首页 | 本学科首页   官方微博 | 高级检索  
文章检索
  按 检索   检索词:      
出版年份:   被引次数:   他引次数: 提示:输入*表示无穷大
  收费全文   39808篇
  免费   177篇
财政金融   7376篇
工业经济   2943篇
计划管理   6695篇
经济学   8442篇
综合类   501篇
运输经济   292篇
旅游经济   680篇
贸易经济   6000篇
农业经济   1862篇
经济概况   5133篇
信息产业经济   2篇
邮电经济   59篇
  2021年   251篇
  2020年   436篇
  2019年   654篇
  2018年   799篇
  2017年   770篇
  2016年   811篇
  2015年   507篇
  2014年   859篇
  2013年   3893篇
  2012年   1153篇
  2011年   1234篇
  2010年   1109篇
  2009年   1242篇
  2008年   1134篇
  2007年   991篇
  2006年   905篇
  2005年   780篇
  2004年   818篇
  2003年   759篇
  2002年   806篇
  2001年   749篇
  2000年   781篇
  1999年   746篇
  1998年   681篇
  1997年   704篇
  1996年   663篇
  1995年   601篇
  1994年   604篇
  1993年   682篇
  1992年   650篇
  1991年   671篇
  1990年   568篇
  1989年   515篇
  1988年   495篇
  1987年   498篇
  1986年   521篇
  1985年   747篇
  1984年   712篇
  1983年   662篇
  1982年   599篇
  1981年   564篇
  1980年   624篇
  1979年   522篇
  1978年   431篇
  1977年   425篇
  1976年   347篇
  1975年   368篇
  1974年   305篇
  1973年   306篇
  1972年   217篇
排序方式: 共有10000条查询结果,搜索用时 0 毫秒
21.
Nelson and Plosser (1982), in a classic paper, failed to find strong evidence against the null hypothesis of a generating process with a unit autoregressive root for thirteen US macroeconomic time series. Perron (1989) claimed that such evidence was available for a majority of these series if the alternative hypothesis was of trend stationarity with a break in 1929. Zivot and Andrews (1992) treated the break date as endogenous, then finding strong evidence agcainst the null for a minority of these series. Our own analysis extends theirs by permitting a break under the null as well as the alternative hypothesis, and allowing for the sequential nature of the testing. Our empirical findings complete the circle. We find no strong evidence against the unit root hypothesis for any of the thirteen Nelson–Plosser series.  相似文献   
22.
Vendor Managed Inventory (VMI) involves the vendor making the replenishment decision for products supplied to a customer based on various inventory and supply chain policies. Information sharing between supply chain members is required in VMI. Sometimes VMI decisions are delayed and/or the information shared is inaccurate. This research examines the effects of information delay and accuracy, and the sharing of sales and forecast information in a VMI environment facing stationary and nonstationary demand. The simulation experiments show the impact of information delay, information inaccuracy, and information sharing on a variety of performance measures, including inventory levels and fill rates.  相似文献   
23.
The purpose of this article is to study the level of “in‐stock” customer service performance being offered in the catalog channel of distribution. The article provides benchmark information for the catalog industry. More importantly, the article serves as one test of the effectiveness of the modern supply chain, where the expectation is for near perfect orders. Customer service levels are studied by using an empirical observation methodology in which catalog retailer's in‐stock performance was measured. Comparisons are made across item type, season, retailer type, and days from catalog receipt. Overall, items were out‐of‐stock during 15.9% of all checkpoints, compared to an 11.8% stock‐out rate in an earlier study of bricks and mortar retailers.  相似文献   
24.
25.
26.
Countries on fixed exchange rates sometimes use uniform tariffcum subsidy (UTCS) schemes as a way of achieving a real depreciationwithout disturbing the nominal exchange rate. A potential drawbackof this policy in relation to an across-the-board devaluationis that a UTCS scheme provides incentives for illegal trade.Using an optimizing model with currency convertibility and illegaltrade. I find that welfare is lower under a UTCS scheme thanunder a corresponding across-the-board devaluation and thatin some cases the real exchange rate actually appreciates inresponse to an increase in the UTCS rate.  相似文献   
27.
28.
29.
Recently, much of the research into the relation between market values and accounting numbers has used, or at least made reference to, the residual income model (RIM). Two basic types of empirical research have developed. The “historical” type explores the relation between market values and reported accounting numbers, often using the linear dynamics in Ohlson 1995 and Feltham and Ohlson 1995 and 1996. The “forecast” type explores the relation between market value and the present value of the book value of equity, a truncated sequence of residual income forecasts, and an estimate of the terminal value at the truncation date. The analysis in this paper integrates these two approaches. We expand the Feltham and Ohlson 1996 model by including one‐ and two‐period‐ahead residual income forecasts to infer “other” information regarding future revenues from past investments and future growth opportunities. This approach results in a model in which the difference between market value and book value of equity is a function of current residual income, one‐ and two‐period‐ahead residual income, current capital investment, and start‐of‐period operating assets. The existence of both persistence in revenues from current and prior investments and growth in future positive net present value investment opportunities leads us to hypothesize a negative coefficient on the one‐period‐ahead residual income forecast and a positive coefficient on the two‐period‐ahead residual income forecast. Our empirical results strongly support our hypotheses with respect to the forecast coefficients.  相似文献   
30.
This paper gives a tree-based method for pricing American options in models where the stock price follows a general exponential Lévy process. A multinomial model for approximating the stock price process, which can be viewed as generalizing the binomial model of Cox, Ross, and Rubinstein (1979) for geometric Brownian motion, is developed. Under mild conditions, it is proved that the stock price process and the prices of American-type options on the stock, calculated from the multinomial model, converge to the corresponding prices under the continuous time Lévy process model. Explicit illustrations are given for the variance gamma model and the normal inverse Gaussian process when the option is an American put, but the procedure is applicable to a much wider class of derivatives including some path-dependent options. Our approach overcomes some practical difficulties that have previously been encountered when the Lévy process has infinite activity.  相似文献   
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号