Smoothed estimates for nonlinear time series models with irregular data

Time series data observed at unequal time intervals (irregular data) occur quite often and this usually poses problems in its analysis. A recursive form of the exponentially smoothed estimated is here proposed for a nonlinear model with irregularly observed data and its asymptotic properties are discussed An alternative smoother to that of Wright (1985) is also derived. Numerical comparison is made between the resulting estimates and other smoothed estimates.     

发展战略与经济收敛：以中国各省份为样本

 目前一些学者对于发展战略与经济收敛的研究结论存在较大分歧。本文提出了一个基于动态比较优势的发展战略与地区经济收敛的分析框架，给出了一个较为全面的新解释。本文的主要论点是：落后地区代表性生产部门加大物质资本与人力资本投入，引进或研发较为先进的生产技术，加快工业化进程，实行赶超战略有利于缩小本地区与领先地区间的经济差距增长的速度，甚至于实现经济收敛。并以我国改革开放以来各省区的经济增长现实验证了理论假说的合理性。     

四川省区域经济增长趋同与分异研究

根据1978--2005年四川省各市州的人均GDP数据，以新古典增长理论为基础，对四川区域经济增长进行研究。结果表明：在整个时段上，四川区域经济增长经历了趋同一分异一趋同的过程；在1978--1990年期间，区域经济增长存在显著趋同且趋同速度较快，但在1990--2005年期间，区域经济增长分异的趋势较强。趋同的趋势不甚明显；通过引入控制变量和地区虚拟变量分析，说明在社会主义市场经济体制建立的过程中。四川区域经济增长存在条件收敛，五大经济区有“俱乐部”趋同的倾向。     

二十一世纪东西文化趋近与中国文化创新

本文认为21世纪人类文化的大格局,仍将是多元并茂、互补共进,人类文化、东西文化发展的总趋势,必然是彼此逐渐走向趋近和融合,在趋近与融合中化解矛盾、避免冲突、互补互动、创新发展。汤因比的“世界统一论”、亨廷顿的“文明冲突论”,既不符合文化发展自身的逻辑,也是不现实的。中国文化在中西文化趋近与融合的大背景中,必然实现进一步的融合与创新,对解决人类面临的困境做出自己的贡献。     

远期鞅测度下循环贷款定价研究

本文在远期鞅测度下,应用信用风险结构模型对循环贷款价格的解析计算进行研究。贷款定价的关键是求解债务人的远期中性违约概率。本文把求解债务人远期中性违约概率问题转化为对时间相依的曲线边界求解布朗运动的首达时间概率分布问题,求出违约概率的解析解,进而得到循环贷款的利差,使得计算结果较之随机模拟的结果更为稳定、精确。     

An Asymptotic Analysis of the Logrank Test

Asymptotic expansions for the null distribution of the logrank statistic and its distribution under local proportional hazards alternatives are developed in the case of iid observations. The results, which are derived from the work of Gu (1992) and Taniguchi (1992), are easy to interpret, and provide some theoretical justification for many behavioral characteristics of the logrank test that have been previously observed in simulation studies. We focus primarily upon (i) the inadequacy of the usual normal approximation under treatment group imbalance; and, (ii) the effects of treatment group imbalance on power and sample size calculations. A simple transformation of the logrank statistic is also derived based on results in Konishi (1991) and is found to substantially improve the standard normal approximation to its distribution under the null hypothesis of no survival difference when there is treatment group imbalance. This revised version was published online in July 2006 with corrections to the Cover Date.     

Consistent deconvolution in density estimation

Suppose we have n observations from X = Y + Z, where Z is a noise component with known distribution, and Y has an unknown density f. When the characteristic function of Z is nonzero almost everywhere, we show that it is possible to construct a density estimate f_n such that for all f, Iim_n| |=0.     

Institutionalizing Counter‐Memories of the U.S. Civil Rights Movement: The National Civil Rights Museum and an Application of the Interest‐Convergence Principle

During the post–Reconstruction era in the United States, white southerners marked the cultural landscape with monuments and memorials honoring the Confederate cause and its heroes. These racialized symbols enjoyed an undisputed claim to public squares and parks throughout the South. It was not until the late twentieth century that commemorations to the black freedom struggle were publicly supported. This analysis examines the institutionalization of counter‐memories of the civil rights movement in Memphis, Tennessee at the Lorraine Motel, the site of the assassination of Reverend Dr. Martin Luther King, Jr. The author draws on collective memory, cultural trauma, and social movements research as well as critical race theory to explain the creation of the National Civil Rights Museum. Using primary and secondary data sources the author examines how social memory agents, a changing political culture, and the passage of time mediated the cultural trauma of King's assassination and influenced the institutionalization of oppositional collective memories. Relying on Derrick Bell's interest‐convergence principle, the author concludes that the creation of this major memorial museum was a result of the convergence of white and black interests, specifically the economic and political interests of white elites and the cultural and political interests of black symbolic entrepreneurs.     

中国农业现代化发展水平时空格局及趋同演变

采用熵权TOPSIS法对我国2001—2012年31省份的农业现代化发展水平进行综合评价,进而采用GIS技术对我国农业现代化发展水平进行空间格局分析,并运用Markov链方法对我国农业现代化水平的趋同演变进行了实证研究。研究发现：（1）整体上我国农业现代化水平从东部到中部再到西部梯度降低,且存在显著的空间自相关,发展水平相似的地区呈现集聚分布;（2）农业现代化水平还表现出一定的俱乐部趋同特征,随着时间积累,各俱乐部的趋同迹象有所缓解,但一直都存在着“高水平垄断”现象;（3）空间因素对地区农业现代化的发展具有积极影响,高水平的邻居更能带动本地区农业现代化水平的提高,研究还发现在考察期内这种带动作用需要3年的时间积累才能体现。     

中国区域FDI技术效率及其差异性

在对传统的FDI绩效指标进行分析的基础上,文章构建了能够同时反映FDI对东道国经济发展和环境污染等双重影响的FDI技术效率指标,并利用中国2000-2010年的省级数据进行分析,发现:中国和分东中西部地区的FDI技术效率在样本期内有明显的改善,并且环境约束下的FDI技术效率显著高于无环境约束下的效率值;采用泰尔系数的进一步分析发现中国的FDI技术效率存在一定的区域差异,并且其差距从2000年到2010年逐年下降,从而说明中国地区FDI技术效率存在收敛现象.