Characterizations and Modelling of Multivariate Lack of Memory Property

In this article we establish characterizations of multivariate lack of memory property in terms of the hazard gradient (whenever exists), the survival function and the cumulative hazard function. Based on one of these characterizations we establish a method of generating bivariate lifetime distributions possessing bivariate lack of memory property (BLMP) with specified marginals. It is observed that the marginal distributions have to satisfy certain conditions to be stated. The method generates absolutely continuous bivariate distributions as well as those containing a singular component. Bivariate exponential distributions due to Proschan and Sullo (Reliability and biometry, pp 423–440, 1974), Freund (in J Am Stat Assoc 56:971–977, 1961), Block and Basu (J Am Stat Assoc 89:1091–1097, 1974) and Marshall and Olkin (J Am Math Assoc 62:30–44, 1967) are generated as particular cases among others using the proposed method. Some other distributions generated using the method may be of practical importance. Shock models leading to bivariate distributions possessing BLMP are given. Some closure properties of a class of univariate failure rate functions that can generate distributions possessing BLMP and of the class of bivariate survival functions having BLMP are studied.     

终止经营的确认与计量

目前,在各国企业中出现了不少终止经营的情况,而由于终止经营与持续经营产生现金流量的方式不同,应采取不同的会计方法,因此,亟需出台相关会计规范,以保证对外提供的会计信息具有可比性、真实性和完整性。与终止经营有关的会计问题已经引起了各国会计界的重视。文章通过比较分析国际财务报告准则和美国等各主要国家的会计准则,试图探讨适合我国国情的终止经营确认与计量的方法。     

Software Review: Theory and Practice of Econometric Modelling using PcGive10

This review offers a guided tour to PcGive 10 modules for econometrics analysis of time series (PcGive), limited dependent variable (LogitJD) and static and dynamic panel data analyses (DPD), financial econometric (GARCH) and time series (ARFIMA) modelling. Several empirical applications are reported to illustrate the package.     

Memory recall errors in retrospective surveys: A reverse record check study

This paper reports on a study to compare self-reports during an interview with staff who attended a University health centre in Turkey, with the records of visits to the same health centre over the previous 12 months. Design of the study reflects the effects of importance of the event, duration since the event, frequency of the occurrence of the event, measurement scale of the event, and bounded and unbounded recalling. In order to assess the extent of recall error, responses to retrospective questions on health centre visits are compared with administrative records. Statistical models are proposed for short and long term human memory recall error effects on responses.     

智能车起跑线识别算法及停车策略

文章给出了摄像头智能车识别起跑线的具体算法,对摄像头所采集的赛道信息先经过必要的图像处理,通过设置观察窗口减小了计算量,提高了算法的实时性,利用起跑线的图像特征作为起跑线判别依据。文章还提出了起跑线检测成功后具体的停车策略。实验证明,该识别算法和停车策略在实际赛道中能够正确检测起跑线并实现可靠停车。     

基于多元立交的不同层次专业教育衔接培养--以物流管理专业为例

按照国家终身教育理念,实现不同层次教育的多元立交有效衔接,提升职业教育水平是我国教育事业发展的重要内容。结合当前职业教育不同层次专业衔接培养的现状,从生源、体制和教学三个方面提出了不同层次专业衔接存在的问题,结合物流管理专进行了深入的梳理和研究,最后提出了基于多元立交的不同层次专业衔接要在专业培养系统中为学生铺设立交桥,通过不同渠道找到适合的职业发展规划,实现设定的教育目标的对策。     

Statistical inference and nonparametric efficiency: A selective survey

The purpose of this paper is to provide a brief and selective survey of statistical inference in nonparametric, deterministic, linear programming-based frontier models. The survey starts with nonparametric regularity tests, sensitivity analysis, two-stage analysis with regression, and nonparametric statistical tests. It then turns to the more recent literature which shows that DEA-type estimators are maximum likelihood, and, more importantly the results concerning the asymptotic properties of these estimators. Also included is a discussion of recent attempts to employ resampling methods to derive empirical distributions for hypothesis testing.     

Regression Sampling in Statistical Auditing: A Practical Survey and Evaluation

Several confidence intervals for the regression estimator are surveyed. A Monte Carlo experiment, based on the NETER and LOEBBECKE (1975) populations, gives estimated coverages and lengths of the different confidence intervals. One interval is exact under the assumption of multivariate normal distributions; it gives longer intervals (hence better coverages) than the interval based on a popular variance estimator. An interval due to ROBERTS (1970) is much too long. Jackknifing gives robust intervals. Rules of thumb for practitioners are given.     

