A model of fractional cointegration, and tests for cointegration using the bootstrap

The paper proposes a framework for modelling cointegration in fractionally integrated processes, and considers methods for testing the existence of cointegrating relationships using the parametric bootstrap. In these procedures, ARFIMA models are fitted to the data, and the estimates used to simulate the null hypothesis of non-cointegration in a vector autoregressive modelling framework. The simulations are used to estimate p-values for alternative regression-based test statistics, including the F goodness-of-fit statistic, the Durbin–Watson statistic and estimates of the residual d. The bootstrap distributions are economical to compute, being conditioned on the actual sample values of all but the dependent variable in the regression. The procedures are easily adapted to test stronger null hypotheses, such as statistical independence. The tests are not in general asymptotically pivotal, but implemented by the bootstrap, are shown to be consistent against alternatives with both stationary and nonstationary cointegrating residuals. As an example, the tests are applied to the series for UK consumption and disposable income. The power properties of the tests are studied by simulations of artificial cointegrating relationships based on the sample data. The F test performs better in these experiments than the residual-based tests, although the Durbin–Watson in turn dominates the test based on the residual d.     

A Path Construction for the Virtual Waiting Time of an M/G/1 Queue

Consider the M/G/1 queue, the finite dam M/G/1 with capacity T, and the impatient customer M/G/1 model, where customers become lost customers if their waiting time exceeds τ. In this note we prove that for all three models and each xe(0, r) the distribution of the number of downcrossings of the virtual waiting time process with level x during a busy cycle is identical. This implies the weaker statement that on [0, T) the distribution functions of the steady state distributions of the amount of unprocessed work (virtual waiting time) are proportional. A number of applications is given.     

陕西入境旅游竞争力提升策略探究——基于云南、陕西的入境旅游市场比较

云南、陕西同处中国西部,旅游业都有较快的发展。本文重点从两省的旅游外汇收入、入境旅游者停留天数和花费、国际旅游市场的客源空间结构等因素进行分析,通过对两省入境旅游市场的比较研究,笔者针对陕西入境旅游竞争力提出了提升策略和合理化建议。     

世界范围VE/VM学术组织的建设及其对实践应用的推动

价值工程/价值管理(Value Engineering/Value Management,VE/VM)问世以来,许多国家和地区相继建立了学术性的组织机构,尤其在发达国家。这些组织名称各异,形式不同,但成立的宗旨、目的都相似。它们在普及VE/VM知识,开展技能培训和职业认证,制定标准规范,引导政府/企业界开展VE/VM实践应用,倡导学术研究和学者交流等方面,起到了重要作用。这些国家深入持久开展VE/VM活动,与这些组织机构的巨大推动作用是分不开的。文中对世界范围的这些VE/VM学术性组织的建设及其对实践应用的推动进行了综述,指出与发达国家的情况相比,中国目前在这一领域尚有很大的差距;如何学习发达国家在VE/VM领域的组织建设经验,对提升中国的VE/VM理论研究和实践发展,具有借鉴作用。     

Mindfulness-based training interventions for employees: A qualitative review of the literature

We provide a comprehensive qualitative review of 67 published studies that have examined mindfulness-based training interventions conducted with employees. The findings indicate that the most common research designs were the pre-test/post-test only design (35.8%) and the randomized waitlist control group design (26.9%). About two-thirds of the studies included a control group (61.2%), with approximately three-quarters (75.6%) of these studies using random assignment. Of the 63 studies that used a conventional experimental design, the majority (65.1%) included only one follow-up assessment, most often immediately after training. Results indicated a great degree of heterogeneity in terms of program content, although many studies used some adaptation of Kabat-Zinn's (1990) Mindfulness-Based Stress Reduction (41.8%), an approach with a strong evidentiary base with clinical populations. All training programs incorporated practice, most (85.1%) used multiple methods of delivering the training material, and training varied considerably in total duration, session length, and the number of training sessions. Our review also found that the intended purpose of mindfulness-based training for employees was most commonly the reduction of stress/strain (80.6%), although a wide range of other targeted outcomes were documented. Based on our findings, we offer suggestions for future research aimed at advancing our understanding of mindfulness-based training interventions with employees.     

