A Folk Theorem for Asynchronously Repeated Games

We prove a Folk Theorem for asynchronously repeated games in which the set of players who can move in period t, denoted by I_t, is a random variable whose distribution is a function of the past action choices of the players and the past realizations of I_τ's, τ=1, 2,…,t−1. We impose a condition, the finite periods of inaction (FPI) condition, which requires that the number of periods in which every player has at least one opportunity to move is bounded. Given the FPI condition together with the standard nonequivalent utilities (NEU) condition, we show that every feasible and strictly individually rational payoff vector can be supported as a subgame perfect equilibrium outcome of an asynchronously repeated game.     

关中—天水经济区建设背景下天水产业结构的SSM分析

为了能够充分地抓住关中—天水经济区建设的有利时机,加速天水经济的发展,采用偏离份额分析法(SSM),对2004—2008年的天水产业结构进行了定量分析,得出以下结论:天水市三次产业结构不合理,层次水平不高。提出了相应的对策建议:积极调整第一产业,优化农业产业结构;强化第二产业,增强第二产业竞争力;发展旅游服务业,提高现代服务业的比重。     

村民自治的程序民主与实质民主——基于社会选择理论对村支“两委”选举的案例分析

本文分析了投票悖论与阿罗不可能定理是个人理性决策与集体一致性行动的冲突在社会选择领域的表现,并结合森对悖论的解答,引入信息基础的理性扩张、合约成本和作为契约的程序、制度,以农村村支“两委”选举为例,探讨村民自治过程中不同经济发展水平和结构特征的农村中个人理性走向集体一致性社会选择实现路径,在此基础上提出村民自治中实现程序民主与实质民主统一的对策建议.     

Diagnosing physical abuse using Bayes' Theorem: a preliminary study

Objectives. To perform a preliminary study to compare the patterns of bruises in a physically abused group of children and a control group; to investigate whether these could be modelled statistically to enable probabilities of typical bruise patterns to be calculated; to apply Bayes' Theorem to find the probability that a child with a given bruise pattern has been the subject of physical abuse. Design. An observational study. Setting. Cardiff and Vale of Glamorgan. Subjects. Children who have suffered child physical abuse, 0–14 years. The diagnosis was confirmed at a case conference in all cases. A control group of 289 children who presented to the Accident and Emergency Department at the Cardiff Royal Infirmary after an accidental injury. Main outcome measures. The distribution bruise pattern in three regions of the body. The posterior probability of abuse for a given bruise pattern. Results. The bruise distribution in physically abused and control children was well described by a negative binomial distribution. There was a different distribution for the three different regions of the body in physically abused children. The bruising frequency and distribution for the physically abused group was very different from that of the controls. We were able to use parameters derived from these distributions to calculate posterior probabilities of physical abuse given a particular pattern of bruises using Bayes' Theorem. Conclusions. This preliminary study demonstrates that we can use Bayes' Theorem to combine prior probabilities of physical abuse with observed patterns of bruising in given children to obtain posterior probabilities of abuse. This principle has considerable potential for better diagnosis of the physically abused child. © 1998 John Wiley & Sons, Ltd.     

科斯定理与我国国有企业改革

科斯定理是现代产权经济学关于产权安排、交易费用与资源配置效率之间的理论命题，是现代产权经济学的核心内容。全面、准确地理解和把握科斯定理的基本思想，对于深化我国国有企业改革，建立与市场经济相适应的产权制度具有重要的启示意义。本首先论述了科斯定理的由来和含义。然后分析了我国国有企业的产权特征。最后从产权的界定、产权的交易和产权结构的选择三个方面论述了科斯定理对我国国有企业产权改革的启示。     

Mean-CVaR模型下的两基金分离定理

简要介绍了CVaR风险度量方法,并基于CVaR风险度量方法研究了风险资产组合以及含有无风险资产的资产组合服从多元T分布情形下资产组合的Mean-CVaR模型,分别得到了此模型下两种资产组合的两基金分离定理。     

Walras─Arrow─Debreu一般均衡模型

本文概述了Ｗａｌｒａｓ─Ａｒｒｏｗ─Ｄｅｂｒｅｕ一般经济均衡理论产生发展的历史，并介绍了Ｗａｌｒａｓ─Ａｒｒｏｗ─Ｄｅｂｒｅｕ一般经济均衡存在定理。     

宏观政策与经济发展:基于理性预期的实证考量——2011年诺贝尔经济学奖获得者理论评述

托马斯·萨金特(Thomas J.Sargent)和克里斯托弗·西姆斯(Christopher A.Sims)自20世纪70年代以来,遵循理性预期理论的发展脉络,从事宏观经济理论与政策尤其是宏观政策实证检验的研究.本文就两位诺奖获得者的主要理论进行了梳理与回顾,并就理性预期理论及其实证方法予以简单介绍.     

Finite-n Corrections to Normal Approximation

ABSTRACT

We show that the sampling distribution of a statistic which follows the Central Limit Theorem can be approximated by a Normal distribution, modified according to the statistic's first few moments. One can thus achieve an impressive accuracy even for relatively small samples.     

The generalized fluctuation test: A unifying view

In this paper, a general principle of constructing tests for parameter constancy without assuming a specific alternative is introduced. A unified asymptotic result is established to analyze this class of tests. As applications, tests based on the range of recursive and moving estimates are considered, and their asymptotic distributions are characterized analytically. Our simulations show that different tests have quite different behavior under various alternatives and that no test uniformly dominates the other tests.