Time series count data regression

The count data model studied in the paper extends the Poisson model by al-lowing for overdispersion and serial correlation. Alternative approaches to esti-mate nuisance parameters, required for the correction of the Poisson maximum likelihood covariance matrix estimator and for a quasi-likelihood estimator, are studied. The estimators are evaluated by finite sample Monte Carlo experi-mentation. It is found that the Poisson maximum likelihood estimator with corrected covariance matrix estimators provide reliable inferences for longer time series. Overdispersion test statistics are wellbehaved, while conventional portmanteau statistics for white noise have too large sizes. Two empirical illustrations are included.     

Problem Solving is Often a Matter of Cooking Up an Appropriate Markov Chain*

Abstract. By means of a series of examples, from classic contributions to probability theory as well as the author's own, an attempt is made to convince the reader that problem solving is often a matter of cooking up an appropriate Markov chain. Topics touched upon along the way include coupling, correlation inequalities, and percolation.     

中国地区金融差距变动趋势研究：1978—2004年

在金融发展地区差距是否趋同问题的研究上存在两种截然相反的观点,文章在对已有研究比较分析的基础上,通过两种指标、两种衡量方法对中国1978-2004各地区的金融发展差距进行了研究,各种统计结果互相印证,由此,我们得出了一个较为可靠的结论:中国地区金融发展差距呈现U形变化,东部、中部、西部三大区域间差距自20世纪90年代中期以来有上升趋势。     

自然垄断产业规制的国际比较研究

从自然垄断产业规制理论出发 ,根据国际上各国对自然垄断产业放松规制的实践 ,分析了放松规制的理论依据 ,并通过对中外自然垄断产业规制的比较研究 ,提出了中国自然垄断产业改革中应解决的主要问题 :制定相关法律 ,组建新型的保持利益中性的规制机构 ,合理分割原有自然垄断型企业 ,引入竞争机制 ,构建激励性规制改革的微观企业制度基础。     

海南省城镇居民消费需求实证研究

运用恩格尔系数和扩展线性支出系统以及PANEL DATA模型3种方法,估计1997—1999年海南省城镇居民消费需求的各项指标。据此,分析评价海南省城镇居民的消费需求状况,进而对提高城镇居民生活水平作了初步的探讨。     

公益广告的攻心策略

公益广告的效果研究一直处于广告研究的滞后阶段。目前的公益广告存在着“隔岸观火”和“隔靴搔痒”两大病症。问题的关键是广告诉求与受众的相关度不高。对症下药,提高公益广告效果的策略有三:真实再现、指向明确和对比联想。     

Using statistical techniques to detect fraud: a test case

In an experiment to test the effectiveness of statistical measures in detecting fraud, three physicians fabricated scores on the Montgomery–Åsberg Depression Rating Scale (MADRS) for a number of subjects in three sites. The fabricated data were then planted among MADRS data from 18 genuine sites. A statistician blinded as to the identity and quantity of the fabricated data attempted to detect the ‘fraudulent’ data by searching for unusual means and correlations. One of the three fabricated sites was correctly identified, and one genuine site was incorrectly identified as a potential fabrication. In addition, inlying and/or outlying means and correlations found in the genuine data suggested the possibility of using statistical checks for unusual data early in a study so that sites with unusual patterns could be prioritized for monitoring, training and, if necessary, auditing. Copyright © 2004 John Wiley & Sons Ltd.     

中国城镇居民10年消费结构变化实证研究

通过运用扩展线性支出系统模型(ELES)对城镇居民边际消费倾向和需求收入弹性进行实证研究，得出我国城镇居民满足吃、穿为主的生存型消费需求阶段已经结束，逐步向以发展型和享受型阶段过渡．同时预测恩格尔系数会继续下降，高层次消费项目将成为新的消费增长点．最后针对我国城镇居民消费结构变化提出政策性建议．     

一种快速有效提取浓密视差图的方法

采用边缘匹配和区域相关相结合的办法,用Gauss-Laplace算子首先对图像进行运算,提取图像的边缘像素,并根据一定约束条件匹配边缘像素,再将图像对视作对称,以相关值互为最大来确定其余点的匹配关系。用该方法处理经过良好校正的图像对,在VC 环境下可实现浓密视差图的快速提取。