平滑转换自回归模型的平稳性问题研究

根据时间序列宽平稳的定义,本文认为,平滑转换自回归模型的序列不是宽平稳序列,利用ADF统计量检验其平稳性是没有意义的;其次,依据马尔科夫链的遍历性,我们认为,STAR模型的序列是严平稳序列,且通过对模型系数的联合取值的限制保证了模型的平稳性。以一阶对数平滑转换自回归模型为例,其平稳的条件是,β与r符号相反,且|β+r|<1,β可以等于1,也可以绝对值小于1。     

STAR误差修正模型中协整关系检验的inf-t统计量

在将误差修正过程设定为全局平稳的指数平滑转换函数的情形下,本文建立了一个新的检验统计量 对非线性STAR误差修正模型中的协整关系进行检验;推导了 统计量的渐近分布,并通过Monte Carlo模拟的方式给出了其渐近临界值。 统计量取未识别参数空间上的下确界,有效避免了原假设下的未识别参数问题。Monte Carlo 数值模拟研究的结果表明, 统计量相对E-G两步法的 和Kapetanios等（2006）的 统计量具有更高的检验势。将 统计量应用于对我国货币需求稳定性进行检验,发现我国狭义货币需求量长期稳定,短期存在指数平滑非线性机制转换特征。     

人民币实际汇率的非线性特征研究

本文通过采用不同的线性和非线性一元时间序列模型对人民币实际汇率行为进行研究。研究结果表明,非线性的自我激励阈值自回归模型和平滑过渡自回归模型对人民币实际汇率历史数据有很好的拟合效果,且人民币实际汇率具有显著的非线性动态行为特征。     

如何提高节假日负荷预测准确率

目前，揭阳的负荷预测主要是根据历史数据（星期一到星期五的预测是采用前22天的历史数据，节假日预测是考虑过去1年节假日历史数据）采用线性回归、时间序列、基于温度准则回归、指数平滑法、人工神经网络法5种科学算法,通过电脑计算后形成5个负荷曲线,再根据负荷实际情况筛选出最符合实际的1个负荷曲线,必要时按负荷特性（例如农历七月初七，七月十五，冬至日，气象因素）对筛选出的曲线进行人工修改。总的来讲：目前负荷预测采用的方法就是采用科学算法加人工修改。     

基于ARMA模型的上海市人均GDP时间序列分析与预测

本文分析了上海市人均GDP水平时间序列（1978年至2008年）,在将数据平稳化的基础上建立自回归移动平均模型（ARMA模型）,从中找出上海市人均GDP序列变化的规律,并在此基础上对未来几年的指标数值进行了预测。     

经济周期波动的谱分析方法

在对经济周期波动进行分析时。自回归移动平均(ARMA)是一种较为常用的方法,但这种方法存在一些局限性:(1)在一个序列中同时含有多个周期分量时,阶数较低的自回归移动平均模型很难将多个周期同时反映出来;(2)自回归移动平均模型损失样本点,这对于较短的经济时间序列将会引起严重的问题。 时间序列的频域分析方法(简称谱分析)能衡量时间序列中各个周期因素的相对重要性,可以找出时间序列中各个频率分量,因而能确定出时间序列中各个不同周期的长度,恰     

自回归条件异方差模型的研究分析

自回归条件异方差（ARCH）模型适用于对具有群集性和方差时变性特点的经济类时间序列数据的回归分析和预测。本文对ARCH模型中待定参数的确定进行了详细推导；探讨了对ARCH模型扰动影响的敏感性进行分析计算的方法；并实例应用ARCH模型对股票收盘价格的全年变动进行预测，研究分析其特点。     

内蒙古城镇化进程与经济增长关系的实证研究

本文以内蒙古1980-2013年内蒙古城镇化率和人均GDP年度时间序列数据为基础，构建向量自回归（VAR）模型及脉冲响应进行计量分析，结果表明，内蒙古经济增长与城镇化发展相互影响，经济增长对城镇化产生正冲击效应，城镇化对经济增长影响较弱。     

