试谈新型抽油机平衡度测试仪的研制方法与现场应用效果

在此则介绍了一种新型电能法平衡度测试仪的设计思路、工作原理、研制过程、现场操作方法、抽油机平衡块调整估算以及现场应用情况等,新研制的测试仪采取电能法测试原理,其在价格、使用方便程度以及可靠性、耐用性等各方面都与电流法的钳形电流表相当,而准确度与功率法测试仪器一致,具有很高的推广应用价值。     

基于成本的供应链可靠性探讨

供应链可靠性是确保供应链稳定运行的基础,本文从提升供应链可靠性中所面临的成本与效率的矛盾出发,以链式供应链为例,分析了仓库的设置对提升供应链的作用。并引入单位可靠性成本的概念,从成本的角度分析了设置仓库是否符合经济性,最后结合模型分析,指出仓库设置在利用率较高的供应链结点企业处,能够获得最好的经济效果。     

燃气轮机电厂节能降耗综合措施及效益分析

张家港华兴电力有限公司有2套燃气-蒸汽联合循环发电机组,是国家“西气东输”工程的配套项目,燃气-蒸汽联合循环发电机组在节能、环保方面具有一定的优势。介绍了华兴电力有限公司的燃气-蒸汽联合循环机组的运行状况及所采取的进一步节能降耗的综合措施,并对所采取措施的节能效果进行了经济性分析,以期为其他同类电厂提供参考。     

600MW机组烟气湿法脱硫装置吸收塔除雾器改造及效果分析

广东粤电靖海发电有限公司烟气湿法脱硫装置中的烟气一烟气加热装置（GGH）在运行过程中经常发生堵塞。针对GGH堵塞的主要原因进行分析,提出了具体的改造方案,将原2层平板式除雾器改成2层屋脊式加1层管式除雾器,改造后运行效果良好,节能环保效益显著。     

人民币境外存量、国际收支 与人民币国际化进程*

人民币国际化问题已成为各国学者研究的热点。本文依据弗里德曼货币需求函数设立国内货币需求模型,并基于间接测算法和模型稳定性检验结果,选取1992-2003年的季度数据估测2004-2014年季度人民币境外存量,以此作为人民币国际化的衡量标准。在此基础上运用协整理论、格兰杰（Granger）因果检验、脉冲分析法等时间序列处理方法对我国现有的国际收支结构、经济规模、实际汇率及人民币国际化之间的动态关系进行实证分析。本文研究发现,上述变量之间存在长期稳定的均衡关系,我国经济规模扩大、经常项目顺差和人民币稳步升值有利于推动人民币国际化进程,而资本和金融项目顺差会对人民币国际化产生阻碍作用。因此,在发展国民经济及维持人民币币值坚挺的同时,合理调整我国国际收支双顺差结构也是人民币国际化进程的客观要求。     

FDI与我国碳密度关系研究——基于中国1983~2011年数据

选取1983~2011年数据对我国FDI和碳密度进行了格兰杰(Granger)因果关系检验。结果显示:FDI不是碳密度的格兰杰原因,因此FDI不必然导致碳密度增加;碳密度也不是FDI的格兰杰原因,因此通过"高碳"政策来吸引外资是不可取的。文章根据现实情况对结论进行了解释,进而提出了具体的政策建议。     

Evaluating GARCH models

In this paper, a unified framework for testing the adequacy of an estimated GARCH model is presented. Parametric Lagrange multiplier (LM) or LM type tests of no ARCH in standardized errors, linearity, and parameter constancy are proposed. The asymptotic null distributions of the tests are standard, which makes application easy. Versions of the tests that are robust against nonnormal errors are provided. The finite sample properties of the test statistics are investigated by simulation. The robust tests prove superior to the nonrobust ones when the errors are nonnormal. They also compare favourably in terms of power with misspecification tests previously proposed in the literature.     

Inference on the cointegration rank in fractionally integrated processes

For univariate time series we suggest a new variant of efficient score tests against fractional alternatives. This test has three important merits. First, by means of simulations we observe that it is superior in terms of size and power in some situations of practical interest. Second, it is easily understood and implemented as a slight modification of the Dickey–Fuller test, although our score test has a limiting normal distribution. Third and most important, our test generalizes to multivariate cointegration tests just as the Dickey–Fuller test does. Thus it allows to determine the cointegration rank of fractionally integrated time series. It does so by solving a generalized eigenvalue problem of the type proposed by Johansen (J. Econ. Dyn. Control 12 (1988) 231). However, the limiting distribution of the corresponding trace statistic is χ², where the degrees of freedom depend only on the cointegration rank under the null hypothesis. The usefulness of the asymptotic theory for finite samples is established in a Monte Carlo experiment.     

Bootstrapping Financial Time Series

It is well known that time series of returns are characterized by volatility clustering and excess kurtosis. Therefore, when modelling the dynamic behavior of returns, inference and prediction methods, based on independent and/or Gaussian observations may be inadequate. As bootstrap methods are not, in general, based on any particular assumption on the distribution of the data, they are well suited for the analysis of returns. This paper reviews the application of bootstrap procedures for inference and prediction of financial time series. In relation to inference, bootstrap techniques have been applied to obtain the sample distribution of statistics for testing, for example, autoregressive dynamics in the conditional mean and variance, unit roots in the mean, fractional integration in volatility and the predictive ability of technical trading rules. On the other hand, bootstrap procedures have been used to estimate the distribution of returns which is of interest, for example, for Value at Risk (VaR) models or for prediction purposes. Although the application of bootstrap techniques to the empirical analysis of financial time series is very broad, there are few analytical results on the statistical properties of these techniques when applied to heteroscedastic time series. Furthermore, there are quite a few papers where the bootstrap procedures used are not adequate.     

日本企业人本管理给我们的启示与借鉴

本结合日本企业的管理特点，探讨了日本企业体现以人为本管理的4个重要方面：人力调配的最优化、工作效能最优化、重要性激励的最优化和参与管理的最优化。在分析日本企业以人为本管理的特点给我们的启示、借鉴的基础上，提出了如何改善和提高我国国有企业人本管理的几点建议。