大采高工作面顺槽煤柱破坏失稳机理研究

本文通过理论分析及数值计算分析煤柱支承压力的分布情况和煤柱弹性核率,研究大采高工作面顺槽煤柱破坏失稳机理.大采高综采工作面顺槽煤柱的稳定性直接影响着矿井的安全高效生产,其主要表现为回采巷道的支护难度及支护成本,因此,煤柱稳定性的研究一直煤矿生产中亟待解决的难题.     

对技术创新推动彩电产业结构调整的思考

彩电市场竞争中洋彩电采用“技术领先”策略占据技术制高点,国产彩电采用“技术适宜”策略占领了市场主体。国产彩电在品牌市场份额竞争的“价格大上呀”中展开库存调整,价格调整,生产调整,技术调整,应深入进行技术战略调整,把“技术适宜”策略调整为“技术创新”战略。通过观念创新,技术创新,管理创新推动彩电产业结的调整,获得彩电市场技术优势,提升国际市场竞争力。     

Varying Coefficient Regression Models: A Review and New Developments

Varying coefficient regression models are known to be very useful tools for analysing the relation between a response and a group of covariates. Their structure and interpretability are similar to those for the traditional linear regression model, but they are more flexible because of the infinite dimensionality of the corresponding parameter spaces. The aims of this paper are to give an overview on the existing methodological and theoretical developments for varying coefficient models and to discuss their extensions with some new developments. The new developments enable us to use different amount of smoothing for estimating different component functions in the models. They are for a flexible form of varying coefficient models that requires smoothing across different covariates' spaces and are based on the smooth backfitting technique that is admitted as a powerful technique for fitting structural regression models and is also known to free us from the curse of dimensionality.     

南京都市圈基本公共服务均等化时空演变及地域差异

通过构建基本公共服务均等化评价指标体系,运用核密度估计法和Dagum基尼系数探究2011—2020年南京都市圈基本公共服务均等化的时空演变以及地区差异特征。研究表明：在时序演变上,南京都市圈基本公共服务均等化水平不断提高,但是城市间差异仍然存在,呈现微弱的两极化特征;在空间分布上总体呈现中间高四周低的空间格局,苏皖两省内各城市各子维度均等化水平分界明显,具有典型的区域化特征;南京都市圈基本公共服务总体呈现均等化水平上升,区域总体差异逐渐缩小;南京市龙头作用发挥不足,是导致区域内差异存在的重要原因。因此,需加强南京都市圈内部分工协作,破除政策壁垒,推动南京市的带头作用,促进区域内基本公共服务均等化发展。     

Optimal measure preserving derivatives revisited

This article clarifies the relationship between pricing kernel monotonicity and the existence of opportunities for stochastic arbitrage in a complete and frictionless market of derivative securities written on a market portfolio. The relationship depends on whether the payoff distribution of the market portfolio satisfies a technical condition called adequacy, meaning that it is atomless or is comprised of finitely many equally probable atoms. Under adequacy, pricing kernel nonmonotonicity is equivalent to the existence of a strong form of stochastic arbitrage involving distributional replication of the market portfolio at a lower price. If the adequacy condition is dropped then this equivalence no longer holds, but pricing kernel nonmonotonicity remains equivalent to the existence of a weaker form of stochastic arbitrage involving second-order stochastic dominance of the market portfolio at a lower price. A generalization of the optimal measure preserving derivative is obtained, which achieves distributional replication at the minimum cost of all second-order stochastically dominant securities under adequacy.     

Time-varying variance and skewness in realized volatility measures

We propose new empirical models to capture the dynamics of the variance and skewness in realized volatility measures. We find that time-variation in variance and skewness of realized measures is a key empirical feature, even after accounting for well-known, stylized facts such as long-memory-type persistence and large incidental observations. Using a broad range of 89 US stocks across different sectors over 2001–2019, we show that these are not incidental phenomena of a few stocks but are widely shared. Accounting for dynamics in the variance and skewness of realized measures results in significantly better in-sample fit and out-of-sample unconditional density and quantile forecasts.     

On the strong uniform consistency of a new kernel density estimator

Summary A new multivariate kernel probability density estimator is introduced and its strong uniform consistency is proved under certain regularity conditions. This result is then applied particularly to a kernel estimator whose mean vector and covariance matrix areμ _n andV _n, respectively, whereμ _n is an unspecified estimator of the mean vector andV _n, up to a multiplicative constant, the sample covariance matrix of the probability density to be estimated, respectively. Work supported by the Natural Sciences and Engineering Research Council of Canada and by the Fonds F.C.A.R. of the Province of Quebec.     

工业效率与中国增长极形成的关系研究——基于中国地级市数据的实证检验和理论解释

本文阐述了工业效率的提升对增长极形成的作用机理。在此基础上,选用了城市区域贡献率水平、城市区域增长率水平和城市区域发展水平三个判定条件,运用核密度估计法对2001—2018年中国200个地级市,是否成为中国经济增长极进行了筛选和识别。本文实证检验了工业效率提升对增长极形成的作用机制,发现工业效率的提升能够显著推动增长极形成,其作用的过程机理是工业效率的提升一方面直接推动增长极形成,另一方面通过产业结构的升级间接地推动增长极的形成。同时发现,道路基础设施和互联网基础设施是通过促进工业效率提升,间接影响增长极的形成。人口规模和地方财政科技支出对增长极的形成也有显著正向影响。     

The frequency and size of price changes: evidence from non-parametric estimations

The majority of price setting models predict a negative correlation between the frequency and size of price changes. Using a unique micro-level price data from Slovakia, we find that a negative correlation between frequency and size of price changes holds only for more rigid prices. On the other hand, less rigid prices such as gasoline prices exhibit positive correlation in line with Rotemberg's pricing model.     

我国营业税征管效率测度分析

高效的税收征管是良好税制的重要方面,测度分析税收征管效率是税制优化设计的基础性工作。基于非参数和参数方法,对近年我国营业税征管效率进行测算,发现虽然不同方法测算结果不同,但其整体趋势是一致的,营业税平均征管效率呈逐步上升态势,且当前营业税征管效率整体仍较低,有很大的提升空间。进一步的实证分析表明,营业税占地税机关征税总收入比重的提高、税收分权度的提升、就业率的增长等有助于营业税征管效率的改善,转移支付比重的提高无益于营业税征管效率的改善,营业税征管存在"粘蝇纸"效应现象。