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陈海宏 《山东师范大学学报(人文社会科学版)》2008,53(1):62-65
伊莱休·鲁特针对美西战争中暴露出的美军事指挥和军队体制方面的问题,进行了五项改革:1.设立总参谋部;2.设立陆海军联合委员会;3.通过《国防法》,成立国民警卫队;4.对军队编制进行改革;5.军事教育改革。经过改革,美军事统帅体制提高了效率,军队编制趋向合理,为20世纪美国进行新的战争做好了准备。他是美国军事管理革命的开拓者。 相似文献
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李玉 《广西师范学院学报(哲学社会科学版)》2014,(6):132-135
本文旨在为王力著的《同源字典》拾遗补阙。有些字王力的著作虽已收录、考释,但这些字还有别的意义,尚可与另一些字构成另一对(或一组)同源字(即“同源词”)。本文依照“音近义通”的原则考释同源字。 相似文献
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金融发展与贸易依存度的实证研究——基于东部十省市面板数据的协整分析 总被引:1,自引:0,他引:1
本文利用东部十省市的面板数据,研究金融发展与贸易依存度的关系。运用面板单位根检验和面板协整检验,建立面板协整模型进行分析。结果显示:金融发展仅与进口依存度存在长期均衡关系,且不同省市金融发展对进口依存度的推动作用不同。最后分析其作用差异的潜在原因,并根据实证结果提出了政策建议。 相似文献
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In this paper we provide a comprehensive Bayesian posterior analysis of trend determination in general autoregressive models. Multiple lag autoregressive models with fitted drifts and time trends as well as models that allow for certain types of structural change in the deterministic components are considered. We utilize a modified information matrix-based prior that accommodates stochastic nonstationarity, takes into account the interactions between long-run and short-run dynamics and controls the degree of stochastic nonstationarity permitted. We derive analytic posterior densities for all of the trend determining parameters via the Laplace approximation to multivariate integrals. We also address the sampling properties of our posteriors under alternative data generating processes by simulation methods. We apply our Bayesian techniques to the Nelson-Plosser macroeconomic data and various stock price and dividend data. Contrary to DeJong and Whiteman (1989a,b,c), we do not find that the data overwhelmingly favor the existence of deterministic trends over stochastic trends. In addition, we find evidence supporting Perron's (1989) view that some of the Nelson and Plosser data are best construed as trend stationary with a change in the trend function occurring at 1929. 相似文献
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LSTAR模型的单位根检验往往易忽视其条件方差的时变性,实际上,对许多经济变量尤其是金融变量建立LSTAR模型后,经常发现其条件方差存在GARCH效应。针对LSTAR-GARCH模型的平稳性检验,本文构建了检验统计量tNG,之后在极大似然估计的基础上,推导出tNG的渐近分布,通过蒙特卡洛模拟方法得到该统计量的渐近临界值,并在此基础上研究了tNG检验的检验功效。在与刘雪燕和张晓峒(2009)提出的tNL检验、Ling等(2003)提出的tLG检验以及DF单位根检验进行比较后,发现tNG检验具备明显优势。 相似文献
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《Journal of Statistical Computation and Simulation》2012,82(4):233-259
Finite sample properties of ML and REML estimators in time series regression models with fractional ARIMA noise are examined. In particular, theoretical approximations for bias of ML and REML estimators of the noise parameters are developed and their accuracy is assessed through simulations. The impact of noise parameter estimation on performance of t -statistics and likelihood ratio statistics for testing regression parameters is also investigated. 相似文献
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《Journal of Statistical Computation and Simulation》2012,82(2-4):223-238
We propose a Monte Carlo sampling algorithm for estimating guananteed-coverage tolerance factors for non-normal continuous distributions with known shape but u n p w n location and scale. The algorithm is based on reformulating this root-finding problem as a quantile-estimation problem. The reformulation leads to a geometrical interpretation of the tolerance-interval factor. For arbitrary distribution shapes, we analytically and empirically investigate various relationships among tolerance- interval coverage, confidence, and sample size. 相似文献
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作为最重要的汇率决定理论之一,购买力平价被广泛应用于实证研究,但是重点针对亚洲新兴市场的研究依然有限。本文对七个亚洲新兴市场进行了购买力平价理论长期均衡关系的实证检验分析。针对购买力平价理论,作者运用单位根检验和协整检验进行数据分析。数据采用1957年至2011年的汇率(以美元作为基础汇率)及季度价格水平(本文采用CPI作为价格水平指数)。实证检验结果表明购买力平价理论的长期均衡在亚洲新兴市场中均不成立。文章最后提出了一些或许会导致其不理想结论的因素,并针对文章的实证研究得出新的改进方法。 相似文献