Inference Based on Conditional Moment Inequalities

In this paper, we propose an instrumental variable approach to constructing confidence sets (CS's) for the true parameter in models defined by conditional moment inequalities/equalities. We show that by properly choosing instrument functions, one can transform conditional moment inequalities/equalities into unconditional ones without losing identification power. Based on the unconditional moment inequalities/equalities, we construct CS's by inverting Cramér–von Mises‐type or Kolmogorov–Smirnov‐type tests. Critical values are obtained using generalized moment selection (GMS) procedures. We show that the proposed CS's have correct uniform asymptotic coverage probabilities. New methods are required to establish these results because an infinite‐dimensional nuisance parameter affects the asymptotic distributions. We show that the tests considered are consistent against all fixed alternatives and typically have power against n^−1/2‐local alternatives to some, but not all, sequences of distributions in the null hypothesis. Monte Carlo simulations for five different models show that the methods perform well in finite samples.     

努力在教学过程中培养学生创新能力

创新能力的培养是高校教育的一项重要任务 ,结合专业课程的教学特点 ,探讨如何在教学实践中培养学生的创新能力     

金融资本结构中证券比重与GDP增长之间的相互关系分析

采用Granger非因果检验的方法 ,分析得出金融资产中证券比重与GDP增长之间的相互关系     

农村劳动力转移和经济增长之间的协整分析

运用时间序列经济计量方法对1979--2005年我国农村劳动力转移在实际经济增长中的作用进行实证分析，结果证明农村劳动力转移与实际经济增长之间互为格兰杰因果关系，并在长期内稳定地存在着协同互动的均衡关系．实证结果肯定了农村劳动力转移在我国实际经济增长中的贡献，并检验了国外劳动力转移理论．     

Monte carlo evidence on the robustness of conditional moment tests in tobit and probit models

This paper numerically examines the size robustness of various conditional moment tests in misspecified tobit and probit models. The misspecifications considered include the incorrect exclusion of regressors, ignored heteroskedasticity and false distributional assumptions. An important feature of the experimental design is that it is based on an existing empirical study and is more realistic than many simulation studies. The tests are seen to have mixed performance depending on both the original null hypothesis being tested and type of misspecification encountered.     

Approximate Likelihoods for Generalized Linear Errors-in-variables Models

When measurement error is present in covariates, it is well known that naïvely fitting a generalized linear model results in inconsistent inferences. Several methods have been proposed to adjust for measurement error without making undue distributional assumptions about the unobserved true covariates. Stefanski and Carroll focused on an unbiased estimating function rather than a likelihood approach. Their estimating function, known as the conditional score, exists for logistic regression models but has two problems: a poorly behaved Wald test and multiple solutions. They suggested a heuristic procedure to identify the best solution that works well in practice but has little theoretical support compared with maximum likelihood estimation. To help to resolve these problems, we propose a conditional quasi-likelihood to accompany the conditional score that provides an alternative to Wald's test and successfully identifies the consistent solution in large samples.     

摒弃应试教学,开展素质教育──大学英语教学改革的关键举措

本文在分析大学英语教学改革多年难见成效的原因之后指出，统考不仅造成了应试教学的泛滥，还在一定程度上妨碍了教学观念的转变，阻碍了教学改革的进程。大学英语教学改革取得突破性进展的关键举措就在于摒弃统考并更新教学观念，调整教学内容，改进课程设置，最终变应试教学为素质教育。     

印制电路板自动测试系统的设计与应用研究

采用ＣＭＯＳ开关阵列对印制电路板测试系统的组成、测试原理与软件编程技术进行了自动测试的设计与应用研究。结果表明，该系统可有效提高印制电路板的测试水平。在保障产品质量的同时，大幅度提高了生产效率，实现了预期的系统性能与技术指标的要求。     

关于证券投资技术分析有效性的实证研究

证券投资技术分析是目前在我国沪深股票市场广为流传，且具重大影响力的投资工具，本文运用统计分析理论对其有效性进行实证分析，得到了一些有益的启示。     

英语试卷的编排

要让学生考出真实水平 ,有很多因素可以促成这一目标的达到 ,其中一个因素为试卷的编排。试卷的编排涉及到试卷的总体编排和试卷题目各部分的编排。编排顺序或方式不当皆可导致分数的无效差异 ,所以应引起注意。