Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility

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.     

Constrained vs unconstrained labor supply: the economics of dual job holding

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.     

地区信息化水平的综合评价

本文从信息化的发展入手,阐述了信息化建设及各地区信息化水平评价的重要性,采用多元统计中的主成分分析和主成分回归法,设计一个综合指标用以评估各类地区的信息化水平及其在全国所处的位置,指导各地区的信息化建设。     

数学分析中基本概念的教学

通过导数、数列极限、函数的连续性和函数项级数不一致收敛等概念的教学 ,阐明了数学分析中基本概念教学的重要性     

A simple procedure for the selection of significant effects

Summary.  Given a large number of test statistics, a small proportion of which represent departures from the relevant null hypothesis, a simple rule is given for choosing those statistics that are indicative of departure. It is based on fitting by moments a mixture model to the set of test statistics and then deriving an estimated likelihood ratio. Simulation suggests that the procedure has good properties when the departure from an overall null hypothesis is not too small.     

论刘勰文学批评的“文本”精神

刘勰的文学批评有别于先秦两汉时期的“以德为本”的文学批评。贯穿刘勰文学批评始终的是“以文为本”的精神,“文”是刘勰文学批评理论的核心,也是刘勰文学批评方法论依据。刘勰文学批评中的“文本”精神是我国文学批评走向自觉的重要标志。     

试论完善我国散居少数民族立法

少数民族权益的法律保障始终是我国法治进程中的一件大事,而散居少数民族立法工作又是我国整个民族法治建设的重要组成部分。本文主要通过分析完善我国散居少数民族立法的意义,指出我国散居少数民族立法的基本情况以及存在的问题,探求完善散居少数民族立法的方法。     

The Effects of Spousal Health on the Decision to Smoke: Evidence on Consumption Externalities, Altruism and Learning Within the Household

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.     

我国优秀女子背越式跳高运动员力量水平评价

本文通过对我国 45名优秀女子背越式跳高运动员力量训练手段进行分析研究 ,找出影响专项成绩的关键因素 ,为检查评定运动员的力量训练水平提供准确、易行的检查性项目。通过R型因子分析和逐步回归分析 ,得到各项检查性指标与运动成绩的数学模型 ,制定出评定运动员力量训练水平的评定标准和评定方法 ,从而给教练员提供了评价力量训练水平的量化标准     

明代宋史著述关于《宋史》史料之增补与纠谬

元修《宋史》的粗陋屡遗后人斥责，改撰重修者接连不断，其中以明人成绩最为显著。由于元修《宋史》利用了大量的《国史》和《实录》等第一手史料，使得该书在史料价值方面占有绝时优势。明代宋史学者对此有着清楚地认识，因而并未抛弃《宋史》史料，而是本着求实存真、广征博采的原则，对《宋史》史料扩充补遗、考辨纠谬，尤其在人物传记和南渡诸事上增添了丰富的内容，使得宋史记载更趋真实、完备，亦为后人的进一步辨析准备了条件。