Simulating Properties of the Likelihood Ratio Test for a Unit Root in an Explosive Second-Order Autoregression

This paper provides a means of accurately simulating explosive autoregressive processes and uses this method to analyze the distribution of the likelihood ratio test statistic for an explosive second-order autoregressive process of a unit root. While the standard Dickey-Fuller distribution is known to apply in this case, simulations of statistics in the explosive region are beset by the magnitude of the numbers involved, which cause numerical inaccuracies. This has previously constituted a bar on supporting asymptotic results by means of simulation, and analyzing the finite sample properties of tests in the explosive region.     

论犯罪单位之刑种

犯罪单位的刑种设置及其适用事关单位犯罪的预防和惩处犯罪单位的正义实现。本文在分析现行的罚金刑对犯罪单位的优劣之后,提出了犯罪单位的罚金刑的完善之策,并进一步论述了犯罪单位的名誉刑等新刑种。     

不同类型研究机构卫生技术评估研究结果转化情况的比较研究

目的:通过对不同类型研究机构的卫生技术评估(HTA)研究结果转化情况的比较,为扩大HTA的决策使用提供科学依据?方法:采用自设问卷,开展针对国内HTA研究者的问卷调查,通过Likert 五分法描述HTA研究结果转化情况,运用秩和检验进行差异分析?结果:虽然在HTA转化利用方面的差异尚无统计学意义,但在组织支持?研究过程?认知水平?研究产出方式?研究质量方面,来自高校和非高校机构研究者之间的一些差异均有统计学意义?结论:为促进HTA研究结果的决策转化,建议确立促进HTA决策转化的支持机制,强化与决策方的沟通交流协作,提高转化认知水平,采用适宜且多样的研究结果产出方式?     

基于单位球面生成的等距双NURBS刀具路径规划

目前由离散刀位点数据生成的2条NURBS曲线刀具路径中,刀轴点NURBS曲线与刀具中心点NURBS曲线间 距有可能存在不相等的问题,提出一种单位球面下优化刀轴矢量NURBS曲线的方法,用以解决生成的等距双NURBS刀 具路径中2条NURBS曲线间距有可能不相等的问题。算例表明,本算法可以对工件坐标系下的线性刀路进行光顺,确 保双NURBS样条曲线的间距相等。     

抽油机曲柄销的接触强度分析

计算了在极限弯矩作用下曲柄销紧固螺栓上的预紧力,根据各载荷的影响,利用理论计算的方法得到了曲柄销锥面上的应力分布情况.同时在有限元分析软件ANSYS中建立了抽油机曲柄销、锥套、曲柄体和螺母垫片、紧固螺母的实体装配模型,并在ANSYS软件中进行了接触分析,得到了各实体的应力分布情况.将两者对比分析,有限元计算的结果与理论力学模型计算结果相吻合.根据此结果对曲柄销的转动力矩进行了计算,分析了曲柄销出现转动的原因.     

Moderate Deviation Principles for Empirical Covariance in the Neighbourhood of the Unit Root

In this paper, we consider the linear autoregressive model with varying coefficients θ_n∈[0,1). When θ_n tending to the unit root, the moderate deviation principle for empirical covariance is discussed, and as statistical applications, we provide the moderate deviation estimates of the least square and the Yule–Walker estimators of the parameter θ_n.     

Small-Sample Improved Seasonal Unit Root Tests for Trending and Breaking Series

In this article three unit root tests that allow for a break in both the seasonal mean and linear trend of the data are proposed. The tests, which can be seen as small-sample corrected versions of already known asymptotic tests, are shown to perform very well in simulations, and much better than their asymptotic counterparts.     

Unit Root Tests in the Presence of Multi-Variance Break and Level Shifts That Have Power Against the Piecewise Stationary Alternative

Structural breaks in the level as well as in the volatility have often been exhibited in economic time series. In this paper, we propose new unit root tests when a time series has multiple shifts in its level and the corresponding volatility. The proposed tests are Lagrangian multiplier type tests based on the residual's marginal likelihood which is free from the nuisance mean parameters. The limiting null distributions of the proposed tests are the χ²distributions, and are affected not by the size and the location of breaks but only by the number of breaks.

We set the structural breaks under both the null and the alternative hypotheses to relieve a possible vagueness in interpreting test results in empirical work. The null hypothesis implies a unit root process with level shifts and the alternative connotes a stationary process with level shifts. The Monte Carlo simulation shows that our tests are locally more powerful than the OLSE-based tests, and that the powers of our tests, in a fixed time span, remain stable regardless the number of breaks. In our application, we employ the data which are analyzed by Perron (1990), and some results differ from those of Perron's (1990).     

底层：道义的关怀——浅论韩少功残障人物的书写根源

韩少功在他的小说中创作出了一系列丰富而又独特的残障人物，通过具体考察他的生活遭际、学养渊源，从现实性、历史性以及世界性等三个因素来分析他对于残障人物的创作理念，即以启蒙的道义来关注底层的写作心态。这种理念和心态，源于他本人的生活经历，从而受益于繁杂的阅历；源于他本人的学识历史渊源，从而受益于传统和记忆的深度；源于他本人的放眼世界的视野，从而受益于西学的熏陶。     

明代乡村地域单位的主要类型及其作用考述

本文以都、保、区、里、社、屯等为重点,考述了明代乡级以下地域单位的主要类型、存在地区、历史渊源、相互关系以及它们与里甲组织之间的关系。澄清了目前明史界的某些误解,并在此基础上进一步指出,在乡之下的“都”这一早在宋元时代就已定型的地域单位,是解决明初里甲编制中存在的人户标准与自然村落之间矛盾的关键之一。