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.     

监理企业的综合评价与决策分析

根据层次分析法(AHP),分析如何选择最合理的监理企业,为评估准则和希望投标的监理企业构建了一个层次结构,提出了分析模型和计算方法,并给出了一个具体实例。在决策分析过程中,按综合权重大小排序,进行方案优选,为决策提供依据。该方法得出的评价结果直观,为择优决策中标监理企业提供一种科学的评价方法。     

四川地区农民持续增收的制约因素分析

根据四川省统计局的历年数据,本文分析了四川省农民收入增长的规律：改革来,四川农民收入总量上呈现逐年增长、增幅减缓的特征;四川农民收入水平在全国的排位下降。宏观经济分析表明,影响农民收入持续增长的主要有外部因素如制度障碍、农业投入不足、农资价格上涨等,内部因素如生产结构不合理、基础设施脆弱和农民素质不高等方面。因此,要构建农民增收的长效机制必须突破制度障碍。     

Multivariate outlier detection in incomplete survey data: the epidemic algorithm and transformed rank correlations

Summary.  As a part of the EUREDIT project new methods to detect multivariate outliers in incomplete survey data have been developed. These methods are the first to work with sampling weights and to be able to cope with missing values. Two of these methods are presented here. The epidemic algorithm simulates the propagation of a disease through a population and uses extreme infection times to find outlying observations. Transformed rank correlations are robust estimates of the centre and the scatter of the data. They use a geometric transformation that is based on the rank correlation matrix. The estimates are used to define a Mahalanobis distance that reveals outliers. The two methods are applied to a small data set and to one of the evaluation data sets of the EUREDIT project.     

论当前的物欲型犯罪

当前的物欲型犯罪有其经济根源和直接原因 ,其动机、行为方式及侵害对象具有一些带规律性的特点 ;犯罪人在市场经济中的地位 ,决定了其犯罪动机和行为方式。尤其少部分身居高位、掌握实权的领导干部或国有企业负责人对个人财富、权力的不当追求 ,导致权钱交易、化公为私 ,造成国有财产的大量流失。这种犯罪不断发生的重要原因是 ,国有财产所有者虚位 ;应从源头上遏制此类犯罪的蔓延     

测定二氧化碳分子量的微型实验

利用自制的简易气体发生器和洗气装置对二氧化碳分子量测定微型实验作了进一步的探索和实践、测定结果不仅达到无机化学实验对测定精度的要求。而且更便于推广和普及．     

NURBS曲面的算法分析及实现

讨论了ＮＵＲＢＳ曲线和节点矢量、控制点和基函数对曲面形状的影响，给出了ＮＵＲＢＳ的算法分析及其实现方案，最后，将ＮＵＲＢＳ曲面与老式曲面（如Ｂ样条、Ｂｅｚｉｅｒ曲面等）进行了比较。     

Predicting body fat using weight–height indices

While body fat is the most accurate measure of obesity, its measurement requires special equipment that can be costly and time consuming to operate. Attention has thus typically focused on the easier to calculate body mass index (BMI). However, the ability of BMI to accurately identify obesity has been increasingly questioned. This paper focuses attention on whether more general body mass indices are appropriate measures of body fat. Using a data set of body fat, height, and weight measurements, general models are estimated which nest a wide variety of weight–height indices as special cases. In the absence of a race and gender categorisation, the conventional BMI was found to be the appropriate index with which to predict body fat. When such a categorisation was made, however, the BMI was never selected as the appropriate index. In general, predicted female body fat was some 10 kg higher than that of a male of identical build and predicted % body fat was over 11 percentage points higher, but age effects were smaller for females. Considerable racial differences in predicted body fat were found for males, but such differences were less marked for females. The implications of this finding for interpreting recent research on the effect of obesity on health, society, and economic factors are considered.     

反馈型振荡器起振条件的新研究

阐述了目前被广泛应用的对于反馈型振荡器的分析方法在描述起振条件和稳定条件时存在严重的逻辑缺陷。提出了一种普适的起振条件判据,推导出两组具体而又具有实际指导意义的起振条件判据,阐明了不存在“频率稳定条件”的理由。     

脱贫成效精准:脱贫户获得感测度及其影响因素

从脱贫户获得感维度检验中国脱贫的实践效应。通过对广东省48 村1 518 已脱贫农户的调查研究,发现其家庭人均年收入持续增长且比已知脱贫收入线显著偏高,产业扶贫对收入增长的作用显著;脱贫户基于家庭劳动力人数、老人数和学生子女数等客观需求,多数自觉获得了体现客观机会获得的脱贫政策福利;脱贫户拥有较高的获得感,并没因调查个体的人口特征而存在差异,其显著地与客观需求呈负相关,与客观获得呈正相关,需求既定时客观获得增加,则获得感会显著提升,这意味着新时代基于需求-获得-满足的精准扶贫逻辑具有实践效应。在客观获得确定而需求增加时,获得感会显著偏低,收入的影响作用最大。因此,后脱贫时代需要继续推进乡村产业发展,加强对劳动力的职业技能培训和乡村教育扶持力度,从外部基础、成人主体内在动力和代际发展潜力来保障和提升脱贫成效的持续性。