消费率与投资率对我国城市化率的影响

从需求角度出发,运用协整、格兰杰因果检验和向量自回归模型,采用1978—2009年的时间序列数据,分析居民消费率、政府消费率及投资率对我国城市化的效应。研究结果表明:我国居民消费率、政府消费率和投资率与城市化率之间存在长期均衡关系,居民消费率对城市化率具有单向因果关系,居民消费率、政府消费率和投资率对城市化率均有正向效应。     

The analysis of unbalanced linear models with variance components

Statistical inference for fixed effects, random effects and components of variance in an unbalanced linear model with variance components will be discussed. Variance components will be estimated by Restricted Maximum Likelihood. Iterative procedures for computing the estimates, such as Fisher scoring and the EM-algorithm, are described.     

基于授权的XML文档安全策略

随着网络应用中的XML数据量与日俱增,XML文档的安全问题也越来越受关注。本文在研究XML进行数据表示的特点的基础上,提出一种XML的安全策略,根据安全策略对XML文档树和文档内容加以保护。     

An alternative model for the analysis of variance with random effects

The standard model for the analysis of variance with random effects implies, for the case of two independent variables, that single effects must be tested not against the error, but against the interaction mean squares. This causes, in comparison with the fixed effects AV, a considerable loss of test power, particularly for the 2 × 2 table. An alternative modelling of the interaction effect is proposed which completely avoids the loss of power.     

A two-stage test for one-way analysis of variance

A two-stage analogue of the Ftest for one-way analysis of variance is proposed. Critical values are given for selected cases and the method of obtaining critical values is described. Comparisons of the one-stage and two-stage tests are made in terms of the expected sample size required to achieve a given power.     

Bayesian estimation of explained variance in ANOVA designs

We propose to use the squared multiple correlation coefficient as an effect size measure for experimental analysis‐of‐variance designs and to use Bayesian methods to estimate its posterior distribution. We provide the expressions for the squared multiple, semipartial, and partial correlation coefficients corresponding to four commonly used analysis‐of‐variance designs and illustrate our contribution with two worked examples.     

虚拟代建企业生成理论分析

文章从经济学和战略学角度,分别运用交易费用理论和价值链理论,对业主和虚拟代建企业的交易费用及价值链进行分析,证明了了虚拟代建企业生成在理论上的可行性与必然性.     

Minimax estimators of a normal variance

In the estimation problem of unknown variance of a multivariate normal distribution, a new class of minimax estimators is obtained. It is noted that a sequence of estimators in our class converges to the Stein's truncated estimator. Received: March 1998     

打孔卷烟烟支通风率研究

打孔卷烟的烟支通风率直接影响到烟支焦油的大小,在卷烟打孔接装纸规格及标准一定的情况下,影响烟支通风率大小的主要原因有打孔接装纸的无胶区域、接装纸与胶辊的包角角度,以及接装纸卷曲器上刮刀的角度,通过正交试验的方式对三者进行研究,寻求在给定的烟支通风率条件下,接装纸无胶区域,包角角度、刮刀角度三者的最优组合。通过试验研究,结果表明,接装纸打孔区域无胶区面积140 mm2,包角角度170°,刮刀角度45°,烟支通风率过程控制最稳定,过程控制能力最优。     

从居民消费角度看城市化道路的选择

十六大报告明确提出了我国城市化应坚持走大中小城市和小城镇协调综合发展的道路,从而摈弃了改革开放以来实行的"农村人口就地城镇化"的小城镇化模式.笔者就此现象从居民消费的角度作了原因分析,并对我国现在的城市化道路提出了几点建议.     

