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.     

Efficient Estimation in Heteroscedastic Partially Linear Varying Coefficient Models

This article considers statistical inference for the heteroscedastic partially linear varying coefficient models. We construct an efficient estimator for the parametric component by applying the weighted profile least-squares approach, and show that it is semiparametrically efficient in the sense that the inverse of the asymptotic variance of the estimator reaches the semiparametric efficiency bound. Simulation studies are conducted to illustrate the performance of the proposed method.     

Conditional time-dependent nonparametric estimators with an application to healthcare production function

ABSTRACT

By using the probabilistic framework of production efficiency, the paper develops time-dependent conditional efficiency estimators performing a non-parametric frontier analysis. Specifically, by applying both full and quantile (robust) time-dependent conditional estimators, it models the dynamic effect of health expenditure on countries’ technological change and technological catch-up levels. The results from the application reveal that the effect of per capita health expenditure on countries’ technological change and technological catch-up is nonlinear and is subject to countries’ specific income levels.     

英语口语教学刍议

英语口语技能是听、说、读、写四项基本语言技能中很重要的一种技能。要通过课堂教学提高学生口语能力 ,必须从教师、教学方法和学生三方面入手 ,即教师应组织和动员学生积极参与学习 ,采取循序渐进的教学方法 ,发挥学生的主观能动性。学生应有明确的学习目标和计划 ,积极配合老师 ,多说勤炼     

试论强化国家创新体系

我国现有的国家创新系统存在效率低下和创新活力不强的问题。强化我国的创新工作应该采取适应市场 ,及时调整创新系统中各因素的角色 ;实现创新组织网络化达到资源共享 ;政府推动创新文化建设 ,营造创新氛围这三项措施 ,从而提高我国整体创新能力和国家创新系统效率。     

土地利用管制制度效率探讨

对于公共管理,管制是重要的管理手段。文章用经济学的观点阐述管制政策的效率原理,并在此基础上分析我国土地利用管制政策的效率,最后提出我国管制政策改进的建议和实施的条件。     

绍兴市贷款产出效率分析

通过对1991-2004年绍兴市实现的GDP与占用贷款变动关系的统计分析,指出贷款产出效率持续走低存在的问题,在分析了贷款产出效率下降的主要原因后,提出了相应的对策建议.     

乔伊斯的文学实验精神在小说整体布局中的体现

爱尔兰著名作家詹姆斯·乔伊斯在其文学作品创作过程中始终追求艺术形式的创新.作为20世纪初现代主义文学倾向的代表人物,乔伊斯在小说<一个青年艺术家的肖像>中大胆突破传统,以强烈的文学实验精神将其创作理论应用到实际创作中.以时间、意识和技巧为创作中心,生动展示了主人公斯蒂芬·迪达勒斯的现代精神气质.本文以其代表作小说<一个青年艺术家的肖像>为实例,旨在从两个方面展示乔伊斯的文学实验精神,即乔伊斯美学理论在实际创作中的应用以及其现代主义创作技巧在体现小说整体布局中的作用.     

高校德育低效的内因分析

高校德育低效除社会大环境的负面影响外,高校德育自身的问题也不可忽视。智德分离;不尊重学生的主体地位;忽视培育和发展学生的情感、忽视学生的差异和个性;德育与学生的生活和需要脱节;育德者的人格不适应德育的要求等德育自身的缺陷是德育低效的内在原因。     

关于高校实验室建设的几点思考

为把高校实验室建成开放式的创新实践基地 ,更好地发挥其在教学、科研、生产等方面的重要作用 ,应加强对高校实验室的硬件建设 ,并进行科学的统筹规划 ,加速提升实验室整体实力 ;加强实验教学师资队伍建设 ,实现实验室建设的跨越式发展