富勒的新自然法学对当代法治国家的启示

富勒的新自然法学继承了以往自然法学的传统,追求法律的道德价值,强调法律与道德的不可分。他还把法律作为一个过程来研究,特别强调过程的重要性。他的思想对我国建设社会主义法治国家具有重要的启示,中国的法治之路,应实现中国式的法治与西方法治的互补与整合。     

Wavelet Improvement of the Over-Rejection of Unit Root Test Under GARCH Errors: An Application to Swedish Immigration Data

In this article, we use the wavelet technique to improve the over-rejection problem of the traditional Dickey–Fuller tests for unit root when the data is associated with volatility like the GARCH(1, 1) effect. The logic of this technique is based on the idea that the wavelet spectrum decomposition can separate out information of different frequencies in the data series. We prove that the asymptotic distribution of the test in the wavelet environment is still the same as the traditional Dickey–Fuller type of tests. The finite sample property is improved when the data suffers from GARCH error. The investigation of the size property and the finite sample distribution of the test is carried out by Monte Carlo experiment. An empirical example with data on the net immigration to Sweden during the period 1950–2000 is used to illustrate the performance of the wavelet improved test under GARCH errors. The results reveal that using the traditional Dickey–Fuller type of tests, the unit root hypothesis is rejected while our wavelet improved test do not reject as it is more robust to GARCH errors in finite samples.     

Records Properties of Non Stationary Time Series

This article proposes an asymptotic expansion for the Studentized linear discriminant function using two-step monotone missing samples under multivariate normality. The asymptotic expansions related to discriminant function have been obtained for complete data under multivariate normality. The result derived by Anderson (1973 Anderson , T. W. ( 1973 ). An asymptotic expansion of the distribution of the Studentized classification statistic W . The Annals of Statistics 1 : 964 – 972 .[Crossref], [Web of Science ®] , [Google Scholar]) plays an important role in deciding the cut-off point that controls the probabilities of misclassification. This article provides an extension of the result derived by Anderson (1973 Anderson , T. W. ( 1973 ). An asymptotic expansion of the distribution of the Studentized classification statistic W . The Annals of Statistics 1 : 964 – 972 .[Crossref], [Web of Science ®] , [Google Scholar]) in the case of two-step monotone missing samples under multivariate normality. Finally, numerical evaluations by Monte Carlo simulations were also presented.     

A Fractional Dickey–Fuller Test for Unit Roots

This paper presents a new test for fractionally integrated (FI) processes. In particular, we propose a testing procedure in the time domain that extends the well–known Dickey–Fuller approach, originally designed for the I(1) versus I(0) case, to the more general setup of FI(d₀) versus FI(d₁), with d₁<d₀. When d₀=1, the proposed test statistics are based on the OLS estimator, or its t–ratio, of the coefficient on Δ^d1y_t−1 in a regression of Δy_t on Δ^d1y_t−1 and, possibly, some lags of Δy_t. When d₁ is not taken to be known a priori, a pre–estimation of d₁ is needed to implement the test. We show that the choice of any T^1/2–consistent estimator of d₁∈[0 ,1) suffices to make the test feasible, while achieving asymptotic normality. Monte–Carlo simulations support the analytical results derived in the paper and show that proposed tests fare very well, both in terms of power and size, when compared with others available in the literature. The paper ends with two empirical applications.     

UNIT ROOT TESTING IN THE PRESENCE OF HEAVY‐TAILED GARCH ERRORS

We derive the asymptotic distributions of the Dickey–Fuller (DF) and augmented DF (ADF) tests for unit root processes with Generalized Autoregressive Conditional Heteroscedastic (GARCH) errors under fairly mild conditions. We show that the asymptotic distributions of the DF tests and ADF t‐type test are the same as those obtained in the independent and identically distributed Gaussian cases, regardless of whether the fourth moment of the underlying GARCH process is finite or not. Our results go beyond earlier ones by showing that the fourth moment condition on the scaled conditional errors is totally unnecessary. Some Monte Carlo simulations are provided to illustrate the finite‐sample‐size properties of the tests.     

论富勒新自然法学的方法论特征

富勒是非神学的新自然法学的重要代表人。他主要针对实证主义法学 ,特别是新分析法学以及美国现实主义法学区分“实际的法律”和“应该的法律” ,而指出这种做法的错误。富勒新自然法学的方法论特征是“应该”与“实际”的不可分性 ;法律和道德的一致性 ;目的和手段的同等重要性     

Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence

This article investigates the possibility, raised by Perron and by Rappoport and Reichlin, that aggregate economic time series can be characterized as being stationary around broken trend lines. Unlike those authors, we treat the break date as unknown a priori. Asymptotic distributions are developed for recursive, rolling, and sequential tests for unit roots and/or changing coefficients in time series regressions. The recursive and rolling tests are based on changing subsamples of the data. The sequential statistics are computed using the full data set and a sequence of regressors indexed by a “break” date. When applied to data on real postwar output from seven Organization for Economic Cooperation and Development countries, these techniques fail to reject the unit-root hypothesis for five countries (including the United States) but suggest stationarity around a shifted trend for Japan.     

论《十九世纪妇女》对父权性别二元对立的解构

文章集中分析萨拉·玛格丽特·福勒的代表作《十九世纪妇女》,旨在探讨福勒在该作品中对19世纪美国父权社会性别二元对立思想的批判和颠覆。福勒以美国超验主义的视角,消解了父权社会对两性社会差异的界定,颠覆了父权社会男性优越/女性低劣之思维范式,论证了女性平等权利的合理性,为女性争取权力的斗争提供了理论支撑。     

论富勒道德共同体的构成要素

论述了每一个拥有良好道德意念的人们都在善的旨意下追寻着道德的至善,这样的人们通过遵循德性法则而联合在一起,组成了一个伦理的社会,一个热爱善的人们的集合地。指出在道德共同体的构成要素上,富勒有着自己独特的法伦理思想,本文主要对富勒的道德共同体的构成要素上进行梳理总结。     

Testing a Unit Root Based on Aggregate Time Series

Many time series encountered in practice are nonstationary, and instead are often generated from a process with a unit root. Because of the process of data collection or the practice of researchers, time series used in analysis and modeling are frequently obtained through temporal aggregation. As a result, the series used in testing for a unit root are often time series aggregates. In this paper, we study the effects of the use of aggregate time series on the Dickey–Fuller test for a unit root. We start by deriving a proper model for the aggregate series. Based on this model, we find the limiting distributions of the test statistics and illustrate how the tests are affected by the use of aggregate time series. The results show that those distributions shift to the right and that this effect increases with the order of aggregation, causing a strong impact both on the empirical significance level and on the power of the test. To correct this problem, we present tables of critical points appropriate for the tests based on aggregate time series and demonstrate their adequacy. Examples illustrate the conclusions of our analysis.