纤维丛与金融统计

 本文探讨了纤维丛理论与金融统计数据之间的关系。从纤维丛所表示的统计空间、会计空间二者的综合性与细致性的角度对金融交易数据的传统统计方法、会计方法进行了比较分析。     

社会保障统计国际比较与借鉴

 本文通过对四大国际组织、三个代表国家社会保障统计的比较分析,总结出国际社会保障支出统计的口径差异主要集中在其所包括的社会保障项目、主体和形式三方面。呼吁国际社会关注社会保障统计标准问题,以使社会保障统计在其国际比较、理论研究和方向道路选择方面发挥应有作用。中国在构建社会保障统计的起始阶段,尤需注意英、美、日三国将社会保障作为独立大类在统计年鉴中单独列示;借鉴欧盟经验建立社会保障收支统计体系,并通过来源法、部门法、项目法和对象法的选择完成社会保障支出统计。     

我国最低工资统计测算模型研究

 最低工资统计测算模型研究，历来是各国政府极为重视的问题之一。它涉及到运用统计调查方法、经济计量模型、计算机辅助测算等方法，对最低工资测算、劳动者生存质量，以及对制度法规等问题进行定性定量分析的跨学科研究的问题，由于该课题在我国研究的时间较短，特别是统计学者介入研究不够，导致各级劳动和社会保障部门虽然亟需解决最低工资统计测算模型问题，但囿于统计技术问题，其发展极为缓慢。这也是本课题组亟力推动研究之动力。     

同期相关面板数据结构突变单位根检验的统计性质 ——中国CPI指数平稳性的经验证据*

 内容提要：本文首先研究了同期相关面板数据外生同期截距突变同质面板单位根检验的统计性质。研究发现对于大面板数据该检验具有良好的实际检验水平，面板数据的大小、同期相关程度、结构突变位置和结构突变幅度等因素对该检验的检验功效具有显著影响，而且ρSUR检验比τSUR检验有更理想的检验效果。其次，利用该检验对中国省级CPI指数的平稳性进行了经验分析，发现中国省级CPI指数是趋势结构突变的平稳过程。     

从工具到范式：假设检验争议的知识社会学反思

统计工具的建构与运用不能脱离知识生产的情境脉络,其中渗透着建构者和运用者的个人主张与其所在学科的整体价值追求。原假设显著性检验是社会科学实证研究中最为常用的假设检验方法,其流行并非因为方法论本身的精确无误,而在于它虽存有争议并因此招致严厉批评,但仍简洁有效地满足了研究者追求知识的客观性与确定性、以期将自身所在的学科塑造为一门科学分支的主观期待。因此,这一方法就从一个普通的统计工具上升为一种学科范式,起到了收敛学科的精神指向、提供模式化的解题方法、从而实现学科内部知识较快发展的功能。     

The analytic foundation of international economic modeling at the OECD

This article describes the OECD Secretariat's international linkage model, INTERLINK, built to assist various tasks, including the production of baseline international projections, the establishment and maintenance of international consistency of these projections, and the production of alternative projections and policy scenarios. It is thus concerned with the theory of the method of international forecasting and policy analysis, rather than the theory of forecasting itself. The article is divided into sections, which discuss the reasons for international economic modeling at OECD, the main tasks performed by the model, the technical requirements that it needs to satisfy, its present structure, and the experience with it.     

Approximations of the Distributions of Test Statistics for Homogeneity of a Product Multinomial Model

Statistics R ^a based on power divergence can be used for testing the homogeneity of a product multinomial model. All R ^a have the same chi-square limiting distribution under the null hypothesis of homogeneity. R ⁰ is the log likelihood ratio statistic and R ¹ is Pearson's X ² statistic. In this article, we consider improvement of approximation of the distribution of R ^a under the homogeneity hypothesis. The expression of the asymptotic expansion of distribution of R ^a under the homogeneity hypothesis is investigated. The expression consists of continuous and discontinuous terms. Using the continuous term of the expression, a new approximation of the distribution of R ^a is proposed. A moment-corrected type of chi-square approximation is also derived. By numerical comparison, we show that both of the approximations perform much better than that of usual chi-square approximation for the statistics R ^a when a ≤ 0, which include the log likelihood ratio statistic.