Indirect Inference for Lévy‐driven continuous‐time GARCH models

We advocate the use of an Indirect Inference method to estimate the parameter of a COGARCH(1,1) process for equally spaced observations. This requires that the true model can be simulated and a reasonable estimation method for an approximate auxiliary model. We follow previous approaches and use linear projections leading to an auxiliary autoregressive model for the squared COGARCH returns. The asymptotic theory of the Indirect Inference estimator relies on a uniform strong law of large numbers and asymptotic normality of the parameter estimates of the auxiliary model, which require continuity and differentiability of the COGARCH process with respect to its parameter and which we prove via Kolmogorov's continuity criterion. This leads to consistent and asymptotically normal Indirect Inference estimates under moment conditions on the driving Lévy process. A simulation study shows that the method yields a substantial finite sample bias reduction compared with previous estimators.     

Mechanisms underlying parent–child occupational consistency: a critical review

Parents’ and children’s occupations are often similar on a variety of dimensions, including income, gender typicality, and Holland’s job types [Whiston, S. C., & Keller, B. K. (2004). The influences of the family of origin on career development: A review and analysis. The Counseling Psychologist, 32, 493–568]. The mechanisms underlying this phenomenon are not well understood, limiting both research and application to real-world contexts such as career counseling settings. The present article has three main goals: (1) To critically examine individual mechanisms underlying parent–child occupational consistency; (2) To propose a multiple mechanisms model that accounts for the limitations and assumptions of individual mechanisms; and (3) To propose future research directions while critically examining implicit assumptions of past research and research methodology. By addressing these goals, this paper has the potential to inform future research on parent–child occupational consistency and vocational intervention efforts.     

《论语》文本研究的几个问题

《论语》的文本形式构成无疑是影响读者对孔子思想作整体性理解的重要因素之一。《论语》文本篇幅之所以如此之少,原因与儒学内部的分化及儒学意识形态化有关;以《论语》为书名是孔子后学对"圣人之言"的价值推崇;"问答"作为《论语》文本的体裁选择是为了通过语境重构来保持文本的开放性,让读者主动参与到对孔子思想的创造性理解;缺乏情景语境的"子曰"式叙事反映了孔子后学对孔子思想进行系统性建构的努力;有子和曾子继承和发挥了孔子"赞述"阐释学传统并从四个方面来构建起《论语》的文本逻辑联系。     

A Note on Consistent Estimation of Multivariate Parameters in Ergodic Diffusion Models

Certain aspects of maximum likelihood estimation for ergodic diffusions are studied via recently developed empirical process theory for martingales. This approach enables us to remove some undesirable regularity conditions that usually appear in the statistical literature on ergodic diffusions. In particular, dimension dependent conditions for the existence of a continuous likelihood and for consistency of the maximum likelihood estimator turn out to be unnecessary.     

价格与效能一致性情景对顾客满意度的影响

运用结构方程模型分析效能期待、效能认知及顾客满意度和价格预期、价格认知及顾客满意度在价格与效能一致与否不同情境下的相互关系,能够了解价格在满意度形成过程中的作用。研究发现,购前期待对购后顾客满意度的影响具有权变性,本研究结果证实了在服务效能不确定的情况下,价格可能对顾客满意形成起到暗示作用的观点,解释了先前期待与顾客满意度关系研究结论不一致的原因。     

科学社会学的张力——默顿与贝尔纳研究传统的比较

在科学社会学理论中,贝尔纳和默顿分别创建了科学的社会研究中的默顿传统与贝尔纳传统。由于他们在科学知识观上的差异,尽管二者研究前提和研究主旨方面存在一些共同点,但也存在着一定的差别。贝尔纳的立论基础代表了科学家的立场,默顿则坚持的是社会学家的话语。从认识论角度来说,对科学与社会之间的关系,贝尔纳侧重宏观定性研究,默顿及其学派着力于科学内部的社会结构分析,属于微观分析图式。在研究方法上,默顿开辟了一种科学的社会学表述新方法,贝尔纳从科学与社会之间的互动关系出发,提出了一系列科学的社会研究问题。默顿与贝尔纳不同的研究风格,表明了科学社会学研究中存在着巨大的张力。     

Bootstrap variance and bias estimation in linear models

Let θ be a nonlinear function of the regression parameters and θ be its estimator based on the least-squares method. This paper studies the bootstrap estimators of the variance and bias of θ. The bootstrap estimators are shown to be consistent and asymptotically unbiased under some conditions. Asymptotic orders of the mean squared errors of the bootstrap estimators are also obtained. The bootstrap and the classical linearization method are compared in a simulation study. Discussions about when to use the bootstrap are given.     

A two-way classification of regression estimation strategies in probability sampling

This paper examines strategies for estimating the mean of a finite population in the following situation: A linear regression model is assumed to describe the population scatter. Various estimators β for the vector of regression parameters β are considered. Several ways of transforming each estimator β into a model-based estimator for the population mean are considered. Some estimators constructed in this way become sensitive to correctness of the assumed model. The estimators favoured in this paper are the ones in which the observations are weighted to reflect the sampling design, so that asymptotic design unbiasedness is achieved. For these estimators, the randomization distribution gives protection against model breakdown.     

有氧运动对老年人血容量和血液粘稠度的影响

采用实验对比法,探讨长期进行体育锻炼(有氧运动)对老年人的血容量(BV)和血液粘稠度(η)的影响。结果显示,安静时各指标无明显差异,但在运动后血液粘稠度显著下降,而血容量较运动前增加。