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排序方式: 共有211条查询结果,搜索用时 31 毫秒
91.
We describe some simple methods for improving the performance of stationarity tests (i.e., tests that have a stationary null and a unit-root alternative). Specifically, we increase the rate of convergence of the test under the unit-root alternative from O p(T) to O p (T 2), then suggest an optimal method of selecting the order of the autoregressive component in the fitted autoregressive integrated moving average model on which the test is based. Simulation evidence suggests that these modifications work well. We apply the modified procedure to U.S. monthly macroeconomic data and uncover new evidence of a unit root in unemployment. 相似文献
92.
Marshall B. Reinsdorf 《商业与经济统计学杂志》2013,31(2):152-160
This article considers how scanner data could be used in constructing component indexes for the U.S. Consumer Price Index. One product, coffee, in two cities generates over 1.8 million observations in just over two years, so coping with the sheer volume of data would be a challenge. Some other findings are (1) some aggregation of prices into “unit-value” averages is necessary for practical reasons and to avoid bias, (2) chained Laspeyres indexes are very high, (3) “modified” Laspeyres indexes have some upward bias but much less than a true Laspeyres index, (4) Fisher ideal or modified Edgeworth indexes perform well, and (5) aggregating prices across outlets to form city-level unit values reduces the discrepancies between index-number formulas. 相似文献
93.
我国为适应贸易全球化的进程 ,大力推行政府采购制度。由于招标投标的内在特征 ,其有别于其它行业。专职招标机构以其科学、严谨、规范、公正的操作使我国政府采购得以健康、有序地顺利发展 ,其地位和主导作用无疑是重要和巨大的 相似文献
94.
Giuseppe Cavaliere 《Econometric Reviews》2005,23(3):259-292
The paper provides a general framework for investigating the effects of permanent changes in the variance of the errors of an autoregressive process on unit root tests. Such a framework - which is based on a novel asymptotic theory for integrated and near integrated processes with heteroskedastic errors - allows to evaluate how the variance dynamics affect the size and the power function of unit root tests. Contrary to previous studies, it is shown that non-constant variances can both inflate and deflate the rejection frequency of the commonly used unit root tests, both under the null and under the alternative, with early negative and late positive variance changes having the strongest impact on size and power. It is also shown that shifts smoothed across the sample have smaller impacts than shifts occurring as a single abrupt jump, while periodic variances have a negligible effect even when a small number of cycles take place over a given sample. Finally, it is proved that the locally best invariant (LBI) test of a unit root against level stationarity is robust to heteroskedasticity of any form under the null hypothesis. 相似文献
95.
Geoffrey Watson 《Revue canadienne de statistique》1998,26(3):383-392
Magnetized rocks provide a “tape recording” of the more recent history of the earth. It was this evidence that broke the opposition to continental drift. The nature of the data - samples of unit vectors in three dimensions - demanded new forms of statistical treatment. I hope that my personal account will enable the general statistician to see a rare example of statistics being developed to be a modest help in a major scientific revolution. 相似文献
96.
国家的权力与意志向民间社会的渗透是当前“国家建构”过程当中需要探讨的“时代主体”,对其的学术研究也比较多见,该层面的研究用现今比较时髦的人类学术语来讲就是“底边社会”中的“国家在场”。这个问题的学术和应用意义是显而易见的。笔者在此以自己出生成长地为例,欲从单位制的层面探讨新中国成立以来国家的政治、权力体系(尤其是科层制)如何对维吾尔族的社会结构产生影响。 相似文献
97.
David F. Hendry 《Econometric Reviews》1995,14(4):383-419
The paper considers the impact on estimation and inference of interactions between the existence of unit roots in a data generation process and the presence or absence of weak and strong exogeneity of conditioning variables for the parameters of interest in individual cointegrated linear relationships. The asymptotic distributions of estimators for single equation conditional linear relations are analyzed in conjunction with a Monte Carlo study. The results confirm the important role of weak exogeneity in single equation estimation from integratedcointegrated data; highlight the advantages of using an asymptotic analysis to understand the complicated interactions observed; and reveal the accuracy of the limiting distributions in characterizing finite sample behaviour. 相似文献
98.
陈晨 《吉林工程技术师范学院学报》2011,27(8):26-28
本文阐述了视频光盘服务质量的读者满意度对提高图书馆光盘借阅服务水平和服务质量的重要性,对影响光盘借阅服务满意度的主要因素进行了分析,提出了提高读者满意度的措施和方法。 相似文献
99.
修学强 《华南农业大学学报(社会科学版)》2014,32(6)
目前企业生产卷状产品时,为保证收卷工序上“恒张力”这一技术条件,采用的方法系统复杂、成本高,且无法满
足精度要求。针对卷材收、放卷所用的张力控制系统这一现状,设计了一种集传感和执行功能于一身的机械式张力自控
装置,在原有盘式摩擦制动器的基础之上通过加装压辊、支架和传动轴等部件,改变其使用方法,从而实现对收、放卷作
业所需“恒张力”进行自动控制,该装置结构简单、造价低廉,适合于中、小型企业选用及老旧设备改造。 相似文献
100.
This article examines how popular nonlinear unit root tests perform in the presence of non normal errors. Non normal errors normally do not pose a problem in the usual linear unit root tests since the least squares estimator will still be the most efficient under certain ideal conditions regardless of normal or non normal errors. Whether similar results will carry over to nonlinear unit root tests with non normal errors is a question that merits examination. We find that in contrast to the linear tests, the presence of non normal errors in nonlinear unit root tests will lead to a significant loss of power. 相似文献