基于Sieve Bootstrap方法的季节时间序列模型检验问题研究

研究目标：完善季节时间序列模型建模理论,解决建模过程烦琐、各类检验方法的结论差异大以及模型误设定问题。研究方法：基于对各季节时间序列模型的数理分析及比较,提出合理的模型检验程序;再运用Sieve Bootstrap方法,给出季节性单位根检验及确定性季节过程检验的统计量的临界值,并比较基于Sieve Bootstrap的检验方法与HEGY检验、BT检验的异同。研究发现：本文提出的检验程序能有效识别模型,检验统计量有限样本性质优良;实证分析表明,本文提出的检验程序及方法能更有效地识别中国宏观经济数据中的季节性。研究创新：将Sieve Bootstrap方法应用于季节时间序列的平稳性检验及趋势性检验中。研究价值：提出季节时间序列模型检验程序及检验方法,促进其在季节性经济数据中的应用。     

Economic sentiment and business cycles: A spillover methodology approach

This paper is one of the latest attempts to observe and explain the relationship between the Economic Sentiment Indicator (ESI) and GDP growth. This new approach uses the Diebold and Yilmaz (2012, 2009) spillover methodology by combining the feedback relationship and the time-varying (dynamic) aspect of that same relationship. The empirical analysis is based on quarterly data over different periods in the European Union (EU) (as a whole) and in ten Central and Eastern European (CEE) countries. The main results indicate that the spillovers of shocks between ESI and GDP growth are time-varying for all observed countries, with increasing values of total spillovers in the last recession and afterwards. The direction and strength of spillover effects between economic sentiment and GDP growth are different for the analysed CEE countries. The results are robust with respect to changing the rolling window length, additional Granger causality testing and rolling correlation coefficients.     

Multiple pairwise comparison procedures based on the Lin and Wang test for right censored survival data

When comparing the prognosis of more than two groups in clinical trials, researchers may use multiple comparison procedures to determine which treatments actually differ from one another. Methods of controlling the Family Wise Error (FWE) rate for multiple comparisons of survival curves have received attention in the statistical literature. Adjustments such as Bonferroni, Holm's, Steele's and the closed procedure based on the logrank test have been studied. If hazards cross, the adjustments based on the logrank test may not be the most appropriate. Chi (2005) developed multiple testing procedures based on weighted Kaplan–Meier statistics as these statistics may perform better than the logrank for non‐proportional hazards alternatives. The aim of this research is to propose multiple testing procedures based on the Lin and Wang (2004) statistic for all pairwise comparisons. Simulation studies have shown this statistic can be more powerful than the logrank for certain crossing hazards. Through simulation, the FWE rate and power of the Bonferroni and Holm's adjustments based on the Lin and Wang statistic will be studied. For comparison purposes, the same adjustment procedures based on the logrank and Wilcoxon will be included in the simulations. These methods are applied to data from the Bone marrow transplant registry.     

Testing the constancy in varying-coefficient regression models

Two hypothesis testing problems are considered in this paper to check the constancy of the coefficients in the varying-coefficient regression model. Tests for the two corresponding hypothesis testing problems are derived by two p-values. The proposed p-values can be thought as the generalized p-values, which are given by linear interpolation based on fiducial method. When all of the coefficients are constants, the p-value is uniformly distributed on interval (0, 1). Furthermore, the bound of the difference between the cumulative distribution function of the p-value and the uniform distribution on (0, 1) is given, which tends to 0 under some conditions. Meanwhile, the proposed tests are proved to be consistent under mild conditions. In addition, the proposed new method could be extended to include a broader range of hypotheses. Some good finite sample performances of the tests are investigated by simulations, in which a comparison with other test is given. Finally, a simple example based on real data is given to illustrate the application of our test, different result was obtained based on the proposed test.     

From a var model to a structural model,with an application to the wage–price spiral

In this paper a VAR model is considered as a general framework in which a structural model can be tested. We carefully describe the hypotheses defining a structural model; this leads us to discuss various notions such as: predeterminedness, non-causality, exogeneity, contemporaneous identification, overall identification, weak and strong structural forms. Then we propose a test procedure, based on the asymptotic least-squares method, which allows successive testing of each aspect of a structural model. This procedure is applied to the wage–price spiral.     

西安市高科技企业知识型员工流动影响因素研究

随着人才竞争的不断加剧,知识型员工的流动越来越频繁,严重影响着把知识型员工作为核心竞争力的高科技企业的发展,如何加强高科技企业知识型员工的管理已成为企业领导者所面临的亟待解决的问题。本项目立足于企业组织内部影响因素,综合运用文献的分析、问卷调查等研究方法,构建了九个项目三十一个具体指标描述的问卷调查表,以西安市高科技企业知识型员工为主要样本对象,对影响员工流动的因素状况进行调查。通过SPSS软件比较不同类型企业知识型员工流动影响因素的差异,并通过企业最高层管理者对知识型员工流动影响因素的评估,找出企业对核心员工管理存在的误区,并以实证研究为依据提出高科技企业知识型员工的管理对策。     

高速铁路路基过渡段级配碎石水泥剂量EDTA滴定快速测定方法的探讨

通过预先在试验室内做出不过筛和过2 mm标准筛的级配碎石混合料的EDTA标准曲线,结合某新建高速铁路路基过渡段试验段的现场取样检测结果,对这2种检测方法进行相互对比验证,得出结论:在大面积、大方量的紧张施工中,采用混合料不过筛直接进行水泥剂量EDTA滴定,能够在施工现场快速测定水泥剂量,加大检测频率,是一种切实可行的检测手段。     

An integrated BWM-LBWA-CoCoSo framework for evaluation of healthcare sectors in Eastern Europe

