价格国际传递链中的“中国因素”研究 ──基于非线性Granger因果检验

 传统的Granger因果检验方法在现代经济学研究领域中得到了广泛的应用,然而,近年来的研究却发现,传统的Granger因果检验方法可能因忽略变量间的非线性关系而导致结论出现显著偏差。有鉴于此,本文首次采用最新发展的非线性Granger因果检验方法——Diks和Panchenko（2006）提出的非参检验方法,对中国在价格国际传递链中的地位与作用展开非线性研究。研究结果表明,通货膨胀在国际传递过程中呈现出显著的非线性动态变化趋势,而进一步的分析则发现在价格水平非线性传递中,作为世界第一大经济实体的美国发挥着主导作用,而中国对贸易伙伴国物价水平的冲击则十分微小,中国既无输出通货紧缩,也无输出通货膨胀,与此同时,本文还发现,现阶段中国物价水平呈现明显的外部“输入性”特征,因此,为了实现物价的长期稳定,我们必须在较好地应对国际冲击的同时,防范“输入型通货紧缩”与“输入型通货膨胀”的引发风险。     

门限自回归下的单位根检验可靠性研究

在非对称的门限自回归模型下,由于传统单位根检验式的误设,会导致单位根检验势下降。本文通过一系列的Monte-Carlo模拟表明：非对称性对ADF和PP检验的检验势会产生较大影响,而对其他四种常用的单位根检验势产生的影响较小,也就是说,在非对称的门限自回归下,非对称性对退势单位根检验势产生的影响较小。模拟中也发现：NP单位根检验对TAR模型和持久性都具有稳健性。     

基于共生理论对政府购买服务的实践性反思——以湘川情社会工作服务中心为例

政府购买服务能提高第一部门的社会影响力和推动第三部门的发展,逐渐被政府、非政府组织和专家学者重视并得以施行。但湘川情社会工作服务中心在践行这一举措时,受偏利共生的影响使其独立性有所改变。因此,只有实现互惠共生才能不断完善政府购买服务,并将其逐渐推广。     

内蒙古经济增长与居民储蓄、投资关系动态分析——基于VAR模型的实证研究

我们利用1985-2007年的时间序列数据,基于宏观和动态的视角,对我国居民消费及其影响因素进行了实证分析。Johansen协整检验的结果说明我区经济增长与居民储蓄、投资关系之间存在一种长期均衡关系。向量自回归VAR模型的动态分析表明,我区经济增长对自身的冲击产生持续响应,经济增长呈现出一定程度的＂惯性＂特征;投资对GDP的冲击是正向的,居民储蓄对GDP的短期影响不明显,但长期为反向。通过分析揭示了投资是内蒙古近些年经济快速发展的主要动力。     

Nonparametric testing of closeness between two unknown distribution functions

Based on the kernel integrated square difference and applying a central limit theorem for degenerate V-statistic proposed by Hall (1984), this paper proposes a consistent nonparametric test of closeness between two unknown density functions under quite mild conditions. We only require the unknown density functions to be bounded and continuous. Monte Carlo simulations show that the proposed tests perform well for moderate sample sizes.     

Towards a theory of point optimal testing

This paper puts the case for the inclusion of point optimal tests in the econometrician's repertoire. They do not suit every testing situation but the current evidence, which is reviewed here, indicates that they can have extremely useful Small-sample power properties. As well as being most powerful at a nominated point in the alternative hypothesis parameter space, they may also have optimum power at a number of other points and indeed be uniformly most powerful when such a test exists. Point optimal tests can also be used to trace out the maxemum attainable power envelope for a given testing problem, thus providing a benchmark against which test procedures can be evaluated. In some cases, point optimal tests can be constructed from tests of simple null hypothesis against a simple alternative. For a wide range of models of interst to econometricians, this paper shows how one can check whether a point optimal test can be constructed in this way. When it cannot, one may wish to consider approximately point optimal tests. As an illustration, the approach is applied to the non-nested problem of testing for AR(1) distrubances against MA(1) distrubances in the linear regression model.     

Design of a rotation scheme for a stratified multi-stage sample

A rotation scheme for a stratified multi-stage sample, discussed in this paper, was designed to statisfy the following conditions: (i) there is a constraint on the number of units that can be replaced in each round, and (ii) it is relatively inexpensive to increase the sample size gradually. An example of these conditions was observed in the development of a plan for measuring the accuracy of the billing process of a telephone company. Estimators of the population proportion of elements that possess a specified characteristic are also derived. Each estimator is a weighted average of the corresponding estimates based on the retained units from the original sample and on the new units, where the weight of the estimate based on the new units increases over time. While this rotation scheme is discussed in connection with the billing accuracy of a telephone company, the methodology can be applied to other similar problems.     

《新纲》与《旧纲》词表轻声词条的衔接问题

与《普通话水平测试大纲》相比,《普通话水平测试实施纲要》在轻声词条的处理上体现出精简、宽松的原则。两纲在轻声词条衔接上的难点问题是有共同“两读音节”的“两读词条”,这类“两读词条”可通过它们所共有的“两读音节”进行联想记忆。     

一类中立型偏微分方程的振动性

本文研究了一类中立型偏微分方程(?)~2 /(?)t~2[u(x,t)+sum from i=1 to m(λ_i(t)u(x,t-τ_i)])+(?)/(?)t[u(x,t)+sum from i=1 to m(λ_i(t)u(x,t-τ_i)])+P(x,t)u(x,t)+sum from j=1 to m_1(P_j(x,t)u(x,t-δ_j))=△u(x,t)+sum from k=1 to m_2(a_k(t)△u(x,t-p_k)(1)解的振动性,其中(x,t)∈Ω×(0,+∞)≡G,Ω(?)R~n是有界域,(?)Ω逐片光滑,△u=sum from k=1 to n((?)~2/(?)x_k~2u(x,t)),我们获得了方程(1)在不同边界条件下的所有解振动的充分条件,并给出这些充分条件应用的实际例子.     

ON THE PERFORMANCE OF KOLMOGOROV-SMIRNOV TESTS ON STABLE RANDOM VARIABLES1

This paper provides two procedures to perform the Kolmogorov–Smirnov (K-S) tests on stable random variables. One utilizes the integral representation of the cumulative distribution function of this random variable to perform the K-S test; the other utilizes the Gil-Pelaez-Roseń transformation of data (Csörg(1983)) to test uniformity on (0,1) for the transformed sample. Both procedures are examined and evaluated by a simulation study.