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1.
In this paper, we consider the deterministic trend model where the error process is allowed to be weakly or strongly correlated and subject to non‐stationary volatility. Extant estimators of the trend coefficient are analysed. We find that under heteroskedasticity, the Cochrane–Orcutt‐type estimator (with some initial condition) could be less efficient than Ordinary Least Squares (OLS) when the process is highly persistent, whereas it is asymptotically equivalent to OLS when the process is less persistent. An efficient non‐parametrically weighted Cochrane–Orcutt‐type estimator is then proposed. The efficiency is uniform over weak or strong serial correlation and non‐stationary volatility of unknown form. The feasible estimator relies on non‐parametric estimation of the volatility function, and the asymptotic theory is provided. We use the data‐dependent smoothing bandwidth that can automatically adjust for the strength of non‐stationarity in volatilities. The implementation does not require pretesting persistence of the process or specification of non‐stationary volatility. Finite‐sample evaluation via simulations and an empirical application demonstrates the good performance of proposed estimators.  相似文献   
2.
This paper develops a unified model of dual and unitary job holding based on a Stone-Geary utility function. The model incorporates both constrained and unconstrained labor supply. Panel data methods are adapted to accommodate unobserved heterogeneity and multinomial selection into six mutually exclusive labor supply regimes. We estimate the wage and income elasticities arising from selection and unobserved heterogeneity as well as from the Stone-Geary Slutsky equations. The labor supply model is estimated with data from the British Household Panel Survey 1991–2008. Among dual job holders, our study finds that the Stone-Geary income and wage elasticities are much larger for labor supply to the second job compared with the main job. When the effects of selection and unobserved heterogeneity are taken account of, the magnitudes of these elasticities on the second job tend to be significantly reduced.  相似文献   
3.
By approximating the nonparametric component using a regression spline in generalized partial linear models (GPLM), robust generalized estimating equations (GEE), involving bounded score function and leverage-based weighting function, can be used to estimate the regression parameters in GPLM robustly for longitudinal data or clustered data. In this paper, score test statistics are proposed for testing the regression parameters with robustness, and their asymptotic distributions under the null hypothesis and a class of local alternative hypotheses are studied. The proposed score tests reply on the estimation of a smaller model without the testing parameters involved, and perform well in the simulation studies and real data analysis conducted in this paper.  相似文献   
4.
Abstract.  In this paper, we study the statistical interpretation of forensic DNA mixtures with related contributors in subdivided populations. Compact general formulae for match probabilities are obtained for two situations: a relative of one tested person is an unknown contributor of a DNA mixture; and two related unknowns are contributors. The effect of kinship and population structure is illustrated using a real case example.  相似文献   
5.
Married individuals are healthier than single individuals though the reasons are not well understood. Individuals with spouses/or partners are less likely to smoke. We explore the relationship between health and marital status by analyzing three potential channels through which marriage affects smoking, i.e., consumption externalities (one spouse's smoking affects the other spouse's welfare), altruism (one spouse reduces smoking in response to the other spouse's bad health), and learning about risks of smoking from the health experience of one's spouse. We find spousal health does not affect smoking due to altruism or learning within the household but do find evidence for consumption externalities.  相似文献   
6.
Chinese version of the OSI: A validation study   总被引:5,自引:0,他引:5  
This article examines the construct validity of the Occupational Stress Indicator (OSI) in its Chinese version as well as its criterion-oriented validity against self-reported data on absenteeism and accidents, using a final sample of 1054 workers in the Chinese manufacturing and power industries. The divergent and convergent validities of five of the OSI scales—Job satisfaction, Physical ill-health, Mental ill-health, Type A behaviour and Control—were examined by a multimethod-multitrait matrix technique. Results indicated that the Chinese OSI had fairly good validity in relation to other well-established measures as well as relevant organizational behaviours.  相似文献   
7.
To date, the postmodernist approach to family experience which considers the actor's use of discourse rather than external sociocultural forces as primordial in constituting domestic reality has become an intellectual stream which sociologists can hardly ignore. Using the Gubrium–Holstein model as an exemplar for a “more sophisticated” postmodernist approach to constructing family experience, this article attempts to outline a critique of radical constructionism which overemphasizes the discourse of actors as artfully producing reality as featured in the notions of “doing things with words” and “talking reality into being.” The critique is mainly based on the works of Schutz and Garfinkel, of which Gubrium and Holstein claim their own model share “abiding concern,” and is further supplemented by the work of Bourdieu. This article carries a commitment to rebuking the postmodernist emphasis on the discursive by highlighting that the prepredicative structure of the lifeworld—which is nondiscursive in nature—constitutes the primordial, albeit insufficient, basis of the nomos pertaining to experience as constituted.  相似文献   
8.
In analyzing data from unreplicated factorial designs, the half-normal probability plot is commonly used to screen for the ‘vital few’ effects. Recently, many formal methods have been proposed to overcome the subjectivity of this plot. Lawson (1998) (hereafter denoted as LGB) suggested a hybrid method based on the half-normal probability plot, which is a blend of Lenth (1989) and Loh (1992) method. The method consists of fitting a simple least squares line to the inliers, which are determined by the Lenth method. The effects exceeding the prediction limits based on the fitted line are candidates for the vital few effects. To improve the accuracy of partitioning the effects into inliers and outliers, we propose a modified LGB method (hereafter denoted as the Mod_LGB method), in which more outliers can be classified by using both the Carling’s modification of the box plot (Carling, 2000) and Lenth method. If no outlier exists or there is a wide range in the inliers as determined by the Lenth method, more outliers can be found by the Carling method. A simulation study is conducted in unreplicated 24 designs with the number of active effects ranging from 1 to 6 to compare the efficiency of the Lenth method, original LGB methods, and the proposed modified version of the LGB method.  相似文献   
9.
In electronics Fabs such as semiconductor Fabs and liquid crystal display (LCD) Fabs, which are capital-intensive, finite-capacity planning is critical to achieving full-capacity production and on-time production. However, existing finite-capacity planning methods do not adequately reflect the actual capacity profiles of an electronics Fab. In this paper, we propose a new Fab-level capacity-filtering procedure to generate finite-capacity plan: a backward capacity-filtering procedure for generating finite-capacity release plan. When developing the Fab-level filtering procedures, we use stage-level capacity-filtering algorithms as a key building block. In this study, we enhance the previous capacity-filtering algorithms proposed by one of the authors in order to facilitate the practical requirements of electronics Fabs. We apply the proposed capacity-filtering method to a modern LCD–TFT Fab in Korea. Performance analyses demonstrate that the proposed method is superior to existing methods.  相似文献   
10.
In China, family care is the dominant form of care for people with mental disorders. Since 2004, the government has been developing a community‐care model that places more responsibility on community organisations and the local governments at the provincial, municipal and county levels for the provision of formal care. As a large number of people with severe mental disorders live in rural China, this case study was conducted in a rural county in order to examine the development of community care. It was found that, although family care remains dominant, families’ need for formal care is increasing. Community services have improved, but their development is constrained by several contextual and micro factors. In this study, it is argued that the community‐care model introduces a process of reconfiguration of the relative responsibility for care among the family, social organisations and the government, but progress depends on further administrative and fiscal reforms.  相似文献   
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