A/O工艺脱氮除磷的运行控制

根据湖南省岳阳市南津港污水处理厂的实际脱氮除磷运行经验,对缺氧好氧(A/O)活性污泥法工艺在污泥浓度、回流比、泥龄、溶解氧等工艺参数方面的调整控制进行了探讨,并总结了较佳的生物脱氮除磷运行方式。     

The cultural characteristic of individualism/collectivism: A comparative study of implications for investment in operations between emerging Asian and industrialized Western countries

This study provides insight into the importance of national culture, investment in operations, and performance in the context of emerging Asian economies with a collectivist orientation, which are compared to industrialized Western nations with an individualist orientation. Hypotheses are developed and tested based on the cultural concept of individualism/collectivism, the theory of performance frontiers, and the extent of economic development. More specifically, data collected from 639 manufacturing plants in nine countries are used to first assess the influence of the cultural trait of individualism/collectivism on the extent of investment in structural assets (specifically: physical and capital-based) and infrastructural assets (specifically: team-based methods and improvement programs). Second, the influence of the extent of economic development on these investment factors is measured. Third, evidence is provided supportive of the theory of performance frontiers, and the nature of resource investments in the context of the cultural construct of individualism/collectivism. And fourth, support is provided for the efficacy of this theory, as well as for its compatibility and association with the resource-based view of the firm. Overall, this study makes important contributions to both theory and practice, and provides evidence for the role played by the cultural characteristic of individualism/collectivism in determining plant level investment outcomes in emerging Asian economies.     

基于UG/CAM的五向侧抽芯导滑槽精密加工

文章应用UG/CAM进行自动编程,生成机床能识别的加工代码,在加工中心上一次定位、夹紧并加工,从而解决了动模板五向侧抽芯导滑槽位置精度难以保证的问题。     

RAM: A Range Adjusted Measure of Inefficiency for Use with Additive Models,and Relations to Other Models and Measures in DEA

Generalized Efficiency Measures (GEMS) for use in DEA are developed and analyzed in a context of differing models where they might be employed. The additive model of DEA is accorded a central role and developed in association with a new measure of efficiency referred to as RAM (Range Adjusted Measure). The need for separately treating input oriented and output oriented approaches to efficient measurement is eliminated because additive models effect their evaluations by maximizing distance from the efficient frontier (in ₁, or weighted ₁, measure) and thereby simultaneously maximize outputs and minimize inputs. Contacts with other models and approaches are maintained with theorems and accompanying proofs to ensure the validity of the thus identified relations. New criteria are supplied, both managerial and mathematical, for evaluating proposed measures. The concept of approximating models is used to further extend these possibilities. The focus of the paper is on the physical aspects of performance involved in technical and mix inefficiencies. However, an Appendix shows how overall, allocative and technical inefficiencies may be incorporated in additive models.     

城市传统菜市场的地方芭蕾与地方感研究——以成都市青羊小区菜市场为例

在传统菜市场日趋式微的背景下,基于消费者视角对城市传统菜市场给予观照,运用地方芭蕾和地方感理论,通过问卷调查和深入访谈,探讨消费者的日常菜市场行为特征与模式以及由此形塑的多元地方意义。研究发现,消费者将传统菜市场纳入到居家、工作、休闲等日常生活轨迹中,形成三种富有时空韵律的惯常模式;通过个体化的生活习惯和时空轨迹,形塑出丰富多样的"地方芭蕾";在人与菜市场空间的互动中,菜市场也被赋予多元价值和意义,生发出地方依赖、地方依恋和地方认同三个维度的地方感。据此进一步讨论了作为传统日常生活空间的菜市场在当代城市中的作用及其对城市未来发展的启示。     

具有GARCH(1,1)-Normal-errors的单位根过程DF检验的可靠性研究

本文指出了Kim和Schmidt（1993）等在研究GARCH-errors对DF单位根检验有限样本性质影响时存在的方法上的缺陷。通过理论分析和Monte Carlo随机模拟,发现对于具有GARCH（1,1）-Normal-errors的单位根过程采用DF统计量进行检验应遵循以下规律：（1）对于任意给定的初始条件方差h0和条件方差方程的常数项ω,当去掉初始生成的数据足够多时,可以得到相当平稳的误差项序列,并且h0和ω对DF统计量k和r分布的影响可以忽略不计;（2）无论采用DF检验的临界值还是采用统计量的实际分位数,k检验均比τ检验具有较高的可靠性;（3）对于给定的干扰项系数,条件方差方程的系数和越高,k检验和τ检验的可靠性越差。