人民币汇率波动对区域经济的影响:来自广东的证据

2005年7月汇改以来,人民币持续升值,广东省作为我国对外贸易规模最大的省份,经济增长高度依存于对外贸易。分析汇率波动对广东省进出口的影响就尤为重要。本文运用协整向量自回归的分析方法,对2005-2010年人民币汇率波动与广东省进出口之间的关系进行了实证研究。结果表明,人民币汇率波动对广东省进出口存在显著的影响,ML条件成立;人民币汇率波动对广东省进出口的影响存在J曲线效应。     

Evaluating estimation methods for ordinal data in structural equation modeling

This study examined the performance of two alternative estimation approaches in structural equation modeling for ordinal data under different levels of model misspecification, score skewness, sample size, and model size. Both approaches involve analyzing a polychoric correlation matrix as well as adjusting standard error estimates and model chi-squared, but one estimates model parameters with maximum likelihood and the other with robust weighted least-squared. Relative bias in parameter estimates and standard error estimates, Type I error rate, and empirical power of the model test, where appropriate, were evaluated through Monte Carlo simulations. These alternative approaches generally provided unbiased parameter estimates when the model was correctly specified. They also provided unbiased standard error estimates and adequate Type I error control in general unless sample size was small and the measured variables were moderately skewed. Differences between the methods in convergence problems and the evaluation criteria, especially under small sample and skewed variable conditions, were discussed.     

行业间生产率联动对中国工业生产率增长的影响——引入经济距离矩阵的空间GMM估计

本文把反映行业间生产率联动的购买距离矩阵和销售距离矩阵引入空间自回归模型,研究行业间生产率联动对我国工业生产率增长的影响。为了克服引入社会经济距离矩阵带来的异方差和矩阵的行标准化问题,本文采用空间GMM法进行模型的估计。结果表明,行业生产率联动对我国工业生产率增长具有显著的正影响,并且在资源密集型、劳动密集型和资本密集型工业行业中,行业间生产率联动对工业生产率增长的影响相对于其他因素的影响更为稳健。此外,由销售距离矩阵所体现的联动作用效果整体上大于购买距离矩阵体现的相关效果。     

基于灰色系统理论的车站通过能力计算方法研究

以车站连续3个昼夜的实际作业写实数据为样本,采用序列弱化算子降低原始数据序列的波动性,根据区间估计思想与灰色系统理论,提出车站通过能力的区间表示和计算方法及计算步骤,并以算例验证了该方法的合理性和有效性。     

What’s spurious, what’s real? Measuring the productivity impacts of ICT at the firm-level

In order to assess the productivity effects of information and communication technologies (ICT), regressions based on cross–sectional firm–level data may yield unreliable results for the commonly employed production function framework. In this paper, various estimation biases and econometric strategies to overcome their sources are discussed. The effects are illustrated on the basis of a representative set of panel data for German service firms covering the period 1994 to 1999. The application of a suited SYS–GMM estimator yields evidence for significant productivity effects of ICT. However, these are substantially smaller than those suggested by cross–section estimates.I would like to thank Irene Bertschek, François Laisney, Georg Licht, Werner Smolny, Kevin Stiroh, Elke Wolf, Thomas Zwick and two anonymous referees for their helpful comments and the MIP–team for providing me with the data. This paper was written as part of the research project ‘‘Productivity and Spillover Effects from ICT as a General Purpose Technology’’ commissioned by the Landesstiftung Baden–Württemberg foundation.Final version received: September 2002/Final version accepted: April 2004     

利用样本轮换设计降低调查中的无回答影响

调查中无回答的存在往往是形成一种系统性误差的主要原因。它会造成统计分析结果产生偏差。文章主要讨论如何利用样本轮换技术有效地降低无回答带来的不良影响，从而提高统计估计的精度和分析结果的可靠性。     

基于随机前沿面神经网络的TFP贡献率测度

针对全要素生产率(TFP)贡献率测度的问题,研究了用神经网络来测量TFP贡献率的方法和用随机前沿面来测量TFP贡献率的方法;指出了这两种方法在测算中存在的缺陷。并在此基础之上,提出了运用随机前沿面模型构造出随机前沿面神经网络来测量TFP贡献率,从而实现了利用随机前沿面神经网络模型进行TFP测度贡献率。全部计算过程都通过了编程计算,收进我们自己的软件系统DASC。     

闲暇时间、不平等与经济增长——理论模型与跨国比较

随着后工业化进程加深,闲暇活动对经济体的影响愈加显著,本文将闲暇引入基于创新的增长模型并利用近20年的OECD国家跨国面板数据,指出闲暇时间和不平等状况之间存在显著相关关系,健康而积极的闲暇可经由闲暇的积极效应直接促进经济增长。所以,在建设后工业化社会或和谐社会过程中,在不损害效率(保持一定程度不平等)的情况下,通过积极健康的闲暇安排即可以弥补维持高效率所引致的个体效用损失,还可以保证经济长期增长。     

Shrinkage and Penalized Likelihood as Methods to Improve Predictive Accuracy

A review is given of shrinkage and penalization as tools to improve predictive accuracy of regression models. The James-Stein estimator is taken as starting point. Procedures covered are Pre-test Estimation, the Ridge Regression of Hoerl and Kennard, the Shrinkage Estimators of Copas and Van Houwelingen and Le Cessie, the LASSO of Tibshirani and the Garotte of Breiman. An attempt is made to place all these procedures in a unifying framework of semi-Bayesian methodology. Applications are briefly mentioned, but not amply discussed.     

Periodic inspection plans: The case of Weibull distribution

In estimating the lifetime distribution of a product, the efficiency of a periodic inspection plan vis-á-vis with the continuous inspection plan is discussed. The periodic inspection plan envisages inspecting the units in the sample periodically at m successive equi-distant time points, for a given choice of m. The issue of choosing the value of m is also discussed. The discussions are carried out when the underlying lifetime distribution is Weibull.