国际工程承包风险分析

在国际上承包工程受到政治、经济、商务、建设环境、社会等多方面因素的影响,如何分析和评价这些因素对承包商进入国际市场并获取利润至关重要,本文利用AHP来分析和评估这些因素,计算因素发生可能性的大小,为承包企业进行决策提供依据.     

Locally minimax test of independence in elliptically symmetrical distributions with additional observations

Summary LetX=(X _ij )=(X ₁, ...,X _n )’,X’ _i =(X _i1, ...,X _ip )’,i=1,2, ...,n be a matrix having a multivariate elliptical distribution depending on a convex functionq with parameters, 0,σ. Let ϱ²=ϱ ₂ ^-2 be the squared multiple correlation coefficient between the first and the remainingp ₂+p ₃=p−1 components of eachX _i . We have considered here the problem of testingH ₀:ϱ²=0 against the alternativesH ₁:ϱ ₁ ^-2 =0, ϱ ₂ ^-2 >0 on the basis ofX andn ₁ additional observationsY ₁ (n ₁×1) on the first component,n ₂ observationsY ₂(n ₂×p ₂) on the followingp ₂ components andn ₃ additional observationsY ₃(n ₃×p ₃) on the lastp ₃ components and we have derived here the locally minimax test ofH ₀ againstH ₁ when ϱ ₂ ^-2 →0 for a givenq. This test, in general, depends on the choice ofq of the familyQ of elliptically symmetrical distributions and it is not optimality robust forQ.     

A consistent model specification test with mixed discrete and continuous data

In this paper we propose a nonparametric kernel-based model specification test that can be used when the regression model contains both discrete and continuous regressors. We employ discrete variable kernel functions and we smooth both the discrete and continuous regressors using least squares cross-validation (CV) methods. The test statistic is shown to have an asymptotic normal null distribution. We also prove the validity of using the wild bootstrap method to approximate the null distribution of the test statistic, the bootstrap being our preferred method for obtaining the null distribution in practice. Simulations show that the proposed test has significant power advantages over conventional kernel tests which rely upon frequency-based nonparametric estimators that require sample splitting to handle the presence of discrete regressors.     

Evaluating GARCH models

In this paper, a unified framework for testing the adequacy of an estimated GARCH model is presented. Parametric Lagrange multiplier (LM) or LM type tests of no ARCH in standardized errors, linearity, and parameter constancy are proposed. The asymptotic null distributions of the tests are standard, which makes application easy. Versions of the tests that are robust against nonnormal errors are provided. The finite sample properties of the test statistics are investigated by simulation. The robust tests prove superior to the nonrobust ones when the errors are nonnormal. They also compare favourably in terms of power with misspecification tests previously proposed in the literature.     

德国城市规划的制度创新——环境鉴定与环境报告制度

随着2004年德国新版<建设法典>的颁布实施,德国城市规划制度引入了法定的环境鉴定和环境报告制度,成为德国城市规划的又一项制度创新.介绍了<建设法典>中关于环境鉴定和环境报告制度出现的背景及其主要章节,分析了其环境鉴定和环境报告的要点,并阐述了结合环境鉴定和环境报告的德国城市规划编制的新程序.     

顾客网络购物满意度分析

现代互联网的发展便利了居民生活,尤其体现在互联网购物上。文章以顾客满意度影响因素理论为基础,使用问卷调查并结合卡诺模型的直接标度法对问卷结果进行处理和分析。研究在互联网购物中,不同因素对顾客网购满意度的影响程度,并从不同角度提出提高顾客网购满意度的建议。     

Are CO2 Emission Levels Converging Among Industrial Countries?

Time paths of carbon dioxide emissions intwenty-one industrial countries are examinedfrom 1960–1997 to test for stochastic andconditional convergence. Both panel unit roottests and cross-section regressions areperformed. Overall, we find significantevidence that CO₂ emissions haveconverged.     

我国股市投机泡沫分析——基于非线性协调整关系的实证检验

近期研究表明投机泡沫具有周期性破灭特性,但传统检验方法无法针对我国股票市场的特点识别投机泡沫的这种特性,这会对股市泡沫的存在性造成误判.因此,本文引入MTAR模型,通过检验协整残差的非对称调整假设,对我国股票市场发展的不同阶段是否存在泡沫现象进行对比分析.结果表明,长期来看我国股票价格和其内在价值之间存在着均衡关系,但短期内对均衡的调整是非对称的,即存在周期性破灭的投机泡沫,且自2001年下半年以来这种泡沫成分正在逐渐减退.在此基础上进一步揭示了我国股票市场价格波动的深层原因.     

Main Reasons Causing Chinese Agricultural Crisis in 1959-1961： Quantitative Test on Yifu Lin＇s Hypothesis

The traditional explanation was found to be inconsistent with the empirical evidence that mainly caused the agricultural crisis in 1959-1961, so Yifu Lin tried to explain this catastrophe through using Game Theory based on ＂one-shot game＂. This paper tested the hypothesis through quantitative test. The results showed that system factors mainly resulted in low productivity, and the natural disaster should not be ignored.     

中国城市化与能源消费关系的动态计量分析

文章在建立向量自回归模型的基础上,运用格兰杰因果分析和协整分析来实证城市化与能源消费之间的动态相关性,并利用因素分解模型定量测算出城市化对中国能源消费变动的贡献份额。研究结果表明,中国城市化与能源消费量之间存在单向的格兰杰因果联系,且二者之间存在着协整关系,但这种长期均衡的短期纠正力量并不很强;现阶段城市化对我国能源需求的贡献作用尚比较小,而且还呈现逐年下降的趋势。因此,在当前条件下,建立有助于资源节约型的城市化推进模式是中国降低能耗的根本路径选择和重要途径。