一种新型的计量型抽样检验方法——三样本检验法

许多公司的进料检验面临检验效率低下、检验价值丧失的困境,如何提升进料检验的效率并促进进料检验发挥有价值的效用是一个现实的课题。文章针对计量型质量特性所提出的三样本检验法是一种新型的计量型抽样检验方法,希望能够为帮助企业走出进料检验的困境发挥效用。     

Calibration Estimation in Survey Sampling

Calibration estimation, where the sampling weights are adjusted to make certain estimators match known population totals, is commonly used in survey sampling. The generalized regression estimator is an example of a calibration estimator. Given the functional form of the calibration adjustment term, we establish the asymptotic equivalence between the functional-form calibration estimator and an instrumental variable calibration estimator where the instrumental variable is directly determined from the functional form in the calibration equation. Variance estimation based on linearization is discussed and applied to some recently proposed calibration estimators. The results are extended to the estimator that is a solution to the calibrated estimating equation. Results from a limited simulation study are presented.     

新贸易保护主义的演变趋势及其影响因素

新贸易保护主义思潮最早出现于20世纪70年代的美国,于20世纪80年代全面兴起并形成一股浪潮迅速席卷全球。进入21世纪前后,新贸易保护主义本身从形式到内容又发生了相当明显的变化,并继续沿着一定的趋势演变。新贸易保护主义的演变有着深刻的政治经济背景,同时,一些贸易理论流派和学术主张也为新贸易保护主义的演变提供了理论渊源和动力。在未来可以预见的一段时间内,发达国家和发展中国家之间的贸易摩擦和纠纷将会以较高的频率发生。在策略上主动、积极地运用多边贸易体制所允许的合法手段保护自己特定的产业,同时在战略上将目前的比较优势转变为竞争优势是我国应对目前新贸易保护主义的基本方略。     

Does the Entrepreneurship of the Parents Affect the Opportunities of their Offspring’s Entrepreneurship? Empirical Analysis Based on the CGSS 2010–2013 Data

The whole society is paying close attention to “entrepreneurship,” which urges researchers to find an explanatory perspective relatively independent and with causality on the intergenerational transfer of entrepreneurship. Based on the data of the Chinese General Social Survey (short for CGSS) during the years 2010–2013, this paper analyzes how parents’ entrepreneurship affects the probability of their offspring’s entrepreneurship, and the results show that compared with the offspring of parents who did not start their own business, those whose parents did are more likely to choose to start their own business. In view of historical facts such as the “lay-off wave” during China’s transformation into a market economy, we use “the annual number of unemployed back to work,” a provincial-level indicator, in the 1990s as an instrumental variable to correct possible endogenous problems. We find that parents’ entrepreneurship has significant positive effects on the probability of their offspring’s entrepreneurship, which may result from the informal transfer of human capital and wealth from parents to their offspring.     

Examining the relationship between municipal consolidation and cost reduction: an instrumental variable approach

This study explores the cost-reduction effects of local government consolidation, using data from Japanese municipalities. We use municipal panel data from Japan for the years 2000, 2005 and 2010, a data set including numerous consolidation cases. Reverse causality between consolidation decisions and size of municipal expenditure is a concern in the voluntary consolidation of local governments. An instrumental variable (IV) methodology is employed to deal with possible endogeneity associated with consolidation decisions. The main finding is that municipal current expenditure per capita increases immediately after consolidation, but then gradually declines. Because consolidation seems to increase per capita expenditure in the absence of the effect of this long-term declining trend, incorporating this trend into estimation is crucial in cost-efficiency analysis of consolidation. It is also shown that conventional panel data regressions yield biased consolidation effects, suggesting the superiority of the IV approach.     

Effects of a holiday trip on health and quality of life: evidence from a natural experiment in South Korea

We examine whether having a holiday trip affects an individual’s well-being, namely quality of life, health status, stress level and health behaviours. We use the two-stage estimation method to control for endogeneity of a travel experience, exploiting a natural experiment of distributing Travel Vouchers at random among qualified applicants in South Korea in 2012. We find that, for applicants whose decision to travel is influenced by receiving a voucher, a travel experience has no significant effects on the traveller’s well-being measured 3–12 months later. We also find that the OLS estimates overstate benefits of a travel.     

The impacts of bank-specific and macroeconomic variables on the capital adequacy ratio: evidence from Islamic banks

The study investigates the relationship between the capital adequacy ratio (CAR) and different bank-specific and macroeconomic variables for 28 Islamic banks. We document that there is a statistically significant positive relationship between the CAR and the bank-specific and macroeconomic variables. In particular, bank-specific variables such as ROA, ROE, leverage, credit risk and size show a strong association with the CAR, while on the macroeconomic side, inflation, market capitalization and exchange rate have an impact on the average Islamic bank in our sample study. Furthermore, we run another model (equity to assets ratio) as dependent, with similar control variables, and the results reveal that, except for inflation, all the variables that have a significant effect on the CAR also influence the equity to assets ratio.     

意图和逻辑及理性选择

经济生活中的主体在执行行动之前,总是先有一个意图,然后再制定规划,最后逐步实现该规划。在这个过程中,主体要进行实用推理,要和其他主体进行交互作用,同时其意图也会受到信息和信息变化的影响,这是一个动态的过程。在大量的现代分析理论中,知识、信念和偏好,都发挥着巨大的作用,现在的某些决策和博弈论者都坚持认为对决策环境的恰当的描述内容中都应该包括主体的信息模型。这些模型的发展,很大程度上归功于对现代动态认知逻辑的研究。决策论和博弈论都是工具理性论。     

Estimating structural equation models with non-normal variables by using transformations

We discuss structural equation models for non-normal variables. In this situation the maximum likelihood and the generalized least-squares estimates of the model parameters can give incorrect estimates of the standard errors and the associated goodness-of-fit chi-squared statistics. If the sample size is not large, for instance smaller than about 1000, asymptotic distribution-free estimation methods are also not applicable. This paper assumes that the observed variables are transformed to normally distributed variables. The non-normally distributed variables are transformed with a Box–Cox function. Estimation of the model parameters and the transformation parameters is done by the maximum likelihood method. Furthermore, the test statistics (i.e. standard deviations) of these parameters are derived. This makes it possible to show the importance of the transformations. Finally, an empirical example is presented.     

A Cross-Country Empirical Analysis of International Reserves

Using data from more than 100 economies for the period of 1975 to 2005, we conduct an extensive empirical analysis of the determinants of international reserve holdings. Four groups of determinants, namely, traditional macro variables, financial variables, institutional variables, and dummy variables that control for individual economies’ characteristics are considered. We find that the relationship between international reserves and their determinants is significantly different between developed and developing economies and is not stable over time. The estimation results indicate that, especially during the recent period, a developed economy tends to hold a lower level of international reserves than a developing one. Furthermore, there is only limited evidence that East Asian economies including China and Japan are accumulating an excessive amount of international reserves.