Modelling and forecasting government bond spreads in the euro area: A GVAR model

This paper proposes an extension to Global Vector Autoregressive (GVAR) models to capture time-varying interdependence among financial variables. Government bond spreads in the euro area feature a time-varying pattern of co-movement that poses a serious challenge for econometric modelling and forecasting. This pattern of the data is not captured by the standard specification that model spreads as persistent processes reverting to a time-varying mean determined by two factors: a local factor, driven by fiscal fundamentals and growth, and a global world factor, driven by the market’s appetite for risk. This paper argues that a third factor, expectations of exchange rate devaluation, gained traction during the crises. This factor is well captured via a GVAR that models the interdependence among spreads by making each country’s spread function of global European spreads. Global spreads capture the exposure of each country’s spread to other spreads in the euro area in terms of the time-varying ‘distance’ between their fiscal fundamentals. This new specification dominates the standard one in modelling the time-varying pattern of co-movements among spreads and the response of euro area spreads to the Greek debt crisis.     

How Students Learn Statistics Revisited: A Current Review of Research on Teaching and Learning Statistics

This paper provides an overview of current research on teaching and learning statistics, summarizing studies that have been conducted by researchers from different disciplines and focused on students at all levels. The review is organized by general research questions addressed, and suggests what can be learned from the results of each of these questions. The implications of the research are described in terms of eight principles for learning statistics from Garfield (1995) which are revisited in the light of results from current studies.     

人才管理的新进路分析——KM模式之介入与融合

20世纪90年代末的"人才争夺战"使得人才管理首次进入到了学界的视野,且人才管理原则应用到特殊的知识密集型环境。随着传统研究进路的不足,KM模式的介入为人才管理提供了新的理论滋养,如"技术守门人"、中枢连接者、跨越边界者以及知识中介者等理论为知识密集环境的人才管理注入了崭新的理论源流。KM模式与TM模式的融汇为人才管理提供新的研究进路,特别关注于知识型人才,知识创造,知识分享与定位,发展知识能力以及知识的保留层次上,指明了知识型人才在知识流动网的角色,推动知识密集型机构充分利用资源,优化创新能力。     

检视都市永续发展指针的发展历程与内涵:从指针系统建构到政策评估

本文回顾国际上相关的都市永续发展指针系统,探讨指针系统架构与内涵之间的差异,进而说明永续台湾评量系统中"都市台湾"指针系统的重要特色,以及指针项目选定的理论基础.藉由永续台湾评量系统中22个范畴的型态辨识,本文分析了都市在台湾永续发展中所扮演的角色,确认都市生产与生活型态对于整体永续发展的重要性,也验证了生态系统观点中都市对于环境的依存与影响.考量都市发展决策过程需要永续性的评量机制,本文利用都市永续发展指针作为政策评估的重要变量,应用交互式计算机软件<感受性系统模型(Sensitivitv Model Tools)>以系统性观点进行都市发展政策永续性的评析.透过系统软件功能掌握变量结构的完整性以及系统变量之间的相互影响关系,并藉助于团体咨询与讨论的沟通方式建构半量化的(semi-quantitative)系统变量,配合概念化及模糊化的方式界定变量水准以及函数关系进行系统仿真工作.籍由系统仿真了解变量之间的互动关系,而政策评估案例分析显示台北市硬件建设政策较空间调整政策发挥较大的效果.永续指针与系统工具的结合整体而言提供了都市政策永续性评估的沟通与预测接口.     

A Contingency Approach to the Employment Relationship: Form, Function, and Effectiveness Implications

In the United States, the at-will doctrine purports to give employers the right to terminate employees with or without notice or good cause. However, numerous exceptions have made protection afforded by the doctrine illusory, and wrongful termination litigation often results. Other countries such as Canada and New Zealand legally prohibit at-will employment, and require reasonable notice or justification when terminating employees. On the basis of comparison of nonunion employment in those countries with that typical in the United States, we examine alternative approaches to employment relationships (independent contractor, employee rights, and at-will), and offer suggestions for choosing among them strategically based on environmental contingencies, work characteristics, and outcomes valued by a given firm. Although the choice may be limited by law in some jurisdictions, we offer a more systematic approach for U.S. firms wishing to deal with the consequences of terminations proactively as part of their overall strategic planning process.     

Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data

With the implementation of the Basel II regulatory framework, it became increasingly important for financial institutions to develop accurate loss models. This work investigates the loss given default (LGD) of mortgage loans using a large set of recovery data of residential mortgage defaults from a major UK bank. A Probability of Repossession Model and a Haircut Model are developed and then combined to give an expected loss percentage. We find that the Probability of Repossession Model should consist of more than just the commonly used loan-to-value ratio, and that the estimation of LGD benefits from the Haircut Model, which predicts the discount which the sale price of a repossessed property may undergo. This two-stage LGD model is shown to perform better than a single-stage LGD model (which models LGD directly from loan and collateral characteristics), as it achieves a better R² value and matches the distribution of the observed LGD more accurately.     

