论清代科举考试内容对书院教学的影响

科举考试内容主要通过考题表现出来,清代乡试、会试考题涵盖了儒家经典、文学、史学、哲学等方面的知识。书院作为清代承担教学功能的主要机构,其教学活动受到科举考试内容的深刻影响,并通过卓有成效的教学活动为科举服务,作为清代省城书院的岳麓书院亦是如此,她因此成为湖南科举及第率最高的教育机构。     

Statistical inference for a relaxation index of stochastic dominance under density ratio model

Stochastic dominance is usually used to rank random variables by comparing their distributions, so it is widely applied in economics and finance. In actual applications, complete stochastic dominance is too demanding to meet, so relaxation indexes of stochastic dominance have attracted more attention. The π index, the biggest gap between two distributions, can be a measure of the degree of deviation from complete dominance. The traditional estimation method is to use the empirical distribution functions to estimate it. Considering the populations under comparison are generally of the same nature, we can link the populations through density ratio model under certain condition. Based on this model, we propose a new estimator and establish its statistical inference theory. Simulation results show that the proposed estimator substantially improves estimation efficiency and power of the tests and coverage probabilities satisfactorily match the confidence levels of the tests, which show the superiority of the proposed estimator. Finally we apply our method to a real example of the Chinese household incomes.     

A multivariate zero-inflated binomial model for the analysis of correlated proportional data

In this paper, a new multivariate zero-inflated binomial (MZIB) distribution is proposed to analyse the correlated proportional data with excessive zeros. The distributional properties of purposed model are studied. The Fisher scoring algorithm and EM algorithm are given for the computation of estimates of parameters in the proposed MZIB model with/without covariates. The score tests and the likelihood ratio tests are derived for assessing both the zero-inflation and the equality of multiple binomial probabilities in correlated proportional data. A limited simulation study is performed to evaluate the performance of derived EM algorithms for the estimation of parameters in the model with/without covariates and to compare the nominal levels and powers of both score tests and likelihood ratio tests. The whitefly data is used to illustrate the proposed methodologies.     

被保险人因“履行道德上义务”所致之损害——评中国台湾地区高等法院台中分院2012年度保险上易1判决

此件系争事故发生既出于被保险人之故意,则依中国台湾地区《保险法》第29条第2项但书规定,损害出于投保人或被保险人之故意者,保险人不负保险责任。然此件被保险人复主张,其接受捐肝手术之行为,乃为救助其夫,虽出于故意但属“履行道德上义务”,依中国台湾地区《保险法》第30条,保险人对于因“履行道德上义务”所致之损害应负赔偿责任。根据英美法上的“公众良心标准”,此件被保险人捐肝救夫之行为,其故意行为乃造成身体之伤害,而其欲成就之利益乃救助丈夫性命,两相权衡,其欲成就之利益显大于因故意行为而造成之损害,故保险人应负理赔之责。     

国际碳市场价格驱动力研究——以欧盟排放交易体系为例

探索碳市场价格驱动力是能源经济领域关注的焦点问题之一。基于欧盟排放交易体系（EU ETS）碳期货价格,综合运用结构性断点检验、协整技术和岭回归方法分析碳市场价格驱动因素和驱动模式。结果表明：2007年巴厘行动计划、2008年全球金融危机和2011年欧债危机,均对碳市场价格走势产生了显著影响,导致了碳市场价格发生结构性变化;碳市场价格与能源价格、工业生产、气温条件等因素间存在协整关系;自2009年10月以来,碳市场价格观测值低于均衡值,未来碳市场价格仍将倾向于贬值。     

出口导向、浮动恐惧与全球经济失衡

在国际收支货币分析方法的基础上,推导一个主权货币作为国际储备货币条件下全球经济失衡的模型,从出口导向、浮动恐惧、国际美元储备和美元环流角度对全球经济失衡进行分析。把全球的国家分为储备货币国和非储备货币国。由于存在“浮动恐惧”,非储备货币国对储备货币国往往采用事实上的固定汇率制。非储备货币国如果希望通过出口导向战略来促进经济增长,则需要以非储备货币国国内信用创造或国际储备不断增长为条件。在经历了20世纪80年代后多次金融危机,越来越多的国家不再采用国内信用创造增长的方式而采用积累国际储备的方式来促进经济增长,这导致了非储备货币国的国际储备越来越多。同时,根据储备货币国家和非储备货币国家的对应关系,储备货币国的经常账户会产生逆差。非储备货币国家的国际储备又通过资本和金融账户流回到储备货币国,储备货币国产生了大量的对外负债。这种情况的持续导致了全球经济失衡。     

我国文化产业的梯级开发和利用初探

随着全球化的进一步扩张,一种全球文化消费的观念逐渐成形。世界各国相应加大对文化的保护和开发,物质文化与非物质文化遗产的保护和开发也提上政府的议事日程。适时将文化作为一种产业进行规范的开发和可持续利用,也是今后各级政府工作的重中之重。     

Improving operational plant performance in international manufacturing networks: the effects of integrative capabilities and plant roles

Abstract

This study adopts the resource-based view to examine how two integrative capabilities of a plant embedded in a manufacturing network enhance operational performance: the capability to connect with other plants in its manufacturing network (a networking capability, NC), and the capability to integrate manufacturing processes with new product development processes (a new product development capability, NPDC). Our model tests the indirect effect of NC on cost, quality, flexibility and delivery through NPDC. Furthermore, we test if the relationship between NC and NPDC depends on the strategic role of the plant. Using survey data from a sample of 521 plants, we confirmed the mediating effect of NPDC. However, the moderation effect was not confirmed. Our findings reveal that plants can deploy NPDC capabilities, fostered by NC, independently from their role in the network. This study contributes to the understanding of plant capabilities and plant roles in manufacturing networks.     

基于条件概率积分变换的多元Copula函数选择

本文构建了基于条件概率积分变换的Copula函数选择方法,通过对条件概率积分变换下Anderson-Darling(AD)、Kolmogorov-Smirnov(KS)、Cramér-von Mises(CM)这三种统计量的比较,讨论在不同样本容量和变量维数下其对多种Copula函数的拟合效果。利用GSPTSE、INMEX.MX和NDX三大股指样本,将基于条件概率积分变换的Copula函数选择方法与核密度估计和极大似然估计选择法的效果进行系统比较。结果表明,基于条件概率积分变换的检验法可以有效解决多元Copula函数的选择问题,其拟合优度检验更精确、更稳定;核密度估计检验在大样本下比较稳定,而小样本下稳定性较差;相比之下,极大似然值检验法则不稳定。     

债券流动性与违约风险相关性溢价及实证研究

债券的流动性与违约风险都是影响债券溢价的重要因素,然而以往在违约风险最为突出的公司债券定价中却很少考虑两种风险相关性关系的影响,这与发达市场实证经验不符.在已有研究的基础上同时引入两种风险相关性,通过对Copula函数刻画的不同相关性结构情况下公司债券的收益率和风险变化分析,以及对中国短、中、长期公司债券市场数据的实证检验均发现,流动性与违约风险的相关性之间存在显著的正相关性,且对债券利差具有显著的影响和交互作用.