局部平稳部分线性面板数据模型的统计推断

部分线性模型是一类非常重要的半参数回归模型,由于它既含有参数部分又含有非参数部分,与常规的线性模型相比具有更强的适应性和解释能力。文章研究带有局部平稳协变量的固定效应部分线性面板数据模型的统计推断。首先提出一个两阶段估计方法得到模型中未知参数和非参数函数的估计,并证明估计量的渐近性质,然后运用不变原理构造出非参数函数的一致置信带,最后通过数值模拟研究和实例分析验证了该方法的有效性。     

历史变局、国家兴衰与发展之路——三次千年变局叠加下的中国特色社会主义发展道路

每当先进的发展制度开始取代落后的发展制度时，整个世界格局就会进入重大的转换阶段。在中国五千年的发展历史中，有两次重大的历史变局完全改变了中国历史发展轨迹并深远地影响了当前中国的发展模式。新时代下的中国作为前两次历史变局影响的客体，曾经既是先进发展制度取代落后发展制度的受益者，也经历过作为落后发展制度主体而被先进发展制度冲击的过程。目前世界正处于第三次先进发展制度与落后发展制度交替的历史变局阶段，作为第三次重大历史变局的主体，在三次千年历史变局叠加的背景下，能否有效地认识、适应并改造利用前两次历史变局的经验与教训，构建系统性、科学性、可行性、领先性的中国特色社会主义制度，将决定中国在本次历史变局中能否顺利成为先进发展制度的主体从而实现民族复兴。     

Confidence intervals,significance values,maximum likelihood estimates,etc. sharpened into Occam’s razors

Abstract

Confidence sets, p values, maximum likelihood estimates, and other results of non-Bayesian statistical methods may be adjusted to favor sampling distributions that are simple compared to others in the parametric family. The adjustments are derived from a prior likelihood function previously used to adjust posterior distributions.     

The quantile-based flattened logistic distribution: Some properties and applications

In this paper, the quantile-based flattened logistic distribution has been studied. Some classical and quantile-based properties of the distribution have been obtained. Closed form expressions of L-moments, L-moment ratios and expectation of order statistics of the distribution have been obtained. A quantile-based analysis concerning the method of matching L-moments estimation is employed to estimate the parameters of the proposed model. We further derive the asymptotic variance–covariance matrix of the matching L-Moments estimators of the proposed model. Finally, we apply the proposed model to simulated as well as two real life datasets and compare the fit with the logistic distribution.     

脊波导宽频带电磁参数测试技术

针对高损耗介质材料电磁参数的宽频带测试问题,提出了利用脊波导进行测试的新方法,建立了电磁参数测试系统,并采用TRL技术进行了系统校准。该方法仅用3个波段的脊波导即可覆盖2.0～18.0GHz宽频带范围内的电磁参数测试,具有频带宽、体积小、测试精确度高等优点。     

GMM tests for the Katz family of distributions

Generalized method of moments (GMM) is used to develop tests for discriminating discrete distributions among the two-parameter family of Katz distributions. Relationships involving moments are exploited to obtain identifying and over-identifying restrictions. The asymptotic relative efficiencies of tests based on GMM are analyzed using the local power approach and the approximate Bahadur efficiency. The paper also gives results of Monte Carlo experiments designed to check the validity of the theoretical findings and to shed light on the small sample properties of the proposed tests. Extensions of the results to compound Poisson alternative hypotheses are discussed.     

Bias Correction in the Dynamic Panel Data Model with a Nonscalar Disturbance Covariance Matrix

Approximation formulae are developed for the bias of ordinary and generalized Least Squares Dummy Variable (LSDV) estimators in dynamic panel data models. Results from Kiviet [Kiviet, J. F. (1995), on bias, inconsistency, and efficiency of various estimators in dynamic panel data models, J. Econometrics68:53-78; Kiviet, J. F. (1999), Expectations of expansions for estimators in a dynamic panel data model: some results for weakly exogenous regressors, In: Hsiao, C., Lahiri, K., Lee, L-F., Pesaran, M. H., eds., Analysis of Panels and Limited Dependent Variables, Cambridge: Cambridge University Press, pp. 199-225] are extended to higher-order dynamic panel data models with general covariance structure. The focus is on estimation of both short- and long-run coefficients. The results show that proper modelling of the disturbance covariance structure is indispensable. The bias approximations are used to construct bias corrected estimators which are then applied to quarterly data from 14 European Union countries. Money demand functions for M1, M2 and M3 are estimated for the EU area as a whole for the period 1991: I-1995: IV. Significant spillovers between countries are found reflecting the dependence of domestic money demand on foreign developments. The empirical results show that in general plausible long-run effects are obtained by the bias corrected estimators. Moreover, finite sample bias, although of moderate magnitude, is present underlining the importance of more refined estimation techniques. Also the efficiency gains by exploiting the heteroscedasticity and cross-correlation patterns between countries are sometimes considerable.     

Low dose risk estimation via simultaneous statistical inferences

Summary.  The paper develops and studies simultaneous confidence bounds that are useful for making low dose inferences in quantitative risk analysis. Application is intended for risk assessment studies where human, animal or ecological data are used to set safe low dose levels of a toxic agent, but where study information is limited to high dose levels of the agent. Methods are derived for estimating simultaneous, one-sided, upper confidence limits on risk for end points measured on a continuous scale. From the simultaneous confidence bounds, lower confidence limits on the dose that is associated with a particular risk (often referred to as a bench-mark dose ) are calculated. An important feature of the simultaneous construction is that any inferences that are based on inverting the simultaneous confidence bounds apply automatically to inverse bounds on the bench-mark dose.     

文本同声传译材料的语言特点分析

文本同声传译材料的语言特点是影响口译质量的一个重要变量.它包括词汇密度高,没有冗长罗嗦成分,较少出现形合现象,句法停顿较多.为提高口译质量,我们建议同声传译大会发言者从发言口语化,多使用意群停顿以及保持适中语速方面做出努力.