基于排队论的银行服务系统优化研究

银行存在排队问题,为解决这一问题,通过实地观测,获取某支行顾客排队数据。银行的服务过程视为随机系统,建立了基于排队论M/M/c/∞/∞/FCFS的银行服务系统模型,进而求解。通过对银行服务系统排队模型的实证研究,为银行合理优化服务系统提供决策参考。     

中国股市VaR的实证研究

文章探讨体制转换法在中国股市VaR中的应用。以在深圳证券交易所上市的10支股票和深证综指为样本，用体制转换模型求它们的VaR。实证结果表明，简单体制转换模型的VaR曲线能较好地刻画收益率波动幅度的突然转换，但是在波动幅度较小的情况下，明显高估了收益的实际损失值，还需改进。     

基于定数截尾样本的指数分布的环境因子估计

讨论了定数截尾样本下,指数分布环境因子的极大似然估计和区间估计,为研究估计的精度,运用随机模拟方法,对环境因子的置信区间的精度进行了讨论。     

空间误差模型的稳健检验

本文构建了一个用来检验空间误差模型的稳健统计量,它以Bera和Yoon(1993)的理论为基础,渐进具有Cα检验统计量的良好大样本性质。这种检验方法不仅可以有效减小空间滞后效应对统计推断的影响,而且在很大程度上简化了计算。作为比较,我们发现当真实模型中存在显著的空间滞后效应时,Anselin等(1996)提出的检验统计量会产生明显的偏误,而我们的检验统计量依然有效。蒙特卡罗模拟的结果与本文的预期一致。     

逐次定数截尾下Weibull分布参数的逆矩估计

基于逐次定数截尾样本下,讨论了两参数Weibull分布的参数估计,得到了两参数的逆矩估计.并利用模拟方法与极大似然估计作比较,模拟结果表明逆矩估计优于极大似然估计。     

微观计量分析中缺失数据的极大似然估计

微观计量经济分析中常常遇到缺失数据,传统的处理方法是删除所要分析变量中的缺失数据,或用变量的均值替代缺失数据,这种方法经常造成样本有偏。极大似然估计方法可以有效地处理和估计缺失数据。本文首先介绍缺失数据的极大似然估计方法,然后对一实际调查数据中的缺失数据进行极大似然估计,并与传统处理方法的估计结果进行比较和评价。     

空间动态面板模型拟极大似然估计的渐近效率改进

Lee和Yu(2008)研究了一类同时带个体与时间固定效应的空间动态面板模型的拟极大似然估计量的大样本性质.本文说明当扰动项非正态时,拟极大似然估计量的渐近效率可以被进一步提高.为此,我们构造了一组合待定矩阵且形式一般的矩条件以用来包含对数似然函数一阶条件的特殊形式.从无冗余矩条件的角度,选取最优待定矩阵得到了最佳广义矩估计量.本文证明了当扰动项正态分布时,最佳广义矩估计量和拟极大似然估计量渐近等价;当扰动项非正态分布时,广义矩估计量具有比拟极大似然估计量更高的渐近效率.Monte Carlo实验结果与本文的理论预期一致.     

水工结构可靠指标的极大似然估计

运用数理统计的知识,研究了水工结构可靠度功能函数正态分布在一个或者多个参数的统计特性未知情况下可靠指标的点估计值.同时对可靠指标估计值的无偏性以及一致性进行了一定程度的探讨.并对可靠指标点估计值运用进行了研究,以便说明该方法对解决实际工程问题的可行性及有效性.     

半参数变系数空间滞后模型的截面极大似然估计

在线性参数空间滞后模型中,解释变量的系数一般假设为固定常数,本文首先放松了这种假设,将解释变量的系数设定为某一变量的未知函数,提出一类全新的半参数变系数空间滞后模型;其次导出了该模型的截面极大似然估计,并证明了该估计的一致性;最后用蒙特卡洛数值模拟方法考察了该估计在小样本条件下的性质,数值模拟结果显示我们提出的估计方法在小样本条件下依然有优良的表现。     

水工结构可靠指标的极大似然估计

运用数理统计的知识,研究了水工结构可靠度功能函数正态分布在一个或者多个参数的统计特性未知情况下可靠指标的点估计值。同时对可靠指标估计值的无偏性以及一致性进行了一定程度的探讨。并对可靠指标点估计值运用进行了研究,以便说明该方法对解决实际工程问题的可行性及有效性。     

Manufacturing and Rural Economies in the United States: The Role of Nondurable Producers, Labor Costs and State Taxes

This paper investigates the preferences of manufacturers in deciding whether to locate in metropolitan or nonmetropolitan (rural) areas. Using 1997 state-level data and OLS regression estimation, it was determined that nondurable goods manufacturers prefer rural areas, while durable goods manufacturers are indifferent as to area. However, both sets of manufacturers prefer to locate in larger states. Wage rates are not significant in the regressions, while durable manufacturers appear sensitive to state taxes. Some policy conclusions for local economic developers are derived from these findings.     

