新产品市场扩展的宏观技术经济特征:──日、美化工、电气产品的实证研究

本文通过实证研究,揭示发达国家新产品的市场扩展过程。发现新产品伴随一系列技术创新而成长,继而推动相关工业的发展；新产品市场扩展遵循Logistic扩展规律,扩展参数呈现不同的行业分布；虽然经济危机对其产生严重阻扰影响,但新产品扩展具有顽强的规律回复功能。     

Communicating Actionable Risk for Terrorism and Other Hazards⋆

We propose a shift in emphasis when communicating to people when the objective is to motivate household disaster preparedness actions. This shift is to emphasize the communication of preparedness actions (what to do about risk) rather than risk itself. We have called this perspective “communicating actionable risk,” and it is grounded in diffusion of innovations and communication theories. A representative sample of households in the nation was analyzed using a path analytic framework. Preparedness information variables (including content, density, and observation), preparedness mediating variables (knowledge, perceived effectiveness, and milling), and preparedness actions taken were modeled. Clear results emerged that provide a strong basis for communicating actionable risk, and for the conclusion both that information observed (seeing preparedness actions that other have taken) and information received (receiving recommendations about what preparedness actions to take) play key, although different, roles in motivating preparedness actions among the people in our nation.     

Model selection for Lévy measures in diffusion processes with jumps from discrete observations

We deal with parametric inference and selection problems for jump components in discretely observed diffusion processes with jumps. We prepare several competing parametric models for the Lévy measure that might be misspecified, and select the best model from the aspect of information criteria. We construct quasi-information criteria (QIC), which are approximations of the information criteria based on continuous observations.     

Bayesian parameter inference for stochastic SIR epidemic model with hyperbolic diffusion

This paper is concerned with the Bayesian estimation parameters of the stochastic SIR (Susceptible-Infective-Removed) epidemic model from the trajectory data. Specifically, the data from the count of both infectives and susceptibles is assumed to be available on some time grid as the epidemic progresses. The diffusion approximation of the appropriate jump process is then used to estimate missing data between every pair of observation times. If the time step of imputations is small enough, we derive the posterior distributions of the infection and recovery rates using the Milstein scheme. The paper also presents Markov-chain Monte Carlo (MCMC) simulation that demonstrates that the method provides accurate estimates, as illustrated by the synthetic data from SIR epidemic model and the real data.     

农业节水灌溉技术扩散过程中的影响因素分析

农业节水灌溉技术对于提高农业灌溉用水的利用率非常重要,为了使农业节水灌溉技术更好的扩散,本文对农业节水灌溉技术扩散过程进行了详细分析。通过对农业节水灌溉技术扩散过程中的扩散源、被扩散的节水灌溉技术、扩散技术采用者等影响扩散的因素进行分析,以期为农村地区农业节水灌溉技术扩散效果的提高提供帮助。     

Is a pure jump process fitting the high frequency data better than a jump-diffusion process?

Two families of processes: pure jump processes and jump-diffusion processes are widely used in literatures. Recently, empirical findings demonstrate that the underlying processes of high frequency data sets are pure-jump processes of infinite variation in many situations. Statistical tests are also proposed to make the empirical findings theoretically grounded. In this paper, we extend the work of Jing et al. (2012) in two aspects: (1) the jump process in the null hypothesis and the alternative hypothesis could be different; (2) the null hypothesis covers more flexible processes which are more relevant in finance when considering models for asset prices or nominal interest rates. Theoretically, the test is proven to be very powerful and can control the type I error probabilities well under the nominal level.     

Empirical Characteristic Function Estimation and Its Applications

Abstract

This paper reviews the method of model-fitting via the empirical characteristic function. The advantage of using this procedure is that one can avoid difficulties inherent in calculating or maximizing the likelihood function. Thus it is a desirable estimation method when the maximum likelihood approach encounters difficulties but the characteristic function has a tractable expression. The basic idea of the empirical characteristic function method is to match the characteristic function derived from the model and the empirical characteristic function obtained from data. Ideas are illustrated by using the methodology to estimate a diffusion model that includes a self-exciting jump component. A Monte Carlo study shows that the finite sample performance of the proposed procedure offers an improvement over a GMM procedure. An application using over 72 years of DJIA daily returns reveals evidence of jump clustering.     

Policy Diffusion and Policy Transfer in Comparative Welfare State Research

For many years, comparative welfare state research has followed a ‘methodological nationalism’ in the sense that countries were treated as independent units. Yet the recent ‘spatial turn’ in comparative politics has also influenced welfare state research. For some years now, the field has been witnessing a growing interest in questions about interdependencies and policy diffusion between countries. In this article, we provide a structured overview of the state of the art in the policy diffusion and transfer literature that deals specifically with social policy. We present and critically evaluate existing theoretical concepts and quantitative and qualitative methodological approaches that enable the analysis of interdependencies between countries. Moreover, we summarize the empirical findings of quantitative and qualitative studies on the diffusion and transfer of social policy, from some pioneering studies to the latest findings. Against this background we point out what we believe to be promising avenues for future research. We focus on five areas: theoretical work on the mechanisms underlying diffusion and transfer; methodological approaches; the impact of domestic institutions and policy characteristics on social policy diffusion and transfer; programme‐specific dynamics; and the systematic combination of horizontal and vertical interdependencies.     

On an application of the diffusion approximation of the generalized birth and death process for stochastic population projection

Assuming that both birth and death rates are density and time dependent, a diffusion approximation of the generalized birth and death process has been considered in this paper to obtain a suitable stochastic population model describing the population size and its moments. A simple method of estimating the parameters of the model Is discussed. The predictions of the expected size of the population, and the variance are made and compared with the corresponding census figures as well as with another deterministic projection series made for the corresponding period.     

中国碳交易政策扩散的影响因素、路径差异与减碳效果研究——基于省域数据的实证分析

碳交易市场的建设有助于实现全球碳平衡,而碳交易政策扩散对于促进中国碳交易市场的持续健康发展有着重要的现实意义。在我国碳交易市场建设不断深化的情境下,有必要识别省域碳交易政策扩散的多维影响要素,检验不同扩散路径下的政策效果差异,总结政策扩散经验。文章基于省域面板数据,首先运用事件史分析法,通过Cox比例风险模型发现,能源政策的落实、地方政府的综合服务能力和社会创新能力是碳交易政策扩散的关键驱动要素;其次,利用合成控制法进一步检验,发现主动扩散地区的减排效果弱于试点扩散地区,试点扩散地区对主动扩散地区的激励和带动作用有限,试点成果尚未得到有效学习和复制。为此,在我国统一碳交易市场的建设过程中,应强化中央统筹协调与地方相关举措之间的协同配合,依托有力的政策驱动激发我国碳交易制度活力,提升碳减排效果,形成路径清晰、梯度有序的政策扩散机制,以稳步实现2030“碳达峰”、2060“碳中和”的目标。