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101.
张全红 《地质技术经济管理》2011,(7):14-18
选择FGT贫困指数和脱贫时间指数,利用世界银行公布的我国农村贫困线和收入分配分组数据。对比分析了1981年-2005年以来的农村贫困变化趋势。研究发现,农村贫困状况虽然总体上呈缓解趋势,但在脱贫时间指数的构成中,由于不平等所延长的脱贫时间,无论从绝对量还是相对量上都明显提高,这说明收入分配的恶化已经成为反贫困的严重障碍,这种变化趋势值得高度关注。 相似文献
102.
Economic variables usually follow a dynamic trend pattern. However, it is difficult to estimate this trend precisely as numerous economically- and statistically-based estimation methods exist. This contribution proposes a data-driven nonparametric trend that is local polynomial, to improve arbitrary trend estimations of commonly used methods concerning the selection of the smoothing parameter and the dependence structure. An iterative plug-in (IPI) algorithm determines the bandwidth endogenously and allows a theory-based interpretation of the length of growth processes. This length of the bandwidth reflects the lengths of the steady state periods. Consequently, the bandwidth identifies the time period of stable economic conditions and can detect economic changes. To demonstrate the power of this estimation approach, an extensive simulation study is performed. Furthermore, examples using US and UK GDP data along with a guide for the optimal choice of algorithms for empirical applications are provided. This proposed method yields new insights for growth dynamics, cyclical movements and their dependence. 相似文献
103.
《International Journal of Forecasting》2020,36(1):121-128
We participated in the M4 competition for time series forecasting and here describe our methods for forecasting daily time series. We used an ensemble of five statistical forecasting methods and a method that we refer to as the correlator. Our retrospective analysis using the ground truth values published by the M4 organisers after the competition demonstrates that the correlator was responsible for most of our gains over the naïve constant forecasting method. We identify data leakage as one reason for its success, due partly to test data selected from different time intervals, and partly to quality issues with the original time series. We suggest that future forecasting competitions should provide actual dates for the time series so that some of these leakages could be avoided by participants. 相似文献
104.
《Review of Income and Wealth》2018,64(3):703-730
This paper contributes to the growing literature on spatial prices in large heterogeneous countries. While the literatures on spatial variation and temporal movement in prices have grown in parallel, this study marks a departure by providing a unified treatment and proposing a comprehensive framework that allows both approaches. The proposed model is based on twin extensions of the household version of the “country product dummy model” by allowing for a dynamic stochastic specification and interdependence of spatial prices of geographically adjacent regions. Tests of temporal stability and regional independence of the estimated spatial prices are proposed and applied in this paper. The paper shows that the introduction of an autoregressive error process of order one, AR(1), improves the efficiency of the estimates of parameters, urban‐rural and temporal price indices under certain conditions. The Indian application points to a rich potential for using the proposed framework in cross country comparisons such as the International Comparison Program (ICP) exercises. 相似文献
105.
ABSTRACT We test the empirical validity of the PPP proposition under temporary structural breaks and dynamic nonlinear adjustments. Although several testing procedures have recently been proposed in the existing literature to investigate stochastic properties of the series under gradual breaks and nonlinear adjustments, none of these tests are compatible with the PPP proposition. Therefore, we propose new testing procedures that restrict the break to be temporary while simultaneously allowing for asymmetric dynamic nonlinear adjustment towards equilibrium. Using these newly proposed tests, we test stationarity of real exchange rate of 24 OECD countries vis-à-vis USA, and find support in favour of PPP proposition in majority of the countries. 相似文献
106.
This study extends the literature on modeling the volatility of housing returns to the case of condominium returns for five major U.S. metropolitan areas (Boston, Chicago, Los Angeles, New York, and San Francisco). Through the estimation of ARMA models for the respective condominium returns, we find volatility clustering of the residuals. The results from an ARMA‐TGARCH‐M model reveal the absence of asymmetry in the conditional variance. Dummy variables associated with the housing market collapse unique to each metropolitan area were statistically insignificant in the conditional variance equation, but negative and statistically significant in the mean equation. Condominium markets in Los Angeles and San Francisco exhibit the greatest persistence to volatility shocks. 相似文献
107.
Maximo Camacho Gabriel Perez-Quiros Pilar Poncela 《International Journal of Forecasting》2018,34(4):598-611
We extend the Markov-switching dynamic factor model to account for some of the specificities of the day-to-day monitoring of economic developments from macroeconomic indicators, such as mixed sampling frequencies and ragged-edge data. First, we evaluate the theoretical gains of using data that are available promptly for computing probabilities of recession in real time. Second, we show how to estimate the model that deals with unbalanced panels of data and mixed frequencies, and examine the benefits of this extension through several Monte Carlo simulations. Finally, we assess its empirical reliability for the computation of real-time inferences of the US business cycle, and compare it with the alternative method of forecasting the probabilities of recession from balanced panels. 相似文献
108.
随着计算机的发展,工业自动化水平的提高,在工程中流量显示表已得到了广泛的使用。显示仪表精确度的高低,直接影响着企业的经济效益。在我国现有经济水平下,使用单片机开发的流量显示表,在工程中是非常适用的。该表是用MSP430F135为主芯片,并辅以其他的外围模块构成的具有串行通讯功能,满足流量检测显示的嵌入式最小系统。 相似文献
109.
Finite mixtures offer a rich class of distributions for modelling of a variety of random phenomena in numerous fields of study. Using the sample interpoint distances (IPDs), we propose the IPD‐test statistic for testing the hypothesis of homogeneity of mixture of multivariate power series distribution or multivariate normal distribution. We derive the distribution of the IPDs that are drawn from a finite mixture of the multivariate power series distribution and multivariate normal distribution. Based on the empirical distribution of the IPDs, we construct a bootstrap test of homogeneity for other multivariate finite mixture models. The IPD test is applied to mixture models for matrix‐valued distributions and a test of homogeneity for Wishart mixture is presented. Numerical comparisons show that IPD test has accurate type I errors and is more powerful in most multivariate cases than the expectation–maximization (EM) test and modified likelihood ratio test. 相似文献
110.
本文分析了汽车玻璃加工生产线的生产流程,生产车间不同种类的在制品(WIP)数量很庞大,为此研究生产线的瓶颈工序,得到瓶颈工序生产线的切换时间对WIP库存的影响,研究生产线的切换时间、工序之间的生产节拍比和WIP库存数三者之间的关系,结合JIT和WIP库存控制策略来保证生产线的流畅生产,归纳出关键的工序节拍比下所需的WIP库存数的动态变化情况,从而动态地控制WIP库存的变化并最大程度地降低车间的WIP库存。 相似文献