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881.
Léopold Simar 《Journal of Productivity Analysis》2007,28(3):183-201
In frontier analysis, most nonparametric approaches (DEA, FDH) are based on envelopment ideas which assume that with probability
one, all observed units belong to the attainable set. In these “deterministic” frontier models, statistical inference is now
possible, by using bootstrap procedures. In the presence of noise, envelopment estimators could behave dramatically since
they are very sensitive to extreme observations that might result only from noise. DEA/FDH techniques would provide estimators
with an error of the order of the standard deviation of the noise. This paper adapts some recent results on detecting change
points [Hall P, Simar L (2002) J Am Stat Assoc 97:523–534] to improve the performances of the classical DEA/FDH estimators in the presence of noise. We
show by simulated examples that the procedure works well, and better than the standard DEA/FDH estimators, when the noise
is of moderate size in term of signal to noise ratio. It turns out that the procedure is also robust to outliers. The paper
can be seen as a first attempt to formalize stochastic DEA/FDH estimators.
相似文献
882.
883.
Feedforward versus recurrent neural networks for forecasting monthly japanese yen exchange rates 总被引:1,自引:0,他引:1
Giovani Dematos Milton S. Boyd Bahman Kermanshahi Nowrouz Kohzadi Iebeling Kaastra 《Asia-Pacific Financial Markets》1996,3(1):59-75
Neural networks are a relatively new computer artificial intelligence method which attempt to mimic the brain's problem solving process and can be used for predicting nonlinear economic time series. Neural networks are used to look for patterns in data, learn these patterns, and then classify new patterns and make forecasts. Feedforward neural networks pass the data forward from input to output, while recurrent networks have a feedback loop where data can be fed back into the input at some point before it is fed forward again for further processing and final output. Some have argued that since time series data may have autocorrelation or time dependence, the recurrent neural network models which take advantage of time dependence may be useful. Feedforward and recurrent neural networks are used for comparison in forecasting the Japanese yen/US dollar exchange rate. A traditional ARIMA model is used as a benchmark for comparison with the neural network models.Results for out of sample show that the feedforward model is relatively accurate in forecasting both price levels and price direction, despite being quite simple and easy to use. However, the recurrent network forecast performance was lower than that of the feedforward model. This may be because feed forward models must pass the data from back to forward as well as forward to back, and can sometimes become confused or unstable. Both the feedforward and recurrent models performed better than the ARIMA benchmark model.The author wish to thank the reviewers Drs. Kraft and Radford for their helpful comments. 相似文献
884.
UCP600对进出口商的影响 总被引:1,自引:1,他引:0
通过与UCP500的对比,分析了UCP600的新变化和基本格调,尤其解析了进口商在新规则要求下就信用证的适用性、独立性、单据和偿付规则等指示中应采取的谨慎做法,指出了出口商在制单、交单、收款和融资等方面可充分利用的宽松条款及环境。 相似文献
885.
近年来,随着我国进出口经营权的放开,中小企业在对外贸易中发挥了重要作用,已成为我国出口创汇的生力军。但由于现在国际贸易结算中,非信用证结算方式比例越来越大,且大部分为承兑交单、赊销方式,这使得国际贸易经验不足、实力相对较弱的中小型出口企业收汇风险增加,资金周转困难。本文分析了中小型出口企业应用国际保理业务的好处,并提出了应用国际保理业务时需引起重视的问题,供企业参考。 相似文献
886.
从理论上建立和分析管输原油实际含水率与采样获取的含水率的数学模型,通过不同的采样方式对数学模型进行验证。从理论和实践两个方面对流量比例样和时间比例样进行了对比,指出流量比例样的含水率更接近实际含水率。 相似文献
887.
陈建勇 《中国高新技术企业评价》2007,(3):106-107,109
本文介绍了模具CAD/CAM技术发展概况和模具CAD/CAM软件特点及其优越性,分析了模具行业采用模具CAD/CAM技术的原因,阐述了模具CAD/CAM应用情况和开发现状。最后指出了我国模具CAD/CAM软件应用与开发中存在的主要不足。 相似文献
888.
889.
本文介绍了塑料模具发展的基本状况,PRO/Engineer基本特征和功能,模具设计的基本结构,三维造型的基本步骤,并以蝇拍为例介绍了设计模具的基本步骤,揭示了我国模具发展存在的一些问题。 相似文献
890.
The issue of whether small and/or private companies should be allowed to use simplified accounting standards in financial reports has concerned the accounting profession for decades. It has been argued that preparing financial reports in accordance with the large volume of promulgated standards contained in generally accepted accounting principles (GAAP), some of which are relatively complex, has put a significant strain on the resources of small/private business. Moreover, information produced and presented in accordance with at least some accounting standards within GAAP may not be relevant for the users of small/private companies' financial statements. In this paper we look at differential reporting in Canadian GAAP, which gives nonpublicly accountable enterprises the ability to opt out of certain CICA Handbook requirements with unanimous consent of the shareholders. We look at lobbying activity in response to the proposed differential reporting standard and at nonpublicly accountable company experience with the differential reporting opportunity in the period since the standard was promulgated. 相似文献