基于GARCH类模型的人民币汇率非线性依赖关系研究

利用三类不同结构的基本 GARCH 类模型对四个不同时间跨度上人民币汇率序列进行拟合和效度检验;并进一步结合窗口检验程序,借助相关性 C 统计量和双相关 H 统计量对实证对象的 GARCH 类非线性结构的稳定性及 GARCH 类模型中有关非线性相关的基本假设进行检验。结果表明,人民币汇率系统是一个典型的非线性动态复杂系统,人民币汇率序列中的 GARCH 类非线性结构表现出了非持续和瞬时性的特点。     

财政投入和金融支持对农民农业增收贡献的比较

基于2000～2013年省级面板数据,运用固定效应模型和分位数回归模型考察了财政投入和金融支持对提升农民农业收入的影响,并采用因素分解法比较两者对农民农业增收的贡献大小,继而通过两步固定效应回归、分组回归和替换变量回归三种方式检验结果的稳健性,均得出一致结果,即财政投入和金融支持均促进农业增收,其中财政投入贡献更大,此外大规模的土地投入和完善的基础设施建设也有利于农业收入提高.     

Asymmetric Fluctuating Behavior of China's Housing Prices

The present study explains the reasons for the imbalanced development of the Chinese housing market. Using the quantile autoregression unit‐root test, we examine housing prices in China's five major cities. The results show that the rising and falling of housing prices in these cities exhibits asymmetric reversion. When housing prices fall, market capital is highly sensitive to housing prices, and housing prices resist the pressure to fall further. However, when housing prices rise, the housing market becomes imbalanced, with housing prices tending to overreact in an upturn. The results of this study indicate that when housing prices rise irrationally, the government should intervene in the housing market promptly to prevent housing bubbles.     

Is There Excess Liquidity in China?

In this paper, we developed the recursive unit root tests proposed by Phillips et al. (2013) and used them to identify the beginning and the end of potential excess liquidity in the Chinese monetary market during the period from 1992 to 2013. The result indicates that excess liquidity existed from the third quarter of 2002 to 2013. The analysis shows that since 2003, the inflationary pressure of excess liquidity has remained high. We provide evidence supporting the money illusion hypothesis in China. The recursive unit root test is suited to practical implementation with time series and delivers a consistent date‐stamping strategy for determining the origination and termination of multiple bubbles. Simulations show that the test significantly improves discriminatory power and leads to distinct power gains.     

Statistical inference of partially linear varying coefficient spatial autoregressive models

This paper proposes a semiparametric partially linear varying coefficient spatial autoregressive model, which is a generalization of standard spatial autoregressive model and partially linear spatial autoregressive model. To estimate the unknown spatial lag parameter, constant coefficients and coefficient functions, a profile quasi-maximum likelihood approach based on the local-linear method is introduced. To test the existence of the spatial effects, a generalized likelihood ratio test statistic is proposed, and a residual-based bootstrap procedure is used to derive the p-value of the test. Some simulations are conducted to examine the performance of our proposed procedures and the results are satisfactory. Furthermore, a real-world example is given to demonstrate the application of the proposed procedures.     

基于任务驱动的高职大学生学习状况调查分析

任务驱动在统计教学中的引入,为教学提供了一种好的实践途径。本次教学任务对当今高职大学生学习动机、学习态度、学习方法和学习氛围做了调查,并分析了大学生学习的一些特点,并提出一些提高学风建议:改善学习环境、成立导师负责制、改变教学模式引入实践教学和合理引导学生考证方式。     

Some corrections to claims about the literature in Engl and Scotchmer (1996)

Some assertions in Engl and Scotchmer [J. Math. Econ. 26 (1996) 209] concerning prior literature are corrected. In addition, I discuss the differences between the convergence results of Engl and Scotchmer [J. Math. Econ. 26 (1996) 209], and those of this author, alone and with Martin Shubik, dating from 1980. Our prior and concurrent results show that (approximate) -cores of games with many players treat most similar players nearly equally; that is, approximate cores of large games have the equal treatment property. The convergence result of Engl and Scotchmer shows that, in per capita terms, -core payoffs to sufficiently large groups of players can be approximated by equal-treatment payoffs.     

喷油泵试验台量油方法的改进研究

为解决当前喷油泵试验台量油系统量油误差大和效率低的问题,改变了传统的容积式量油方法,首次提出了质量式测量喷油量的方法。本文对质量式喷油泵量油系统的设计结构、工作原理和系统的优越性等作了详尽的介绍。     

核心竞争力概念模型构建研究

如何获得竞争优势是战略管理的研究主题。RBV作为分析竞争优势的视角之一,受到学者的广泛关注。本文以RBV理论和博弈论为基础分析时间和知识对竞争优势形成的作用机理,尝试建立核心竞争力的概念模型。