GPS网无约束平差中的粗差探测

GPS网的平差模型与经典网不同．它利用基线向量作为虚拟观测量进行平差,根据巴尔迭法基本原理．用程序实现了将巴尔达法用于三维GPS网平差中,不仅可以用来探测一个粗差,还可以用来探测多个粗差,根据实际算例,说明了该方法在获得GPS网可靠性的参数估值和精度信息的同时,对粗差进行了正确的定位,验证了该方法的效果,得出一些有益的结论.     

基线向量选取问题的研究

施测GPS控制网时,基线向量的质量参差不齐,因此,为了提高精度就必须研究如何选取基线向量参与平差。文章通过对比"选取全部基线向量参与平差"与"选取同步环中函数独立的基线进行平差",结合算例讨论不同的选取方案对平差结果产生的影响,得出有益的结论。即:对于GPS网平差基本观测量的选取问题,一般应采用独立基线向量进行平差,提高参数精度只能通过观测方案实施,通过任选同步图形中基线向量并不能提高精度。     

基于Matlab《测量平差》课程程序设计

测量平差课程中不同的平差模型具有矩阵计算量大、模型程序固定等特点,高职学生普遍呈现出入门难、理解难、计算难等现象。文章基于MATLAB软件特性,根据4种平差模型公式开发出测量数据自动平差计算的教学软件,通过软件不同模型自动计算、结果输出、计算过程显示、线性化辅助等功能,帮助学生更好地理解每一步平差计算过程。     

高层建筑物顶部风荷载监测方案设计

现代建筑物结构材料的不断完善使得现代高层建筑的整体性质趋向于刚体。因此可根据质点系(刚体)动力学原理,将高层建筑物视为刚体模型来研究其整体形变。针对这一前提本文设计并研究了高层建筑物的监测点布设方案及观测方案,提出了整体形变模型,探讨用拟稳平差来计算监测点精确坐标;针对高层建筑物顶部在风荷载条件下的变形情况,本文采用差分GPS进行连续观测,以获得其运动规律。     

测站高差对GPS同步环闭合差的影响分析

本文讨论GPS网中各测站高差对同步环的影响。在高山地区进行GPS网观测时,当同步观测基线长度相差很大,往往基线两端的高差也很大,导致对流层模型改正值相差较大,双差观测方程求差后不能很好的削弱对流层延迟误差,其残余误差对基线解算质量产生严重的影响,从而导致同步环闭合差较大。     

基于信息扩散估计的平面坐标转换研究

基于最小二乘原理进行坐标转换时,若联测点存在粗差,模型转换参数将会受到污染,降低解算精度。针对传统平面转换模型抗差能力弱的不足,本文采用信息扩散原理估计坐标转换参数,建立基于信息扩散原理的坐标转换模型。实例证明,该方法能够有效地抵抗外界粗差的影响,具有一定的可行性。     

GPS精密单点定位原理及应用

精密单点定位采用精密星历和卫星钟差产品利用双频观测值组合方法以及对流层延迟模型改正等方法消除非差模型中的主要误差,为无基站单台双频GPS接收机作业提供了可能,将颠覆GPS测量的传统作业模式。     

GPS平差计算

本文介绍了GPS平差计算,并概述了基线平差形式选择及平差约束。     

序列相关的微观结构噪声估计

基于股票有效价格计算的已实现波动率(Realized Variance)可作为股票收益波动率的估计,且在一定条件下,这一估计是无偏的和一致的。然而实际观测到的价格由于受到市场微观结构导致的噪声的干扰,与有效价格并不一致。因此,在高频数据环境下必须考虑如何降低噪声干扰。本文基于Hansen和Lunde给出的在噪声序列存在相关性假设下的一种关于RV的无偏估计,进一步推导出在此情形下估计噪声方差的方法。我们的估计挖掘了不同频率下的股票交易高频数据所反映出的信息,利用传统的在噪声影响下的有偏RV估计与Hansen和Lunde的无偏RV估计之间的差估计噪声。同时,本文也给出了在实践中如何确定这些频率的方法。     

GPS平差计算

本文介绍TGPS平差计算，并概述了基线平差形式选择及平差约束。     

Wage and price adjustment in a multimarket disequilibrium model

The estimation of wage and price adjustment equations rests heavily on the use of tension variables that aim at capturing the disequilibria in the labour and goods markets. Disequilibrium models therefore provide a natural way of endogenizing these tension variables. This paper estimates jointly a two-market disequilibrium model and a wage and price adjustment block where price and wage growth react to excess effective demands. The estimation is carried out using the simulated pseudo-maximum-likelihood methods developed by Laroque and Salaniè (1989); the results look promising as regards the estimation of even more sophisticated models.     

产业结构变化对青海涉外经济发展的影响

本文基于区域产业结构的相关理论,着眼于持续发展青海涉外经济的当前需要,立足青海省情,就全省产业结构调整对涉外经济发展的影响问题进行了研究,结果表明,产业结构调整对全省涉外经济发展确实具有带动作用,样本区间内估测的产业结构变化对涉外经济发展的动态效应具有明显的阶段性特征,产业结构调整对涉外经济发展的弹性系数与产业政策的调整及涉外经济制度的变迁有很大关系。     

基于动态调整模型的最优资本结构影响因素实证研究

本文引入调整成本这一概念,构建了资本结构的动态调整模型。并基于面板数据分析方法,采用我国上市公司的最新财务数据和宏观经济指标,对动态调整模型进行了实证分析。实证结果表明,我国上市公司的资本结构的确存在向最优值部分调整的现象,在动态调整过程中的交易成本较小,这使得我国上市公司的资本结构调整到最优资本结构的比例较高。     

