VFP8.0中自由报表的实现

介绍了VFP8.0环境下报表设计中动态数据源的组织方法及自由报表的多种实现方法,并结合实例给出了这些方法的具体实现代码,使用这些方法可以在不改变源程序的前提下,实现报表内容及格式的变更,使得报表设计更灵活、更方便。     

Interest rates and the recent weakness in M2: An extension to the P model of inflation

A model of changes in the deflator for nondurables and services consumption expenditures is estimated simultaneously with the error-correction model of M2 growth described in Koenig (1996). The inflation forecasts generated by the joint model have marginal predictive power for changes in the GDP deflator and exhibit none of the systematic bias which has plagued the original formulation in recent years. Output-market slack is of little use in predicting changes in the consumption deflator, but there is evidence of a speed effect.     

提高AutoCAD绘图速度的若干技巧

AutoCAD绘制平面图的功能强大,工程绘图要求的就是出图效率。在绘图之前我们需要做一些设置,再应用左手键盘、右手鼠标的绘图方法可大大提高绘图速度。在AutoCAD使用过程中有很多技巧,通过不断总结技巧,可逐步提高绘图速度。     

Heteroskedasticity, autocorrelation, and spatial correlation robust inference in linear panel models with fixed-effects

This paper develops an asymptotic theory for test statistics in linear panel models that are robust to heteroskedasticity, autocorrelation and/or spatial correlation. Two classes of standard errors are analyzed. Both are based on nonparametric heteroskedasticity autocorrelation (HAC) covariance matrix estimators. The first class is based on averages of HAC estimators across individuals in the cross-section, i.e. “averages of HACs”. This class includes the well known cluster standard errors analyzed by Arellano (1987) as a special case. The second class is based on the HAC of cross-section averages and was proposed by Driscoll and Kraay (1998). The ”HAC of averages” standard errors are robust to heteroskedasticity, serial correlation and spatial correlation but weak dependence in the time dimension is required. The “averages of HACs” standard errors are robust to heteroskedasticity and serial correlation including the nonstationary case but they are not valid in the presence of spatial correlation. The main contribution of the paper is to develop a fixed-b asymptotic theory for statistics based on both classes of standard errors in models with individual and possibly time fixed-effects dummy variables. The asymptotics is carried out for large time sample sizes for both fixed and large cross-section sample sizes. Extensive simulations show that the fixed-b approximation is usually much better than the traditional normal or chi-square approximation especially for the Driscoll-Kraay standard errors. The use of fixed-b critical values will lead to more reliable inference in practice especially for tests of joint hypotheses.