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1.
研究目标:克服半参数变系数回归模型中误差项可能存在的空间相关性问题。研究方法:提出一类新的半参数变系数空间误差回归模型,并构造其截面似然估计。研究发现:在小样本条件下,模型估计量具有良好的表现,其精度随着样本容量的增加而提高;应用该方法分析我国资源禀赋与地方公共品供给之间的相互关系,进一步证实了模型较强的适用性。研究创新:证明了估计量的一致性与渐近正态性,并通过蒙特卡洛模拟考察了估计方法的小样本表现。研究价值:新方法对于其他结构的半/非参数空间计量模型理论研究具有推广价值,其估计技术在经济、管理等学科中具有应用价值。  相似文献   

2.
在线性参数空间滞后模型中,解释变量的系数一般假设为固定常数,本文首先放松了这种假设,将解释变量的系数设定为某一变量的未知函数,提出一类全新的半参数变系数空间滞后模型;其次导出了该模型的截面极大似然估计,并证明了该估计的一致性;最后用蒙特卡洛数值模拟方法考察了该估计在小样本条件下的性质,数值模拟结果显示我们提出的估计方法在小样本条件下依然有优良的表现。  相似文献   

3.
交互效应面板数据模型在社会经济问题的实证分析中具有很强的适用性,但现有研究主要集中于线性面板模型。本文将交互效应引入非线性的面板截取模型,并基于ECM算法,建立了有效估计量和识别程序。基于不同因子类型的仿真实验结果显示,ECM算法可以很好地识别面板截取样本中的非观测因子。ECM估计量具有良好的有限样本性质,与其他估计量相比具有更小的偏误和更快的收敛速度。尤其是当共同因子为低频平滑因子时,其表现最为理想。  相似文献   

4.
半参数趋势面板数据模型在社会经济问题的实证分析中具有很强的适用性,但现有的研究中,半参数趋势面板模型考虑了时间趋势的非线性,但没有考虑政策等因素对参数的影响。本文将结构突变理论引入截面相关下的半参数趋势面板模型,并基于PPLE方法,建立了有效估计量和识别程序。通过仿真实验和实证应用,验证了对于含有突变点的半参数趋势面板模型,EPPLE方法的参数估计是有效的。  相似文献   

5.
本文对时变系数的空间误差合成模型进行了研究,该模型的特征是利用扰动项中的空间个体成分将不同时期的方程联系起来;同时,允许自变量系数和误差项中的空间自回归系数随时间而变化,但每一个时期的自变量系数和误差项中的空间自回归系数是固定不变的。本文使用基于FGLS和GM方法的多阶段估计策略对模型参数进行了估计,证明了估计量的渐进异质性,并利用Monte Carlo方法模拟了其小样本性质。模拟结果表明,估计量的渐近性质随着样本容量的增加而改善。对中国省际知识生产及其空间溢出的实证案例也体现了该模型的应用价值。  相似文献   

6.
随着对经济和金融时间序列长记忆性的研究,分整阶数估计已成为当前理论研究的焦点问题。以对数周期图回归和局部Whittle方法为代表的半参数分整阶数估计方法在实践中得到广泛应用,但对这两类半参数估计方法的有限样本性质的比较则鲜有涉及,影响了在实践中对估计方法的选择。利用蒙特卡洛模拟方法,在不同数据产生的过程下,这两种半参数估计方法有限样本性质的研究结果表明:在ARFIMA(0, d, 0)过程下,LW类估计量具有较好的小样本性质;在平稳ARFIMA(1, d, 0)过程下,本文建议的QGPH估计量的有限样本性质要优于其他对数周期图估计量;在非平稳过程下,MGPH的偏差最小。  相似文献   

7.
研究目标:探究含空间自回归误差项的空间动态面板数据(SDPD)模型选择和假设检验结果的水平扭曲、检验功效。研究方法:构建含空间自回归误差项的SDPD模型的空间Hausman、LM和LR检验统计量,选择蒙特卡洛模拟进行分析。研究发现:含空间自回归误差项的SDPD模型的各类检验统计量的大样本性质良好;时空滞后项对空间Hausman检验结果的影响比空间滞后项显著;条件LMλ|α、LRλ|α检验是含空间自回归误差项随机效应SDPD模型的最优检验统计量,时空滞后项对LM、LR检验结果的影响比自回归误差项更显著。研究创新:解析了SDPD模型中各空间关联项系数的波动对模型检验精度的影响。研究价值:探究含空间自回归误差项SDPD模型的选择问题,为实证提供理论依据。  相似文献   

8.
研究目标:探究空间动态面板Logistic平滑转移自回归(SDPD-LSTAR)模型的稳健LM检验的水准和效力。研究方法:重塑得分函数和方差-协方差矩阵,推导识别时间滞后、空间滞后和非线性效应的修正稳健LM检验及其联合效应检验,通过蒙特卡洛模拟和基于STIRPAT的中国284个城市碳排放影响因素实例评估检验的功效和实践性。研究发现:稳健LM检验具有中心卡方的极限分布性质,检验功效好、计算较简便,比一般的LM检验更精确、适用性更广,该优越性随参数局部偏误的出现而显著,应用实例展现了检验良好的实践性。研究创新:提出具有时空依赖和非线性空间区制平滑转换特征的SDPD-LSTAR模型,在ML和GMM框架下推导模型的稳健LM检验。研究价值:探究SDPD-LSTAR模型的选择问题,为空间动态非线性理论和应用提供重要支持。  相似文献   

