提高供水能力 保证城市需求

本文分析了长春市供水现状 ,根据 2 0 0 5、2 0 15年需水量预测 ,提出提高城市供水能力的措施。     

Optimal advertising for selling a product with a nondifferentiable demand function

We consider a firm which seeks the maximum profit by selling a product and assume that the firm can advertise its product in order to improve the firm goodwill and affect the product demand positively. In particular the good demand is zero when the goodwill is less than a fixed threshold. The problem is formulated in terms of optimal control theory. We show that there exists a unique optimal solution and sketch an algorithm to determine it.     

Age-specific dynamic labor demand and human capital investment

To study the optimal age-specific labor demand and human capital investment at the firm level we extend the standard dynamic labor demand model by introducing ‘age’ as a second dynamic variable and distinguish between two types of workers: ‘low skilled’ and ‘high skilled’. Applying an age-structured optimal control model we derive qualitative features of the optimal age-specific hiring and training effort. For the case of a linear revenue and production function we prove that firms do not anticipate changes in adjustment costs in their optimal decisions. This result no longer holds if a nonlinear revenue or production function is considered.     

Comparing forecasts from fixed and variable coefficient models: The case of money demand

In this paper we introduce a class of tentatively plausible, fixed-coefficient models of money demand and evaluate their forecast performance. When these models are reestimated allowing all coefficients to vary over time, the forecasting performance improves dramatically. Aside from offering insights about improved methods of analyzing time series data, the most promising direct use for point estimates derived from time-varying coefficients is as an aid in calibrating proposed models of the kind discussed here.     

基于需求的高职数学教学优化策略

通过现状分析,给出基于需求的高职数学教学优化策略:精心设计实例,激发学生内在需求;提炼数学问题,引导学生学习需求;改进教学方法,适应学生多元需求;鼓励学科交叉,应对社会发展需求;采用综合评价,满足学生进步需求。     

基于区段能力利用率的客运需求结构研究

从梳理客运需求和客运量之间的关系入手,结合区段能力利用率,提出了客运需求结构的定量分析方法和模型。在此基础上,以2009年京沪铁路北京-廊坊区段为例,论述区段内客运需求结构的状况,并提出了研究结论和相关建议。     

Mitigation of the Lucas critique with stochastic control methods

Lucas (In: Brunner, K., Meltzer, A.H. (Eds.), The Phillips Curve and the Labor Markets, Supplementary Series to the Journal of Monetary Economics, 1976, pp. 19–46) pointed out, that when optimization is performed on a deterministic macro model, the resulting policy may not reflect the true optimal solution. Private agents may react to announced policies and consequently model parameters will start to drift. The aim of this paper is to develop a methodology for deriving an optimal policy in the presence of rational expectations and parameter drift. This drift is captured by a stochastic optimization framework with time-varying parameters. The resulting optimal policy is capable of tracking changes in the parameters due to policy changes. A numerical example illustrates how the methodology provides a way to mitigate the effects of the Lucas critique.     

Note on positive lower bound of capital in the stochastic growth model

In the context of the classical stochastic growth model, we provide a simple proof that the optimal capital sequence is strictly bounded away from zero whenever the initial capital is strictly positive. We assume that the utility function is bounded below and the shocks affecting output are bounded. However, the proof does not require an interval shock space, thus, admitting both discrete and continuous shocks. Further, we allow for finite marginal product at zero capital. Finally, we use our result to show that any optimal capital sequence converges globally to a unique invariant distribution, which is bounded away from zero.     

Equilibria in the spatial stochastic model of voting with party activists

Stochastic models of elections typically indicate that all parties, in equilibrium, will adopt positions at the electoral center. Empirical analyses discussed in this paper suggest that convergence of this kind is rarely observed. Here we examine a stochastic electoral model where parties differ in their valences – the electorally perceived, non-policy “quality” of the party leader. It is assumed that valence may either be exogenous, in the sense of being an intrinsic characteristic of the leader, or may be due to the contributions of party activists, who donate time and money and thus enhance electoral support for the party. Theorem 1 shows that vote maximization depends on balancing these two opposed effects. Theorem 2 provides the necessary and sufficient conditions for convergence to the electoral mean when activist valence is zero. The paper then examines empirical electoral models for the Netherlands circa 1980 and Britain in 1979, 1992 and 1997 and shows that party divergence from the electoral mean cannot be accounted for by exogenous valence alone. The balance condition suggests that the success of the Labour party in the election of 1997 can be attributed to a combination of high exogenous valence and pro-Europe activist support.     

论道德需要对法的影响

道德需要是将社会客观需要与法相联系的中间环节。道德需要是决定法产生的主观因素,其影响着法的发展和演变,法的实现与其密切相关。     

质量随机的研发竞赛模型与最优奖励

假设研发质量具有随机性,建立了研发竞赛的非合作博弈模型,分别探讨了完全信息和不完全信息条件下竞赛参与人与竞赛发起者的最优策略。研究发现：竞赛参与人的研发投入水平在完全信息和不完全信息条件下都随自身研发效率的降低而降低;研发参与人的类型信息不完全程度越高,参与人的均衡研发投入越低;在每一种信息类型组合下都存在着最优奖励使得竞赛发起者的期望收益最大。     

On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data

We study the construction of confidence intervals for efficiency levels of individual firms in stochastic frontier models with panel data. The focus is on bootstrapping and related methods. We start with a survey of various versions of the bootstrap. We also propose a simple parametric alternative in which one acts as if the␣identity of the best firm is known. Monte Carlo simulations indicate that the parametric method works better than the␣percentile bootstrap, but not as well as bootstrap methods that make bias corrections. All of these methods are valid␣only for large time-series sample size (T), and correspondingly none of the methods yields very accurate confidence intervals except when T is large enough that the identity of the best firm is clear. We also present empirical results for two well-known data sets.      

