Robust methods in econometrics

This survey of recent developments in robust estimation and inference is directed primarily toward econometricians. It is argued that many of the techniques in common use in econometrics are highly sensitive to unverified hypotheses. Recent progress in designing alternative robust procedures is described and some prospects for future developments are discussed.     

集团公司战略风险管理的理论探讨

本文对集团公司战略管理过程中产生战略风险的机制从公司整体运行的角度进行研究,提出了公司战略风险管理的系统化理论模型,并从公司的环境、资源、能力和公司主题战略四个方面分析了战略风险产生的风险机理。并提出了环境和资源对公司战略主题目标的实现的影响及产生风险的机制。     

现代企业竞争及竞争效能描述新探

现代企业竞争已不再是传统竞争观念之下的企业之间为争夺最终消费者而展开的市场竞争了。现代企业要想在竞争中建立优势,就必须全面关注一切可能影响企业竞争力的相关组织和个人的作用。本文采用定性分析和定量分析相结合的方法,对现代企业竞争及其效能描述提出了一种全新的观点。     

基于顾客的品牌权益测评:品牌联想结构分析法

品牌建设的核心是创建品牌权益.通过分析顾客的品牌联想结构,有助于考察品牌建设的效果,揭示品牌对顾客的影响.本文分析了基于顾客的品牌权益概念的科学内涵,详细阐述了品牌联想的构造,并对若干中外品牌的品牌联想结构进行了实证分析.     

新经济增长理论评析与启示

新经济增长理论强调知识、技术、人力资本对经济增长的巨大作用,打开了索罗"余值"的"黑箱",给出了技术变化一个内生的解释,为人们重新认识经济的长期增长,提供了许多深刻的看法。新经济增长理论也为我国西部地区经济增长提供了很好的启示。在新的历史时期,西部地区经济发展应实施"双重优势战略",切实依靠科技进步,加大知识、技术的投入,加快人力资源培育和开发的步伐,不断创造和完善有利于推进科技进步,充分发挥人力资本作用的制度环境。     

The univariate distribution function for a particular bilinear model

The aim of the paper is to find the univariate stationary distribution of a particular bilinear process. In this context, we propose a novel approach to derive the distribution function. It is based on a recursive formula and allows to relax the conditions on the moments of the process. We also show that the derived approximation converges to the true distribution function. The accuracy of the recursive formula is evaluated for finite sample dimensions by a small simulation study.Received: February 2003, Revised: May 2004,     

Robust methods in econometrics

This survey of recent developments in robust estimation and inference is directed primarily toward econometricians. It is argued that many of the techniques in common use in econometrics are highly sensitive to unverified hypotheses. Recent progress in designing alternative robust procedures is described and some prospects for future developments are discussed.     

VaR-APARCH模型与证券投资风险量化分析

基本统计分析发现,上证综合指数回报率分布存在尖峰肥尾性,不服从正态分布,并且还具有杠杆效应。本文应用APARCH模型在三种分布假设下对上证综合指数通过事后模拟和条件单步预测来计算上证综合指数的VaR风险值,然后把它与应用GARCH模型的估计结果进行比较分析。通过返回检验,我们发现,APARCH应用于VaR估计是统计有效的,并且明显优于GARHC模型。     

网络环境下数字化产品适用的营销模型研究

互联网和电子商务的广泛应用与开展,为数字产品营销提供了巨大的市场空间.同时,数字产品独特的交易过程也使其营销过程不同与传统产品.本文探讨三种经典的营销模型4P、4C和4S应用到数字产品的营销时的适用性.在已有研究总结出的四条命题基础上,通过三种渠道收集了45个数字产品营销工具作为样本,采用分类方法将三种经典的营销模型作为分类框架,对样本进行分类比较研究,验证了提出的五条假设并发现了三条有意义的结论:其一,数字产品的可试性和其需要的营销工具数量显著相关;其二,三种营销模型对不同种类的数字产品存在适用性的差异;其三,在网络营销环境中,数字产品常用的传输模式(下载和交互)与其适宜的分销方式(网上商店和独立网站)之间存在因果关系.     

Influence of light level on the incidence of road casualties and the predicted effect of changing 'summertime'

Previous studies of the apparent influence of daylight level and hour changes on the incidence of road casualties are reviewed and refined, by analysis of official databases for Great Britain (1969–1973 and 1985–1994) and the USA (1991–1995). New statistical methods, based on precisely computed altitudes of the sun for each accident location, are used to model casualty frequencies aggregated by week and hour of day, and locally evaluated associations between individual casualty incidence and solar altitude. Estimates of the altitude factor are interpreted causally to give counterfactual estimates of the effect of different clock time schedules on countrywide casualty numbers.