化工原理实验教学软件开发研究

使用“MicrosoftOfficeFrontPage”、“东方网页王”、“Java”、“主页秀3”等软件开发的《化工原理实验教学软件》每个教学单元包括文字、图片和影视三个部分,并都配有语音。该软件使用方便,内容丰富,并可以通过网络进行访问,几乎不受时空限制,极大地方便了化工原理实验课程的教与学。     

正交多项式逼近下非线性趋势序列单位根检验

 传统单位根检验方法常常假设带有线性的确定性趋势,但如果趋势是非线性的,通常将因为检验功效大幅下降而导致检验失败。本文研究用正交多项式逼近非线性趋势,然后对残差进行单位根检验的方法。研究了用正交多项式进行趋势逼近的性质,推导了这种方法进行单位根检验时统计量的极限分布,提出了正交多项式最高阶数的确定方法,仿真研究了残差相关与不相关时的检验功效。结果表明,检验方法是有效的。     

大数据视角下名录库更新维护——基于互联网异源异构数据整合的探讨

统计系统基本单位名录库是统计数据质量的基石,现有数据源在成本、时效性、数据提供者负担方面存在劣势。为此,提出一种互联网大数据整合视角下的名录库更新维护思路：从参与者行为、数据质量角度论证了将异源异构互联网作为名录库更新数据源的优势,讨论了名录库基本信息、属性信息及地理定位信息获取的技术手段,并给出实例应用。     

LSTAR-GARCH模型的单位根检验

LSTAR模型的单位根检验往往易忽视其条件方差的时变性,实际上,对许多经济变量尤其是金融变量建立LSTAR模型后,经常发现其条件方差存在GARCH效应。针对LSTAR-GARCH模型的平稳性检验,本文构建了检验统计量tNG,之后在极大似然估计的基础上,推导出tNG的渐近分布,通过蒙特卡洛模拟方法得到该统计量的渐近临界值,并在此基础上研究了tNG检验的检验功效。在与刘雪燕和张晓峒(2009)提出的tNL检验、Ling等(2003)提出的tLG检验以及DF单位根检验进行比较后,发现tNG检验具备明显优势。     

论《单位》和《沧浪之水》中的单位青年人形象

刘震云的中篇小说《单位》和阎真的长篇小说《沧浪之水》通过青年形象的塑造来展现成长主题。在这两部小说中有三类青年形象:一类是成长主人公,他们经由单位制度和文化的改造而呈现出复杂的意味;另一类青年形象是主动成长者,这些主动成长者既对单位制度和文化有揭示作用,同时又是主人公成长的镜像;第三类青年形象是拒绝成长者,他们既可能因改造而成长,也可能长期定型为单位中的边缘角色。     

On the Use of GLS Demeaning in Panel Unit Root Testing

One of the most well-known facts about unit root testing in time series is that the Dickey–Fuller (DF) test based on ordinary least squares (OLS) demeaned data suffers from low power, and that the use of generalized least squares (GLS) demeaning can lead to substantial power gains. Of course, this development has not gone unnoticed in the panel unit root literature. However, while the potential of using GLS demeaning is widely recognized, oddly enough, there are still no theoretical results available to facilitate a formal analysis of such demeaning in the panel data context. The present article can be seen as a reaction to this. The purpose is to evaluate the effect of GLS demeaning when used in conjuncture with the pooled OLS t-test for a unit root, resulting in a panel analog of the time series DF–GLS test. A key finding is that the success of GLS depend critically on the order in which the dependent variable is demeaned and first-differenced. If the variable is demeaned prior to taking first-differences, power is maximized by using GLS demeaning, whereas if the differencing is done first, then OLS demeaning is preferred. Furthermore, even if the former demeaning approach is used, such that GLS is preferred, the asymptotic distribution of the resulting test is independent of the tuning parameters that characterize the local alternative under which the demeaning performed. Hence, the demeaning can just as well be performed under the unit root null hypothesis. In this sense, GLS demeaning under the local alternative is redundant.     

Structural changes and unit roots in non-stationary time series

The problem of testing hypotheses of a unit root and a structural change in one-dimensional time series is considered. A non-parametric two-step method for solution of the problem is proposed. The method is based upon the modified Kolmogorov-Smirnov statistic. At the first step of this method the hypothesis of stationarity of an obtained sample is tested against a unified alternative of a statistical non-stationarity of a time series (a unit root or a structural change). At the second step of the proposed method, in case of rejecting the stationarity hypothesis at the first step, the hypothesis of an unknown structural change is tested against the alternative of a unit root. We prove that probabilities of errors (false classification of hypotheses) of the proposed method converge to zero as the sample size tends to infinity.     

购买力平价及其在亚洲新兴市场中的实证分析

 作为最重要的汇率决定理论之一,购买力平价被广泛应用于实证研究,但是重点针对亚洲新兴市场的研究依然有限。本文对七个亚洲新兴市场进行了购买力平价理论长期均衡关系的实证检验分析。针对购买力平价理论,作者运用单位根检验和协整检验进行数据分析。数据采用1957年至2011年的汇率（以美元作为基础汇率）及季度价格水平（本文采用CPI作为价格水平指数）。实证检验结果表明购买力平价理论的长期均衡在亚洲新兴市场中均不成立。文章最后提出了一些或许会导致其不理想结论的因素,并针对文章的实证研究得出新的改进方法。     

Equalizing population denominators for australian metropolitan areas

Most population data are collected and tabulated in an aggregate form by censuses around the world in which political and economic considerations determine the geographic unit of the aggregation. Large spatial variation in population size among, units can limit comparative analysis among different subregions. Census population counts are often used as the denominator in rate calculations. This paper proposes the design of new districts for Australian metropolitan areas that will decrease the absolute range in population among districts. The transport algorithm is used for aggregation of Collection Districts in order to achieve this goal. The transport algorithm proved efficient in assigning CDs to a more equitable alignment of population in the selected Statistical Divisions. This method affords the spatial comparison of city settlement and socio-economic variables as well as deriving a stable denominator for these comparisons. The results demonstrate the advantages of equalized population denominators over those associated with the current statistical districts.