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961.
962.
中国货币政策中介目标选择的实证分析 总被引:4,自引:0,他引:4
1996年以来,我国一直采用货币供应量作为货币政策中介目标。不少学者认为货币供应量由于可控性较差而不能作为一种有效的中介目标来作用于最终目标,应该以利率、汇率、通货膨胀率等指标取而代之。为此,本文以1996年第1季度至2006年第4季度数据为基础,结合动态相关系数、VAR法、方差分解、格兰杰因果检验等现代计量方法,探究这一系列指标作为中介目标的有效性。最后本文通过实证分析得出结论,认为我国现阶段仍应以货币供应量作为货币政策中介目标。 相似文献
963.
The k largest order statistics in a random sample from a common heavy‐tailed parent distribution with a regularly varying tail can be characterized as Fréchet extremes. This paper establishes that consecutive ratios of such Fréchet extremes are mutually independent and distributed as functions of beta random variables. The maximum likelihood estimator of the tail index based on these ratios is derived, and the exact distribution of the maximum likelihood estimator is determined for fixed k, and the asymptotic distribution as k →∞ . Inferential procedures based upon the maximum likelihood estimator are shown to be optimal. The Fréchet extremes are not directly observable, but a feasible version of the maximum likelihood estimator is equivalent to Hill's statistic. A simple diagnostic is presented that can be used to decide on the largest value of k for which an assumption of Fréchet extremes is sustainable. The results are illustrated using data on commercial insurance claims arising from fires and explosions, and from hurricanes. 相似文献
964.
文章将大学英语听力教学中常见的三个学术概念,即听力理解,听力测试及听力教学,一并提出,旨在通过对三个常用概念的学术明辨以及三方面相关研究成果的综述,便于英语听力教学教师更准确地理解听力教学过程中所面临的基本概念问题,从而使听力教学更加科学、实用、有效。 相似文献
965.
张靖 《电子科技大学学报(社会科学版)》2007,(4)
软件的可靠性测试是保证软件质量的重要措施。应用XML保存软件可靠性测试中生成的测试用例,提出了XML测试用例模型,实现了XML测试用例文件生成器与测试引擎,用测试驱动程序来读取测试用例,驱动被测程序运行,自动比较测试结果。能够自动、高效地对软件接口进行测试,测试数据与测试驱动程序相分离,有利于测试数据的维护与重用,在实际应用中取得了很好的效果。 相似文献
966.
Chris J. Lloyd 《Australian & New Zealand Journal of Statistics》2008,50(4):329-345
In constructing exact tests from discrete data, one must deal with the possible dependence of the P‐value on nuisance parameter(s) ψ as well as the discreteness of the sample space. A classical but heavy‐handed approach is to maximize over ψ. We prove what has previously been understood informally, namely that maximization produces the unique and smallest possible P‐value subject to the ordering induced by the underlying test statistic and test validity. On the other hand, allowing for the worst case will be more attractive when the P‐value is less dependent on ψ. We investigate the extent to which estimating ψ under the null reduces this dependence. An approach somewhere between full maximization and estimation is partial maximization, with appropriate penalty, as introduced by Berger & Boos (1994, P values maximized over a confidence set for the nuisance parameter. J. Amer. Statist. Assoc. 89 , 1012–1016). It is argued that estimation followed by maximization is an attractive, but computationally more demanding, alternative to partial maximization. We illustrate the ideas on a range of low‐dimensional but important examples for which the alternative methods can be investigated completely numerically. 相似文献
967.
文章研究了半参数变系数EV模型在线性约束条件下的估计和检验问题,当响应变量缺失、非参数部分协变量带有测量误差时,利用局部纠偏的Profile最小二乘估计、Lagrange乘子方法和借补技术构造了回归模型参数分量两类纠偏约束估计量。此外,为了检验线性约束条件,构造了借补的Profile Lagrange乘子检验统计量,并通过蒙特卡洛数值模拟验证估计量和检验统计量的有效性。 相似文献
968.
Martin Huber 《Journal of applied statistics》2011,38(12):2881-2899
Consistency of propensity score matching estimators hinges on the propensity score's ability to balance the distributions of covariates in the pools of treated and non-treated units. Conventional balance tests merely check for differences in covariates’ means, but cannot account for differences in higher moments. For this reason, this paper proposes balance tests which test for differences in the entire distributions of continuous covariates based on quantile regression (to derive Kolmogorov–Smirnov and Cramer–von-Mises–Smirnov-type test statistics) and resampling methods (for inference). Simulations suggest that these methods are very powerful and capture imbalances related to higher moments when conventional balance tests fail to do so. 相似文献
969.
Jianrong Wu 《Pharmaceutical statistics》2015,14(1):26-33
In this paper, an exact variance of the one‐sample log‐rank test statistic is derived under the alternative hypothesis, and a sample size formula is proposed based on the derived exact variance. Simulation results showed that the proposed sample size formula provides adequate power to design a study to compare the survival of a single sample with that of a standard population. Copyright © 2014 John Wiley & Sons, Ltd. 相似文献
970.
Geoffrey P. Lomax 《Risk analysis》2000,20(5):747-754
Social theories of risk suggest that a combination of scientific and cultural perspectives converge to influence risk perception. This article first surveys sociological perspectives suggesting that risks from modern technological development have become predominant concerns in the social consciousness. Particular attention is given to those theses describing how social elements work to create perception of risks in relation to new technologies. The themes that emerge from this survey are then related to contemporary debates concerning biotechnology. Specific attention is given to recent controversies regarding genetically modified crops, and parallels are drawn between debates over nuclear power and biotechnology. A procedural ethic for public discourse and decision making over the diffusion of genetically modified foods is offered. Ethical and social theories are linked with the hope that by recognizing the social dimensions of debates over new technologies a broader framework for conducting risk analysis may emerge. 相似文献