian monitoring of local residual autocorrelations taking into account the run-length

This paper proposes new two-sided monitoring algorithms for detecting the presence of first order residual autocorrelations in Dynamic Normal Models. The methodology uses a Bayesian decision approach with loss function which takes into account the run-length of the process. The power and mean run-length of the proposed algorithms are analysed by Monte Carlo methods. The results obtained improve those corresponding to the monitoring algorithm for residual autocorrelations proposed in Gargallo and Salvador [2003. Monitoring residual autocorrelations in dynamic linear models. Comm. Statist. Simulation Comput. 32(4), 1079–1104.] with respect to the run-length, and also exhibit more homogeneous behaviour.     

发展战略与经济收敛：以中国各省份为样本

 目前一些学者对于发展战略与经济收敛的研究结论存在较大分歧。本文提出了一个基于动态比较优势的发展战略与地区经济收敛的分析框架，给出了一个较为全面的新解释。本文的主要论点是：落后地区代表性生产部门加大物质资本与人力资本投入，引进或研发较为先进的生产技术，加快工业化进程，实行赶超战略有利于缩小本地区与领先地区间的经济差距增长的速度，甚至于实现经济收敛。并以我国改革开放以来各省区的经济增长现实验证了理论假说的合理性。     

中国收入分配不平等对经济增长影响的研究

文章利用中国30个省、直辖市、自治区1981-2005年的面板数据，运用面板数据模型分析中国收入分配不平等对经济增长的影响，结果表明中国短期内城乡收入差距有利于经济增长。     

Earnings and Consumption Dynamics: A Nonlinear Panel Data Framework

We develop a new quantile‐based panel data framework to study the nature of income persistence and the transmission of income shocks to consumption. Log‐earnings are the sum of a general Markovian persistent component and a transitory innovation. The persistence of past shocks to earnings is allowed to vary according to the size and sign of the current shock. Consumption is modeled as an age‐dependent nonlinear function of assets, unobservable tastes, and the two earnings components. We establish the nonparametric identification of the nonlinear earnings process and of the consumption policy rule. Exploiting the enhanced consumption and asset data in recent waves of the Panel Study of Income Dynamics, we find that the earnings process features nonlinear persistence and conditional skewness. We confirm these results using population register data from Norway. We then show that the impact of earnings shocks varies substantially across earnings histories, and that this nonlinearity drives heterogeneous consumption responses. The framework provides new empirical measures of partial insurance in which the transmission of income shocks to consumption varies systematically with assets, the level of the shock, and the history of past shocks.     

浅论学生思想品德教育

本文首先从青少年成长、中国21世纪发展和应对国际大环境需要的角度，论述了加强学生思想教育的紧迫性；接着分析了社会舆论导向的三个认识误区；并提出了把静态教育变为动态教育的改革建议。     

商品流通结构、效率与制造业增长——基于2000—2006年中国省际面板数据的实证分析

基于2000—2006年省际面板数据实证研究了商品流通的结构和效率对制造业产出的定量影响。研究发现:流通结构(包括城乡结构和批零系数)、流通效率(以库存率和资产负债率衡量)、零售企业规模和商品交易市场规模与制造业有着密切的关系。其中,城乡结构、库存率和零售企业规模与制造业产出负相关,批零系数、商品交易市场规模与制造业产出正相关。进一步地,结合相关文献的研究对回归结果进行了相应的解释,并且给出了相关政策建议。     

对中国区域经济条件收敛性的实证检验

中国的区域经济是否存在收敛一直是一个争论不休的话题。国内的研究主要偏重于检验中国的区域经济是否存在绝对收敛和俱乐部收敛。本文基于曼昆,罗默和韦尔在1992年提出的分析方法,将人力资本项加入到经典的索洛模型中,通过构造一个面板数据模型,检验结果表明在统计意义上不能拒斥中国区域经济的条件收敛性。     

农村教育对农民收入贡献作用的两时期面板数据分析

采用两时期面板数据及异方差稳健统计估计的方法,定量分析了农村居民受教育水平与收入之间的关系,证明了农村居民受教育水平与其收入有显著的正相关关系,并得出教育的平均收入弹性系数为0.663的结论,计算和分析了此弹性对农民收入与增收的意义。     

Inference in hybrid Bayesian networks using dynamic discretization

We consider approximate inference in hybrid Bayesian Networks (BNs) and present a new iterative algorithm that efficiently combines dynamic discretization with robust propagation algorithms on junction trees. Our approach offers a significant extension to Bayesian Network theory and practice by offering a flexible way of modeling continuous nodes in BNs conditioned on complex configurations of evidence and intermixed with discrete nodes as both parents and children of continuous nodes. Our algorithm is implemented in a commercial Bayesian Network software package, AgenaRisk, which allows model construction and testing to be carried out easily. The results from the empirical trials clearly show how our software can deal effectively with different type of hybrid models containing elements of expert judgment as well as statistical inference. In particular, we show how the rapid convergence of the algorithm towards zones of high probability density, make robust inference analysis possible even in situations where, due to the lack of information in both prior and data, robust sampling becomes unfeasible.     

软件和信息技术服务业创新效率研究

对中国27个省、自治区、直辖市的软件和信息技术服务业创新效率及其影响因素进行了测度。在2009—2012年,软件和信息技术服务业创新效率的提升主要依靠增加研发人员的数量,中国东部地区该产业的创新效率高于中西部,并且产业开放度对其创新产出有负向影响,市场结构和企业规模对其具有正向影响。研究结果表明,该产业的创新效率还具有很大提升空间。