On hysteretic vector autoregressive model with applications

This paper proposes a new hysteretic vector autoregressive (HVAR) model in which the regime switching may be delayed when the hysteresis variable lies in a hysteresis zone. We integrate an adapted multivariate Student-t distribution from amending the scale mixtures of normal distributions. This HVAR model allows for a higher degree of flexibility in the degrees of freedom for each time series. We use the proposed model to test for a causal relationship between any two target time series. Using posterior odds ratios, we overcome the limitations of the classical approach to multiple testing. Both simulated and real examples herein help illustrate the suggested methods. We apply the proposed HVAR model to investigate the causal relationship between the quarterly growth rates of gross domestic product of United Kingdom and United States. Moreover, we check the pairwise lagged dependence of daily PM2.5 levels in three districts of Taipei.     

An extended semiparametric model for short-term and long-term hazard ratios

In survival analysis, one way to deal with non-proportional hazards is to model short-term and long-term hazard ratios. The existing model of this nature has no control over how fast the hazard ratio is changing over time. We add a parameter to the existing model to allow the hazard ratio to change over time at different speed. A nonparametric maximum likelihood approach is used to estimate the model parameters. The existing model is a special case of the extended model when the speed parameter is 0, which leads naturally to a way of testing the adequacy of the existing model. Simulation results show that there can be substantial bias in the estimation of the short-term and long-term hazard ratio if the speed parameter is fixed incorrectly at 0 rather than estimated. The extended model is fitted to three real data sets to shed new insights, including the observation that converging hazards does not necessarily imply the odds are proportional.     

On Hotelling’s T2 test in a special paired sample case

In a special paired sample case, Hotelling’s T² test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given.     

Confidence intervals based on the deviance statistic for the hyperparameters in state space models

The main objective of this work is to evaluate the performance of confidence intervals, built using the deviance statistic, for the hyperparameters of state space models. The first procedure is a marginal approximation to confidence regions, based on the likelihood test, and the second one is based on the signed root deviance profile. Those methods are computationally efficient and are not affected by problems such as intervals with limits outside the parameter space, which can be the case when the focus is on the variances of the errors. The procedures are compared to the usual approaches existing in the literature, which includes the method based on the asymptotic distribution of the maximum likelihood estimator, as well as bootstrap confidence intervals. The comparison is performed via a Monte Carlo study, in order to establish empirically the advantages and disadvantages of each method. The results show that the methods based on the deviance statistic possess a better coverage rate than the asymptotic and bootstrap procedures.     

影响企业扩张度的因素及其熵描述

通过对影响企业扩张度因素的分析以及熵思想下企业扩张度的重新界定,指出企业扩张必须遵循的原则就是,扩张必须基于自身核心竞争能力等内部基本元素的强弱与外部环境来确定其扩张的规模、速度以及经济范围,以便达到内部熵能最小和持续发展的目的。     

北京市现代制造业的产业组织结构分析

北京现代制造业的发展已有4年时间,对其发展状况和存在问题有必要从不同角度做出一个基本判断。本文主要从产业组织学的角度分析北京现代制造业产业组织结构的现状,探讨其存在的问题,并提出优化北京现代制造业产业组织的对策与建议。     

论全国人大代表比之重构

我国全国人民代表大会的代表数额分配的比例没有法定约束,地区与职业代表之间代表比的差别悬殊大。为了克服上述弊端,全国人大代表制度改革的方向是以废除职业代表制,落实公民实质平等选举权,照顾少数民族和人口较少区域为原则,废除预留代表惯例,完善华侨与港澳台代表之选举。     

国外“房价收入比”研究：起源、测量与应用

从起源、测量、应用等角度,系统梳理了国外房价收入比的研究文献。研究发现:房价收入比演化于、并优于住房支出收入;房价收入比测量的多样性取决于房价和收入测量方法的多样性,以及房价收入比均衡模型的不同;房价收入比主要应用于住房支付能力和房地产泡沫研究。房价收入比计算的规范化、均衡模型的集成化以及实证的多角化将成为进一步的研究方向。     

社会认同视阈下性别比例政策的优化

性别比例政策实施以来,一直不乏质疑的声音,其功能也有弱化倾向,其主要原因在于文化转型时期,人们对女性参政的社会认同出现了困境。社会认同是发生于人际间和人与社会之间的价值评价关系,它不仅直接表达着个人、群体和社会三种主体的价值评价,而且还规定着人们对待他人、群体和社会采取何种态度和行为。女性参政的社会认同困境包括女性自我身份、价值观念以及制度政策的认同困境等三个方面。要优化性别比例政策,关键在于构建积极的社会认同。     

论高等学校大型仪器设备的开放与共享

大型精密仪器设备是高等学校优质的教学资源,是进行高水平实验教学和科学研究的重要工具,也是高等学校办学实力和科研水平的重要标志。但由于高等学校大型仪器设备封闭式管理,导致重复购置;购置可行性论证不足,造成严重的资源浪费;购人后维护经费不足,造成大量仪器设备闲置等原因,是高等学校大型仪器设备利用率不高的主要原因。这些因素制约了高等学校大型仪器设备的开放与共享,因此,高等学校建立开放共享的管理机制,形成组织保障、经济保障和设备效益评估机制,建立大型仪器共享平台,设立大型仪器设备使用基金,鼓励大型仪器设备对外开放,服务社会。提高高等学校仪器设备利用率,保障教学科研工作正常进行,促进高等学校的可持续发展。