9.
本文建立同时考虑空间误差自回归和嵌套随机效应误差分量的层级数据空间误差自回归模型,并推导最优权重GMM估计量,对空间自回归系数和误差项的方差进行估计。然后,定义对应的FGLS估计量,对层级数据空间误差自回归模型的总体回归系数进行估计。通过蒙特卡洛模拟,验证了所提出模型估计量的有限样本性质。模拟结果表明,本文提出的最优权重GMM估计量以及总体回归系数的GMM FGLS估计量有很好的小样本性质。  相似文献   

10.
非等间隔动态面板数据模型:估计方法与应用实例   总被引:1,自引:0,他引:1  
非等间隔动态面板数据模型由于相邻两期观测之间的时间长度不尽相同使得传统动态面板数据模型的估计方法失效,本文提出使用非线性最小二乘、最短距离以及它们的一步估计量对该模型进行估计,证明了这四个估计量的一致性和渐进正态性,同时借助蒙特卡洛模拟的方法验证了它们在有限样本中的估计精度,并且进一步使用所提出的估计量讨论了以往文献由于缺乏相应的估计方法而没有被研究或者充分讨论的问题,得到了一些新的结论。  相似文献   

11.
This paper outlines the ICT statistical developments that the ABS has undertaken over recent years. These developments have been on both the supply side (ICT industry) and the demand side (use of IT by sector). The content of ABS ICT surveys has changed significantly over the last few years and are expected to develop further in line with industry changes and emerging policy needs.
Recent developments in household collections have been the inclusion of IT use questions in the 2001 Census of Population and Housing and in various ABS social surveys such as Children's Participation in Culture and Leisure Activities. Annual business IT use surveys are now conducted and include topics such as Internet commerce and IT security. Biennial ICT industry surveys are conducted to provide data on ICT production, imports and exports, ICT industry employment, performance and structure information. An Internet activity survey is run every six months and provides regional Internet access details and infrastructure details on Internet service providers.
A major development for 2002–03 will be the compilation of an ICT satellite account. ABS intends to produce an ICT Information Development Plan to guide its future statistical development work in the ICT field.  相似文献   

12.
En este estudio se analiza el incumplimiento del salario mínimo durante el periodo 2003–2012 en diez países de Europa central y oriental con salario mínimo obligatorio nacional. A partir de los datos de EU‐SILC y la metodología propuesta por Bhorat, Kanbur y Mayet (2013), se cuantifica la incidencia y magnitud del incumplimiento. Se realizan análisis de regresión sobre determinantes individuales, laborales y macroeconómicos. Aunque la incidencia permanece relativamente baja, los trabajadores a los que se dirigen las políticas de salario mínimo parecen los más expuestos a su incumplimiento. Con el tiempo, una mayor incidencia se asocia a una razón más alta entre salario mínimo y salario medio.  相似文献   

13.
Several US counties and local governments have recently considered a novel solution to the foreclosure crisis. They plan to use eminent domain to compel the owners of mortgage debt—and specifically of private‐label mortgage‐backed securities—to sell the debt to the government at a price reflecting the loan's market value. The government would then restructure the debt and resell it to new investors. The plans are striking because—in contrast to both development‐driven eminent domain and the federal subprime bank bailout—they would force investors to assume asset devaluation and increased long‐term risk. Notably, the plans have emerged as an instance of financialization‐focused politics in suburbs and suburban cities of color, specifically majority‐black and ‐Latino/a suburbs. Local support for the plans, we argue, is rooted in the long‐term disinvestment of these ‘suburbs of exception', which became targets of subprime lending and eventually sites where the ‘financial exception' has been localized. But these demographic shifts, fragmentation and fiscal pressures have at the same time created a suburban political terrain in which the plans have gained their strongest political support.  相似文献   

14.
NGOs in Bangladesh have been recognized as effective change agents in the socio-economic arena throughout the world. Their contributions in micro credit, non-formal education and primary health care are widely known. NGOs play a significant role in society. NGO accountability, as a result, has become a critical issue. NGO accountability in Bangladesh has been examined here in relation to patrons, clients and themselves. Of the three relationships only accountability to patrons is in a near satisfactory state. Accountability to clients is handicapped by lack of opportunities of beneficiaries to participate meaningfully in NGO policy making. Accountability to themselves is adversely affected due to the adherence to a strictly hierarchical system and the influence of founding and charismatic NGO leaders.  相似文献   

