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.     

Politics in evaluation: Politically responsive evaluation in high stakes environments

The role of politics has often been discussed in evaluation theory and practice. The political influence of the situation can have major effects on the evaluation design, approach and methods. Politics also has the potential to influence the decisions made from the evaluation findings. The current study focuses on the influence of the political context on stakeholder decision making. Utilizing a simulation scenario, this study compares stakeholder decision making in high and low stakes evaluation contexts. Findings suggest that high stakes political environments are more likely than low stakes environments to lead to reduced reliance on technically appropriate measures and increased dependence on measures better reflect the broader political environment.     

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.     

The African Evaluation Guidelines: 2002. A checklist to assist in planning evaluations, negotiating clear contracts, reviewing progress and ensuring adequate completion of an evaluation

A review of the US ‘program evaluation standards’ (PES), undertaken in a series of workshops and meetings of networks of evaluators in Africa, resulted in modifications to those standards. The result was presented to a plenary session of the Inaugural Conference of the African Evaluation Association in September 1999, attended by over 300 evaluators from 35 countries. The AfrEA Conference decided that a systematic effort should be made to produce a list of African evaluation guidelines, similar to the PES, and that this checklist should be reviewed by national evaluation associations and networks in Africa and field tested in several countries. Ten national and regional networks and associations suggested modifications to the text and endorsed the final version of the guidelines.     

高等数学教学中应用CAI尝试

本文阐明了高等数学自测信息反馈系统的理论内涵 ,介绍了基于数理统计原理制定的新的学生考试成绩评定方法与相应成绩管理软件的基本内容及其在教学实践中的应用功效     

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.     

浅析影响因子的局限性

目前大量的机构用论文的被引用率、期刊的影响因子和被 SCI收录的情况作为评价个人、期刊和科研机构之影响力或水平高低的一个重要指标。但却忽略了不同学科的特殊性以及学科的规模、发展速度等非科学的因素对影响因子的局限 ,这就形成了对许多专业的不公平评价 ,因而必须对普通的影响因子加以修正