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91.
Noud P.A. van Giersbergen 《Statistica Neerlandica》2013,67(4):482-498
This paper derives the Bartlett factors that can be used to obtain higher‐order improvements for testing hypotheses about the autoregressive (AR) parameters in the stable AR(2) model with possible intercept and linear trend. The factors are obtained for testing hypotheses about individual parameters (φ1 and φ2) as well as their sum. Moreover, the effect of deterministic terms on the correction factors is found explicitly. All corrections are non‐decreasing in the AR parameters. Furthermore, the Bartlett corrections for φ1 and φ2 tend to infinity as φ2 approaches 1, whereas the correction for φ1 + φ2 tends to infinity as φ1 + φ2 is close to 1. The effectiveness of these Bartlett corrections in finite samples is evaluated by simulations. 相似文献
92.
An important statistical application is the problem of determining an appropriate set of input variables for modelling a response variable. In such an application, candidate models are characterized by which input variables are included in the mean structure. A reasonable approach to gauging the propriety of a candidate model is to define a discrepancy function through the prediction error associated with this model. An optimal set of input variables is then determined by searching for the candidate model that minimizes the prediction error. In this paper, we focus on a Bayesian approach to estimating a discrepancy function based on prediction error in linear regression. It is shown how this approach provides an informative method for quantifying model selection uncertainty. 相似文献
93.
We examine the underpricing of 2,131 Chinese initial public offerings (IPOs) between 2005 and 2017. The results indicate that state-owned enterprises (SOEs) controlled by the local government (local SOEs) offer significantly higher underpricing when they go public than SOEs controlled by the central government and non-SOEs do. This phenomenon is evident for local SOEs from less developed provinces, after controlling for the direct effect of regional economic performance. These results suggest local government officials underprice initial public offerings to make regional companies successfully go public to promote the regional economy. 相似文献
94.
福建集体林产权制度改革的重要目标之一是要实现森林资源数量增长和质量提高,即实现集体林产权制度改革效率的实现。但通过对福建集体林产权改革调研数据的统计分析发现,福建集体林产权制度改革没有达到效率的目标。福建集体林产权制度改革效率目标实现的滞后既是林业家庭经营与林业经营规模化要求之间冲突的体现,也是林业家庭经营体制与其他林业政策之间冲突的反映。 相似文献
95.
Identification of structural parameters in models with adaptive learning can be weak, causing standard inference procedures to become unreliable. Learning also induces persistent dynamics, and this makes the distribution of estimators and test statistics non-standard. Valid inference can be conducted using the Anderson-Rubin statistic with appropriate choice of instruments. Application of this method to a typical new Keynesian sticky-price model with perpetual learning demonstrates its usefulness in practice. 相似文献
96.
In this article, we establish some general results concerning the comparison of the amount of the Fisher information contained
in n record values with the Fisher information contained in n iid observations from the original distribution. Some common distributions are classified according to this criterion. We
also propose some methods of estimation based on record values. The results may be of interest in some life testing problems.
Received: September 1999 相似文献
97.
98.
This paper examines the geography of two policy instruments – the Rural Enterprise Scheme (RES) and the Processing and Marketing Grant (PMG) – that formed part of the second ‘pillar’ of the Common Agricultural Policy (CAP) in England between 2000 and 2006. It starts by outlining the ongoing debate over the role of geography in policy research, an outcome of which has been a call for more empirical work that explores the ‘difference that place makes’ in the implementation of public funding mechanisms. The paper argues that the CAP is ripe for geographical analysis, as the Agenda 2000 reforms can be interpreted as moving it away from a ‘sectoral’ (agricultural) approach to a more ‘territorial’ (rural development) one. After outlining the place of the RES and PMG in the reformed CAP in England, the paper discusses three factors – farm size, proportion of land rented and location – that may have influenced their geographies. The distribution of grant approvals under these schemes is then mapped using location quotients. Following this, the potential influence of the factors outlined above is tested using the Kolmogorov–Smirnov statistic. The conclusion revisits the opening discussion by reflecting on the difference that place has made to the implementation of the PMG and RES. 相似文献
99.
We propose a family of regression models to adjust for nonrandom dropouts in the analysis of longitudinal outcomes with fully observed covariates. The approach conceptually focuses on generalized linear models with random effects. A novel formulation of a shared random effects model is presented and shown to provide a dropout selection parameter with a meaningful interpretation. The proposed semiparametric and parametric models are made part of a sensitivity analysis to delineate the range of inferences consistent with observed data. Concerns about model identifiability are addressed by fixing some model parameters to construct functional estimators that are used as the basis of a global sensitivity test for parameter contrasts. Our simulation studies demonstrate a large reduction of bias for the semiparametric model relatively to the parametric model at times where the dropout rate is high or the dropout model is misspecified. The methodology's practical utility is illustrated in a data analysis. 相似文献
100.
省际行政区边缘经济协作中的政府协调 总被引:1,自引:0,他引:1
我国经济协作中的地方政府协调有其特殊的经济动因,也同我国行政区划体制紧密相关,本文在分析我国省际行政区边缘经济特征的基础上,重点提出省际行政区边缘经济协作及协作中的政府协调问题.一些地方政府官员没有充分认识行政区边缘“自然区域”和“地缘经济”属性;区域公共利益分化使政府协调动机难以稳定,期待合法化整合,这是我国省际行政区边缘经济协作中政府协调的两大困境.与之相对应的对策,一是进行省际行政区边缘文化认同和整体意识构建,达成具体的政府协调方略和措施;二是政府应积极建立协调与合作的共同利益基础,应充分发挥协调的网络化效应. 相似文献