中国生产性服务业与制造业的共生行为模式检验

在很长一段时期内,生产性服务业与制造业的共生发展将会是中国产业结构演化调整的最佳状态。为深入剖析目前中国生产性服务业与制造业的共生关系,以全要素生产率为主质参量构造面板数据,对中国生产性服务业与制造业的共生行为模式及地区差异进行判定和甄别。研究结果显示:中国生产性服务业与制造业处于非对称性互惠共生状态,生产性服务业对制造业的依存度要大于制造业对生产性服务业的依存度;各省市地区的共生行为模式差异较大,东、中、西部地区的共生状态渐次恶化,部分中西部省份甚至出现了反向共生现象;样本时段内生产性服务业与制造业的共生度和共生系数波动不定,2005年出现实质性转折。     

正交实验法在确定丁烷法顺酐生产装置反应器最佳操作条件中的运用

针对在正丁烷法顺酐生产工艺反应工段操作参数优化过程中,存在耗时长、能耗高、装置波动大、优化效果不明显等问题,提出将正交实验法运用于反应器最佳操作条件的确定,以吐哈油田石油天然气化工厂顺酐装置2004-2006年间反应器操作参数统计数据为基础,论证了正交实验法用于化工生产中是一种快捷、科学、经济、高效的优化生产组织的方法。     

Estimating time-varying parameters in brand choice models: A semiparametric approach

Nowadays, brand choice models are standard tools in quantitative marketing. In most applications, parameters representing brand intercepts and covariate effects are assumed to be constant over time. However, marketing theories, as well as the experience of marketing practitioners, suggest the existence of trends or short-term variations in particular parameters. Hence, having constant parameters over time is a highly restrictive assumption, which is not necessarily justified in a marketing context and may lead to biased inferences and misleading managerial insights.In this paper, we develop flexible, heterogeneous multinomial logit models based on penalized splines to estimate time-varying parameters. The estimation procedure is fully data-driven, determining the flexible function estimates and the corresponding degree of smoothness in a unified approach. The model flexibly accounts for parameter dynamics without any prior knowledge needed by the analyst or decision maker. Thus, we position our approach as an exploratory tool that can uncover interesting and managerially relevant parameter paths from the data without imposing assumptions on their shape and smoothness.Our approach further allows for heterogeneity in all parameters by additively decomposing parameter variation into time variation (at the population level) and cross-sectional heterogeneity (at the individual household level). It comprises models without time-varying parameters or heterogeneity, as well as random walk parameter evolutions used in recent state space models, as special cases. The results of our extensive model comparison suggest that models considering parameter dynamics and household heterogeneity outperform less complex models regarding fit and predictive validity. Although models with random walk dynamics for brand intercepts and covariate effects perform well, the proposed semiparametric approach still provides a higher predictive validity for two of the three data sets analyzed.For joint estimation of all regression coefficients and hyperparameters, we employ the publicly available software BayesX, making the proposed approach directly applicable.     

Dealing with cross-firm heterogeneity in bank efficiency estimates: Some evidence from Latin America

This paper contributes to the bank efficiency literature through an application of recently developed random parameters models for stochastic frontier analysis. We estimate standard fixed and random effects models, and alternative specifications of random parameters models that accommodate cross-sectional parameter heterogeneity. A Monte Carlo simulations exercise is used to investigate the implications for the accuracy of the estimated inefficiency scores of estimation using either an under-parameterized, over-parameterized or correctly specified cost function. On average, the estimated mean efficiencies obtained from random parameters models tend to be higher than those obtained using fixed or random effects, because random parameters models do not confound parameter heterogeneity with inefficiency. Using a random parameters model, we analyse the evolution of the average rank cost efficiency for Latin American banks between 1985 and 2010. Cost efficiency deteriorated during the 1990s, particularly for state-owned banks, before improving during the 2000s but prior to the sub-prime crisis. The effects of the latter varied between countries and bank ownership types.     