时间序列分析方法在张家川冠心病发疴隋况的应用

文章应用SPSS软件对张家川地区2002年12月至2006年8月冠心病每月发病人数统计资料做时间序列分析观测到该时间序列是无长期趋势和周期性波动的序列,进行指数平滑法拟合得到单参数的指数平滑模型,数学表达式z^ （t＋1）=0．8zt＋0．2z^ t,且进行预测值比较,得到较好效果。     

贝叶斯向量自回归（BVAR）季度预测模型

向量自回归模型是本世纪80年代初出现的一种新型计量经济学建模技术。一般认为,向量自回归模型是由Sargent(1978)、Sims(1980a,b)和Litterman(1980)等人首先提出并发展的。它与传统计量经济学模型的主要差别在于向量自回归模型是一种单一的时间序列回归模型,它选择具有较强相关关系的经济变量构成一个向量系统,向量内各变量间相互关系主要     

Development in Information and Communications Technology (ICT) Statistics at the Australian Bureau of Statistics

This paper outlines the ICT statistical developments that the ABS has undertaken over recent years. These developments have been on both the supply side (ICT industry) and the demand side (use of IT by sector). The content of ABS ICT surveys has changed significantly over the last few years and are expected to develop further in line with industry changes and emerging policy needs.
Recent developments in household collections have been the inclusion of IT use questions in the 2001 Census of Population and Housing and in various ABS social surveys such as Children's Participation in Culture and Leisure Activities. Annual business IT use surveys are now conducted and include topics such as Internet commerce and IT security. Biennial ICT industry surveys are conducted to provide data on ICT production, imports and exports, ICT industry employment, performance and structure information. An Internet activity survey is run every six months and provides regional Internet access details and infrastructure details on Internet service providers.
A major development for 2002–03 will be the compilation of an ICT satellite account. ABS intends to produce an ICT Information Development Plan to guide its future statistical development work in the ICT field.     

Value at Risk in the Suburbs: Eminent Domain and the Geographical Politics of the US Foreclosure Crisis

Several US counties and local governments have recently considered a novel solution to the foreclosure crisis. They plan to use eminent domain to compel the owners of mortgage debt—and specifically of private‐label mortgage‐backed securities—to sell the debt to the government at a price reflecting the loan's market value. The government would then restructure the debt and resell it to new investors. The plans are striking because—in contrast to both development‐driven eminent domain and the federal subprime bank bailout—they would force investors to assume asset devaluation and increased long‐term risk. Notably, the plans have emerged as an instance of financialization‐focused politics in suburbs and suburban cities of color, specifically majority‐black and ‐Latino/a suburbs. Local support for the plans, we argue, is rooted in the long‐term disinvestment of these ‘suburbs of exception', which became targets of subprime lending and eventually sites where the ‘financial exception' has been localized. But these demographic shifts, fragmentation and fiscal pressures have at the same time created a suburban political terrain in which the plans have gained their strongest political support.     

Towards a Theory of Serendipity: A Systematic Review and Conceptualization

Serendipity – the notion of making surprising and valuable discoveries – plays a major role in the success of individuals and organizations alike. Previous research has established the importance of serendipity and identified important individual- and organizational-level antecedents. However, the literature has been dispersed and the boundaries of the concept have been blurry, leading to a lack of conceptual clarity and structure, and thus limiting validity and managerial actionability. Based on a systematic literature review, I synthesize existing management-related research on serendipity and explicate the emergence and composition of serendipity in the organizational context. I first identify three necessary conditions that differentiate serendipity from related concepts such as luck or targeted innovation: agency, surprise, and value. Then, I draw from the literature on sensemaking, event-based theorizing, and quantum-based approaches to management to conceptualize the process of cultivating serendipity in the organizational context as a process of enabling potentiality and materialization, and develop a multi-level theory of (cultivating) serendipity. This conceptualization contributes to our collective understanding of how, why, and when (i.e., under what conditions) organizations can leverage the value in the unexpected, which opens up fruitful avenues for further research.     

