A note on stable limit theory for the OLSE with non usual rates and the heteroskedasticity robust Wald test

We are occupied with an example concerning the limit theory of the ordinary least squares estimator (OLSE) when the innovation process of the regression has the form of a martingale transform the iid part of which lies in the domain of attraction of an α-stable distribution, the scaling sequence has a potentially diverging truncated α-moment, and the regressor process has a potentially divergent truncated second moment. We obtain matrix rates that reflect the stability parameter as well as the slow variations present in the aforementioned sequences, and stable limits. We also derive asymptotic exactness, consistency, and local asymptotic unbiasedness under appropriate local alternatives for a heteroskedasticity robust Wald test based on subsampling. The results could be useful for inference on the factor loadings in an instance of the APT model.     

Robust Bayesian prediction under a general linear-exponential posterior risk function and its application in finite population

We consider robust Bayesian prediction of a function of unobserved data based on observed data under an asymmetric loss function. Under a general linear-exponential posterior risk function, the posterior regret gamma-minimax (PRGM), conditional gamma-minimax (CGM), and most stable (MS) predictors are obtained when the prior distribution belongs to a general class of prior distributions. We use this general form to find the PRGM, CGM, and MS predictors of a general linear combination of the finite population values under LINEX loss function on the basis of two classes of priors in a normal model. Also, under the general ε-contamination class of prior distributions, the PRGM predictor of a general linear combination of the finite population values is obtained. Finally, we provide a real-life example to predict a finite population mean and compare the estimated risk and risk bias of the obtained predictors under the LINEX loss function by a simulation study.     

A simple evolutionary model of dormancy and dispersal in heterogeneous patches with special reference to phytophagous lady beetles: I. Stable environments

Summary A simple evolutionary model of dormancy and dispersal is presented with special reference to phytophagous lady beetles. In order to investigate spatially heterogeneous environments, we assume the simplest patch structure, that is, there are only two patches, main and sub. Environments are also assumed to be temporally constant. The main patch is superior to the sub patch, but density effect at the main patch is higher than at the sub patch. Optimal dormancy and dispersal are obtained at the same time by the method of evolutionarily stable strategy (ESS). In the univoltine life cycle, dormancy strategy vanishes because dormant individuals do not reproduce at all but suffer from a certain mortality rate during winter hibernation. In the bivoltine life cycle, the dormancy and dispersal rates constitute a trade-off: the rates change together with a negative correlation when the mortality rate during dispersal or during winter hibernation changes. When suitability of the main patch gradually deteriorates, the optimal strategy changes as follows: neither dormancy nor dispersal is adopted at the most suitable condition, the dispersal rate is increased without dormancy in the intermediate condition, and then the dormancy rate is increased with a constant dispersal rate. We discuss the field observation data of lady beetles in the light of results of our model.     

Package Auctions and Exchanges

We report recent advances concerning the package allocation problem, in which traders seek to buy or sell combinations of goods. The problems are most difficult when some goods are not substitutes. In that case, competitive equilibrium typically fail to exist but the core is non‐empty and comprises the competitive solutions. Also in that case, the Vickrey auction fails to select core allocations and yield revenues that are less than competitive. The Ausubel‐Milgrom auction generally selects core allocations and, when goods are substitutes, prescribes the Vickrey allocation. We also evaluate the problems and promise of mechanisms for the package exchange problem.     

中国省份创新能力提升了出口韧性吗?——基于中国31个省份的面板数据分析

在国际政治、地缘政治和国际公共安全卫生事件对出口产生冲击的背景下,采取何种政策措施来应对外部冲击、保持出口稳定增长成为政府和企业面临的重要问题。借鉴区域经济韧性的测度方法,基于首次提出的出口韧性测度指标,利用《中国海关进出口统计数据库》测度了1999—2016年中国31个省份(除中国香港、澳门、台湾外)的出口韧性,结合《中国统计年鉴》省份层面的宏观数据,运用固定效应模型,考察了省份创新能力、出口韧性之间的关系和产业内在出口韧性的来源、决定机制。研究发现,省份创新能力的提升有利于提高其出口韧性,省份创新能力对不同地区的省份出口韧性存在异质性影响,在金融危机这一负向外部冲击下,省份创新能力的提升对出口韧性的提高存在显著促进作用。研究表明,要通过深化科技体制改革,加大对新兴产业的税收优惠政策力度,加速出口产业整体向创新驱动发展的转型升级,完善出口产品研发创新链条,促进企业完善人才培养机制等方式来提高省份创新能力,提高出口韧性和稳定出口优势。     