15.
When sampling a batch consisting of particulate material, the distribution of a sample estimator can be characterized using knowledge about the sample drawing process. With Bernoulli sampling, the number of particles in the sample is binomially distributed. Because this is rarely realized in practice, we propose a sampling design in which the possible samples have a nearly equal mass. Expected values and variances of the sample estimator are calculated. It is shown that the sample estimator becomes identical to the Horvitz–Thompson estimator in the case of a large batch-to-sample mass ratio and a large sample mass. Simulations and experiments were performed to test the theory. Simulations confirm that the round-off error due to the discrete nature of particles is negligible for large sample sizes. Sampling experiments were carried out with a mixture of PolyPropylene (PP) and PolyTetraFluorEthylene (PTFE) spheres suspended in a viscous medium. The measured and theoretical variations are in good agreement.  相似文献   

16.
There has been much discussion regarding the possible decline and weakening of national systems of human resource management (HRM). Yet, culture and institutions are often cited as the major stumbling blocks to this outcome. Such constraints may dissipate in the analysis, particularly if ‘regional clusters’ are considered where geographic and cultural closeness and ‘openness’ to similar economic pressures exist. In such cases, it might be postulated that convergence in HRM will occur. We argue that China, Japan and South Korea represent such a cluster. This article examines these countries, to see if a degree of convergence is taking place and if it is towards an identifiable ‘Asian’ model of HRM. A model of change is presented that distinguishes between levels of occurrence and acceptance. Details of the development and practice of HRM in each country are then set out. The article ends with a discussion and implications section and a brief conclusion.  相似文献   

17.
While a growing body of research analyses the functional mechanisms of the cultural or creative economy, there has been little attention devoted to understanding how local governments translate this work into policy. Moreover, research in this vein focuses predominately on Richard Florida's creative class thesis rather than considering the wider body of work that may influence policy. This article seeks to develop a deeper understanding of how municipalities conceptualize and plan for the cultural economy through the lens of two cities held up as model ‘creative cities’ — Austin, Texas and Toronto, Ontario. The work pays particular attention to how the cities adopt and adapt leading theories, strategies and discourses of the cultural economy. While policy documents indicate that the cities embrace the creative city model, in practice agencies tend to adapt conventional economic development strategies for cultural economy activity and appropriate the language of the creative city for multiple purposes.  相似文献   

18.
This article reviews discrimination and diversity research published in Human Resource Management (HRM) over the past 60 years. While discrimination and diversity are very different constructs, it is often informative to study them together, because when people recognize each other's diversity, this can result in bias, stereotyping, and discrimination. We conducted bibliographic searches for terms related to discrimination and diversity as well as a manual search through every title and abstract published in HRM over the last 60 years to assess article relevance. The search resulted in 135 research articles with 136 unique studies (i.e., samples) which are reviewed in this article. Sex and race are the demographics that have been examined the most in HRM, while religion has been examined the least. Moreover, the number of studies examining lesbian, gay, bisexual, transgender, and queer (LGBTQ) employees in the workplace in HRM has grown quickly within the past 10 years, culminating in a recent meta‐analysis. Our review looks at some of the earliest research published, the most recent research published, and the overall trends we identified in the research over the years for both discrimination and diversity articles. We then make future research suggestions and recommendations to advance the study of discrimination and diversity in the coming years.  相似文献   

19.
Despite the establishment of high-tech multinational enterprises (MNEs) in Ireland since the late 1950s, the country did not succeed in closing the technological gap with most of its EU counterparts. The weak National System of Innovation (NSI), and in particular low business and government R&D levels, combined with a lack of research and technology linkages between MNEs and indigenous firms, explain these poor results. However, the Shannon region in the West of the country presents some specific institutional characteristics that could theoretically make the region a strong technological enclave. The various actors in the region - i.e. the administrative, financial, political and research institutions, as well as the business organizations - have indeed infused a new type of economic development. After a brief review of the available concepts and models articulated around these actors and their interrelationships, the paper analyses whether the Shannon region, taken as an illustrative example, mirrors a specific economic and technological localized setting. The study is based on a survey of indigenous and foreign firms.  相似文献   

20.
This article compares the practice of and attitudes towards performance appraisal for managerial and professional staff in Hong Kong and Britain, and considers the extent to which actual practice and employee preferences are in alignment. Findings suggest that appraisal may be more widespread in Hong Kong than in Britain. However, British appraisal tends to be more participative and to place greater emphasis on discussing objectives, development and career plans. Hong Kong appraisals appear to be more directive and Hong Kong respondents perceive a higher level of 'negative' appraiser behaviour. In spite of this, Hong Kong respondents show if anything slightly more confidence in the utility of appraisal than do British respondents. They show stronger support for appraisal's use for reward and punishment and less support for the objectives-setting and training and development uses than do the British sample. Hong Kong respondents are more likely than their British counterparts to favour involving a more senior manager in appraisal, and they are less likely to prefer more frequent appraisals. There was little evidence that Hong Kong respondents had a stronger preference for group-based appraisal criteria, although they did show more support than the British sample for the use of personality as a basis for appraisal. Overall, the suggestion is that appraisal has been adopted in Hong Kong organizations but that the practice of appraisal has been adapted to suit the cultural characteristics of the society.  相似文献   

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