跨国公司在我国研发投资的区位决定因素研究

基于我国数据运用逐步回归法进行分析,探寻影响跨国公司在我国加大研发投资力度的决定因素:经济发展水平、市场规模潜力、人力资源可得性、劳动力成本优势与知识产权保护力度等均为影响研发投资的决定因素。我国作为投资东道国应从以上方面优化投资环境,努力提高吸引研发投资的力度和效率,并为其它发展中国家东道国提供借鉴。     

Consistent estimation of a general nonparametric regression function in time series

We propose an estimator of the conditional distribution of X_t|X_t−1,X_t−2,…, and the corresponding regression function , where the conditioning set is of infinite order. We establish consistency of our estimator under stationarity and ergodicity conditions plus a mild smoothness condition.     

The customer consequences of returns in online retailing: An empirical analysis

Pressure continues to build on the operations management function to facilitate system and firm level benefits. In the online marketplace, one area of growing interest is that of product returns. Though commonly viewed as a cost center from an operations perspective, operations’ actions have the potential to strongly influence future customer buying behavior in several ways. Using an archival database of actual purchase and returns history provided by a moderately sized online retailer, this study examines the relationship between a customer's experience of product returns, and subsequent shopping behavior. Employing transaction cost, consumer risk, and procedural justice theories, we demonstrate that the returns management process, rather than being regarded as an afterthought to the production and deployment of goods, can significantly and positively influence repurchase behavior. Additionally, we provide evidence that certain customers should be considered for prioritization in the returns process. We suggest ways through which operations managers can take care in discharging their responsibilities in this area – to make returns processing more than simply a “necessary cost of doing business” rather, using it to their advantage in engendering repeat and increased purchase behavior.     

我国城镇正规就业与非正规就业工资差异的实证研究——基于分位数回归与分解的发现

本文利用2009年CHNS数据对我国城镇正规就业与非正规就业的工资差异进行实证研究,分位数回归与分解的结果表明:正规就业与非正规就业的教育回报率的差异,随工资分布由低端到高端呈现先升后降趋势,经验—工资线在正规就业与非正规就业明显不同,前者为单调递增的线性关系,后者为倒"U"形曲线关系;正规就业与非正规就业的工资差异主要是由中低端的工资差异引起的;在工资分布中低端和歧视等非市场因素是工资差异的主要原因,而在工资分布高端,工资差异主要来自于教育和经验等个人禀赋差异。     

具有异质性非参数时间趋势的面板数据模型的估计

本文为一类具有异质性非参数时间趋势的面板数据模型提出了一种简单估计方法。基于局部多项式回归的思想,首先去除数据中的时间趋势成分,然后由最小二乘法来估计公共系数,同时得到时间趋势函数的非参数估计。在一些正则条件下,研究了这些估计量的渐近性质,即在时间维度T和横截面维度n同时趋向无穷时,建立了各个估计量的渐近相合性和渐近正态性。最后通过蒙特卡洛模拟,考查了这种估计方法的有限样本性质。     

国际贸易机制对国内武装冲突影响的研究——基于回归断点设计的数量分析(1946-2009年)

国际机制不仅影响国家行为体,也影响国家层面之下的非国家行为体,并作用于两类行为体间的互动。作为最为成熟也是影响范围最为广泛的国际机制之一,国际贸易机制一方面通过机制功能作用于国内政治中的国家行为体与非国家行为体,另一方面施加影响于贸易议题从而刺激国内各行为体之间的互动。无论是机制还是贸易都与国际和平战争研究紧密相关,如"贸易和平论"与"国际制度和平论"。基于国际原因与国内产出之间的关系,国际贸易机制如何影响国内政治,特别是影响国内冲突的爆发风险?通过回归断点设计(RDD)与Logit回归分析,1946-2009年之间的国际贸易机制(关贸总协定/世界贸易组织)数据及国内武装冲突数据显示,关贸总协定/世界贸易组织成员资格的确能够在整体上显著降低国内武装冲突发生的可能性;但是,在分别控制经济因素、政治因素、社会因素、贸易因素和外部因素之后,实证结果显示国际贸易机制对各国国内冲突风险实际上是一种条件性的混合影响。     

混合地理加权回归模型的拟合及相关性检验

利用两步估计方法对混合地理加权回归模型进行拟合,运用Moran's检验方法探索误差项的空间相关性。     

Performance Implications of Online Entry Timing by Store-Based Retailers: A Longitudinal Investigation

This paper utilizes Time Series Cross-Sectional (TSCS) Regression techniques to investigate long-term performance effects of the timing of online sales adoption by incumbent bricks-and-mortar retailers. Its findings support the resource-based theory of competitive advantage by showing that firm-specific resource endowments (bricks-and-mortar experience, catalog experience and firm size) determine the success of the order of online entry strategy. The study contributes to the development of strategic theory in the areas of multi-channel retailing and electronic commerce and assists managers in formulating more informed strategic objectives for achieving multi-channel competitive advantage.     

全流通环境下中国银行业的市值评估——来自国内上市银行的经验数据

银行业的价值评估对于推进金融体制改革存在重要意义,本文从价值评估文献综述入手,建立了一个两步骤的统计学模型,首先通过因子分析得到影响银行价值的主要成分,然后通过多元线性回归检验银行规模、经营业绩和流动性对银行股票价格的影响,实证结果显示:股权分置改革并未如预想的那样对股票价格有明显影响,中国银行业主要盈利来自于存贷款利差收入。