具有正弦、余弦、正切鉴相特性的一类三阶锁相环路方程的定性分析

本文对采用理想积分滤波器和RC积分滤波器得到正弦、余弦、正切鉴相特性三阶锁相环路方程，运用首次近似方法，对等价系统判定平衡点渐近稳定、不稳定及拓扑结构，运用Liapunov函数研究渐近稳定的吸引域，进而提供所论环路方程有失锁点。     

论稳健的财政政策与稳健的货币政策

中国经济在2002年底走出通货紧缩的阴影后,又从2003年8月起进入了温和的通货膨胀时期,如何保持国民经济的平稳较快发展,是宏观经济管理需要解决的重大课题。2004年12月3日中央经济工作会议决定在2005年及其以后相当长一段时间内实行稳健的财政政策和稳健的货币政策,是消除当前经济运行中不稳定不健康因素、巩固改革开放成果、推动经济社会持续发展而作出的重大决策。只有认真分析这个决策产生的时代背景,科学地认识这个政策的深刻内涵,创造性地探索出实施这个政策的具体办法,才能达到预期的宏观调控的目的。     

一个三阶拟线性方程解的局部存在性

本文应用半群无穷小生成算子稳定族所构造的发展系统讨论较广一类Kdv方程Cauchy问题解的局部存在性。     

基于演化博弈的建设用地集约利用制度研究

基于演化博弈方法对城市化地区和农业地区建设用地利用互动行为进行分析并结合经验数据仿真模拟发现:不同区域经济增长和耕地保护的考核比重差异化须足够大才能减少不同资源禀赋地区间的非合作用地行为;“大棒”政策有利于促进地方政府间的合作,基于“大棒”政策基础上的“胡萝卜”政策则效果更为明显.地方政府利用双边垄断的土地一级市场进行经济增长的竞次竞争行为和征地补偿价格非市场化不利于地方政府间土地集约利用上的合作.因此促进建设用地集约利用需着眼于:短期内将用地指标配置与不同地区的土地利用效率指标、资源禀赋和经济发展实际挂钩;在此基础上建立惩罚机制上的土地集约利用激励机制并实现结余土地指标充分市场化流转.推动征地补偿价格市场化和集体土地入市改革,针对不同地区实施足够大的差异化政绩考核体系.长期看,当以土地用途的分区管制代替指标管控并辅之以转移支付、户籍改革、税收补贴等举措,在促进建设用地集约利用的同时促进耕地保护和区域的差异城镇化发展.     

把高校建设成为安定团结的模范之地

习近平总书记十九大讲话中明确提出建设平安中国,加强和创新社会治理,维护社会和谐稳定,确保国家长治久安、人民安居乐业。作为高校一定要按照十九大的精神,做好高校稳定安全全方位的工作,确保学校稳定安全,把高校建设成为安定团结的模范之地。保持高校政治稳定,师生思想稳定,秩序稳定,风清气正和示范引领作用;建立维护高校和谐稳定和安全的制度体系并加大制度的执行力;建立健全高校和谐稳定和确保安全的责任制并加大考核力度;创新体制机制并应全力抓好落实;加强对师生的生命教育、心理健康教育和安全教育;加大人防、物防、技防建设,提高快速反应处置能力;有效维护国家安全,加强校园及周边治安环境的综合治理,保证校园周边和谐稳定安全;果断处置影响高校稳定的事件,保持高校和谐稳定。