我国港口能源消耗统计及分析计算方法研究

从港口能源消耗统计指标及统计口径入手,采用典型抽样的方法采集能耗数据,根据实际情况将沿海和内河港口分为两部分,分别采用不同的方法进行计算,实现了我国港口行业能源消耗的统计分析计算,并以2005年为例对该分析计算方法进行实例验证。     

Asymptotically optimal nonparametric one- and two-way analysis of variance tests for the log linear model under censoring

We considerr ×c populations with failure ratesλ _ij(t) satisfying the condition

A closed-form exact solution for pricing fixed-income variance swaps with affine-jump model

Fixed-income variance swaps became popular for investors to trade and hedge the fluctuation of interest rates after the recent global financial crisis over the past few decades, however, their valuations and risk management have not been studied sufficiently. This paper presents an analytic approach for pricing some discretely sampled fixed-income variance swaps under an affine-jump model with stochastic mean, stochastic volatility, and jumps. We employ a generalized characteristic function to derive the closed-form pricing formulas of these swaps, including two kinds of zero-coupon bond variance swap, Libor variance swap, and bond yield variance swap, to be precise. We also perform some numerical studies based on these models, which suggest that the fair strike values of these variance swaps are within a reasonable range regardless of estimation risk with data dependence and near-zero short rate regime. Our numerics show that the influences of varying sampling frequency and time-to-maturity on the values of these swaps are significant, and highlight the risks of specifying short rate model. Furthermore, the sensitivity analysis on the key parameters finds that the risks of stochastic volatility and jumps play prominent roles in pricing these variance swaps under the near-zero short rate regime.     

A note on Model Reference Adaptive System (MRAS) estimate with infinite variance

This paper discusses the estimation of a parameter in an autoregressive model with infinite variance. A recursive estimation procedure based on minimizing the prediction errors is provided. It is also shown that the model reference adaptive system estimate for an AR (1) model given in Aase (1983) is a special case.     

A test for the weights of the global minimum variance portfolio in an elliptical model

In this paper we consider the weights of the global minimum variance portfolio (GMVP). The returns are assumed to follow a matrix elliptically contoured distribution, i.e., the returns are assumed to be neither independent nor normally distributed. A test for the general linear hypothesis is given. The distribution of the test statistic is derived under the null and the alternative hypothesis. It turns out that its distribution is invariant with respect to the type of the matrix elliptical distribution, i.e., the stochastic properties of the GMVP do not depend either on the mean vector or on the distributional assumptions imposed on asset returns. In an empirical study we analyze an international diversified portfolio.     

绿色消费认知、态度、行为及其相互影响

提出绿色消费的概念由绿色消费认知、绿色消费态度和绿色消费行为三部分构成,并用实证方法对三者之间的关系进行了研究。结果显示绿色消费认知和绿色消费态度会影响绿色消费行为,绿色消费认知也会对绿色消费态度产生影响,绿色消费态度具有中介作用;收入水平对绿色消费认知与绿色消费行为之间的关系及绿色消费态度与绿色消费行为之间的关系具有调节作用,但对绿色消费认知与绿色消费态度之间的关系不具有调节作用。     

Estimation of finite population variance using random non-response in survey sampling

In this paper, an estimator of finite population variance proposed by Isaki (1983) is studied under the two different situations of random non-response suggested by Tracy and Osahan (1994). A distribution is proposed for the number of sampling units on which information could not be obtained due to random non-response. The estimators for the mean square errors of the proposed strategies are also suggested. This paper was written while both authors were members of the Dept. of Econometrics, Monash University, Clayton 3168, Australia. This paper was presented on SISC—1996, Sydney, Australia. The opinions and results discussed in this paper are of authors and not necessarily of their institutes.     

天津市产业结构与能源消费强度分析

发展低碳经济将对城市产业结构调整产生巨大影响。就能源消费、经济增长和产业结构之间的关系做扼要阐述;通过时间序列分析来验证天津市经济增长与能源消费的关系,并通过各产业能源消耗强度、结构效应与强度效应、单位GDP能耗等指标来考查产业结构对能源消费的影响;结合天津市产业发展现状提出了结构调整的建议。