基于优化Bass模型的移动电话用户数扩散研究

在介绍产品扩散的Bass模型基础上,提出了优化模型的方法——采用粒子群算法作为Bass模型的参数估计算法。以我国移动电话用户数的扩散过程为例,采用优化的Bass模型对其扩散过程进行了深入的研究,通过结果分析得出采用采用优化的Bass模型对产品扩散进行研究效果更好。最后,对移动电话用户数的扩散过程进行预测。     

反向累加生成灰色GOM（1，1）模型的新解法

运用灰色系统理论分析了反向累加生成，并结合反向累加生成的特点以及传统灰色模型的结构，对传统模型的背景值进行了改进。同时提出反向累积法的新概念，从而代替最小二乘法求解模型参数。反向累积法为灰色模型的参数估计提供了新的方法，并且数据模拟结果充分说明了新模型的有效性和优越性。     

非线性系统模型参数估计的差分进化算法

将差分进化算法用于非线性系统模型的参数估计,通过对谷氨酸菌体生长模型的参数估计进行验证,并与人工神经网络、遗传算法和微粒群算法的优化结果进行了比较。仿真试验结果表明:差分进化算法为非线性系统模型参数估计提供了一种有效的途径,对非线性系统模型的参数估计精度高于人工神经网络、遗传算法和微粒群算法。     

基于Bass模型的中国新能源汽车扩散模式研究

Bass扩散模型及其扩展理论是常用的市场分析工具,可以用其对新产品、新技术扩散方式进行分析。研究基于Bass模型,根据2008年—2014年中国新能源汽车销量数据,运用非线性最小二乘法对模型进行预估。研究结果显示,当前中国新能源汽车的扩散模式受外部模仿性因素影响更大,即消费者在选购新能源汽车时,受其他已购消费者口碑影响大于汽车自身创新因素。因此,在营销过程中,新能源汽车企业应加强口碑引导,注重口碑营销,以实现新能源汽车的高效率扩散。     

基于联立方程模型的货物周转量与GDP的计量关系分析

通过建立联立方程模型,对货物周转量与国内生产总值之间的关系进行定量研究,用Eviews3.1软件对模型采用二阶段最小二乘法（2SLS）进行参数估计,并进行统计意义检验和历史模拟及事后预测,得出模型符合经济意义,可用于货物周转量的预测。     

Bass扩散模型在专利生命周期预测中的应用

创新扩散模型被广泛应用于新技术预测,本文对Bass扩散模型的应用条件、参数估计方法、应用方法与步骤进行算法建模,应用于广东省LED衬底技术专利预测,验证模型的有效性。     

估算方法改进创新的尝试：评介《累积法引论》

科学出版社最近出版的《累积法引论》，是由已故的王毓云教授的两位弟子曹定爱、张顺明合著的。该书包括两个部分。第一部分分两章对最小二乘法（ＬＳ）作了说明和评价，为全书作了铺垫。第二部分分三章对累积法的数学原理、基本概念、计算公式、估算分析、实际应用、误差处理、推广估计等各个问题展开研讨，并在相关部分的实证分析中与最小二乘法的结果进行比较考察，进而得出累积法是可以取代最小二乘法而成为估算经济计量模型结构参数新方法的结论。 累积法原是一种曲线拟合技术，可用于数据平滑的时间数列分析。《累积法引论》的作者发…     

四川省建筑业总产值的影响因素分析

以四川省2005年至2020年的建筑业相关的时间序列数据为基础,利用计量经济的方法,建立联立方程组模型,对影响建筑业总产值的若干内部、外部因素进行分析。通过二段最小二乘参数估计、假设检验以及对模型的修正,得出了企业资产、新签合同总额以及城镇化率对四川省建筑业总产值影响显著,最终基于研究结果对四川省建筑业的发展提出合理化建议。     

3M公司汽车市场新产品扩散模型分析

基于BASS模型,对3M公司历年来汽车相关产品销售历史数据利用非线性最小二乘法拟合扩散系数和创新系数。通过对扩散系数和创新系数的分布特性的研究,发现3M公司不同类别新产品有各自类似的市场扩散特性。     

基于粒子群优化的LS-SVM的福建航空物流需求预测

根据福建省过去十几年航空货物发送量的数据,针对航空物流预测的不确定性,将粒子群优化算法和最小二乘支持向量机相结合,采用粒子群优化最小二乘支持向量机的方法来建立模型。并将优化后的最小二乘支持向量机模型应用于福建省航空物流的需求预测中,而后通过仿真对结果进行验证。     

New Multicollinearity Indicators in Linear Regression Models

Correlation is an important statistical issue for the Ordinary Least Squares estimates and for data‐reduction techniques, such as the Factor and the Principal Components analyses. In this paper we propose new indicators for the multicollinearity problem in the multiple linear regression model.     