Asymmetry and nonstationarity for a seasonal time series model

Tests for symmetry and seasonal unit roots are developed for an extended model of Hylleberg et al. (1990. Seasonal integration and cointegration. Journal Econometrics 44, 215–238.) which can represent both partial seasonal unit roots and threshold effects. Methods based on ordinary least squares (OLS) estimation and instrumental variable (IV) estimation are proposed and compared. For adjusting mean functions, ordinary mean adjustment and recursive mean adjustment are both considered. Several tests are constructed from various combination of estimation schemes and mean adjustment schemes. Among the tests, the tests based on IV-estimation are recommended because they have very simple limiting null distributions and have finite sample power properties comparable to those based on the OLSE. The recommended tests are applied to a US unemployment rate data set and find evidences for both nonstationarities associated with zero frequency and threshold effects.     

DSGE Models in the Frequency Domains

We use frequency domain techniques to estimate a medium‐scale dynamic stochastic general equilibrium (DSGE) model on different frequency bands. We show that goodness of fit, forecasting performance and parameter estimates vary substantially with the frequency bands over which the model is estimated. Estimates obtained using subsets of frequencies are characterized by significantly different parameters, an indication that the model cannot match all frequencies with one set of parameters. In particular, we find that: (i) the low‐frequency properties of the data strongly affect parameter estimates obtained in the time domain; (ii) the importance of economic frictions in the model changes when different subsets of frequencies are used in estimation. This is particularly true for the investment adjustment cost and habit persistence: when low frequencies are present in the estimation, the investment adjustment cost and habit persistence are estimated to be higher than when low frequencies are absent. Copyright © 2014 John Wiley & Sons, Ltd.     

上市公司资本结构调整速度的区域差异研究

本文针对上市公司资本结构的影响因素及调整速度问题,通过构建动态面板模型,采用广义矩估计(GMM)方法,选取1999～2011年非金融上市公司的财务数据为样本进行研究.研究结果表明,中国不同地区上市公司的资本结构不仅受到公司特征、宏观经济因素的影响,还受制度环境因素的影响;制度环境对资本结构的影响程度及资本结构调整速度存在区域差异;调整速度较快的地区呈“带状”分布在中国东部沿海和中部地区.     

New Nonlinear Approaches for the Adjustment and Updating of a SAM

Many structural relationships should be taken into account in any reasonable adjustment and updating process. These structural relationships are mainly represented by ratios of different types, such as technical coefficients or the proportion of the cell value in relation to its row or column total. We believe that in many cases (either because of lack of information or when the time elapsed for the estimation of a social accounting matrix is not long enough to allow for any significant structural change) the updating process should try to minimize the rela- tive deviation of the new coefficients from the initial ones in a homogeneous way. This homogeneity would mean that the magnitude of this relative deviation is similar among the elements of each row or column, therefore avoiding the concentration of the changes in particular cells of the SAM. In this work, we propose some new adjustment criteria in order to obtain a more homogeneous relative adjustment of the structural coefficients. These criteria combine the adjustment method proposed by Matuszewski et al. (1964) with other deviation functions. Each of the adjustment criteria proposed leads to a nonlinear optimization problem which is reformulated as a linear program. We test the usefulness of this proposal by comparing its results with the ones obtained by more standard approaches and we are able to show that these approaches tend to produce a less homogeneous pattern of coefficient adjustment, under certain circumstances, than the ones we put forward.     

Estimation in Surveys Using Conditional Inclusion Probabilities: Simple Random Sampling

In survey sampling, auxiliary information on the population is often available. The aim of this paper is to develop a method which allows one to take into account such auxiliary information at the estimation stage by means of conditional bias adjustment. The basic idea is to attempt to construct a conditionally unbiased estimator. Four estimators that have a small conditional bias with respect to a statistic are proposed. It is shown that many of the estimators used in the literature in the case of simple random sampling can be obtained by using this estimation principle. The problem of simple random sampling with replacement, poststratification, and adjustment of a 2 x 2 dimensional contingency table to marginal totals are discussed in the conditional framework. Finally it is shown that the regression estimator can be viewed as an approximation of an application of the conditional principle.     

分位数局部调整模型及应用

本文基于分位数的回归理论与方法,提出了一个新的经济计量模型:分位数局部调整模型,并给出了其数学表示、参数估计与预测方法等一整套建模技术。分位数局部调整模型能够细致地给出响应变量在各个分位点上的条件分位数,便于揭示响应变量位置、散布与形状等动态调整过程的全景信息,从而得到比均值局部调整模型更为深刻的结果。最后,将分位数局部调整模型应用于中国货币需求分析,结果显示,在货币需求的不同阶段,不仅调整速度不同,调整方式也呈现出非对称性;M1存在货币失踪之谜现象,而M2却在条件密度第一个最优区域实现了供求均衡;最优货币需求条件密度曲线较为分散,这为央行制定货币政策预留了足够的空间。     

Calibration Estimation in Survey Sampling

Calibration estimation, where the sampling weights are adjusted to make certain estimators match known population totals, is commonly used in survey sampling. The generalized regression estimator is an example of a calibration estimator. Given the functional form of the calibration adjustment term, we establish the asymptotic equivalence between the functional-form calibration estimator and an instrumental variable calibration estimator where the instrumental variable is directly determined from the functional form in the calibration equation. Variance estimation based on linearization is discussed and applied to some recently proposed calibration estimators. The results are extended to the estimator that is a solution to the calibrated estimating equation. Results from a limited simulation study are presented.