都市型农业土地利用生态服务价值研究--以北京市顺义区为例

该文以都市型农业生态功能的加强为背景,参照Costanza等人对全球陆地生态系统服务价值研究结果,研究了北京郊区顺义区近10年来土地利用生态服务价值变化.结果表明：顺义区土地利用生态服务价值表现为明显的阶段性：1993～1998年土地利用生态服务价值减少了125万元,1998～2002年土地利用生态服务价值增加了1 147万元.总体看,顺义区土地利用结构正向着生态、经济良性循环方向发展.但与全国生态服务价值与GDP比值1.25相比,还具有很大差距.说明目前顺义区生态建设的速度远远落后于经济发展速度.为加强都市型农业生态功能和迎接2008年“绿色”奥运,在今后土地利用过程中必须加大生态环境建设的力度.     

Designs for estimating an extremal point of quadratic regression models in a hyperball

This paper is devoted to studying optimal designs for estimating an extremal point of a multivariate quadratic regression model in the unit hyperball. The problem of estimating an extremal point is reduced to that of estimating certain parameters of a corresponding nonlinear (in parameters) regression model. For this reduced problem truncated locally D-optimal designs are found in an explicit form. The result is a generalization of the results of Fedorov and Müller (1997) for onedimensional quadratic regression function in the unit segment. Received February 2002     

Diagnostic Tests of Cross‐section Independence for Limited Dependent Variable Panel Data Models*

This article considers the problem of testing for cross‐section independence in limited dependent variable panel data models. It derives a Lagrangian multiplier (LM) test and shows that in terms of generalized residuals of Gourieroux et al. (1987) it reduces to the LM test of Breusch and Pagan (1980) . Because of the tendency of the LM test to over‐reject in panels with large N (cross‐section dimension), we also consider the application of the cross‐section dependence test (CD) proposed by Pesaran (2004) . In Monte Carlo experiments it emerges that for most combinations of N and T the CD test is correctly sized, whereas the validity of the LM test requires T (time series dimension) to be quite large relative to N. We illustrate the cross‐sectional independence tests with an application to a probit panel data model of roll‐call votes in the US Congress and find that the votes display a significant degree of cross‐section dependence.     

我国地方政府债券发行长效机制的构建研究

在经历了长期的沉寂之后,我国的地方政府债券在2009年正式启动。虽然近期在二级市场上,地方政府债券遭到投资者的冷遇,但地方政府债券的持续发行有其理论与现实基础,从中国经济长远发展的角度考虑,应当构建地方政府债券发行的长效运行机制。在短期内应尽快建立地方政府债券发行的激励与约束机制以防范地方债务风险,在中长期应不断深化财政体制改革,逐步实现真正的地方政府债券制度安排。     

The relationship between stock returns and volatility in international stock markets

This study examines the relationship between expected stock returns and volatility in the 12 largest international stock markets during January 1980 to December 2001. Consistent with most previous studies, we find a positive but insignificant relationship during the sample period for the majority of the markets based on parametric EGARCH-M models. However, using a flexible semiparametric specification of conditional variance, we find evidence of a significant negative relationship between expected returns and volatility in 6 out of the 12 markets. The results lend some support to the recent claim [Bekaert, G., Wu, G., 2000. Asymmetric volatility and risk in equity markets. Review of Financial Studies 13, 1–42; Whitelaw, R., 2000. Stock market risk and return: an empirical equilibrium approach. Review of Financial Studies 13, 521–547] that stock market returns are negatively correlated with stock market volatility.     

城市基础设施系统长效性评价研究

基础设施系统应具有持续有效地满足城市发展需要的能力,长期保持使用价值,并与城市协调发展.因此,应从基础设施系统的可持续性及其与城市发展的协调性两个方面综合衡量基础设施系统的长效性.本文以S市为例,基于其2001～2010年的数据进行实证研究.首先构建基础设施系统可持续性的评价指标体系,运用熵值法评价S市基础设施系统的可持续性,然后采用DEA方法评价其基础设施系统与城市发展的协调性,最后根据可持续性及协调性评价结果,综合分析S市2001～2010年基础设施系统的长效性.     

知识创造场的动力机制与管理模式研究

知识创造的动力不仅存在于个人,而且存在于人与人以及人与环境相互作用的场中。从点、线、面3个层次剖析知识创造的场动力,并根据动力机制,进一步探讨知识创造场的管理模式,旨在为知识创新管理提供指导。     

Beyond the purchasing power parity: testing for cointegration and causality between exchange rates, prices, and interest rates

This paper reexamines the causality between the dollar and the yen in a multivariate framework with the aid of cointegration and error-correcting modeling for the 1951–94 period. The Phillips-Perron tests and Johansen's tests are performed. While causality from interest rates to exchange rates is found in the short run, no causality between prices and exchange rates is found in the short run. However, causality is found running from relative prices to exchange rates along with interest rates between the U.S. and Japan in the long run, which supports the long-run PPP hypothesis.     

申遗背景下的中国自然遗产潜力评估

参照世界自然遗产地学、美学、生物生态过程和濒危物种栖息地4项申遗评选标准,依据地貌景观、生物景观等价值构成,建立美学价值评估方法;依据世界遗产13类地学主题评价框架、地质演化过程、典型类型地貌等价值构成,建立地学价值评估方法;依据生态系统过程、物种多样性、栖息地等价值构成,建立生物生态学价值评估方法。利用全球对比的方法提取和评估突出普遍价值,将中国自然遗产潜力区分为青藏高原区、西北干旱区、东部季风区等生态环境基本单元,筛选我国世界自然遗产潜力区。重点提出海洋类世界自然遗产和西部北部地区申遗的可能性,提出中国申报世界自然遗产突出普遍价值的评估策略与优先原则。