Impacts of Monetary, Fiscal and Exchange Rate Policies on Output in China: A Var Approach

Applying the VAR model and using the interest rate as a monetary policy variable, we find that in the long run, output in China responds negatively to a shock to the interest rate, the real exchange rate, government debt, or the inflation rate, and it reacts positively to a shock to government deficits or lagged own output. When real M2 is chosen as a monetary policy variable, long-term output in China responds positively to a shock to real M2 or lagged own output, and it reacts negatively to a shock to the real exchange rate, government debt, or government deficits. Its response to a shock to the inflation rate is negative when government debt is used and is positive when government deficits are considered. In the short run, fiscal policy is more important than monetary policy in three out of four cases. In the long run, monetary policy is more influential than fiscal policy in three out of four cases. Therefore, the government may consider conducting monetary and fiscal policies differently in the short run and long run. The government needs to be cautious in pursuing deficit spending as its long-term impacts depend on the monetary variable employed. The policy of maintaining a relatively stable exchange rate is appropriate as the depreciation of the Yuan may hurt the economy in the short run.JEL Classifications: E5, F4, H6     

Modeling Educational Quality and Student Loyalty: A Quantitative Approach Based on the Theory of Information Cascades

Customer loyalty is widely accepted as a critical factor in the long-term success of a service organization. This study develops a model of information cascades-based student loyalty (ICSL) by embedding information cascades in the context of educational services with insight from more traditional educational research. In the ICSL model, student loyalty is influenced directly by the perceived quality of teaching services (QTS), the perceived signal of retention (PSR), and the perceived quality of administrative services (QAS), while also being influenced indirectly by QTS, QAS, and perceived others’ retention via the mediation of PSR. This study tests the ICSL model using the structural equation modeling approach, implementing empirical data from a survey done on a large private university in Taiwan. The test results reveal that PSR is significantly influenced by QTS, QAS, and perceived others’ retention. Accordingly, the influence of QAS on student loyalty is insignificant, while the influences of QTS and PSR on student loyalty are conversely significant. Finally, implications are also discussed.     

A Q-Analysis of Census Data: Intra-Household Income Allocation and School Attendance in Chiapas, Mexico

Q-analysis, introduced by a mathematician Ron Atkin, is a useful tool to explore social structures. I introduce essential concepts and techniques of q-analysis to show q-analysis’s potential ability to analyze and extract information from census data – the work that most researchers have done mainly with statistical methods. Using Mexican census and q-analysis, I examine whether children of female-headed household aged 15–19 were more likely to attend school than male-headed household children in Chiapas, Mexico in 2000. My findings are consistent with the large body of previous research, many of which were conducted with statistical methods: women’s control of income tends to results in a better welfare for their children, defined as children’s school attendance by the sex of heads of household in my study. I evaluate the advantages and disadvantages of a-analysis of census data. I conclude that while it has some weaknesses, q-analysis is a complimentary method to statistical methods for analysis of census data that may overcome some limitations that statistical methods often face such as an incapability of handling a small sample.     

外商直接投资与我国产业内技术二元结构——基于DEA方法的证据

本文应用数据包络分析方法,分析了我国工业行业中内外资企业技术水平及发展趋势。结果表明,在绝大多数外商直接投资较为显著的行业,都不同程度地存在技术二元结构:外商直接投资企业居于行业内技术领先地位是行业技术进步的主导力量,内资企业的技术则较为落后;我们同时也发现,内资部门的全要素生产率增长速度较快,因此这种格局在大多数行业呈逐渐弱化的趋势,但是在高技术领域,内资企业的技术赶超效应相对较弱,有的行业中内外资企业技术差距甚至进一步扩大,二元结构特征进一步强化。因此如何加快高科技行业内资部门的技术进步,是亟待解决的问题。     

The Relationship of the Degree of Exposure to a Technological Disaster and Emotional Response: A Structural Model Approach

The aim of this study was to analyze type and intensity of psychopathological response (depression and post-traumatic stress disorder) in a population sample from Guadalajara, Mexico, in an area affected by a series of gas explosions in 1992. The study comprised a series of interviews conducted three months after the event. Three groups were formed: subjects directly exposed to the explosions; those affected by the explosions but not directly exposed to them; and a control group. We devised a model, defining that the depressive level is affected by the socioeconomic level and the attributional style; being affected by the exposition degree to the disaster. This question was evaluated as using the structural models technique. The results indicate a close relationship between the variables defined and confirm the action of degree of exposure to the disaster. In fact, a reasonable fit for the model was only obtained in the direct exposure group; the fit was poor in the other two groups, in which results were largely similar. We conclude that the intensity of exposure to the event has a fundamental bearing on victims' psychopathological response, and on the development of posttraumatic stress disorder.     

中日韩自由贸易区的贸易流量和福利效应分析:一个局部均衡的校准方法

校准方法作为一种确定数理经济模型中的变量和参数的手段之一,在贸易政策的建模研究中得到广泛的应用.本文以局部均衡为基础,利用中日韩三国自1990～2003年共14年的贸易额及相关数据建立校准模型,并对拟议中的中日韩自由贸易区做出比较静态分析,从产业层面来模拟中日韩自由贸易区建成后所可能带来的福利效应.分析结果表明,中日韩三国建立自由贸易区会增加彼此的国民福利水平,并会对未加入贸易协定的其他东亚国家产生影响.因此,在东亚形成更为广泛的自由贸易安排从区域合作的角度来看是一种更佳的合作方式.