In this study, an integrated multi-criteria framework is developed to evaluate a healthcare sector which is one of the main infrastructures for any country. Healthcare sector plays a significant role in economic development and social sustainability of countries. To improve performance of healthcare sectors, it is essentially required to evaluate the healthcare systems based on their specific characteristics in order to resolve their performance related issues based on sustainable development principles under social aspect. For this purpose, the proposed integrated framework applies a novel hybrid weight determination model using best-worst method (BWM) and level based weight assessment (LBWA) to determine the weights of healthcare indicators and subsequently, combined compromise solution (CoCoSo) method is further applied to evaluate healthcare performances of several countries according to the pre-determined indicator weights. To show applicability of the proposed framework, a real time case study for seven countries in Eastern Europe is considered based on the data set of Organisation for Economic Co-operation and Development (OECD). Results show that Lithuania and Slovakia have the best healthcare systems in comparison to countries like Poland and Estonia.     

高速铁路路基过渡段级配碎石水泥剂量EDTA滴定快速测定方法的探讨

通过预先在试验室内做出不过筛和过2 mm标准筛的级配碎石混合料的EDTA标准曲线,结合某新建高速铁路路基过渡段试验段的现场取样检测结果,对这2种检测方法进行相互对比验证,得出结论：在大面积、大方量的紧张施工中,采用混合料不过筛直接进行水泥剂量EDTA滴定,能够在施工现场快速测定水泥剂量,加大检测频率,是一种切实可行的检测手段。     

On Price Competition with Market Share Delegation Contracts

We identify a mistake in the specification of the demand system used in the strategic delegation model based on market shares by Jansen, van Lier and van Witteloostuijn, whereby the price remains above marginal cost when goods are homogeneous. After amending this aspect, we perform a profit comparison with the alternative delegation scheme à la Fershtman and Judd (1987). Copyright © 2012 John Wiley & Sons, Ltd.     

山区高速公路选线设计的探讨

对在公路建设中如何贯彻可持续发展战略进行了简要论述,阐明了作者的观点;介绍山区公路的特点,对山区公路传统的选线原则提出了不同的看法;结合常德至吉首高速公路湘西段,从整体把握路线方案,平、纵指标分析,局部方案比选等方面谈山区公路选线。     

基于RGB三基色原理在线监测技术研究

研究三基色RGB在线检测技术,通过与传统光电比色法进行比对分析,得出两种完全不同的结构原理,RGB在线检测技术在抗干扰能力具有很明显的优势,完全可以将该技术应用于在线检测中,将来可以替代传统的光电比色技术,可以实现小型化设计。     

基于精益管理理念的企业经营绩效评价体系构建及应用

企业经营绩效评价体系可以从不同的角度建立评估指标,但从精益管理理念的方面构建指标的研究不是很多,本文在这方面做了一些研究,通过在企业中的应用,认为这一体系是有实用价值的。     

区域形象测量内容的研究综述

本文将区域形象理解为区域客观状况的存在方式,并从实体形象、投射形象与感知形象三个层面对区域形象的测量内容进行综述。区域实体形象的测量内容大多围绕区域的客观属性展开,从区域规划设计角度强调区域现实资源的竞争力;区域投射形象测量通过对信息源及信息的内容分析,将样本内容中出现的高频特征词作为测量内容,以体现区域在媒体世界中的形象;区域感知形象测量则从目标受众的认知与情感两个方面进行,明确目标受众对区域现状、特征的主观看法与态度倾向。     

广告文案写作课程教学改革

广告文案写作课程是广告学学科体系中的重要组成部分。目前，我国许多高校广告学专业都开设了广告文案写作课程，但是在实际教学中，该课程在师资、课程性质、教学形式等方面存在诸多问题。文章根据该课程性质及要求，以及笔者长期从事该课程教学的体会，围绕专业教师、教学内容、教学方法、教学对象和考核方法等方面探索广告文案写作课程的教学改革。     

发电机组励磁参数测试及仿真

文章介绍了发电机组励磁参数测试原理,确定了测试步骤,并依托某电厂实体工程,对发电机组励磁参数进行了现场测试,根据AVR和PSS模型进行了仿真计算,将现场测试结果与仿真计算结果进行比较,表明模型具有较高的精度和稳定性。     

大型地网接地阻抗测试中注意事项探析

对于大型地网接地电阻测试,无论采用异频法、工频法、还是其他测量方法,都应该全面考虑测试的各个环节,找出各个环节应注意的问题,保证测量数据的准确性。     

道路环境对营运出租车与摩托车相撞事故的防范研究

道路原因是造成营运出租车与摩托车相撞的一个重要方面。作为两轮车，摩托车更易受因道路设计、施工、养护和路面情况等道路环境的影响。根据某市的营运出租车与摩托车事故责任认定分析获知，没有对道路环境问题导致事故责任的认定。但这并不能说明该市的道路环境对交通事故无任何影响，只是说明该市交通部门在事故统计中考虑问题的角度不同，所以对于道路的研究也是预防营运出租车与摩托车相撞事故发生的一个重要方面。文中通过某市一路段近年来营运出租车与摩托车发生的交通事故案件，总结和分析研究引起事故的成因，在此基础上研究并构建基于道路环境的营运出租车与摩托车相撞事故的防范体系，由此可有效防范和减少营运出租车与摩托车的相撞事故，降低事故死亡率、减少经济损失，有效遏制重、特大事故。     

对于高校教考分离考试模式的探讨

本文通过对传统的"教考合一"和新型的"教考分离"考试模式的比较,列举了几点教考分离制度的优越性,并初步探讨了实施这一考试模式的运行机制。