Parameter estimation for three-parameter generalized Pareto distribution by weighted non linear least squares

Generalized Pareto distribution (GPD) is widely used to model exceedances over thresholds. In this paper, we propose a new method, called weighted non linear least squares (WNLS), to estimate the parameters of the three-parameter GPD. Some asymptotic results of the proposed method are provided. An extensive simulation is carried out to evaluate the finite sample behaviour of the proposed method and to compare the behaviour with other methods suggested in the literature. The simulation results show that WNLS outperforms other methods in general situations. Finally, the WNLS is applied to analysis the real-life data.     

The topic of subjectivity in psychology: Contradictions,paths and new alternatives

This paper draws a picture of how topics related to subjectivity have appeared in different psychological theories, such as psychoanalysis, Gestalt and post‐structuralist approaches, discussing in depth a specific proposition from a cultural‐historical standpoint. I argue that, in most of these theories, subjectivity has been used to refer to specific processes and phenomena without advancing a more general theory about it. The way in which subjectivity was treated within the Cartesian/Enlightenment tradition, taken together with the individualistic tradition of psychology, led critical psychological theories to reject the concept. In this way, such critical theories have omitted the heuristic value of subjectivity to study processes that can neither be exhausted by language, nor by discourse. A new proposal of subjectivity is highlighted, based on the cultural‐historical tradition in psychology. From this perspective, subjectivity is defined by units of emotions and symbolical processes generated throughout human experience. On the basis of such definition, I discuss how institutionalized orders can be subverted by subjective productions that represent new social pathways. Far from being a remnant of Modernity, in this way subjectivity is defined as a human production, capable of transcending the apparent objective limits of human existence.     

Estimation and hypothesis testing in multivariate linear regression models under non normality

This paper discusses the problem of statistical inference in multivariate linear regression models when the errors involved are non normally distributed. We consider multivariate t-distribution, a fat-tailed distribution, for the errors as alternative to normal distribution. Such non normality is commonly observed in working with many data sets, e.g., financial data that are usually having excess kurtosis. This distribution has a number of applications in many other areas of research as well. We use modified maximum likelihood estimation method that provides the estimator, called modified maximum likelihood estimator (MMLE), in closed form. These estimators are shown to be unbiased, efficient, and robust as compared to the widely used least square estimators (LSEs). Also, the tests based upon MMLEs are found to be more powerful than the similar tests based upon LSEs.     

Liu estimator in partly linear regression models with correlated errors

This article is concerned with the parameter estimation in partly linear regression models when the errors are dependent. To overcome the multicollinearity problem, a generalized Liu estimator is proposed. The theoretical properties of the proposed estimator and its relationship with some existing methods designed for partly linear models are investigated. Finally, a hypothetical data is conducted to illustrate some of the theoretical results.     

Social networks and spatial configuration—How office layouts drive social interaction

This paper analyzes the spatial dimensions of office layouts in diverse knowledge-intensive workplace environments based on the theoretical and methodological propositions of Space Syntax, and brings this together with the analysis of intra-organizational interaction networks. Physical distances between agents are modeled in different ways and used as explanatory variables in exponential random graph modeling. The paper shows that spatial configuration in offices can be considered an important but not sole rationale for tie formation. Furthermore, it is shown that spatial distance measures based on detailed configurational analysis outperform simple Euclidean distance metrics in predicting social ties.     

Managing Organizational Social Capital through Value Configurations

Nonprofits are said to serve as places for the reproduction of social capital. However, little is known about how to manage social capital in a nonprofit. This article presents a theory‐based perspective on how to plan, execute, and measure social capital production in a nonprofit organization. By using the concept of value configurations as a method to analyze and describe the creation of organizational social capital, bonding and bridging social capital can be managed in alternative ways. In a value shop framework, the participants are more homogeneous, and growth is heavily based on referrals and reputation as well as the quality of the members. Organizations managed as value shops will foster bonding social capital. In contrast, a value network framework incorporates more likely heterogeneous, multilevel participants that add legitimacy to the network. Organizations in this framework will strengthen the evolution of bridging social capital.     

基于知识的企业组织结构演化的模型分析

知识是人类行为的一个规则体系。专业性知识和系统性知识影响了企业内不同决策的比重。由于知识是非线性成长的,在“适者生存”竞争法则的作用下,系统性知识在企业内部决策中变得更加重要,企业组织结构因此经历了先职能化、后扁平化的演化过程。文章在演化经济学有关原理的基础上,通过数学建模分析,揭示了知识的专业性、系统性决定了企业组织结构的演化过程。     

Effectuation or causation as the key to corporate venture success? Investigating effects of entrepreneurial behaviors on business model innovation and venture performance

Corporate Venturing sets the stage for entrepreneurial behavior in order to create business model innovation (BMI). Moreover, prior literature indicates the importance of BMI as a source of performance advantage, especially in growing industries. However, an empirical examination of the effectiveness of entrepreneurial behaviors for achieving BMI is still lacking. Hence, this study investigates the effectiveness of effectuation and causation as primary entrepreneurial logics to create BMI. Analyzing data obtained from 128 corporate ventures with partial least squares structural equation modeling, the effectiveness of both entrepreneurial logics for BMI with respect to different industry growth levels is clarified: The results point out that both behaviors lead to BMI in situations of moderate industry growth while effectuation (causation) is more effective in high (low) industry growth settings. Furthermore, the results point out that BMI in turn enhances corporate venture performance. Thus, corporate entrepreneurs should carefully align their entrepreneurial approach with industry growth projections to effectively develop BMI and achieve high venture performance.     

论国有商业银行的公司治理

作为我国金融体系主体的国有商业银行,其公司治理是否科学,将直接影响到商业银行的资产质量和经营效率,同时也将关系到我国宏观金融的整体安全。应从我国国有商业银行公司治理现状出发,完善国有商业银行的公司治理结构。     

地方大部门体制改革模式研究：以广东省交通体制改革为例

根据中共中央国务院的部署,新一轮地方政府机构改革应以大部门体制为基本方向。广东省交通管理体制改革必须遵循这一方向,这既是贯彻中央关于行政管理体制改革的精神,又是广东经济社会发展的必然要求。依据协同政府理论,广东省大交通管理体制改革有三种基本模式可供决策参考。