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161.
F.A.G. Den Butter 《Journal of econometrics》1976,4(4):311-324
This paper deals with specification, prediction and length of interval between the observations in an ARMA model. An AR(1) model is found to be suitable for a specific monthly time series. From this series we construct two types of quarterly series and derive the corresponding ARMA models. The theoretical parameter values of the quarterly models, given the monthly model, are compared with the values found empirically when no monthly series exists. By using the variance of the predictor error, we assess the performance of all specifications in predicting up to one year ahead. We show that while the monthly model performs best in theory, the values computed directly from the estimates prove in our empirical example the quarterly models to be preferable in most cases where we are to predict more than one quarter ahead. 相似文献
162.
163.
C. Goedhart P. Eijgelshoven S. K. Kuipers H. Visser W. M. van den Goorbergh A. B. T. M. van Schaik R. J. de Groof A. van Doorn F. de Roos J. A. H. de Beaufort Wijnholds J. Wemelsfelder P. de Wolff H. van der Weel Joop Hartog J. J. Klant L. J. Zimmerman P. van Rompuy G. R. Eyzenga 《De Economist》1978,126(4):550-575
164.
Carine Van Den Acker 《International Journal of Intelligent Systems in Accounting, Finance & Management》1999,8(3):215-224
This paper describes a belief‐function framework for representing and combining evidence in financial statement auditing. The use of belief‐function theory for these purposes is not new. A considerable amount of important research in this respect has been performed mainly by Srivastava and is described in numerous publications. One of his major achievements is the construction of a complete framework like the one described in this paper. The framework that we propose in this text takes a different point of view and addresses a number of limitations of Srivastava’s framework. Copyright © 1999 John Wiley & Sons, Ltd. 相似文献
165.
Summary In this study, we build two forecasting models to predict inflation Harmonised Index of Consumer Prices (HICP) for the Netherlands
and for the euro area. The models provide point forecasts and prediction intervals for both the components of the HICP and
the aggregated HICP -index itself. Both models are small-scale linear time series models allowing for long-run equilibrium
relationships between HICP components and other variables, notably the hourly wage rate and the import or producer prices.
The model for the Netherlands is used to generate the Dutch inflation projections for the eurosystem’s Narrow Inflation Projection
Exercise (NIPE). The recursive forecast errors for several forecast horizons are evaluated for all models, and are found to
outperform a naive forecast and optimal AR models. Moreover, the same result holds for the Dutch NIPE projections, which have
been provided quarterly since 1999. The aggregation method to predict total HICP inflation generally outperforms the direct
method, except for long horizons in the case of the Netherlands.
We thank an anonymous referee of this journal and participants of the second Conference of the Euro Area Business Cycle Network,
the 10th International Conference on Computing in Economics and Finance and seminar participants at De Nederlandsche Bank,
Erasmus University Rotterdam and Maastricht University, in particular Filippo Altissimo, Bob Chirinko, Bertrand Candelon,
Denise Osborn and Adrian Pagan for useful comments. 相似文献
166.
We explore performance appraisal in project‐based organisations and provide novel insights into appraisal processes in this context. These include the central role of employees in orchestrating the appraisal process, the multiple actors that have input to appraisal including project managers, the distance between employees and their official line managers, and the weak coordinating role of human resource specialists in these systems. We draw attention to the drawbacks of current theorising on appraisal to predict and explain outcomes from appraisal systems that are not premised on stable line manager/employee dyads. Theorising based primarily on social exchange theories needs to be reconsidered in this context and new theories developed. We also question how human resource specialists can better support employees, and managers of all kinds, in their implementation roles in polyadic human resource management systems to ensure transparency, equity, and fairness of appraisal processes in a project‐based organisational context. 相似文献
167.
Almeida Juliana Guedes Hartog Deanne N. Den De Hoogh Annebel H. B. Franco Vithor Rosa Porto Juliana Barreiros 《Journal of Business Ethics》2022,180(1):215-244
Journal of Business Ethics - Research on unethical leadership has predominantly focused on interpersonal and high-intensity forms of harmful leader behavior such as abusive supervision. Other forms... 相似文献
168.
Santi Budria Luis Diaz-Serrano Ada Ferrer-i-Carbonell Joop Hartog 《Empirical Economics》2013,44(2):981-1004
We replicate Shaw (J Labor Econ 14(4):626–653, 1996) who found that individual wage growth is higher for individuals with greater preference for risk taking. Expanding her dataset with more American observations and data for Germany, Spain, and Italy, we find evidence that risk attitudes are relevant but support is mixed at best for the original specifications. 相似文献
169.
Jan Van Den Ende Nachoem Wijnberg Albert Meijer 《Technology Analysis & Strategic Management》2013,25(3):389-405
The main aim of this paper is to analyze the impact of public policy on innovative capabilities of firms, focusing on, on the one hand, the measure of sheltering provided by the policies and, on the other hand, the effects of policies on industrial life cycles and on the life cycle related patterns of firms' behaviour. The paper deals with one sector, IT, and discusses EU and Dutch policies directed toward this sector. Furthermore, a case will be presented concerning Philips' ventures in the IT sector. The way in which public policy influenced the innovative capabilities of Philips helps to explain the relative success of the various projects. 相似文献
170.
This paper examines the evolution of the returns to education in Portugal over the 1980s and early 1990s. The main findings indicate that the returns to education have increased, particularly after joining the European Union in 1986. Since this occurred along with an increase in the level of education within the labour force, the process is most likely demand driven. The results also indicate that modelling on average (i.e. OLS) misses important features of the wage structure. Quantile regression (QR) analysis reveals that the effect of education is not constant across the conditional wage distribution. They are higher for those at higher quantiles in the conditional wage distribution. Wage inequality expanded in Portugal over the 1980s and the returns to education had an important role in this process. 相似文献