Accountability of NGOs in Bangladesh A critical overview

NGOs in Bangladesh have been recognized as effective change agents in the socio-economic arena throughout the world. Their contributions in micro credit, non-formal education and primary health care are widely known. NGOs play a significant role in society. NGO accountability, as a result, has become a critical issue. NGO accountability in Bangladesh has been examined here in relation to patrons, clients and themselves. Of the three relationships only accountability to patrons is in a near satisfactory state. Accountability to clients is handicapped by lack of opportunities of beneficiaries to participate meaningfully in NGO policy making. Accountability to themselves is adversely affected due to the adherence to a strictly hierarchical system and the influence of founding and charismatic NGO leaders.     

Towards an Asian model of human resource management? A comparative analysis of China,Japan and South Korea

There has been much discussion regarding the possible decline and weakening of national systems of human resource management (HRM). Yet, culture and institutions are often cited as the major stumbling blocks to this outcome. Such constraints may dissipate in the analysis, particularly if ‘regional clusters’ are considered where geographic and cultural closeness and ‘openness’ to similar economic pressures exist. In such cases, it might be postulated that convergence in HRM will occur. We argue that China, Japan and South Korea represent such a cluster. This article examines these countries, to see if a degree of convergence is taking place and if it is towards an identifiable ‘Asian’ model of HRM. A model of change is presented that distinguishes between levels of occurrence and acceptance. Details of the development and practice of HRM in each country are then set out. The article ends with a discussion and implications section and a brief conclusion.     

Ansätze und Ergebnisse anglo-amerikanischer M&A-Forschung

Based on a review of established U.S. management journals (1995–2003), six schools of thought are identified within the Anglo-American M&;A research: “Capital Market”, “Principal/Agent”, “Industrial Organization”, “Organizational Behavior”, “Human Resources” and “Strategic Management”. The literature review shows that the definition of M&;A success, the methods applied, and insights from empirical research differ according to the respective school of thought. Empirical studies focus on the resource combinations of merger partners, the specific circumstances of merger negotiations, and on integration management as antecedents of merger performance. Unfortunately, empirical findings have not yet provided reliable explanations for M&;A success. Based on the current state of Anglo-American M&;A research, the authors discuss implications for business practice, identify research gaps, and propose areas for future research.     

Introduction of New Technology with a Sound Transition of the Input-Output Structure

We examine the general equilibrium repercussions associated with the introduction of new technologies, using the generalized Leontief system that allows technological substitutions. We show that an untested introduction of cost-increasing technologies in any industry may result in creating a non-productive technological structure that does not satisfy the Hawkins-Simon condition, following the autonomous dynamic adjustment process with structural transitions in the economic system. Therefore, we propose a practicable control scheme of introducing cost-increasing technologies that strictly avoids the creation of non-productive structures in all periods of structural transition, using the available information on the ex ante technological structure.     

The Creation of the Office for National Statistics

A new Office for National Statistics was created in the United Kingdom in 1996 following a series of developments designed to strengthen the relevance and integrity of statistics. This paper describes these fundamental changes and sets out a blueprint for future progress. It also sets current developments in the United Kingdom in an historical and international context.     

What helps? Women engineers' accounts of staying on

We have considerable understanding of the obstacles that women engineers encounter and the reasons that they leave the field, but we know less about what enables them to remain. Adopting an interpretivist approach, this article examines how a group of British women engineers in two FTSE 100 companies account for “staying on” in their male‐dominated work settings. We delineate four specific forms of help that facilitate women's retention in the field. We argue that exposure to help leads to women developing a habitus that enables them to continue working in engineering. To conclude, we draw on our findings to outline HR practices that will facilitate supportive relationships in the workplace and pave the way towards developing more positive organisational climates.     

论现代物流企业的发展观

物流业经过诸多年的发展目前已经成为最热门的行业之一,物流企业的注册数量也与日俱增,达到前所未有的规模。毋庸置疑,任何企业都希望自己迅速做强做大,并成为真正现代物流企业的典型代表,要实现这一目标一个首要问题就是要解决现代物流企业的发展观问题。