Two-sample rank tests with truncated populations

LetX ₁,…,X _m andY ₁,…,Y _n be two independent samples from continuous distributionsF andG respectively. Using a Hoeffding (1951) type theorem, we obtain the distributions of the vector S=(S ₍₁₎,…,S _(n)), whereS _(j)=# (X _i ’s≤Y _(j)) andY _(j) is thej-th order statistic ofY sample, under three truncation models: (a)G is a left truncation ofF orG is a right truncation ofF, (b)F is a right truncation ofH andG is a left truncation ofH, whereH is some continuous distribution function, (c)G is a two tail truncation ofF. Exploiting the relation between S and the vectorR of the ranks of the order statistics of theY-sample in the pooled sample, we can obtain exact distributions of many rank tests. We use these to compare powers of the Hajek test (Hajek 1967), the Sidak Vondracek test (1957) and the Mann-Whitney-Wilcoxon test. We derive some order relations between the values of the probagility-functions under each model. Hence find that the tests based onS ₍₁₎ andS _(n) are the UMP rank tests for the alternative (a). We also find LMP rank tests under the alternatives (b) and (c).     

Three Corrected Score Tests for Generalized Linear Models with Dispersion Covariates

We develop three corrected score tests for generalized linear models with dispersion covariates, thus generalizing the results of Cordeiro , Ferrari and Paula (1993) and Cribari-Neto and Ferrari (1995) . We present, in matrix notation, general formulae for the coefficients which define the corrected statistics. The formulae only require simple operations on matrices and can be used to obtain analytically closed-form corrections for score test statistics in a variety of special generalized linear models with dispersion covariates. They also have advantages for numerical purposes since our formulae are readily computable using a language supporting numerical linear algebra. Two examples, namely, iid sampling without covariates on the mean or dispersion parameter oand one-way classification models, are given. We also present some simulations where the three corrected tests perform better than the usual score test, the likelihood ratio test and its Bartlett corrected version. Finally, we present a numerical example for a data set discussed by Simonoff and Tsai (1994) .     

煤炭价格指数的理论设计与应用研究

论证了在当前煤炭价格风险凸现的情况下,推出煤炭价格指数是运用煤炭期货、期权及互换等金融衍生工具的重要前提,并借鉴国外煤炭价格指数应用与研究的经验,提出我国煤炭价格指数的基本体系及编制的基本原则和基本方法.     

改革以来中国农村发展地区差距分析

本文在扩展农业部门新古典经济增长模型的基础上,构建了基于农业生产率指数和农村地区劳动力就业结构的农村发展指标,以此来衡量农村发展水平及其变化状况.为了考察中国农村发展地区差距的变化趋势,我们采用面板数据单位根检验的不同方法对其收敛性进行了严格的计量检验.检验结果显示,在考虑了时间和省份特殊效应、序列相关等因素的影响后,中国各省农村发展差距以及东中西部地区农村发展的内部差距均存在条件性β收敛.     

Panel unit root tests under cross-sectional dependence

In this paper alternative approaches for testing the unit root hypothesis in panel data are considered. First, a robust version of the Dickey-Fuller t -statistic under contemporaneous correlated errors is suggested. Second, the GLS t -statistic is considered, which is based on the t -statistic of the transformed model. The asymptotic power of both tests is compared against a sequence of local alternatives. To adjust for short-run serial correlation of the errors, we propose a pre-whitening procedure that yields a test statistic with a standard normal limiting distribution as N and T tends to infinity. The test procedure is further generalized to accommodate individual specific intercepts or linear time trends. From our Monte Carlo simulations it turns out that the robust OLS t -statistic performs well with respect to size and power, whereas the GLS t -statistic may suffer from severe size distortions in small and moderate sample sizes. The tests are applied to test for a unit root in real exchange rates.     

我国公共投资规模效率实证分析

我国公共投资规模连年扩大,改善了生活环境和生产条件,但是否存在投资过度的风险?本文运用生产函数模型分析了公共投资规模效率存在的条件,使用协整的方法分析了大口径和小口径公共投资规模的最优规模,得出我国公共投资规模不足的结论。     

农村人力资本投资及外溢与城乡差距实证研究

文章以人力资本溢出效应城乡两区域模型为基础,采用协整检验和误差修正模型,对中国农村人力资本投资及外溢与城乡差距的关系进行实证检验。结果表明,缩小中国城乡差距,必须加大对农村的人力资本投资。同时,要加强政府对农村的基础设施投资,为农村人力资本作用的充分发挥创造条件。     

The price relationship between organic and non-organic vegetables in the U.S.: evidence from Nielsen scanner data

This study investigates price relationships between organic and conventional carrots, tomatoes, and lettuce in the U.S. utilizing Nielsen scanner data from 2006–2015. We employ a threshold vector error correction model (TVECM), threshold vector autoregressive model (TVAR), and threshold cointegration test to test whether market integration exists between organic and conventional vegetables as well as the existence of asymmetric price transmission. The results find positive long-run relationships between organic and conventional prices of carrots and tomatoes and show the existence of asymmetric price transmission in price pairs of lettuce and tomatoes. Our findings suggest that the price relationship between organic and conventional vegetables varies by characteristics, such as shelf life, volatility in the price premium, and substitutability.     

我国地区经济差异与城市化水平关系的实证分析

对改革开放以来地区经济发展水平的差异以及建国以来全国及各省区的城市化的发展进程进行了描述,利用格兰杰因果关系检验,研究我国不同经济发展阶段中城市化水平与经济增长的因果关系, 并采用国际上流行的Panel data方法从多个角度对城市化与地区经济增长的关系进行了分析研究。结论是:城市化水平的提高对于落后地区经济增长的促进作用要高于经济发达地区。     

揭示"制度与增长关系之谜"的一个研究视角——基于中国经济转型与经济增长关系的实证研究(1978-2004)

本文通过对中国经济转型与经济增长之间的实证研究,发现经济增长是直接推动经济体制转型深化的内在动力,而经济转型虽然对经济增长有长期的影响作用,但这种作用却不是决定性的.在制度与增长二者关系中,制度虽然是影响增长的长期重要因素,但这种影响却不是决定性的;而恰恰相反,增长对制度的影响却是决定性的.这说明制度创新在增长的大背景中更易达到,而中国改革成功的经验也充分证明了这一点.