长三角和珠三角制造业双赢发展的政策分析

长江三角洲和珠江三角洲是我国两大制造业中心,两地由于产业结构趋同,区域竞争日趋激烈,将可能对各自制造业的健康发展造成负面影响,运用偏离份额分析和规模/前景矩阵相结合的方法,可以明确两地政府实现制造业的双赢发展提出前瞻性的政策思路。     

人口流动性影响地方政府规模的区域差异研究

以“利维坦假说”为理论起点,对“以足投票”机制在中国的适用性进行了理论探讨,并利用相关数据进行实证检验。研究发现,中国人口流动对不同地区地方政府规模的影响存在区域差异效应。人口流动对不同地区地方官员晋升环境以及财政支出压力影响的差异是形成区域差异效应的重要原因所在。据此,应在加强政府审计、改革政绩考核体系等方面采取措施,对地方政府不合理扩张规模行为加以遏制。     

建设人口均衡型社会:条件、问题及对策

在建设资源节约、环境友好型社会的进程中,人口的均衡发展是一个关键。自上世纪70年代初开始的计划生育政策,加速了我国人口生育率下降,有效地控制了人口过快增长,促进了经济增长与人口增长的协调发展。但是,从1990年代我国进入低生育率开始已有20来年,长期的低生育率的人口非均衡发展下将产生了更为复杂的人口现象,引发了人口规模与结构、劳动供给与需求、人口流动与区域发展等之间的失衡和矛盾,成为制约未来我国经济与社会发展的人口难题,破解这些人口难题是建设人口均衡型社会的应有之意。     

Efficient Estimation and Robust Inference of Linear Regression Models in the Presence of Heteroscedastic Errors and High Leverage Points

It is common for linear regression models that the error variances are not the same for all observations and there are some high leverage data points. In such situations, the available literature advocates the use of heteroscedasticity consistent covariance matrix estimators (HCCME) for the testing of regression coefficients. Primarily, such estimators are based on the residuals derived from the ordinary least squares (OLS) estimator that itself can be seriously inefficient in the presence of heteroscedasticity. To get efficient estimation, many efficient estimators, namely the adaptive estimators are available but their performance has not been evaluated yet when the problem of heteroscedasticity is accompanied with the presence of high leverage data. In this article, the presence of high leverage data is taken into account to evaluate the performance of the adaptive estimator in terms of efficiency. Furthermore, our numerical work also evaluates the performance of the robust standard errors based on this efficient estimator in terms of interval estimation and null rejection rate (NRR).     

中外中小企业的界定标准的比较

中小企业的界定标准是个基础性和关键性的问题。国外标准是经历从定性到定量,从繁琐到简化的发展过程,并且将单一或复合标准结合使用。中国中小企业的最新分类标准虽然将界定标准大量简化,认定标准的主体角色也发生了转变,但是计量标准偏大等一些问题的存在仍然阻碍中国中小企业界定标准发挥充分作用,因而需要做出一定的调整。     

Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals

We propose and study by means of simulations and graphical tools a class of goodness-of-fit tests for ARCH models. The tests are based on the empirical distribution function of squared residuals and smooth (parametric) bootstrap. We examine empirical size and power by means of a simulation study. While the tests have overall correct size, their power strongly depends on the type of alternative and is particularly high when the assumption of Gaussian innovations is violated. As an example, the tests are applied to returns on Foreign Exchange rates.     

Optimal batch size and investment in multistage production systems with scrap

In this paper, we study the problem of selecting the optimum production batch size in multistage manufacturing facilities with scrap and determining the optimal amount of investment. We analyse the effect of investment for quality improvement on the reduction of the proportion of defectives, and the effect of this reduction on processing cost, setup cost, holding cost, and profit loss. The quality characteristic of the product manufactured is assumed to be normally distributed with a mean equal to the target value. The purpose of the investment is to reduce the variance of the quality characteristic and hence the proportion of defectives. The model assumes known demand, which must be satisfied completely, scrappage at each stage and profit loss due to scrap. Using this model, the optimal values of the production quantity and the proportion of defectives for minimizing the total cost are obtained. The optimal investment is then obtained using the relationship between the investment and the proportion of defectives.     

规模以下工业抽样设计研究

为推动规模以下工业抽样调查工作以及解决当前调查面临的有关问题,本文对抽样设计进行了改进研究。首先,本文对规模以下工业抽样设计演变过程进行系统梳理,总结了现行抽样设计充分利用双重抽样框设计和综合运用三种抽样方法的特点。其次,针对园区层企业密度高的特点,探索结合园区因素改进地域抽样设计,对园区层和非园区层分别抽样,解决调查中面临的非抽样误差问题,并调整辅助变量使其与核心指标相关性均较高,确保抽样推断精度,有效提高抽样调查效率。并以我国东 部某省为例进行实证模拟得到结合园区因素抽样设计对调查工作改进的结论。再次,针对我国各级政府管理需要以及局队业务分工优化调整情况,介绍了规模以下工业样本追加理论和实证应用的主要研究成果。最后,在大数据时代数据来源广泛的背景下,本文在多重抽样框设计以及利用辅助变量提升样本轮换推断精度方面提出了进一步改进抽样设计的思路。     

Performance evaluation of likelihood-ratio tests for assessing similarity of the covariance matrices of two multivariate normal populations

Abstract

In analyzing two multivariate normal data sets, the assumption about equality of covariance matrices is usually used as a default for doing subsequence inferences. If this equality doesn’t hold, later inferences will be more complex and usually approximate. If one detects some identical components between two decomposed non equal covariance matrices and uses this extra information, one expects that subsequence inferences can be more accurately performed. For this purpose, in this article we consider some statistical tests about the equality of components of decomposed covariance matrices of two multivariate normal populations. Our emphasis is on the spectral decomposition of these matrices. Hypotheses about the equalities of sizes, shapes, and set of directions as components of these two covariance matrices are tested by the likelihood ratio test (LRT). Some simulation studies are carried out to investigate the accuracy and power of the LRT. Finally, analyses of two real data sets are illustrated.     

The Performance of Panel Unit Root and Stationarity Tests: Results from a Large Scale Simulation Study

This paper presents results on the size and power of first generation panel unit root and stationarity tests obtained from a large scale simulation study. The tests developed in the following papers are included: Levin et al. (2002), Harris and Tzavalis (1999), Breitung (2000), Im et al. (1997, 2003), Maddala and Wu (1999), Hadri (2000), and Hadri and Larsson (2005). Our simulation set-up is designed to address inter alia the following issues. First, we assess the performance as a function of the time and the cross-section dimensions. Second, we analyze the impact of serial correlation introduced by positive MA roots, known to have detrimental impact on time series unit root tests, on the performance. Third, we investigate the power of the panel unit root tests (and the size of the stationarity tests) for a variety of first order autoregressive coefficients. Fourth, we consider both of the two usual specifications of deterministic variables in the unit root literature.