How to implement the bootstrap in static or stable dynamic regression models: test statistic versus confidence region approach

By combining two alternative formulations of a test statistic with two alternative resampling schemes we obtain four different bootstrap tests. In the context of static linear regression models two of these are shown to have serious size and power problems, whereas the remaining two are adequate and in fact equivalent. The equivalence between the two valid implementations is shown to break down in dynamic regression models. Then, the procedure based on the test statistic approach performs best, at least in the AR(1)-model. Similar finite-sample phenomena are illustrated in the ARMA(1,1)-model through a small-scale Monte Carlo study and an empirical example.     

Models with latent variables: LISREL versus PLS

Summary: LISREL and PLS are two different ways of modelling latent variables and their relations to each other within a set of manifest variables. These two models are contrasted with each other. In the special case of two groups of manifest variables the relations that exist between corresponding parameters and latent variables of both types of models are revealed.     

Weak‐instrument robust inference for two‐sample instrumental variables regression

Instrumental variable (IV) methods for regression are well established. More recently, methods have been developed for statistical inference when the instruments are weakly correlated with the endogenous regressor, so that estimators are biased and no longer asymptotically normally distributed. This paper extends such inference to the case where two separate samples are used to implement instrumental variables estimation. We also relax the restrictive assumptions of homoskedastic error structure and equal moments of exogenous covariates across two samples commonly employed in the two‐sample IV literature for strong IV inference. Monte Carlo experiments show good size properties of the proposed tests regardless of the strength of the instruments. We apply the proposed methods to two seminal empirical studies that adopt the two‐sample IV framework.     

Continuous lexicographic preferences

Under what conditions are lexicographically representable preferences continuously representable? This question is actually two questions, since there are two natural definitions of continuity for lexicographic representations. A complete answer is given for one of these questions, and the other is answered for two dimensional lexicographic representations.     

Regression Analysis under Probabilistic Multi‐Linkage

Linkage errors can occur when probability‐based methods are used to link records from two distinct data sets corresponding to the same target population. Current approaches to modifying standard methods of regression analysis to allow for these errors only deal with the case of two linked data sets and assume that the linkage process is complete, that is, all records on the two data sets are linked. This study extends these ideas to accommodate the situation when more than two data sets are probabilistically linked and the linkage is incomplete.     

Queueing problems with arrivals in general stresm and phase type service

This paper deals with the steady state behaviour of a discrete time, single channel, first-come-first-served queueing problem wherein the service phases at two consecutive time-marks are correlated but the arrivals occur in General Stream. Probability Generating functions for the number of phases are obtained under two different models each with assumption that the service phases at two consecutive time marks are (i) correlated and (ii) uncorrelated. For each case the mean queue lengths when the number of phases demanded by an arriving unit is one, are derived. Some particular cases are discussed.     

Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems

This paper presents two new ways of deriving the maximum-likelihood estimators of subsystems of a simultaneous-equation model. The two derivations are based on an expression of the likelihood function in terms of the reduced-form parameters; and they give rise to two alternative versions of the estimating equations. These equations are compared with those that are derivable from the concentrated likelihood function of Koopmans and Hood, and the equivalence of the three sets of estimating equations is demonstrated.     

US HRM principles: cross-country comparisons and two case applications in India

This paper analyses the human resource management (HRM) systems of two fairly large, complex, technical organizations in India, embedded in specific external environments. The HRM practices of the two are compared with studies of practices in India and other developing countries. Further, the practices of the two organizations are compared utilizing a US HRM model. Findings are discussed with reference to relevant studies in India and the US. A complex view emerges from the analysis: (1) A mixed HRM model with US and Indian characteristics exists. (2) Differences in the two cases involve implementation and integration of HRM activities. (3) While hierarchy and paternalism are observed, adaptiveness and innovation are also evident. (4) Managerial characteristics and values (status, power, orientation) have an influential role. (5) Highlights among organizational characteristics are growth stage and professionals; and among external factors are management groups and their member interactions.     

作业成本管理和成本企划的融合

作业成本管理和成本企划一起被称为现代成本管理的两大代表性模式。两大成本管理模式代表着两种完全不同的成本管理思想,成本管理的立足点也大为不同,所应用的成本管理技术方法也有很大区别,但是作业成本管理与成本企划并不是完全相排斥的。两者完全可以取长补短,互为利用。文中通过分析作业成本管理和成本企划的基本思想和局限性,以实现作业成本管理和成本企划的融合。     

Mergers between local public firms

We consider a country made up of two regions, where each region owns a local public firm and a domestic private one. A national authority decides whether or not to merge the two local public firms. The result depends on whether the goods produced by the firms are homogeneous, substitutes or complements. We find that if the two local public firms produce the same good, the national authority is indifferent as to whether to merge or not. When local public firms produce different goods two cases arise. First, if the firms in each region produce homogeneous goods the national authority merges the two local public firms when the goods are complements, independent in demand and weak substitutes. Second, if the firms in each region produce heterogeneous goods the national authority merges the two local public firms only when the goods are close complements. Therefore, there is greater scope for mergers in the former case than in the later.     

