从英汉诅咒语看中西文化差异

文章分析了英汉诅咒语的特征、分类、诅咒对象及方式的差异,阐述了宗教和神学对英汉诅咒语的影响,并从这一角度探讨了中西方文化的差异,验证了一个民族独特的文化传统必然会在语言中鲜明地表现出来。     

Books on probability ideas are reviewed

In this paper, semiparametric methods are applied to estimate multivariate volatility functions, using a residual approach as in [J. Fan and Q. Yao, Efficient estimation of conditional variance functions in stochastic regression, Biometrika 85 (1998), pp. 645–660; F.A. Ziegelmann, Nonparametric estimation of volatility functions: The local exponential estimator, Econometric Theory 18 (2002), pp. 985–991; F.A. Ziegelmann, A local linear least-absolute-deviations estimator of volatility, Comm. Statist. Simulation Comput. 37 (2008), pp. 1543–1564], among others. Our main goal here is two-fold: (1) describe and implement a number of semiparametric models, such as additive, single-index and (adaptive) functional-coefficient, in volatility estimation, all motivated as alternatives to deal with the curse of dimensionality present in fully nonparametric models; and (2) propose the use of a variation of the traditional cross-validation method to deal with model choice in the class of adaptive functional-coefficient models, choosing simultaneously the bandwidth, the number of covariates in the model and also the single-index smoothing variable. The modified cross-validation algorithm is able to tackle the computational burden caused by the model complexity, providing an important tool in semiparametric volatility estimation. We briefly discuss model identifiability when estimating volatility as well as nonnegativity of the resulting estimators. Furthermore, Monte Carlo simulations for several underlying generating models are implemented and applications to real data are provided.     

论《水浒传》中的詈骂词“鸟”

《水浒传》中“鸟”用作詈骂词的例子共有一百七十八个。透过对这些例子的分析,我们可以发现“鸟”作詈骂词使用的情况不仅《水浒传》中存在,其它同时代著作中存在,而且在现代汉语口语中也普遍存在。     

A misspecification test for the higher order co-moments of the factor model

The traditional estimation of higher order co-moments of non-normal random variables by the sample analog of the expectation faces a curse of dimensionality, as the number of parameters increases steeply when the dimension increases. Imposing a factor structure on the process solves this problem; however, it leads to the challenging task of selecting an appropriate factor model. This paper contributes by proposing a test that exploits the following feature: when the factor model is correctly specified, the higher order co-moments of the unexplained return variation are sparse. It recommends a general to specific approach for selecting the factor model by choosing the most parsimonious specification for which the sparsity assumption is satisfied. This approach uses a Wald or Gumbel test statistic for testing the joint statistical significance of the co-moments that are zero when the factor model is correctly specified. The asymptotic distribution of the test is derived. An extensive simulation study confirms the good finite sample properties of the approach. This paper illustrates the practical usefulness of factor selection on daily returns of random subsets of S&P 100 constituents.     

石油基金法律制度国际经验及其启示

建立石油基金是石油生产国破解资源诅咒和富饶悖论的制度之一,实现石油收益在各利益相关者之间的公正分配、石油基金管理的公开透明及其功能的多元化是其共同特征。我国现有的石油资源管理和税费制度尚不能完全解决石油收益分配不公和功能单一的问题,因此,有必要在借鉴国外经验的基础上,建立具有分配、储蓄和稳定功能的石油基金制度。     

区域完全自然资源丰裕度及其测算方法

自然资源丰裕度是衡量一个国家或地区自然资源禀赋的重要指标。根据自然资源丰裕度的内涵,将自然资源丰裕度分为单项自然资源的丰裕度、某类资源的丰裕度和区域完全自然资源的丰裕度三个层次,分析区域完全自然资源丰裕度的特点,尝试提出测定区域完全自然资源丰裕度的具体方法,并运用2010年31个省、市、自治区20类自然资源数据进行了实证研究。研究结果表明:（1）我国区域自然资源禀赋在相对数量与分布结构上存在矛盾;（2）我国自然资源禀赋富集区有5个省份,自然资源禀赋适中区有12个省份,自然资源禀赋贫乏区有8个省份,自然资源禀赋匮乏区有6个省份;（3）在我国31个省、市、自治区中,区域完全自然资源丰裕度排名在前5位的省份分别是四川、内蒙古、甘肃、广西和河北,排名最后5位的省份分别是江苏、宁夏、天津、上海和北京。     

Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?

This paper analyzes the complexity of the contraction fixed point problem: compute an ε‐approximation to the fixed point V*Γ(V*) of a contraction mapping Γ that maps a Banach space B_d of continuous functions of d variables into itself. We focus on quasi linear contractions where Γ is a nonlinear functional of a finite number of conditional expectation operators. This class includes contractive Fredholm integral equations that arise in asset pricing applications and the contractive Bellman equation from dynamic programming. In the absence of further restrictions on the domain of Γ, the quasi linear fixed point problem is subject to the curse of dimensionality, i.e., in the worst case the minimal number of function evaluations and arithmetic operations required to compute an ε‐approximation to a fixed point V*∈B_d increases exponentially in d. We show that the curse of dimensionality disappears if the domain of Γ has additional special structure. We identify a particular type of special structure for which the problem is strongly tractable even in the worst case, i.e., the number of function evaluations and arithmetic operations needed to compute an ε‐approximation of V* is bounded by Cε^−p where C and p are constants independent of d. We present examples of economic problems that have this type of special structure including a class of rational expectations asset pricing problems for which the optimal exponent p1 is nearly achieved.     

“文革”语言中的詈词及其使用

詈词的大量使用是文革语言非常突出的一个特点,但是并不是所有的传统詈词在文革期间都得到"重用"。本文对此进行了考察和分析,在此基础上,对詈词在文革中的一般使用情况进行了描述。     

资源诅咒、产业结构与经济增长——基于省际面板数据的分析

“资源诅咒”是发展经济学中的一个经典命题,但资源诅咒在我国是否成立,国内尚未形成一致意见。研究基于一个包含不可再生资源的内生增长模型,采用我国1997-2011年的省际面板数据对不可再生资源、经济增长以及产业结构之间的关系进行实证分析。研究发现,“资源诅咒”现象在我国省际层面成立,资源丰富的地区经济反而受阻;产业结构对不同类型地区的经济增长影响不尽相同,相对于非资源型地区,第三产业在资源型地区对经济的拉动作用更为明显。最后给出加快我国产业结构的升级与转型,大力扶持新兴产业,发展服务型产业等政策性建议。     

荀子幸福观析论

作为战国末年先秦儒家思想的集大成者，荀子对幸福问题有了更深刻的认识。一方面，他在孔、孟之后看到了社会幸福与个人幸福之间的关系，认为只有国家昌盛个人才有可能得到幸福；另一方面，他看到了祸福的相互转化和德福悖论，他主张修养德行来促进幸福，但他亦勇于正视社会现实中个人主观努力与实际结果的差距。他认为致福的路径：一是加强自身修养；二是审时度势，保持一颗平常心，不汲汲于物质幸福，而更多地去追求精神快乐。因此，荀子的幸福思想是对先秦儒家既有幸福理论的改造。