中国转型期通货膨胀对城乡收入差距的影响——基于省际面板数据的分析

本文利用我国31个省市区1979～2009年的面板数据,在运用面板数据门限模型检验我国的通货膨胀率、预期到的通货膨胀率和未预期到的通货膨胀率对城乡收入差距的影响都不存在门限效应的基础上,采用面板数据可行广义最小二乘进行估计。结果发现,我国的通货膨胀率和未预期到的通货膨胀率都扩大了城乡收入差距且是稳健的,但扩大的程度因所用数据的时间长短而异;而预期到的通货膨胀率影响城乡收入差距系数的符号和大小都因数据的时间长短而变化。     

Residential energy demand in the United States: A regional econometric analysis

A static equilibrium and a dynamic partial adjustment model of residential demand for electricity and natural gas are presented and estimated for the United States over a recent period characterized by sharply increasing energy prices. The static model is estimated using Ordinary Least Squares while the instrumental variables method is used for the dynamic partial adjustment model. The estimates of long-run elasticities suggest the residential demand for electricity and natural gas are price and income elastic. Intercept and slope dummies used in the models identify significant regional differences in demand functions.     

The numerical values of some key parameters in econometric models

In the case of two endogenous variables, exogenous predetermined variables, and normally distributed disturbances, the distributions of the Two-Stage Least Squares (TSLS) and Limited Information Maximum Likelihood (LIML) estimators can be compared on the basis of three key parameters: the non-centrality parameter, a standardization of the structural coefficient, and the number of excluded exogenous variables. In this paper the values of these parameters are estimated in eleven structural equations from various actual econometric models. The distribution functions of the normalized TSLS and LIML estimators are given for the first two key parameters set at approximately their trimmed means, and the third at its median.     

Inference regarding multiple structural changes in linear models with endogenous regressors

This paper considers the linear model with endogenous regressors and multiple changes in the parameters at unknown times. It is shown that minimization of a Generalized Method of Moments criterion yields inconsistent estimators of the break fractions, but minimization of the Two Stage Least Squares (2SLS) criterion yields consistent estimators of these parameters. We develop a methodology for estimation and inference of the parameters of the model based on 2SLS. The analysis covers the cases where the reduced form is either stable or unstable. The methodology is illustrated via an application to the New Keynesian Phillips Curve for the US.     

半参数模型在重力异常点插值格网化中的应用

半参数模型是参数模型和非参数模型的混合模型,其应用前景十分广泛。本文介绍了半参数模型中的补偿最小二乘法,并用实测数据验证了该方法的有效性,通过算例分析,该方法应用于重力异常插值格网化是可行的。     

Determinants of spatial knowledge spillovers in Italian provinces

Statistical evidence suggests that the relevance of knowledge spillovers has increased over time. In this paper we focus on regional knowledge spillovers and adopt a new econometric transformation that allows inference on potential inter-regional knowledge spillovers, accounting for spatial interdependencies.Determinants of inter-regional knowledge spillovers are explained with a sample of 103 Italian provinces. We find that a region’s absorptive capacity, measured by local R&D expenditure and social capital, implies a reduction of outward knowledge spillovers.Identification is based on the use of Two Stages Least Squares and Fixed Effects estimates.     

基于遗传-蚁群混合算法求解旅行商问题

作为物流领域中的典型问题,旅行商问题的求解具有十分重要的理论和现实意义.在它的传统求解方法中,遗传算法和蚁群算法被广泛采用,但遗传算法收敛速度慢,蚁群算法易陷入局部最优,在求解旅行商问题上都有一定的缺陷.本文采用遗传-蚁群混合算法,充分利用遗传算法的快速全局搜索能力和蚁群算法的智能性,对旅行商问题求解,并进行了实例仿真.仿真计算结果表明,该算法可以找到最优解或近似最优解,并提高了求解效率.     

Exploring the relationship between technology diffusion and new material diffusion: the example of advanced ceramic powders

New technologies have been recognized as key drivers for corporate profitability and growth in today's fast changing environments, especially in new materials field. However, little has been done in discussing the technology diffusion on the topic of new materials. In this study, we investigate the diffusion of advanced ceramic powders technology using patent citation data. We also adopt the sales data of the advanced ceramic powders for measuring the new material diffusion. At last we analyze the relationship between “technology diffusion” and “material diffusion” through the Bass diffusion model. The results show that the diffusion of technology through patent citation could be successfully explained by empirical analysis for which the Bass diffusion model was adopted. Furthermore, we can find out if technology diffusion can be the leading indicator of a new material's diffusion before its launching which is before the commercialization of the patent.     

A study of several new and existing tests for heteroscedasticity in the general linear model1

Several optimum non-parametric tests for heteroscedasticity are proposed and studied along with the tests introduced in the literature in terms of power and robustness properties. It is found that all tests are reasonably robust to the Ordinary Least Squares (OLS) residual estimates, number and character of the regressors. Only a few are robust to both the distributional and independence assumptions about the errors. The power of tests can be improved with the OLS residual estimates, the increased sample size and the variability of the regressors. It can be substantially reduced if the observations are not normally distributed, and may increase or decrease if the errors are dependent. Each test is optimum to detect a specific form of heteroscedasticity and a serious power loss may occur if the underlying heteroscedasticity assumption in the data generation deviates from it.