考虑学习效应的可复用物流容器供应链的最优运作决策研究

本文研究了单个制造商通过可复用物流容器将产品送至单个零售商的闭环供应链,在可复用物流容器回收处理后得到的数量小于发出时数量的条件下,本文考虑可以通过工人操作过程中存在的学习效应来降低可复用物流容器的丢弃率。本文构建了两个模型：模型1未考虑维修中心工人操作过程中存在的学习效应,可复用容器的丢弃率为随机变量;模型2考虑维修中心工人在操作过程中存在学习效应,使得可复用物流容器的丢弃率不断降低。通过定量分析确定了最小联合库存总成本下的最优运行周期、货物配送次数以及可复用容器配送次数。结果表明,在任一供应链参与者不采取降本措施的情况下,仅考虑工人在操作过程中存在的学习效应就可以起到降低容器丢弃率、节约总成本的效果。此外,本文还分析了制造商可以支付给工人的最大维修费用,为企业的成本投入预算提供决策依据。     

A Conditional Likelihood Ratio Test for Structural Models

This paper develops a general method for constructing exactly similar tests based on the conditional distribution of nonpivotal statistics in a simultaneous equations model with normal errors and known reduced‐form covariance matrix. These tests are shown to be similar under weak‐instrument asymptotics when the reduced‐form covariance matrix is estimated and the errors are non‐normal. The conditional test based on the likelihood ratio statistic is particularly simple and has good power properties. Like the score test, it is optimal under the usual local‐to‐null asymptotics, but it has better power when identification is weak.     

Inference in Censored Models with Endogenous Regressors

This paper analyzes the linear regression model y = xβ+ε with a conditional median assumption med (ε| z) = 0, where z is a vector of exogenous instrument random variables. We study inference on the parameter β when y is censored and x is endogenous. We treat the censored model as a model with interval observation on an outcome, thus obtaining an incomplete model with inequality restrictions on conditional median regressions. We analyze the identified features of the model and provide sufficient conditions for point identification of the parameter β. We use a minimum distance estimator to consistently estimate the identified features of the model. We show that under point identification conditions and additional regularity conditions, the estimator based on inequality restrictions is normal and we derive its asymptotic variance. One can use our setup to treat the identification and estimation of endogenous linear median regression models with no censoring. A Monte Carlo analysis illustrates our estimator in the censored and the uncensored case.     

A Bias–Reduced Log–Periodogram Regression Estimator for the Long–Memory Parameter

In this paper, we propose a simple bias–reduced log–periodogram regression estimator, ^d_r, of the long–memory parameter, d, that eliminates the first– and higher–order biases of the Geweke and Porter–Hudak (1983) (GPH) estimator. The bias–reduced estimator is the same as the GPH estimator except that one includes frequencies to the power 2k for k=1,…,r, for some positive integer r, as additional regressors in the pseudo–regression model that yields the GPH estimator. The reduction in bias is obtained using assumptions on the spectrum only in a neighborhood of the zero frequency. Following the work of Robinson (1995b) and Hurvich, Deo, and Brodsky (1998), we establish the asymptotic bias, variance, and mean–squared error (MSE) of ^d_r, determine the asymptotic MSE optimal choice of the number of frequencies, m, to include in the regression, and establish the asymptotic normality of ^d_r. These results show that the bias of ^d_r goes to zero at a faster rate than that of the GPH estimator when the normalized spectrum at zero is sufficiently smooth, but that its variance only is increased by a multiplicative constant. We show that the bias–reduced estimator ^d_r attains the optimal rate of convergence for a class of spectral densities that includes those that are smooth of order s≥1 at zero when r≥(s−2)/2 and m is chosen appropriately. For s>2, the GPH estimator does not attain this rate. The proof uses results of Giraitis, Robinson, and Samarov (1997). We specify a data–dependent plug–in method for selecting the number of frequencies m to minimize asymptotic MSE for a given value of r. Some Monte Carlo simulation results for stationary Gaussian ARFIMA (1, d, 1) and (2, d, 0) models show that the bias–reduced estimators perform well relative to the standard log–periodogram regression estimator.     

End‐of‐Sample Instability Tests

This paper considers tests for structural instability of short duration, such as at the end of the sample. The key feature of the testing problem is that the number, m, of observations in the period of potential change is relatively small—possibly as small as one. The well‐known F test of Chow (1960) for this problem only applies in a linear regression model with normally distributed iid errors and strictly exogenous regressors, even when the total number of observations, n+m, is large. We generalize the F test to cover regression models with much more general error processes, regressors that are not strictly exogenous, and estimation by instrumental variables as well as least squares. In addition, we extend the F test to nonlinear models estimated by generalized method of moments and maximum likelihood. Asymptotic critical values that are valid as n→∞ with m fixed are provided using a subsampling‐like method. The results apply quite generally to processes that are strictly stationary and ergodic under the null hypothesis of no structural instability.     

The Singularity of the Information Matrix of the Mixed Proportional Hazard Model

This paper presents new identification conditions for the mixed proportional hazard model. In particular, the baseline hazard is assumed to be bounded away from 0 and ∞ near t = 0. These conditions ensure that the information matrix is nonsingular. The paper also presents an estimator for the mixed proportional hazard model that converges at rate N^−1/2.     

刘乃和先生的历史文献学研究

刘乃和先生是我国当代历史文献学界最为知名的学者之一。在其五十余年的治学生涯中,先生在学科理论的创建、历史文献的个案及专学研究、史学领域中的开拓等方面都做出了卓越的贡献,其突出的学术成就至今为学界称道。     

刘少奇新民主主义经济思想述论

新中国成立前后,刘少奇关于新民主主义经济思想的基本内容包括：新民主主义经济由国营经济、合作社经济、国家资本主义经济、私人资本主义经济等五种经济成分构成;新民主主义经济的基本矛盾是资本主义与社会主义的矛盾;新民主主义经济是一种过渡性质的经济;新民主主义经济建设的方针和政策是五种经济成分分工合作,各得其所;应巩固新民主主义的经济制度,不要过早消灭资本主义。     

刘基《拟连珠》哲学思想研究

刘基<拟连珠>思想理论的来源主要是孔子、孟子、荀子、墨子以及<易>学、名家、法家、兵家、老庄道家辩证法等先秦元典文献,充分体现了刘基作为"一代文宗"而有的"会通百家、兼容儒道"的为学风格与理论旨趣.<拟连珠>的哲学思想既有本体论、认识论、辩证法等一般理论原理,又涵括了人性论、修养论、治国论、人才观等中国传统哲学要义.刘基的哲学思想与学术成就是建构在先秦子学思想体系之上的,具有"先秦诸子学"的秉性与特征.     

新生代唐宋词研究述评

20世纪60年代前后出生的唐宋词研究新生代学人,逐渐成为当代唐宋词研究的生力军。正规的教育,完备的知识,活跃的思想,形成了他们善于思索,敢于创新的学术精神与个性。对几位有代表性的研究者进行个案研究,可以大致窥见这一学术群体的特点、成就和不足。