基于林业部门的中国宏观社会核算矩阵构建

森林碳汇在应对气候变化中的重要作用越来越突显。用可计算一般均衡模型(CGE)分析碳汇政策能够为政策的制订提供强有力的依据,构建CGE模型的前提需要构建基于林业部门的社会核算矩阵(SAM)。SAM中的林业产出和投入各账户、林产品供给和需求各账户,以及隐含的相对价格可以用来模拟碳汇政策对林业的影响。基于《2007年中国投入产出表》并结合其他统计数据,编制了基于林业部门的2007年中国社会核算矩阵。该表的特点是对涉及林业的账户进行了核算,对统计年鉴中没有的数据进行了合理的估算。编制的SAM为CGE模型的构建与应用提供了数据基础。     

Performance of the shrinkage preliminary test ridge regression estimators based on the conflicting of W,LR and LM tests

The shrinkage preliminary test ridge regression estimators (SPTRRE) based on the Wald (W), the likelihood ratio (LR) and the Lagrangian multiplier (LM) tests are considered in this paper. The bias and the risk functions of the proposed estimators are derived. The regions of optimality of the estimators are determined under the quadratic risk function. Under the null hypothesis, the SPTRRE based on LM test has the smallest risk, followed by the estimators based on LR and W tests. However, the SPTRRE based on W test performs the best followed by the LR and LM based estimators when the parameter moves away from the subspace of the restrictions. The conditions of superiority of the proposed estimator for both ridge and departure parameters are discussed. The optimum choice of the level of significance becomes the traditional choice by using the W test for all non-negative ridge parameters.     

A powerful and interpretable alternative to the Jarque–Bera test of normality based on 2nd-power skewness and kurtosis,using the Rao's score test on the APD family

We introduce the 2nd-power skewness and kurtosis, which are interesting alternatives to the classical Pearson's skewness and kurtosis, called 3rd-power skewness and 4th-power kurtosis in our terminology. We use the sample 2nd-power skewness and kurtosis to build a powerful test of normality. This test can also be derived as Rao's score test on the asymmetric power distribution, which combines the large range of exponential tail behavior provided by the exponential power distribution family with various levels of asymmetry. We find that our test statistic is asymptotically chi-squared distributed. We also propose a modified test statistic, for which we show numerically that the distribution can be approximated for finite sample sizes with very high precision by a chi-square. Similarly, we propose a directional test based on sample 2nd-power kurtosis only, for the situations where the true distribution is known to be symmetric. Our tests are very similar in spirit to the famous Jarque–Bera test, and as such are also locally optimal. They offer the same nice interpretation, with in addition the gold standard power of the regression and correlation tests. An extensive empirical power analysis is performed, which shows that our tests are among the most powerful normality tests. Our test is implemented in an R package called PoweR.     

DF-FPDLMS自适应滤波器的可测性设计与测试

基于加法器的测试生成,提出了直接实现形式的细粒度流水线延迟最小均方自适应滤波器的一种可测性设计的测试方案。在测试模式下,该设计通过滤波器组成模块的分层隔离及由寄存器转化成的扫描链提高了可测性;通过复用部分寄存器和加法器避免或最小化了额外的测试硬件开销。该方法能在真速下高效地侦测到滤波器基本组成单元内的任意固定型组合失效,且不会降低电路的原有性能。     

城市轨道交通产业投资对当年投资乘数的影响研究——以湖南数据为例

不同的当年投资乘数对于经济增长的作用不同,因此,投资乘数的计算可以准确测量投资对经济增长的促进作用。通过计算湖南城市轨道交通产业投资对湖南当年投资乘数的影响,可以预测未来湖南的投资乘数及其经济增长。通过研究可以发现发展轨道交通产业不仅对湖南经济增长率有着现实贡献,而且能够通过投资乘数变化对总供给函数的影响,来延长发掘该产业对湖南经济增长潜在的未来的贡献。     

