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161.
162.
通过将交互多模型(IMM)算法和粒子滤波(SIS)算法结合,提出了一种新的IMM~SIS算法。在每个模型中,都有一个标准的粒子滤波器,模型之间的交互与传统的IMM一样。由于在新的算法中,每个模型中粒子滤波都保证固定数量的粒子,因此不会出现粒子退化和贫乏现象。仿真证明了新的IMM—SIS算法在收敛速度和精度方面都要优于传统的IMM—EKF算法。 相似文献
163.
A model of rational mortgage refinancing is developed where the drift and volatility of interest rate process switch between
two regimes. Because of the possibility of a regime shift, the optimal refinancing policy is characterized by the different
threshold of interest differential for each regime. Numerical simulation demonstrates that the optimal refinancing threshold
in each regime can be smaller or larger than the threshold under single-regime models. Finally, we evaluate the predictions
of the model, based on the estimated parameters for a two-regime model to capture the evolution of the mortgage rates in the
US. Our model can produce both late and early refinancing, which is consistent with the observed refinancing behavior.
The views expressed in this paper are solely those of the authors and do not necessarily reflect official positions of the
Sumitomo Trust and Banking Co., Ltd. 相似文献
164.
When investigating optimal policies for macroeconomic models, it is common practice to modify the objective function so that the resulting optimal control trajectories become acceptable from a practical point of view. In this paper we argue that the sole purpose of the objective function should be to express the preference of the decision makers, and that explicit bounds on the controls should be used to ensure that the optimal controls will be practical. Using a piece-wise quadratic objective function involving only the unemployment and inflation rates, which are state (endogenous) variables, we first develop a discrete minimum principle, giving necessary and sufficient optimality conditions. Then we perform various bounded control experiments with the 35-equation quarterly CLEAR model of the Canadian economy, which is very briefly described. The empirical results which were obtained using a version of the GRG algorithm are discussed in view of the conclusions that might be drawn for a real-world practical policy analysis. 相似文献
165.
166.
A sample of 9339 subjects aged 13–75, living in the six macro-regions of Poland rated the preferences of 140 various food products, eating frequency and factors influencing food choice. Four groups of consumers were found: “consumers susceptible to advertising and seeking novel healthy products” (33.2% of the sample), “consumers not taking care of their health” (25.4%), “consumers not susceptible to advertising and taking care of their health” (32.5%), and “consumers insensitive to sensory attributes of fruit and vegetables” (9.0%). Among factors influencing the food choice, sensory and functional factors were significant, and health and price – moderate. Advertising was generally denied as an important factor in food choice. The food choice motives were highly dependent on age and gender, and to a lower extent – on region of residence, size of place of residence, economic condition and education level. Women/girls more often showed pro-health behaviours in food choice, choice motives, preferences and food intake. 相似文献
167.
标准化工作中经常需要运用统计方法进行数据收集和分析,但由于统计方法应用的复杂性和专业性,使得方法应用受到了限制。随着统计软件和计算机技术的发展,统计方法应用得到了简单化。文章介绍了一种近年来普及速度非常快的免费应用统计软件——R软件的简单应用,并给出了几个应用实例,便于实际应用者理解和学习。 相似文献
168.
概率预测是评估建筑工程事故风险的基本手段,基于对建筑工程风险因素的综合分析,确定了建筑工程风险源因素FTA(Fault Tree Analysis)分析方法,目的在于为建筑工程概率预测方法的研究提供一种新的尝试,故为采取合理的防治技术措施在理论上、方法上提供有益的指导,并最终减少和控制建筑工程事故的发生. 相似文献
169.
直流系统可靠与否直接关系到电网的安全,随着高频开关直流电源系统大量使用,该种电源系统的建成投运验收交接和运行检测、检查,已显得极为重要,从柜体、元器件外观的检查、整套系统电气技术参数检测都必须严格进行,并根据不同的目的进行相应项目的检查,运行中更应定期检查,及时发现存在的隐患,保证其在规定的参数下运行,以提高电池的服役年限。 相似文献
170.
Maximum likelihood estimation of a binomial proportion using one‐sample misclassified binary data
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In this article, we construct two likelihood‐based confidence intervals (CIs) for a binomial proportion parameter using a double‐sampling scheme with misclassified binary data. We utilize an easy‐to‐implement closed‐form algorithm to obtain maximum likelihood estimators of the model parameters by maximizing the full‐likelihood function. The two CIs are a naïve Wald interval and a modified Wald interval. Using simulations, we assess and compare the coverage probabilities and average widths of our two CIs. Finally, we conclude that the modified Wald interval, unlike the naïve Wald interval, produces close‐to‐nominal CIs under various simulations and, thus, is preferred in practice. Utilizing the expressions derived, we also illustrate our two CIs for a binomial proportion parameter using real‐data example. 相似文献