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Assuming that two‐step monotone missing data is drawn from a multivariate normal population, this paper derives the Bartlett‐type correction to the likelihood ratio test for missing completely at random (MCAR), which plays an important role in the statistical analysis of incomplete datasets. The advantages of our approach are confirmed in Monte Carlo simulations. Our correction drastically improved the accuracy of the type I error in Little's (1988, Journal of the American Statistical Association, 83 , 1198–1202) test for MCAR and performed well even on moderate sample sizes. 相似文献
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Jos van Bommel 《Finance Research Letters》2011,8(3):112-119
We analyze the statistical properties of three price discovery measures: The variance ratio, the weighted price contribution (WPC), and the R2 of unbiasedness regressions. We find that, if the price process is a driftless martingale, only the WPC is an unbiased estimator for the return variance explained during a time interval. For autocorrelated processes with a drift, only the R2 of the unbiasedness regression is consistent, but it is biased for small samples. 相似文献
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In this paper, we consider a continuum economy with a finite number of types of agent, and several private and public goods. The main result of the paper is that the graph of the equal-treatment Lindahl equilibria mapping is the unique abstract stable set with respect to the dominance relation in economies with crowding effects introduced by Vasil'ev et al. in 1995. The external stability of this mapping implies that, for any equal-treatment allocation x in , that is not a Lindahl equilibrium, there exists a subeconomy of such that one of its equal-treatment Lindahl allocations blocks x. This result is a counterpart of the theorem of Mas-Colell for Aumann's atomless market with private goods. 相似文献
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国外与我国台湾地区土地用途管制制度问题启示 总被引:1,自引:0,他引:1
采用文献资料法和比较分析法,在简单介绍加拿大、美国、日本和我国台湾地区土地用途管制的基础上,从资源禀赋、管制体系或内容以及实施方式上进行比较,归纳出其共性,从而为我国羽翼未满的土地用途管制提供一定的启示:我国在完善土地用途管制制度时,应当重视土地用途分区、土地利用规划,明确土地管理权限和健全相关法律体系。 相似文献
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Lucy Chernykh 《Journal of Corporate Finance》2011,17(5):1237-1253
This study examines firm-level determinants of the government incentives to acquire controlling stakes in private companies. Using a novel hand-collected dataset of 153 largest listed and unlisted Russian companies, I investigate the methods and the rationales of a 2004–2008 wave of selected nationalizations in a post-privatization market. I find robust evidence that formerly privatized and domestically-owned companies in strategically important sectors face the highest risks of corporate control transfers from private to state hands. I also find that the corporate tax evasion is another significant determinant of a firm nationalization. Contrary to commonly held beliefs, there is little evidence that renationalizations in Russia are driven by firm profitability factors: the government neither systematically “cherry-picks” best performers nor addresses market failures by rescuing national champions in financial distress. These results contribute to t'he politics and finance literature by providing new firm-level evidence on the importance of strategic nationalism in the government's decision to intervene into the corporate control structures. 相似文献
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In this paper a fiscal consolidation program for India has been presented based on a policy simulation model that enables us to examine the macroeconomic implications of alternative fiscal strategies, given certain assumptions about other macro policy choices and relevant exogenous factors. The model is then used to estimate the outcomes resulting from a possible strategy of fiscal consolidation in the base case. The exercise shows that it is possible to have fiscal consolidation while at the same time maintaining high GDP growth of around 8% or so. The strategy is to gradually bring down the revenue deficit to zero by 2014–15, while allowing a combined fiscal deficit for centre plus states of about 6% of GDP. This provides the space for substantial government capital expenditure, which translates to a significant public investment program. This in turn leads to high overall investment directly and indirectly, via the crowding in effect on private investment, which drives the high GDP growth. The exercise has also tested the robustness of this strategy under two alternative scenarios of higher and lower advanced country growth compared to the base case. 相似文献
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"健康中国"战略背景下,准确估算健康资本折旧率对把握我国人口健康资本动态变化具有重要意义。在经典的健康资本需求框架内,正式引入年龄、环境与健康投资的异质性,扩展构建健康资本内生折旧率模型。基于永续盘存法基本原理,结合精算模型与生命表数据,对不同年龄、性别和风险假设下我国居民健康资本折旧率进行估算与分析。研究发现,我国居民健康资本折旧率存在明显的年龄差异与性别差异:中青年阶段折旧率缓慢提高、老年阶段加速上升;男性健康资本折旧率始终高于女性。随着人口老龄化程度加深,年龄对健康资本折旧率的影响下降,健康投资的影响则持续增强。提高健康投资回报率,是降低折旧率进而提高我国人均健康资本存量的关键。 相似文献
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[目的]生态用地是构建区域生态安全格局的基础,对区域可持续发展具有重要意义。结合国家实施的\"全国主体功能区规划\"、\"多规合一\"方案,在总结前人相关研究成果的基础上,对生态用地进行概念界定与分类;在分类基础上以云南省泸水县为例,选取地质灾害规避、土地防护、水资源安全、公路防护带建设、生物多样性保护5个指标因子进行生态用地重要性评价。[方法]利用GIS空间分析方法,叠加5个因子图层得到区域生态用地重要性分级及空间分布。[结果]提出增加生态用地为土地利用类型,将生态用地分为13个二级地类,调整后的土地利用类型为8个一级地类和46个二级地类;且二级地类在保持与原相关分类一致的前提下,重新归类。更好地与原分类进行了衔接,分类可实施性较强。评价结果分为4个等级。[结论]结果符合泸水县生态用地功能特征,在土地分类实践中具有一定的理论意义,在区域用地规划中有一定的参考性。 相似文献
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