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。     

城市轨道交通合理站间距的研究

城市轨道交通作为城市综合交通体系的重要组成部分,其站间距的设置与客流吸引能力、旅客出行时间、列车运行效率等因素密切相关。通过分析城市轨道交通站间距设置的影响因素,提出合理站间距的设置方法及优化模型,结合实例计算并综合考虑各方面因素,推荐城市中心区车站的合理站间距以1050～1 150 m为最优,郊区车站的合理站间距以1 800 m左右为优。     

基于时间序列分析的输变电工程变压器价格短期预测研究

变压器价格是影响输变电工程投资的重要因素,但是由于影响变压器价格因素众多,因此对变压器价格进行科学预测有一定的难度,而输变电工程投资管控又迫切需要对变压器价格进行准确地预测。鉴于此,文章以2010~2018年输变电工程变压器价格为研究样本,在描述变压器价格变动轨迹的基础上,分别以移动平均法、单指数平滑法、双指数平滑法、非周期的Holt-Winter法、AR模型和MA模型对变压器价格进行预测,给出2019年和2020年变压器价格的预测值并进行优劣判断。研究结果表明:双指数平滑法预测精度相对较高,而引入多种时间序列模型进行变压器价格预测,能够给出投资决策者多种选择,可以提高决策的精确性和柔性,对输变电工程实现精准投资和良性投资控制具有一定的积极意义。     

住户部门生产核算：范畴的界定与方法的设计

住户无偿服务生产核算作为住户生产核算体系的重要组成部分,日益受到国内外研究学者的重视。借鉴SNA2008相关理论和方法,结合我国住户无偿服务生产的基本国情,本文界定出住户无偿服务生产的核算范围,设计出用于住户无偿服务生产核算的产出法和投入法;鉴于住户时间因素在无偿服务生产中的重要性,本文从时间投入的视角对我国住户无偿服务生产差异进行了研究,并分别研究了收入水平、教育程度等五个因素对住户无偿服务生产差异的影响;采用主成分分析法,设计出引起住户无偿服务生产差异的家庭因子、人口因子和经济因子,丰富了我国现行住户生产核算体系的理论和方法。     

中国大中城市商业地产开发环境评价——基于时序全局主成分分析

2007年爆发的金融危机不但改变了全球经济格局,也增加了中国房地产市场的不确定性因素。随着住宅开发的竞争越来越激烈,其利润率呈现走低趋势。越来越多的房地产开发商从住宅地产转向商业地产领域,以期获得更加丰厚的回报。选取中国35个大中城市的42个变量共计近6000个数据,利用时序全局主成分分析法对后金融危机时期的这些城市商业地产开发环境进行了系统研究,建立了比较科学的评价指标体系。     

公众对“时间银行”认知和参与的调查研究

"时间银行"作为志愿服务交换的平台,不仅能够充当起居民互帮互助的桥梁,而且有助于构建城市和谐融洽的邻里关系。本文通过对上海市浦东新区、卢湾区、长宁区部分居民区的调研,对"时间银行"公众的认知和参与情况进行了深入的分析,并就"时间银行"公众认知与参与存在的问题,提出了相应的对策建议。     

Optimal dynamic scale and structure of a multi-pollution economy

We analyze the optimal dynamic scale and structure of a two-sector-economy, where each sector produces one consumption good and one specific pollutant. Both pollutants accumulate at different rates to stocks which damage the natural environment. This acts as a dynamic driving force for the economy. Our analysis shows that along the optimal time path (i) the time scale of economic dynamics is mainly determined by the lifetime of pollutants, their instantaneous harmfulness and the discount rate; (ii) economic scale and structure, as well as resulting welfare, may be non-monotonic, and (iii) environmental damage may exhibit an inverted U-shape form. These results raise important questions about the optimal design of environmental policies in a multi-pollution economy. We suggest a system of dynamic Pigouvian emission taxes, each of which should be levied specifically on one particular pollutant. We show that the optimal time path of each tax level is determined by the characteristics not only of that particular pollutant but also of all other pollutants.     

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.     

外国直接投资与我国经济增长:基于VAR模型的动态效应分析

本文分析了外国直接投资影响我国经济增长的6种效应,利用协整检验与格兰杰非因果性检验重新检验了各种效应与外国直接投资的长期关系与因果关系,并利用脉冲响应函数和方差分解方法对外国直接投资的时滞效应进行了较为完整的细致分析。结果显示:首先,外国直接投资可以通过资本积累、出口促进、投资拉动、技术溢出、产业结构优化和制度变迁6种具体效应来促进我国的经济增长;其次,外国直接投资对各种不同具体效应的时滞期各不相同。     

Multivariate stable ARMA processes with time dependent coefficients

This paper considers the class of m-variate autoregressive moving average (ARMA) processes with stable innovations and time dependent coefficients. A set of suitable AR and MA regularity conditions is given to ensure existence and uniqueness of valid solutions. A simple form of the above solution is expressed in terms of one sided Green's matrix functions associated with the AR operator. We solve the prediction problem arising in this class of models. A few examples are added to support the general theory.