转账支票两种结算方式浅析

本文分别介绍了转账支票正送与倒送两种结算方式的特点,买卖双方使用支票收付款业务的办理流程及账务处理,并分析了两种结算方式的选择因素及应注意的问题。     

拍卖中信息披露的方式对于市场供给影响研究

本文运用古诺模型来分析两个寡头分销商分别投向市场的货物供给数量,运用关联价值模型来分析拍卖,拍卖方式采用一级密封价格拍卖和二级密封价格拍卖,由于两种拍卖规程的不同,导致信息披露方式的不同,从而影响两个寡头分销商的最大供给数量。     

供应商与制造商在订单分配方面的博弈行为

对于两类不同质供应商与单制造商组成的供应链在订单分配方面的博弈行为,通过综合考虑部件价格、质量、交货期等构造订单质量指标,建立制造商和两类供应商的斯塔克尔伯格效用模型。模型显示,当两类供应商送交的订单质量相等时,制造商的效用可以达到最大;同时两类供应商对订单数量的需求均受到竞争对手对订单偏好的影响,由此可能导致供应商出现虚报自身信息的情况。制造商引入惩罚机制,并通过对惩罚进行适当限制,可实现让供应商实报私人信息的目标。     

基于二阶段博弈的碳排放权分配机制研究

建立了政府和两企业之间的一主两从Stackelberg博弈模型和企业之间的差异Bertrand价格博弈模型,将两者结合成一个二阶段博弈模型。对政府和企业之间的博弈行为以及决策变量之间的关系进行分析。研究证明碳排放交易市场可以通过每个企业的边际减排成本均等化实现排放权最终的优化配置,而政府通过确定碳排放权的初始分配比例实现社会的公平性。最后通过数据分析了环境污染程度、企业的减排技术对在均衡条件下的企业效益、政府决策偏好和社会公平性的影响。     

Efficient,Pareto-improving processes

We give two optimization programs for determining whether Pareto improving local changes are possible. When they are, the programs compute them. Any procedure generating efficient and Pareto improving changes can be replicated by these programs. The two programs are dual to each other. We apply the programs to Pareto improving exchange processes and to Pareto-improving tax-tariff reforms.     

需要层次理论与ERG理论的比较研究

需要层次理论与ERG理论是两种重要的和普遍使用的动机理论,对这两种动机理论进行比较研究的目的是为了更清晰地认识这两种动机理论。     

斜井盾构组装始发方案比选研究

针对神华新街台格庙矿斜井盾构斜向始发问题,设计了掌子面组装始发及地面组装步进始发两种盾构组装始发方案,分析了两种方案的特点,并从施工的安全、施工难度及成本等方面对两种方案进行了对比分析,确定了该工程采用地面组装步进始发方案,为后续类似工程盾构施工组装始发方案选择提供了指导与借鉴.     

对随机事件相互独立性的解析

通过实例说明两事件相互独立与互不相容的区分,以及对相互独立的理解。通常情况下,两事件的相互独立性受到样本空间的结构以及概率测度P的定义方式的影响和制约。     

Sequential estimation of the difference between the means of two normal populations

Sequential procedures are proposed and studied for point and interval estimation of the difference between the means of two normal populations with unknown variances. The costs of sampling are allowed to be different for the two populations and to depend on the difference between the means. The procedures are shown to be asymptotically optimal, and small sample behaviour is studied by computer simulation.     

Lobbying contests with alternative instruments

This is a model of a contest where, in order to win, each opponent can use two instruments. The probabilities of winning are explored, as well as the expenditures of the interest groups, and the relative rent-dissipation in both cases where the players have the option to use only one instrument (the standard Tullock contest) and where the players have the option to use two instruments in the contest. We show that the use of two instruments strengthens the player with the higher stake, decreases the relative rent dissipation and it decreases total expenditure if the parties are sufficiently asymmetric. Received: February 23, 2001 / Accepted: March 25, 2002 RID="*" ID="*" We are grateful to two anonymous referees and the editor Kai Konrad, for constructive comments.