Innovative practices in public procurement partnerships: The case of the United States

Public procurement partnerships represent a new approach to conducting government acquisition. These partnerships are predicated on the notion that governments today simply lack the requisite knowledge, skills and financing to provide core public services and acquire sophisticated services, IT and knowledge development by themselves. Instead, governments need to enlist the collective energies of the governmental, business and non-profit (third) sectors. This research looks at the concept of public procurement partnerships in the United States and the major trends promoting their use. Two case examples of public procurement partnerships are presented; one from the perspective of a government partner, the other from the perspective of a private (third) sector partner.     

The impact of political connections on government bailout: the 2008 credit crunch in the United States

Why is there so little money in contributions to political action committees (PAC) in United States’ politics? While there may be several explanations for this puzzle, we consider corporate PAC contributions as an insurance-like instrument that induces firms’ expectations of safeguard at times of grave need, with the 2008 credit crunch as a case in point. Given the unlikely occurrence of a credit crunch, few financial firms invest in PAC contributions. However, we find firms that make PAC contributions may gain ex ante benefits of corporate PACs as protection from financial distress by undertaking profitable but risky projects that later become illiquid assets while requiring the bailout money during the 2008 credit crunch. We also find that both consistent PAC investments over election cycles and subsequent lobbying activity to corporate PACs further allow firms to utilize their political ties as safeguard and demand additional bailout money. Our instrumental variable analysis confirms that firms with prior experience in political investments are found to enhance the likelihood and effectiveness of PAC contributions and related political investments.     

The Impact of Incentive Regulation on Service Quality in Telecommunications in the United States

Incentive regulation in the form of price caps was adopted for interstate access servicein 1991 as a way to provide local exchange carriers with an incentive to improve theirproductive efficiency. An issue that has arisen with the adoption of price cap regulationis whether deterioration in service quality for interstate access service has been an unintended consequence. The analysis in this paper uses several different measures ofservice quality, including the average installation interval, the percent of commitmentsmet, total trouble reports, and the average repair interval for both switched access service and special access service, to investigate empirically whether there has been a decline in service quality between 1991 and 2000. The results are conclusive. Overall service quality has fallen. To rectify the situation, a proposal is offered to adjust the price cap index to penalize LECs who fail to provide an acceptable level of aggregate service quality.     

The impact of institutional change on forecast accuracy: A case study of budget forecasting in Washington State

This paper explores the relationship between institutional change and forecast accuracy via an analysis of the entitlement caseload forecasting process in Washington State. This research extends the politics of forecasting literature beyond the current area of government revenue forecasting to include expenditure forecasting and introduces an in-depth longitudinal study to the existing set of cross-sectional studies. Employing a fixed-effects model and ordinary least squares regression analysis, this paper concludes that the establishment of an independent forecasting agency and subsequent formation of technical workgroups improve forecast accuracy. Additionally, this study finds that more frequent forecast revisions and structured domain knowledge improve forecast accuracy.     

The impact of emotional self-management on benefit offerings and employment growth: an analysis of the fastest growing businesses in the United States

International Entrepreneurship and Management Journal - Increases in the cost of benefit offerings have led organizations to cut back benefits in an effort to reduce overall labor costs. Since...     

城市新就业职工住房保障问题实证研究——基于合肥市新就业职工的调查

调查表明,50％多的新就业职工住房困难.由于收入较低,新就业职工住房支付能力严重不足,30％多的新就业职工家庭缺乏租房支付能力;超过70％的新就业职工家庭缺乏购房支付能力.所以,要尽快将新就业职工纳入住房保障范围.首先,提高新就业职工收入水平,遏制住房价格过快上涨;其次,多渠道筹集住房保障资金;第三,积极创新相关配套政策,完善公共租赁住房准入和退出机制;第四,适时推出限价商品住房,利用优惠信贷政策,提高新就业职工住房支付能力.     

国内外性别差异对就业率的影响——以中日两国研究为中心

中日两国女性同属东方文化圈,但是在就业情况方面却各有各的苦衷。文章分析了中日两国两种就业情况的原因,探析了两国的文化异同。