频带分析方法在我国景气周期波动中的应用

摘　　要:本文介绍了国外最近提出的基于频带分析的景气指标选择方法。本文首先利用带通滤波分离出我国实际GDP增长率的循环要素并把它作为基准指标,然后利用文中介绍的频带分析方法选择一致指标。在选择一致指标时发现,利用频带分析方法选择的固定资产投资指标,在时域上却未被入选。这表明选择指标时频带选择方法比时域选择方法选择范围更广。本文还分别基于频带方法和时域方法构造一致合成指数,这两者都能够较好地拟合GDP增长率的波动情况,但使用频带方法得到的结果略好一些     

Technology selection in the absence of standardised materials and processes: a survey in the UK composite materials supply chain

Composite materials is an industry where technology selection has major consequences as there is not a standard manufacturing process, nor are there standardised materials with defined or proscribed properties for companies to select as multiple solutions are technically viable. This research aims to identify key factors for manufacturing technology selection in the UK composite materials supply chain. Literature review and managers’ opinions were used to identify 18 factors affecting manufacturing technology selection. This was followed by a survey comprising the multi-tier supply chain of the composite materials industry. The results of the survey show ‘on time deliveries/service level to customers’, ‘improve quality’ and ‘reduce cycle time’ received the highest average ratings. In this study a correlation analysis was performed to identify the underlying dependencies between the factors investigated. The identification and use of underlying dependencies rather than highest average provided a more comprehensive picture of the factors that affect technology selection in the composite materials industry. For this study, experts in composite materials were asked to comment on the findings of the survey and their value to the industry. The results presented may assist companies in the composite materials industry with technology selection decision-making processes.     

深层水泥搅拌桩加固软土地基的设计与施工

概述深层水泥搅拌桩在加固软土地基中有关单桩承载力的确定、置换率与复合地基承载力的关系、桩长与沉降量的关系以及深层水泥搅拌桩在施工中的一些经验体会．     

论间接正犯的着手——以间接正犯的行为构造为视角

无论是在德日一般不处罚预备罪的背景下,还是在我国以处罚预备罪为原则的语境下,间接正犯着手的认定都直接决定着罪与非罪的区分、预备罪与未遂罪的界定。间接正犯的实行行为是利用行为的作为和被利用行为的不作为的复合构造,剖析这种行为构造或许能得出合理之结论。     

基于功能梯度磁电复合材料的新型自偏置磁传感器

文章采用超磁致伸缩材料Terfenol-D(Tb0.37Dy0.63Fe2)、金属玻璃Metglas 2605SA1和压电材料PZT(Pb(Zr, Ti)O3),设计了一种基于功能梯度磁电复合材料的新型自偏置磁传感器.利用Metglas和Terfenol-D之间的磁导率和矫顽力差异产生较强的磁化梯度,打破原有的平衡状态,导致内建磁场产生,进一步提高了零偏置磁场下磁致伸缩材料的压磁系数和磁电响应.实验结果表明：该传感器获得了较高的低频和高频零偏置磁电电压系数,分别达到9.14 mV/Oe和572 mV/Oe,并且谐振磁电电压输出和激励交变磁场之间呈线性变化关系.该自偏置磁传感器避免了传统磁电传感器对偏置磁场的依赖,具有制作简单、成本低、体积小,无需偏置磁场以及灵敏度高等优点.     

利用主成分分析法对流动性统一度量的研究

在介绍流动性维度和常用的流动性指标的基础上,利用2002年和2003年上证的高频数据,以半年为一个时段,计算各股的常用5分钟流动性指标。通过相关性分析和主成分分析法对各支股票的常用流动性指标进行考察,获得了一个能够对流动性各个维度都有一定反映的综合流动性指标。研究结果发现绝大数股票都可以用主成分分析法得到的4个新的变量来进行描述,且这4个变量具有实际的经济学意义。     

Inference from PseudoLikelihoods with Plug‐In Estimates

Effective implementation of likelihood inference in models for high‐dimensional data often requires a simplified treatment of nuisance parameters, with these having to be replaced by handy estimates. In addition, the likelihood function may have been simplified by means of a partial specification of the model, as is the case when composite likelihood is used. In such circumstances tests and confidence regions for the parameter of interest may be constructed using Wald type and score type statistics, defined so as to account for nuisance parameter estimation or partial specification of the likelihood. In this paper a general analytical expression for the required asymptotic covariance matrices is derived, and suggestions for obtaining Monte Carlo approximations are presented. The same matrices are involved in a rescaling adjustment of the log likelihood ratio type statistic that we propose. This adjustment restores the usual chi‐squared asymptotic distribution, which is generally invalid after the simplifications considered. The practical implication is that, for a wide variety of likelihoods and nuisance parameter estimates, confidence regions for the parameters of interest are readily computable from the rescaled log likelihood ratio type statistic as well as from the Wald type and score type statistics. Two examples, a measurement error model with full likelihood and a spatial correlation model with pairwise likelihood, illustrate and compare the procedures. Wald type and score type statistics may give rise to confidence regions with unsatisfactory shape in small and moderate samples. In addition to having satisfactory shape, regions based on the rescaled log likelihood ratio type statistic show empirical coverage in reasonable agreement with nominal confidence levels.     

A Class of Pseudolikelihood Ratio Tests for Homogeneity in Exponential Tilt Mixture Models

Mixture models are commonly used in biomedical research to account for possible heterogeneity in population. In this paper, we consider tests for homogeneity between two groups in the exponential tilt mixture models. A novel pairwise pseudolikelihood approach is proposed to eliminate the unknown nuisance function. We show that the corresponding pseudolikelihood ratio test has an asymptotic distribution as a supremum of two squared Gaussian processes under the null hypothesis. To maintain the appeal of simplicity for conventional likelihood ratio tests, we propose two alternative tests, both shown to have a simple asymptotic distribution of under the null. Simulation studies show that the proposed class of pseudolikelihood ratio tests performs well in controlling type I errors and having competitive powers compared with the current tests. The proposed tests are illustrated by an example of partial differential expression detection using microarray data from prostate cancer patients.     

运用系统论分析团体贷款复合系统的稳定性

运用系统论的方法,把团体贷款、农业经济和外在环境三个子系统协调度综合起来考查,并结合主成分分析法得出系统发展指数和系统稳定性.进一步,对该系统进行协调评价,最终得出团体贷款、农业经济和外在环境三个子系统所组成的复合系统协调发展的具体条件.     

Globalisation Continues: The Maastricht Globalisation Index Revisited and Updated

Globalisation is a complex process which leads to an increasing connectedness and interrelatedness in the political, economic, social and cultural, technological, and environmental domain on many different scales. While this is a truly global phenomenon, it also has different impacts and manifestations in different geographic localities. As a result, different nations exhibit different levels of globalisation or connectedness. Further, perspectives on globalisation are manifold and change over time, therefore it is crucial to continuously reflect upon and revise existing methodologies. Composite indices are a powerful tool to capture and measure complex concepts that allow for monitoring complex systems over time and yield relative rankings and comparisons. This article presents a revised and updated Maastricht Globalisation Index for 117 countries and three points in time—2000, 2008, and 2012—including a new calculation methodology and data. Results show that globalisation still continues but has slowed down, due to the recent economic crisis.