支持创新 鼓励创业 建设精品——前进中的兰州大学国家大学科技园

兰州大学国家大学科技园(以下简称兰大科技园)于2002年5月经国家科技部、教育部批准启动建设,2004年9月第二批通过国家科技部、教育部的评估验收,是西北四省区(甘、青、宁、新)最早设立的国家大学科技园.     

营造自主创新环境 建设创新创业平台

中国矿业大学国家大学科技园作为苏北地区乃至淮海经济区唯一的国家级大学科技园.以"依托学校资源优势.构筑园区服务体系.融入地方经济建设"为核心理念.已建成占地1 20亩、孵化面积达1 2万平方米的孵化一期园区.引进各类研发机构8家,科技服务机构21家,园区在孵企业达170家.毕业企业35家.其中高新技术企业占1 2.2%.在孵企业共申请专利210项.授权专利138项;2004年以来,累计转化科技成果150余项;获国家重点新产品9项.承担国家火炬计划5项;2007年在孵企业工贸总收入达4.25亿元.上缴利税3600万元;毕业企业年技工贸收入5亿元.     

Random walk or chaos: A formal test on the Lyapunov exponent

A formal test on the Lyapunov exponent is developed to distinguish a random walk model from a chaotic system, which is based on the Nadaraya–Watson kernel estimator of the Lyapunov exponent. The asymptotic null distribution of our test statistic is free of nuisance parameter, and simply given by the range of standard Brownian motion on the unit interval. The test is consistent against the chaotic alternatives. A simulation study shows that the test performs reasonably well in finite samples. We apply our test to some of the standard macro and financial time series, finding no significant empirical evidence of chaos.     

Tobin Tax and Volatility: A Threshold Quantile Autoregressive Regression Framework

From an original data set on the euro–dollar and on the won–dollar currency pairs (2008–2010), we conduct a threshold quantile autoregressive model to explain the role of a Tobin tax (TT) on the exchange rate volatility, taking into account two types of nonlinearity (regimes and quantiles). We find evidence that the impact of a TT would not be monotonic. A TT may be a good instrument to stabilize foreign exchange volatility only in normal times and/or in efficient markets. In contrast, a TT could be counterproductive in turbulent periods by increasing the volatility. In addition, by comparing a major currency pair (euro/dollar) and a minor currency pair (won/dollar), it appears that the potential stabilizing effect of a TT would be more clear‐cut in the low volatility regime of a major currency pair, similar to the euro/dollar. Our results do not corroborate the previous studies that derived a monotonic and positive impact of a TT on volatility.     

Dynamic and contemporaneous causality in a supply chain: an application of the US beef industry

Causal relationships are used to investigate information flows and directions of control in a decentralized multi-echelon supply chain where no central authority has system level control over optimizing decisions. We use secondary time-series data representing the US beef industry to investigate dynamic and contemporaneous causality based on out-of-sample Granger causality and Direct Acyclic Graphs (DAGs). Results indicate: (i) the US beef supply chain experienced a significant structural change in late 1996 and early 1997 that may be attributed to a weather induced production shock and an apparent turnaround of the cattle cycle; (ii) contemporaneous causalities appear to be stronger and dynamic causalities appear to be weaker after the structural change, suggesting faster and more effective information transmission along the supply chain after the structural change; (iii) contemporaneous information appears to flow from upstream to downstream tiers in the supply chain before the structural break, which reverses after the structural break, suggesting a shift in control from upstream to downstream firms; and (iv) co-use of spot market and contracts to procure strategic inputs by processors appears to allow processors some control of spot price through contract purchases in the post-break period. Our approach could be readily used to investigate other multi-echelon systems.     

ON PREJUDICE

This paper examines how prejudice biases an evaluation outcome. We also show that referring to past data, which leads to prejudice, can provide a better estimator for the quality of the object under evaluation, even if biased, in the sense that it reduces the mean squared error. However, in cases in which the quality of the evaluation depends on the referee's effort, as well as on his ability, prejudice aggravates the evaluation outcome by dampening his refereeing efforts, thus possibly yielding a worse estimator than no prejudice even in terms of the mean squared error. If evaluators possess prejudice, an individual's performance in the earlier stage of his career becomes more important, at least in the short run, thus creating an incentive to work harder in the earlier stage than in the later stage. This may provide an alternative explanation for cut‐throat competition in the earlier stage to the traditional signaling argument.     

筑巢引金凤 沃土育精英——发展中的北京理工大学科技园

北京理工大学科技园位于中关村科技园区中心地带,地处三环路西北角,紧邻中关村科技园区中轴线,交通便利.科技园以场地,设施,物业服务为基础,针对大学科技园的功能定位,重点通过资源事例提供增值服务,通过体制与机制的创新搭建创新创业平台,形成了比较完善的创业服务体系和创新支撑体系,促进了校内创新资源与科技园基础设施,风险投资等要素以及社会入园创业企业的结合,在企业与技术的孵化以及向社会输出成熟的高技术企业进程中发挥了重要作用,探索出了一条通过大学科技园建设实现创新要素合理流动的新路.