为国家教育妇女：加纳的教育改革与性别问题

1986改革中,加纳政府根据结构调整方案(SAP)和2020计划,关注教育中存在性别的不平等现象,努力解决女生在科学、数学和技术课程(SMT)的学业成绩、入学率等问题,并建立女子教育联合会.问题的解决要依靠真正普及免费的义务教育以及将妇女教育延伸到职业和高等教育机构.     

The Robustness of Trend Stationarity: An Illustration with the Extended Nelson-Plosser Dataset

We re-evaluate Andreu and Spanos's findings in favour of trend stationarity by considering the extended Nelson-Plosser data set. This expanded (to 1988) data set includes a period of rather different behaviour compared with the original Nelson-Plosser data used by Andreou and Spanos. We find that Andreou and Spanos's models (with only minor adjustments) exhibit remarable stability over this extended period, and indicate that their conclusions are more robust than they have shown.     

拐点和一元三次方程的求根公式

用一元函数微分学理论，对一元三次实系数方程x^3 bx^2 cx d=0的求根问题作了新的探讨。     

试论党的基层组织建设与人的全面发展

“促进人的全面发展”是党的基层组织建设工作的内在要求 ,党的基层组织建设是推进“人的全面发展”的坚实基础 ,二者是互动的关系。在新形势下 ,党的基层组织建设要为“人的全面发展”开辟新途径。     

论加强单位内部会计控制建设

本文针对目前一些单位内部会计控制的现状,从认识内部会计控制的意义入手,通过制定切实可行的内部会计控制制度并组织实施等几个方面阐述如何加强单位内部会计控制建设。     

中国股票市场价格波动特征分析

在股票市场中最令人捉摸不定,也最具有吸引力的是波动不已的股票价格。文章对中国股票市场价格波动的分析是从1997年9月展开至2002年10月,其间恰逢中国股市经历了一段从牛市的繁荣到熊市的萧条的过程,两种泾渭分明的市场氛围恰好提供了一个深入研究股票市场价格波动特征的有利契机。遵循经济控制论研究的思路,文章采用了理论分析、市场交易数据的实证研究等技术手段对中国股票市场价格波动进行了研究,通过运用经济控制论的方法建立理论模型,以上海股市和深圳股市的综合指数为样本,对中国股票市场系统本身的波动特征和稳定性进行了量化分析。     

穿越当代"经典"--文化寻根文学热点作品局限评述

所谓文学穿越,它一方面穿越的是政治和文化,并通过政治和文化走向人类关怀,另一方面穿越的是既定的各种世界观,建立起作家自己的世界观。本文所做的,就是依据一个作家应该建立起的对世界的独到的哲学性理解,来看中国新时期文学“文化寻根文学”阶段几部轰动性作品所存在的思想性和文学性局限。     

试析美国高等教育中的学分制及其借鉴意义

学分制是美国高等教育系统中普遍使用的衡量高校学术工作的行之有效的手段。本文对学分制在美国高等教育体制中产生的历史、发展过程及应用的范围进行了分析、探讨, 并给予了客观的评价, 最后指出了它对于中国高等教育学术管理体制的借鉴意义, 并提出了几点个人的建议。     

Robust block bootstrap panel predictability tests*

This article develops two block bootstrap-based panel predictability test procedures that are valid under very general conditions. Some of the allowable features include cross-sectional dependence, heterogeneous predictive slopes, persistent predictors, and complex error dynamics, including cross-unit endogeneity. While the first test procedure tests if there is any predictability at all, the second procedure determines the units for which predictability holds in case of a rejection by the first. A weak unit root framework is adopted to allow persistent predictors, and a novel theory is developed to establish asymptotic validity of the proposed bootstrap. Simulations are used to evaluate the performance of our tests in small samples, and their implementation is illustrated through an empirical application to stock returns.     

New innovational outlier unit root test with a break at an unknown time

The Perron test which is based on a Dickey–Fuller test regression is a commonly employed approach to test for a unit root in the presence of a structural break of unknown timing. In the case of an innovational outlier (IO), the Perron test tends to exhibit spurious rejections in finite samples when the break occurs under the null hypothesis. In the present paper, a new Perron-type IO unit root test is developed. It is shown in Monte Carlo experiments that the new test does not over-reject the null hypothesis. Even for the case of a level and slope break for trending data, the empirical size is near its nominal level. The test distribution equals the case of a known break date. Furthermore, the test is able to identify the true break date very accurately even for small breaks. As an application serves the Nelson–Plosser data set.