集约化变量与集约用地量度--节约集约用地基本理论系列之五

通过剖析200多年来报酬递减规律的发展过程，发现集约化现象才是人类社会发展最基本现象，并通过构建集约化变量、集约化模型、集约化曲线、集约化参数以及集约化变量应用等提出了集约化变量理论。集约化变量是人类活动使自然资源价值、效益或承载增加的变量，用单位自然资源量的价值、效益或承载表示。集约化是连续增函数，报酬递减是这个增函数中的状态函数。可持续发展的核心是集约化发展。     

Chi-square Distribution as a Research Tool,and Some of Its Most Important Parametric and Non-parametric Applications

When researchers are testing the validity of claims during their research, they may use either parametric methods （if they exist） or non-parametric methods if appropriate parametric methods do not exist. The Chi-square （x2） distribution plays an important role in both parametric and non-parametric methods and many of its most important applications are explored in this paper. This paper provides an excellent summation of the properties and capabilities of the very versatile x2 distribution, and many specific applications and suggestions for additional future applications.     

Optimizing a bi-objective inventory model of a three-echelon supply chain using a tuned hybrid bat algorithm

This paper presents a bi-objective VMI problem in a single manufacturer-single vendor multi-retailer (SM-SV-MR) supply chain, which a redundancy allocation problem is incorporated. In the hybridized problem, a manufacturer produces a single item using several machines that work in series, and stores it in a warehouse to replenish one vendor who delivers it to several retailers using the shortest possible route. A novel meta-heuristic, called hybrid bat algorithm (HBA), with calibrated parameters is utilized to find a near-optimum solution. To show the efficiency of HBA, the results are compared to the ones using the traditional BA and a genetic algorithm.     

Estimating the benefits of recreation-oriented management in state-owned commercial forests in Finland: A choice experiment

As forestlands provide a variety of environmental services, the management of forest resources is a matter of public concern. In the present case of state-owned commercial forests in Finland, legislation requires specific management practices to enhance recreational benefits free of charge to the public. This choice experiment considers Finnish people's valuation of the recreation-oriented management of state-owned commercial forests to evaluate whether the recreational benefits produced justify the related loss of profits from timber sales. We focus on three management attributes: scenic buffer zones along lakes and rivers, habitats for game birds, and the quality of scenery as reflected by the frequency of clear-cut areas along hiking trails. Marginal willingness-to-pay (WTP) effects for the attributes are estimated with random parameters logit models specified in the WTP space, while preference-space models are used to estimate in physical terms the attribute levels that maximize the benefits to the public. Despite regional differences in preferences, people in all parts of Finland valued the current recreation-oriented management of state-owned commercial forests considerably. Nationwide, the aggregate benefits of recreation-enhancing management clearly exceeded the estimated opportunity costs. The most preferred levels of management attributes were slightly above the current levels, suggesting an increase in the provision of recreational services when not considering the associated costs.     

Trend inflation estimates for Thailand from disaggregated data

This paper constructs a new trend inflation measure for Thailand based on the multivariate unobserved components model with stochastic volatility and outlier adjustments (MUCSVO) of Stock and Watson (2016). Similar to core inflation, the MUCSVO produces an estimate of trend inflation utilizing information in disaggregated data, but also allows for time-varying weights that depend on the volatility, persistence and comovement of the underlying sectoral inflation series. Based on the empirical results, the majority of sectoral weights show significant time-variation in contrast to their relatively stable expenditure shares. Volatile food and energy sectors that are typically excluded from core inflation measures also turn out to help explain approximately 10 percent of MUCSVO trend inflation rate movements. Compared against other benchmark trend inflation measures, we show that the MUCSVO delivers trend estimates that are smoother, more precise, and are able to forecast average inflation over the 1–3 year horizon more accurately both in-sample and out-of-sample, especially since the year 2000.     

基于灰色神经网络木塑复合材料动态剪切模量预测

基于木塑复合材料加工工艺的特点,设计了不用工艺条件下的木塑复合材料工艺实验,并得到了不同条件下的力学性能。本文在灰色神经网络组合预测模型的基础上,建立了木塑复合材料动态剪切模量的预测模型。结果表明:该模型能够较好地预测出木塑复合材料动态剪切模量,预测最大误差为0.69%,能够达到工程实际要求。