GMM tests for the Katz family of distributions

Generalized method of moments (GMM) is used to develop tests for discriminating discrete distributions among the two-parameter family of Katz distributions. Relationships involving moments are exploited to obtain identifying and over-identifying restrictions. The asymptotic relative efficiencies of tests based on GMM are analyzed using the local power approach and the approximate Bahadur efficiency. The paper also gives results of Monte Carlo experiments designed to check the validity of the theoretical findings and to shed light on the small sample properties of the proposed tests. Extensions of the results to compound Poisson alternative hypotheses are discussed.     

A Note on the Role of the Propensity Score for Estimating Average Treatment Effects

Hahn [Hahn, J. (1998). On the role of the propensity score in efficient semiparametric estimation of average treatment effects. Econometrica 66:315-331] derived the semiparametric efficiency bounds for estimating the average treatment effect (ATE) and the average treatment effect on the treated (ATET). The variance of ATET depends on whether the propensity score is known or unknown. Hahn attributes this to “dimension reduction.” In this paper, an alternative explanation is given: Knowledge of the propensity score improves upon the estimation of the distribution of the confounding variables.     

关于中国封建经济结构

中国封建社会虽说是一种农业经济、自然经济,但商品经济却是它不可或缺的润滑剂、催化剂和动力。中国封建社会生产力的基础和主干是个体小生产农业,它要求土地与劳动力的紧密结合,自耕农便成为这种结合的最好形式,能够取得最大的经济效益,而地主土地所有制是以经济的手段与劳动者结合,也能取得较好的经济效益。在农业基础之上的是手工业和商业。城市和货币是中国经济结构涉及的两个特点,而凌驾于这一切之上的,是封建国家对经济的强大的控制与干预。     

移动技术教学之我见

本文对移动在篮球运动中的重要意义和作用,进行了深入的研究,对移动的教学方法进行了实践和总结。     

非H封闭式周转轮系的效率分析

根据输入件不同,本文研究了非H封闭式周转轮系效率,基于Matlab软件对非H封闭式周转轮的效率与传动比的关系进行研究,为根据传动比确定合适的基础机构的型式提供了理论依据.     

On the Breslow–Holubkov estimator

Breslow and Holubkov (J Roy Stat Soc B 59:447–461 1997a) developed semiparametric maximum likelihood estimation for two-phase studies with a case–control first phase under a logistic regression model and noted that, apart for the overall intercept term, it was the same as the semiparametric estimator for two-phase studies with a prospective first phase developed in Scott and Wild (Biometrica 84:57–71 1997). In this paper we extend the Breslow–Holubkov result to general binary regression models and show that it has a very simple relationship with its prospective first-phase counterpart. We also explore why the design of the first phase only affects the intercept of a logistic model, simplify the calculation of standard errors, establish the semiparametric efficiency of the Breslow–Holubkov estimator and derive its asymptotic distribution in the general case.     

股份制改革是增强国营企业活力创造“深圳效益”的重要途径

本文分析了深圳特区前10年经济高速发展和经济效益滞后的矛盾,认为特区国营企业经济效益不高是影响特区经济效益严重滞后的主要原因之一。在此基础上,提出深圳特区要在90年代创造出“深圳效益”,必须在已取得的改革成果的基础上,加快国营企业股份制改革的进程。文章还从股份制改革的理论和实践两个方面阐述了特区国营企业股份制改革的可行性和必要性。     

A Nonparametric Test for the Parallelism of Two First-Order Autoregressive Processes

A nonparametric testing procedure for the parallelism of two first-order autoregressive processes is presented. This paper discuss the Mann–Whitney statistic, its natural competitor two-sample t -test, and the bootstrap method. It studies the asymptotic efficacies of the studentized Mann–Whitney statistic and the t -test statistic with their relative efficiency. Simulation results for comparing the powers of these test statistics are also presented.     

Recovering Information from Incremental Responses

Some yields analysed and reported in the literature have been adjusted by subtracting a control. It is found that full information can be recovered for estimable parameters and the error variance using these incremental responses, in comparison with unadjusted data. These findings are of practical importance, and they supplement materials usually found in a graduate course in linear inference. The issues are illustrated using a case study from the literature.     

中国粮食价格波动特征研究——基于X-12-ARIMA模型和ARCH类模型

以小麦和大豆为例,研究2002年1月至2012年6月中国粮食价格波动特征。首先利用X-12-ARIMA模型对价格序列进行季节调整,然后运用ARCH类模型对剥离季节因素的价格序列进行波动分析。结果发现:中国粮食价格季节性波动逐年减弱;粮食价格具有明显的波动集簇性,前期价格波动和外部冲击对后期价格的影响具有持续性;粮食市场不存在"高风险、高回报"特征;小麦价格波动的非对称性不显著,而大豆价格波动则呈现明显的非对称特征,且上期价格上涨信息引发的波动要大于下跌信息。