中国省区收入分布演进的空间-时间分析

本文除了使用Kernel密度估计和Markov等传统概率分布方法外,还在分析框架中引入空间因素,运用区域控制的Kernel密度估计和空间Markov分析方法,从时间动态性和空间动态性两个视角对1985～2004年中国省区收入分布演进进行了空间-时间分析.分析结果表明:中国省区收入差距趋于固化与深化,贫困陷阱问题越来越突出;区域收入分布演进呈现出多俱乐部收敛的趋势,低收入俱乐部的规模远远大于其他较富裕的收敛俱乐部;近邻效应显著影响区域收入分布演进,邻近富裕地区,收入状态上升的概率相对较大;多数地区在向相邻地区的平均收入水平演进,从而构成空间上邻近的收敛俱乐部.     

基于MaxEnt模型评估赤霞珠在川西横断山河谷的适生空间分布

［目的］川西横断山河谷是我国乃至世界高山酿酒葡萄的新兴产区,赤霞珠是该区域主栽品种之一。复杂的地理条件使得该区域与其他酿酒葡萄主产区的自然环境差异显著。科学评估川西横断山河谷区赤霞珠适宜空间分布,可促进该区域酿酒葡萄可持续发展。［方法］文章综合运用MaxEnt模型和GIS技术,构建了赤霞珠适宜分布与环境变量的关系模型,筛选出主导环境变量,利用存在概率划分适宜等级,预测了赤霞珠在川西横断山河谷的适宜分布。［结果］赤霞珠适宜分布与环境变量的关系模型准确度非常好（AUC>090）。在川西横断山河谷,主导环境变量依次为最热月平均气温、海拔、pH、秋季降雨量、年日照时数、年温差、全氮。川西横断山河谷大部分地区为不适宜区,低适宜区约为2 2752km2,中适宜区约1 29608km2。高适宜区面积为1 16428km2,且集中分布在丹巴县、小金县、金川县、九寨沟县和巴塘县。［结论］MaxEnt模型通过存在概率进行作物分布模拟和预测,对作物适宜区划具有较强应用价值和指导意义。对于不同区域和作物应注意环境变量,空间尺度,物种采样位置等问题,提高作物适宜区划精度。最后应加快该区域生产空间调整,在丹巴县、九寨沟县、金川县、小金县、巴塘县赤霞珠还有很大潜力空间,在黑水县、马尔康市、松潘县、白玉县、德荣县、康定县需适度发展,在汶川县、理县、茂县、稻城县、乡城县,应加强生产管理,减少不利环境影响。仁和区不宜再进行规模扩张。     

The maximum capture per unit cost location problem

This paper considers the problem of siting p new facilities of an entering firm to a competitive market so as to maximize the market share captured from competitors per unit cost. We first formulate the problem as a mixed 0-1 fractional programming model, in which we incorporate the fixed cost and transportation cost. The model can deal with the case where some demand nodes have two or more possible closest servers. We then re-formulate the problem as a 0-1 mixed integer linear program. We use a one-opt heuristic algorithm based on the Teitz-Bart method to obtain feasible solutions and compare them with the optimal solutions obtained by a branch-and-bound algorithm. We conduct computational experiments to evaluate the two algorithms. The results show that both algorithms can solve the model efficiently and the model is integer-friendly. We discuss other computational results and provide managerial insights.     

Data transforms with exponential smoothing methods of forecasting

In this paper, transforms are used with exponential smoothing, in the quest for better forecasts. Two types of transforms are explored: those which are applied to a time series directly, and those which are applied indirectly to the prediction errors. The various transforms are tested on a large number of time series from the M3 competition, and ANOVA is applied to the results. We find that the non-transformed time series is significantly worse than some transforms on the monthly data, and on a distribution-based performance measure for both annual and quarterly data.     

Trade in the enlarged European Union: a new approach on trade potential

This paper focuses on the trade potential of manufactured exports from countries belonging to the enlarged EU (EU25) to groups of countries of that economic area in 2002. We note that previous results on trade potential, based on the estimation of a gravity model, may be invalid. Thus, we propose a correct approach based on the Poisson Pseudo-Maximum Likelihood estimator and the calculation of confidence intervals with the Delta method. The gravity model includes fixed effects to capture bilateral trade specificities between country groupings. We conclude that CEEC as a group had apparently exhausted the possibilities for export expansion in the EU25, unless dynamic changes were to take place. However, several of the remaining EU25 countries had not yet reached their export potential to the EU25 markets, including to the CEEC as a group.     

Tests of independence in a bivariate exponential distribution

The problem of testing independence in a two component series system is considered. The joint distribution of component lifetimes is modeled by the Pickands bivariate exponential distribution, which includes the widely used Marshall and Olkins distribution and the Gumbels type II distribution. The case of identical components is first addressed. Uniformly most powerful unbiased test (UMPU) and likelihood ratio test are obtained. It is shown that inspite of a nuisance parameter, the UMPU test is unconditional and this test turns out to be the same as the likelihood ratio test. The case of nonidentical components is also addressed and both UMPU and likelihood ratio tests are obtained. A UMPU test is obtained to test the identical nature of the components and extensions to the type II censoring scheme and multiple component systems are also discussed. Some modifications to account for the difference in parameters under test and use conditions are also discussed.     

On the simultaneous estimation of physical and monetary commodity flows

Large databases mapping commodity flows measured in various units such as currency, tons or caloric values are the backbone of many recent environmental-economic studies. Their construction typically requires combining large amounts of partial information in a series of successive steps. These include the estimation of unobserved flows, transformations between units, handling aggregation re-classification and, finally, reconciling estimates with mass, financial and/or energy balances. This paper proposes a maximum entropy model that allows for the simultaneous estimation of unobserved commodity flows as well as corresponding prices such that data constraints in various units of measurement, levels of aggregation and possibly mismatching classifications are simultaneously satisfied. Its capability is assessed through a Monte-Carlo analysis and its performance compared with a simple step-wise approach. Our results suggest that the simultaneous approach performs significantly better in a vast majority of cases.     

中国股市理性预期的检验

理性预期假设在经济金融研究中占据着十分重要的地位 ,但它是否真的与人们的决策行为相一致 ,仍然是并不十分清楚的问题。本文利用中国股市的调查数据 ,对机构的短期预期行为进行了直接的检验。由于数据的分类性质 ,我们发展了解释变量包含离散数据的模型的估计方法。研究中我们没有找到支持理性预期假说的证据。文章对分类调查数据的检验给出了创新性的方法 ,文章的结论有助于人们对中国股民投资和预期行为的认识。     

单一出厂定价制度下的厂商区位选择

修改Hotelling(1929)模型的基本假定,假定厂商边际生产成本为正,交通成本由消费者负担,厂商区位可以为内生变量,也可以为外生变量,在此假定前提下,分析厂商的最优的区位—价格策略,以探讨最大差异原则或者最小差异化原则何时成立,或者不成立。