Stationary Markovian equilibrium in altruistic stochastic OLG models with limited commitment

We introduce a new class of infinite horizon altruistic stochastic OLG models with capital and labor, but without commitment between the generations. Under mild regularity conditions, for economies with either bounded or unbounded state spaces, continuous monotone Markov perfect Nash equilibrium (henceforth MPNE) are shown to exist, and form an antichain. Further, for each such MPNE, we can also construct a corresponding stationary Markovian equilibrium invariant distribution. We then show for many versions of our economies found in applied work in macroeconomics, unique MPNE exist relative to the space of bounded measurable functions. We also relate all of our results to those obtained by promised utility/continuation methods based upon the work of Abreu et al. (1990). As our results are constructive, we can provide characterizations of numerical methods for approximating MPNE, and we construct error bounds. Finally, we provide a series of examples to show the potential applications and limitations of our results.     

不可再生资源的最优储备与开发战略控制模型

宏观经济系统中，不可再生资源储备与开发的战略决策，是该系统中物流动态发展的基础，更是系统经济可持续发展，并在未来经济竞争中维持资源优势的决定性要不比，在进行了五种战略思考的基础上，构建了四个不可再生资源的最优储备与开发的战略控制模型。     

IntraLATA long-distance demand: carrier choice, usage demand and price elasticities

Competition in the long-distance market in the US continues to intensify; the 1996 Telecommunications Act has led to increased competition in long-distance telephony especially as the Regional Bell Operating Companies have begun to gain entry to long-haul, long-distance markets. In order to better understand the implications of having increased service offerings, models of how customers choose between carriers (and the impact of this choice on subsequent usage) will be useful. We develop the first publicly available models that simultaneously estimate choice and usage for intraLATA long-distance in the US. Utilizing a generalized Tobit model, the price responsiveness of usage and carrier choice are estimated. The results are generally consistent with expectations both in terms of theory and of practical experience in the industry.     

城市地下空间开发利用容量评估指标体系的研究

地下空间是城市开发的重要自然资源,城市地下空间开发利用容量评估的目的旨在把握城市所具有的地下空间可开发利用的总量和潜力,建立科学的评估指标体系是地下空间开发利用容量评估的基础.本文分析了城市地下空间开发利用容量的主要影响因素,提出了城市地下空间开发利用容量评估指标体系构建的原则.基于层次分析法建立了城市地下空间开发利用容量评估的层次结构模型,依据该层次结构模型构造了各层次判断矩阵,并进行了层次单排序、层次总排序及其一致性检验.经研究分析得到:地面空间类型、受已开发地下空间的影响程度、地震烈度、滑坡及崩塌、对工程有影响的地下水层数、受影响的地下水赋存类型及活断层等是城市地下空间开发利用容量评估的主要指标.     

An improved bootstrap test of stochastic dominance

We propose a new method of testing stochastic dominance that improves on existing tests based on the standard bootstrap or subsampling. The method admits prospects involving infinite as well as finite dimensional unknown parameters, so that the variables are allowed to be residuals from nonparametric and semiparametric models. The proposed bootstrap tests have asymptotic sizes that are less than or equal to the nominal level uniformly over probabilities in the null hypothesis under regularity conditions. This paper also characterizes the set of probabilities so that the asymptotic size is exactly equal to the nominal level uniformly. As our simulation results show, these characteristics of our tests lead to an improved power property in general. The improvement stems from the design of the bootstrap test whose limiting behavior mimics the discontinuity of the original test’s limiting distribution.     

The financial instability hypothesis: A stochastic microfoundation framework

This paper examines the dynamics of financial distress and in particular the mechanism of transmission of shocks from the financial sector to the real economy. The analysis is performed by representing the linkages between microeconomic financial variables and the aggregate performance of the economy by means of a microfounded model with firms that have heterogeneous capital structures. The model is solved both numerically and analytically, by means of a stochastic approximation that is able to replicate quite well the numerical solution. These methodologies, by overcoming the restrictions imposed by the traditional microfounded approach, enable us to provide some insights into the stabilization policies which may be effective in a financially fragile system.     

基于需求可替代的产品生产决策研究

研究了更新产品及原产品的生产决策问题,给出了两种产品生产量的最优值所满足的条件。针对均匀需求分布函数给出了制造商最优决策的表达式,并且给出了数值算例。     

Consistent estimation of the fixed effects stochastic frontier model

In this paper we consider a fixed-effects stochastic frontier model. That is, we have panel data, fixed individual (firm) effects, and the usual stochastic frontier analysis (SFA) composed error.