Regression spline bivariate probit models: A practical approach to testing for exogeneity

Bivariate probit models can deal with a problem usually known as endogeneity. This issue is likely to arise in observational studies when confounders are unobserved. We are concerned with testing the hypothesis of exogeneity (or absence of endogeneity) when using regression spline recursive and sample selection bivariate probit models. Likelihood ratio and gradient tests are discussed in this context and their empirical properties investigated and compared with those of the Lagrange multiplier and Wald tests through a Monte Carlo study. The tests are illustrated using two datasets in which the hypothesis of exogeneity needs to be tested.     

我国开展涉外工程承发包的经济合作动力分析

西莫尔和安德里克的“三大优势”理论 ,给我国开展涉外工程承发包提供了理论支持 ,引入国民收入总量分析模型 ,可动态分析国际工程承发包“乘数效应”的贸易利得。因此 ,国民收入的增长是我国开展涉外工程承发包的经济合作动力。     

基于MRIO模型的中国区域间碳关联测度

中国作为世界上最大的CO2排放国,减排压力巨大;为实现政府制定的减排目标,需要对区域间碳关联进行研究,从而对各区域制定差别化的减排策略。运用多区域投入产出(MRIO)模型,利用2007年中国区域间投入产出表,将中国分为东部、中部和西部3个区域,从乘数效应、溢出效应和反馈效应的视角对中国区域间碳关联进行研究。研究结果显示:东部区域的区域内碳排放乘数效应明显弱于中部与西部区域;东部与西部区域对中部区域的溢出效应明显强于中部与西部区域对东部区域的溢出效应;区域间碳排放反馈效应很小,各区域差距也较小;能源直接消耗部门的总效应值远超其他部门。在研究结论的基础上,从区域和部门角度对中国碳减排问题提出政策建议。     

空间回归模型选择的反思

空间计量经济学存在两种最基本的模型:空间滞后模型和空间误差模型,这里旨在重新思考和探讨这两种空间回归模型的选择,结论为:Moran’s I指数可以用来判断回归模型后的残差是否存在空间依赖性;在实证分析中,采用拉格朗日乘子检验判断两种模型优劣是最常见的做法。然而,该检验仅仅是基于统计推断而忽略了理论基础,因此,可能导致选择错误的模型;在实证分析中,空间误差模型经常被选择性遗忘,而该模型的适用性较空间滞后模型更为广泛;实证分析大多缺乏空间回归模型设定的探讨,Anselin提出三个统计量,并且,如果模型设定正确,应该遵从Wald统计量>Log likelihood统计量>LM统计量的排列顺序。     

转轨期的结构因素对宏观经济及宏观经济政策的影响

在经济转轨时期,若干结构因素通过乘数等方式对中国宏观经济的运行产生重要影响.这些结构因素包括:劳动收入和资本收入、私人部门和公共部门、预算硬约束经济和预算软约束经济、有需求的生产能力和过剩的生产能力、中国经济和外国经济.政府应该控制对家庭和企业的转移支付,加强对贷款规模的管理,控制公共部门规模,提高公共品供给效率.     

Large‐sample tests of extreme‐value dependence for multivariate copulas

Starting from the characterization of extreme‐value copulas based on max‐stability, large‐sample tests of extreme‐value dependence for multivariate copulas are studied. The two key ingredients of the proposed tests are the empirical copula of the data and a multiplier technique for obtaining approximate p‐values for the derived statistics. The asymptotic validity of the multiplier approach is established, and the finite‐sample performance of a large number of candidate test statistics is studied through extensive Monte Carlo experiments for data sets of dimension two to five. In the bivariate case, the rejection rates of the best versions of the tests are compared with those of the test of Ghoudi et al. (1998) recently revisited by Ben Ghorbal et al. (2009). The proposed procedures are illustrated on bivariate financial data and trivariate geological data. The Canadian Journal of Statistics 39: 703–720; 2011. © 2011 Statistical Society of Canada     

A convex quadratic semi-definite programming approach to the partial additive constant problem in multidimensional scaling

Bénasséni [Partial additive constant, J. Statist. Comput. Simul. 49 (1994), pp. 179–193] studied the partial additive constant problem in multidimensional scaling. This problem is quite challenging to solve, and Bénasséni proposed a numerical procedure for two special cases: the cross-set partial perturbation and the within-set partial perturbation. This paper casts the problem as a modern quadratic semi-definite programming (QSDP) problem, which is not only capable of dealing with general cases, but also enjoys a number of good properties. One of the good properties is that the proposed approach can find the minimal constant under very weak conditions. Another is that there exists a ready-to-use numerical package such as the QSDP solver in Toh [An inexact path-following algorithm for convex quadratic SDP, Math. Program. 112 (2008), pp. 221–254], allowing a great deal of flexibility in choosing the index set to which the partial constant should be added. Our numerical results show a significant improvement over that reported in Bénasséni (1994).     

中国资源－经济－环境SAM的编制方法

 目前，有关资源、环境的核算在理论上取得了很大进展，但将各类统计数据整合到一个一致的核算框架中仍然面临很多困难。本文在中国2000年基准SAM的基础上扩展构造了一个含有资源、环境账户的细化SAM表式，并详细论述了其编制过程和资源、环境账户的数值确定方法，在提高绿色核算理论的实用性、进而为研究提供数据基础方面做出了有益的尝试。     

中国电信业对国民经济的乘数作用——基于投入产出局部闭模型的测算

近年来,我国综合通信能力迅速增强,电信行业高速发展。借鉴投入产出局部闭模型的方法,纳入居民部门对国民经济各部门的影响,测算2007年与2011年电信业对国民经济的乘数作用,对数据进行实证分析与研究。数据分析结果表明：电信业乘数作用绝对值从2007年的2．98提高到2011年的4．27,电信业对国民经济的乘数作用在国民经济各部门中排位上升,其增长率高居榜首,高达43．18％,显示出电信业的高度的经济活力和投资前景。