Variable neighborhood search heuristic for storage location assignment and storage/retrieval scheduling under shared storage in multi-shuttle automated storage/retrieval systems

This paper examines the joint optimization of storage location assignment and storage/retrieval scheduling in multi-shuttle automated storage/retrieval systems (AS/RSs) under shared storage, in which the reuse of empty location yielded by retrieval operation is allowed. From the view of analytical model, the advantage of operational mode under shared storage is verified. A variable neighborhood search (VNS) algorithm is developed to solve the large-sized problems. Various numerical experiments are conducted to evaluate the performance of the proposed algorithm and investigate the impact of different parameters on computational efficiency.     

A semiparametric conditional capital asset pricing model

This paper proposes using a functional coefficient regression technique to estimate time-varying betas and alpha in the conditional capital asset pricing model (CAPM). Functional coefficient representation relaxes the strict assumptions regarding the structure of betas and alpha by combining the predictors into an index. Appropriate index variables are selected by applying the smoothly clipped absolute deviation penalty. In such a way, estimation and variable selection can be done simultaneously. Based on the empirical studies, the proposed model performs better than the alternatives in explaining asset returns and we find no strong evidence to reject the conditional CAPM.     

经济开放对国内劳动力流动影响的新经济地理学解析

本研究在劳动力流动理论的基础上,从新经济地理学角度,阐明了改革开放以后,在中西部经济向东部集聚过程中,经济开放因素对国内劳动力流动的作用,并归纳出三条作用机制:经济开放通过促进区域经济集聚、提高实际工资和增加就业对国内劳动力流动产生作用。运用工具变量2SLS方法并使用中国1990～2005年面板数据对上述三条机制进行了经验检验,结论表明:经济开放对劳动力流动有直接的促进作用,但不太显著,对外贸易的作用大于FDI的作用效果;经济开放通过影响集聚程度、实际工资差距和就业差距来促进劳动力流动的间接影响效果明显,且开放通过影响就业差距而对劳动流动产生的促进作用最大,通过影响实际工资差距的机制次之,通过影响集聚程度的渠道再次。     

Analysis of treatment response data from eligibility designs

In this paper, we develop and compare two alternative approaches for calculating the effect of the actual intake when treatments are randomized, but compliance with the assignment in the treatment arm is less than perfect for reasons that are correlated with the outcome. The approaches are based on different identification assumptions about these unobserved confounders. In the first approach, which stems from [Sommer, A., Zeger, S., 1991. On estimating efficacy in clinical trials. Statistics in Medicine 10, 45–52], the unobserved confounders are modeled by a discrete indicator variable that represents subject-type, defined in terms of the potential intake in the face of each possible assignment. In the second approach, confounding is modeled without reference to subject-type in the spirit of the Roy model. Because the two models are non-nested, and model comparison and assessment of the approaches in a real data setting is one of our central goals, we formulate the discussion from a Bayesian perspective, comparing the two models in terms of marginal likelihoods and Bayes factors, and in terms of inferences about the treatment effects. The latter we calculate from a predictive perspective in a way that is different from that in the literature, where typically only a point summary of that effect is calculated. Our real data analysis focuses on the JOBS II eligibility trial that was implemented to test the effectiveness of a job search seminar in decreasing the negative mental health effects commonly associated with job loss. We provide a comparative analysis of the data from the two approaches with prior distributions that are both reasonable in the context of the data and comparable across the model specifications. We show that the approaches can lead to different evaluations of the treatment.     

Variable rational partisan cycles and electoral uncertainty

Variable rational partisan theory of political business cycles suggests differences in inflation under left-wing and right-wing governments. Fluctuations of economic activity result from uncertainty about the electoral outcome and the exact timing of elections. However, the core hypothesis that post-electoral booms and recessions depend upon the degree of electoral uncertainty has rarely been tested. Using polling data, we provide empirical evidence in favor of the hypothesis of the existence of variable rational partisan cycles.     

中国全要素生产率的估算:1979—2004

本文在分析比较了全要素生产率四种估算方法的基础上,估算出我国1979—2004年间的全要素生产率增长率,并对我国全要素生产率增长和经济增长源泉做了简要分析。分析表明(1)1993年以前,我国的全要素生产率增长率总体呈现出涨跌互现的波动情形且波动较为剧烈频繁,1993年以来,则呈现出逐年下降趋势,直到2000年才得以缓解,此后全要素生产率增长率总体呈现出逐年攀升势头;(2)1979—2004年间我国全要素生产率增长率及其对经济增长的贡献率较低,表明我国经济增长主要依赖于要素投入增长,是一种较为典型的投入型增长方式;(3)我国全要素生产率增长率较低的原因在于技术进步率偏低、生产能力没有得到充分利用、技术效率低下和资源配置不尽合理。     

单整变量之间Granger因果关系的一种检验程序

本文系统研究了含有单整变量的变量之间Granger因果关系基于OLS估计的检验方法,将适用于存在（1,1）阶协整关系的I(1)变量之间Granger因果关系检验的Engle和Granger（1987）两步程序,扩展到了存在协整关系的高阶单整变量的情形,并提出了含有单整变量的变量之间Granger因果关系检验的一般程序。     

AD8369及其在数字中频接收机中的应用

介绍了数字可变增益放大器(DVCA)AD8369的电路结构及其关键技术指标，并用该芯片为数字中频接收机设计了全数字自动增益控制(DAGC)系统，给出了其控制回路及其实现算法。该DAGC系统具有收敛速度快、工作稳定性好和抗饱和能力强等特点。     

Estimation methods for male labor supply functions How to take account of nonlinear taxes

Nonlinear taxes create econometric difficulties when estimating labor supply functions. One estimation method that tackles these problems accounts for the complete form of the budget constraint and uses the maximum likelihood method to estimate parameters. Another method linearizes budget constraints and uses instrumental variables techniques. Using Monte Carlo simulations I investigate the small-sample properties of these estimation methods and how they are affected by measurement errors in independent variables. No estimator is uniquely best. Hence, in actual estimation the choice of estimator should depend on the sample size and type of measurement errors in the data. Complementing actual estimates with a Monte Carlo study of the estimator used, given the type of measurement errors that characterize the data, would often help interpreting the estimates. This paper shows how such a study can be performed.