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。     

中国省际贸易矩阵的估计与应用

基于2012年中国31省市的投入产出表,借鉴国内资金流量表、投入产出分析方法和社会核算矩阵理论编制了中国省际贸易矩阵,估计和分析了各地区省际间贸易往来规模及特征,并进行了各地区贸易往来影响效应的比较。结果发现：北京、海南等省际贸易依存度较高,四川、山东等省内贸易比例较大,江苏、北京等省际贸易总量较大,而青海、西藏等省际贸易总量较小;北京、上海等发达省份之间的贸易往来较为密切,同时一些中部省份是贸易流入的主要地区;北京、上海等呈现较强的影响力和感应度,浙江、江苏等沿海省份有着较强的感应度和较弱的影响力,宁夏、陕西等西部省份呈现较强影响力和较弱的感应度。     

Invariant tests based on M-estimators,estimating functions,and the generalized method of moments

We study the invariance properties of various test criteria which have been proposed for hypothesis testing in the context of incompletely specified models, such as models which are formulated in terms of estimating functions (Godambe, 1960) or moment conditions and are estimated by generalized method of moments (GMM) procedures (Hansen, 1982), and models estimated by pseudo-likelihood (Gouriéroux, Monfort, and Trognon, 1984b,c) and M-estimation methods. The invariance properties considered include invariance to (possibly nonlinear) hypothesis reformulations and reparameterizations. The test statistics examined include Wald-type, LR-type, LM-type, score-type, and C(α)?type criteria. Extending the approach used in Dagenais and Dufour (1991), we show first that all these test statistics except the Wald-type ones are invariant to equivalent hypothesis reformulations (under usual regularity conditions), but all five of them are not generally invariant to model reparameterizations, including measurement unit changes in nonlinear models. In other words, testing two equivalent hypotheses in the context of equivalent models may lead to completely different inferences. For example, this may occur after an apparently innocuous rescaling of some model variables. Then, in view of avoiding such undesirable properties, we study restrictions that can be imposed on the objective functions used for pseudo-likelihood (or M-estimation) as well as the structure of the test criteria used with estimating functions and generalized method of moments (GMM) procedures to obtain invariant tests. In particular, we show that using linear exponential pseudo-likelihood functions allows one to obtain invariant score-type and C(α)?type test criteria, while in the context of estimating function (or GMM) procedures it is possible to modify a LR-type statistic proposed by Newey and West (1987) to obtain a test statistic that is invariant to general reparameterizations. The invariance associated with linear exponential pseudo-likelihood functions is interpreted as a strong argument for using such pseudo-likelihood functions in empirical work.     

Testing exchangeability of copulas in arbitrary dimension

A test for exchangeability of copulas for arbitrary dimensions is proposed, generalising and extending a result by Genest et al. [(2012), ‘Tests of Symmetry for Bivariate Copulas’, Annals of the Institute of Statistical Mathematics, 64, 811–834]. Three test statistics together with some modifications are presented and their asymptotical behaviour is analysed. Empirical p-values are computed by using a bootstrap-procedure proposed by Rémillard and Scaillet [(2009), ‘Testing for Equality between Two Copulas’, Journal of Multivariate Analysis, 100, 377–386] and suggested by Bücher and Dette [(2010), ‘A Note on Bootstrap Approximations for the Empirical Copula Process’, Statistics & Probability Letters, 80, 1925–1932], based on a multiplier central limit theorem by van der Vaart and Wellner [(1996), Weak Convergence and Empirical Processes, Springer Series in Statistics, New York: Springer]. Finally a simulation study compares various versions of the proposed tests.     

基于Chandrasekharaiah广义线性理论的热压电力学的耦合广义变分原理

系统推导了热压电力学的变分原理。若应用传统的拉氏乘子法,由于会出现临界变分现象,不能得到本文的结果。本文指出临界变分是拉氏乘子的固有特性,半反推法是克服临界变分的有效途径之一。应用半反推法,根据Ｃｈａｎｄｒａｓｅｋｈａｒａｉａｈ关于压电材料的广义线性弹性理论,直接从控制方程及边初值条件,得到了经典意义上的一个耦合广义变分原理。本文的理论将给有限元方法、无单元方法及一些变分直接方法（如Ｒｉｔｚ法,Ｔ