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81.
Benjamin Bental Bruno Deffains Dominique Demougin 《Journal of Economics & Management Strategy》2012,21(1):31-52
We analyze an environment plagued by double moral hazard where the agent’s effort level and the principal’s precision in monitoring are not contractible. In such an environment, the principal tends to over‐monitor thereby inducing low effort. To ease the latter problem, the principal may choose to increase monitoring costs by outsourcing the activity. As a result equilibrium monitoring is reduced and incentives become more powerful. This choice is particularly likely when the worker’s effort is an important factor in determining output. 相似文献
82.
This paper introduces non-parametric estimators for upper and lower tail dependence whose confidence intervals are obtained with a bootstrap method. We call these estimators ‘naïve estimators’ as they represent a discretization of Joe's formulae linking copulas to tail dependence. We apply the methodology to an empirical data set composed of three composite indexes for the three Tigers (Thailand, Malaysia and Indonesia). The extremes show a dependence structure which is symmetric for the Thai and Malaysian markets and asymmetric for the Thai and Indonesian markets and for the Malaysian and the Indonesian markets. Using these results we estimate the copula (which belongs to the Student or Archimedean copula families) for each pair of markets by two methods. Finally, we provide risk measurements using the best copula associated with each pair of markets. 相似文献
83.
84.
Govinda R. Timilsina John C. Beghin Dominique van der Mensbrugghe Simon Mevel 《Agricultural Economics》2012,43(3):315-332
We analyze the long‐term impacts of large‐scale expansion of biofuels on land‐use change, food supply and prices, and the overall economy in various countries or regions using a multi‐country, multi‐sector global computable general equilibrium model augmented with an explicit land‐use module and detailed biofuel sectors. We find that an expansion of biofuel production to meet the existing or even higher targets in various countries would slightly reduce GDP at the global level but with mixed effects across countries or regions. Significant land re‐allocation would take place with notable decreases in forest and pasture lands in a few countries. The expansion of biofuels would cause a moderate decrease in world food supply and more significant decreases in developing countries like India and Sub‐Saharan Africa. Feedstock commodities (sugar, corn and oil seeds) would experience significant increases in their prices in 2020, but other price changes are small. 相似文献
85.
Kevin Bradford Steven Brown Shankar Ganesan Gary Hunter Vincent Onyemah Robert Palmatier Dominique Rouziès Rosann Spiro Harish Sujan Barton Weitz 《Marketing Letters》2010,21(3):239-253
Business-to-business firms are increasingly focusing on building long-term partnering relationships with key customers. Salespeople
are often responsible for managing these relationships. To be effective as relationship managers, salespeople need to be embedded
in both their firm’s and customers’ organizations. They need to have extensive knowledge of their customers’ business and
also know and be able to leverage their firm’s resources to develop offerings tailored to their customers’ needs. Their companies
and sales managers need to use different approaches to manage and support salespeople in this new role. In this paper, we
examine some issues affecting the interfaces between elements of the embedded sales force and suggest some directions for
future research and methods for examining these issues. 相似文献
86.
87.
Summary We modify the infinitely repeated Cournot game with imperfect monitoring of Green and Porter (1984) and Abreu, Pearce and Stacchetti (1986) to include heterogenous products and the possibility of balanced budget side payments (Holmström 1982). It is shown that a transfer mechanism which induces the efficient outcome exists under a reasonable technical assumption in contrast to the preceding authors. Intuitively, the existence of an observable random price vector rather than a single price makes it possible to identify likely defectors, eliminating the need for collective punishments.This paper is based on the last chapter of Demougin's dissertation at the University of Western Ontario. 相似文献
88.
A RE‐EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND‐GENERATION PANEL UNIT ROOT TESTS 下载免费PDF全文
Claudiu Tiberiu Albulescu Dominique Pépin Aviral Kumar Tiwari 《Bulletin of economic research》2016,68(2):133-150
This study applies ‘old’ and ‘new’ second‐generation panel unit root tests to check the validity of the long‐run real interest rate parity (RIP) hypothesis for ten Central and Eastern European Countries (CEECs) with respect to the Euro area and an average of the CEECs’ real interest rates. When the ‘new’ panel unit root tests are carried out relative to the Euro area rate as reference, we confirm the results of previous studies that support the RIP hypothesis, and the results of the ‘old’ tests used as a benchmark. Nevertheless, when the ‘new’ tests are performed using the average of the CEECs’ rate as reference, our results are mitigated, revealing that the hypothesis of CEECs’ interest rates convergence cannot be taken for granted. From a robustness analysis perspective, our findings indicate that the RIP hypothesis for CEECs should be considered with caution, because the RIP hypothesis is sensitive to the retained reference rate for computing the real interest rate differential, and also to the retained countries in the sample. 相似文献
89.
Health outcomes vary substantially between high‐ and low‐quality institutions, meaning the difference between life and death in some cases. The prior literature has identified a number of variables that can be used to determine hospital quality, but methodologies for combining variables into an overall measure of hospital quality are not well developed. This analysis builds on the prior investigation of hospital quality by evaluating a method originally developed for the detection of health‐care fraud, Pridit, in the context of determining hospital quality. We developed a theoretical model to justify the application of Pridit to the hospital quality setting and then applied the Pridit method to a national, multiyear data set on U.S. hospital quality variables and outcomes. The results demonstrate how the Pridit method can be used predictively, in order to predict future health outcomes based on currently available quality measures. These results inform the use of Pridit, and other unsupervised learning methods, in fraud detection and other settings where valid and reliable outcomes variables are difficult to obtain. The empirical results obtained in this study may also be of use to health insurers and policymakers who aim to improve quality in the hospital setting. 相似文献
90.
Aurélie Boisbunon Stéphane Canu Dominique Fourdrinier William Strawderman Martin T. Wells 《Revue internationale de statistique》2014,82(3):422-439
In this article, we develop a modern perspective on Akaike's information criterion and Mallows's Cp for model selection, and propose generalisations to spherically and elliptically symmetric distributions. Despite the differences in their respective motivation, Cp and Akaike's information criterion are equivalent in the special case of Gaussian linear regression. In this case, they are also equivalent to a third criterion, an unbiased estimator of the quadratic prediction loss, derived from loss estimation theory. We then show that the form of the unbiased estimator of the quadratic prediction loss under a Gaussian assumption still holds under a more general distributional assumption, the family of spherically symmetric distributions. One of the features of our results is that our criterion does not rely on the specificity of the distribution, but only on its spherical symmetry. The same kind of criterion can be derived for a family of elliptically contoured distribution, which allows correlations, when considering the invariant loss. More specifically, the unbiasedness property is relative to a distribution associated to the original density. 相似文献