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91.
DIC in variable selection 总被引:2,自引:0,他引:2
Model comparison is discussed from an information theoretic point of view. In particular the posterior predictive entropy is related to the target yielding DIC and modifications thereof. The adequacy of criteria for posterior predictive model comparison is also investigated depending on the comparison to be made. In particular variable selection as a special problem of model choice is formalized in different ways according to whether the comparison is a comparison across models or within an encompassing model and whether a joint or conditional sampling scheme is applied. DIC has been devised for comparisons across models. Its use in variable selection and that of other criteria is illustrated for a simulated data set. 相似文献
92.
THE J CURVE: CHINA VERSUS HER TRADING PARTNERS 总被引:4,自引:0,他引:4
The short‐run effects of currency depreciation are said to be different from its long‐run effects. In the short run, the trade balance deteriorates and improvement comes after some time; hence, the J‐curve phenomenon. Previous studies that tested the response of the trade balance to exchange rate changes in China employed aggregate trade data and provided mixed results. Indeed, most of them concluded that real depreciation has no long‐run impact on the Chinese trade balance. In this paper, we disaggregate the data by country and using recent advances in time series modelling estimate a trade balance model between China and her 13 major trading partners. We show that real depreciation of the Chinese currency has a favourable impact on her trade balance with a few partners, especially the USA. Not much support is found for the J‐curve hypothesis. 相似文献
93.
文章通过对丁家屋子地区孔店组高凝油测试资料进行分析,将储层分为四类,并对每类储层的试油工艺及效果进行了分析,找到了增产措施选层原则。 相似文献
94.
WANG Rui-ze 《中国经济评论(英文版)》2007,6(2):43-46
Although the Cointegration Theory was founded by the C.W.J Granger and other economists in the 1980s, it was not widely used in China until C.W.J Granger was awarded with Nobel Prize in 2003. Since then, a lot of economic papers introducing or applying Cointegration Theory have emerged, but the phenomenon of misuse of this theory possibly arose at the same time. Based on some of these papers obtained from web site (www.cnki.net), this paper explores the applications of Cointegration Theory in China and draws some initial conclusions. Most of these applications are reasonable, but some of them are a bit blindfold or even contradictory in conclusions, which indicates that the overall application quality has a large room to get improved and should be paid more attention by academe. 相似文献
95.
H. Luschgy 《Statistica Neerlandica》1982,36(3):129-134
Abstract We consider the problem of testing equality of the mean vectors of two multivariate normal populations when covariates are present and the covariance matrix is known. As an application of the H unt -S tein theorem it is shown that the χ2 -- test of level a maximizes, among all level a tests, the minimum power on each of the contours where the χ2 -- test has constant power. A corollary is that the χ2 -- test is most stringent level a . 相似文献
96.
The rapidly increasing volume of both published and unpublished work on the arbitrage pricing theory (APT) of Ross (1976)
has given rise to a number of misunderstandings at the interface of theoretical and econometric work. In this article we extend
the theoretical structure of our previous work (McElroy and Burmeister, 1985, 1988; Burmeister and McElroy, 1987, 1988) to
provide a broad yet rigorous framework both for econometric estimation and for better economic interpretation of new empirical
results.
We begin with the case where allK factors are observed, and then present the second case ofK−1≡J observed APT factors and one unobserved factor, theresidual market factor introduced in McElroy and Burmeister (1985). The economic interpretations for equivalent specifications of this model are
discussed, and we enumerate several immediate payoffs to these specifications.
The main new results are concerned with the sometimes intricate relationships among APT models withK factors and APT models withK factors that are constrained to satisfy mean-variance efficiency restrictions. These results are not only of theoretical
interest, but more importantly they provide the basis for econometric estimation and testing of nested hypotheses. These econometric
issues are discussed in detail. 相似文献
97.
快速营销反应系统下的整合营销研究--兼论后工业时代的营销理论与方法 总被引:12,自引:0,他引:12
进入后工业时代后,企业应该建立快速营销反应系统,即CSMM营销系统。该系统包括四个主要营销工具:顾客关系管理、供应链管理、管理信息系统和市场物流系统。并将其整合成一个严密的营销系统。按照这种营销模式,企业应对按职能制组织形式设立的部门进行重新架构,以符合由顾客订单驱动的营销范式要求,用对顾客需求的“快速反应”进行市场竞争。因此,营销的研究范式也必须突破原来生产者主导营销形成的4Xs的研究范式。 相似文献
98.
压力测试作为一般风险计量工具的重要补充,越来越受到金融监管部门和银行业的重视。文章从压力测试和反向压力测试的原理与方法出发,比较分析压力测试与在险价值(VaR)的特征性与互补性,通过示例阐明压力情景的设置方法和压力测试的操作过程,并探讨压力测试和反向压力测试在银行风险管理中的实务问题。 相似文献
99.
水力压裂是油气井增产、水井增注的有效措施,压裂支撑剂性能的好坏直接影响人工裂缝的导流能力。在从事支撑剂性能评价试验中,发现若干对支撑剂性能评价试验的影响因素。研究结果对压裂支撑剂的评价标准以及下一步有效地改进具有重要的指导意义。 相似文献
100.
为了更好地控制高含水油田注采无效循环,油田迫切需要开展深部液流转向与调驱技术研究,通过注入化学剂迫使液流转向,降低油水界面张力达到驱油效果。目前常用化学剂有上百种,且大多数都是聚合物合成的高分子材料,其对环境伤害的程度各不相同。分析了HPKL转向剂急性中毒性测试、生物累积性测试实验的过程和结果,测得了HPKL的EC50值;确定了HPKL转向剂生物毒性为低毒、无生物累积,对环境损害程度小。 相似文献