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101.
This paper analyzes the relationship between the gender of mayors in Spanish local government and different budget items. It uses a sample of local budgets for 8,112 town councils between 2002 and 2010, totaling 64,361 observations. The Spanish context is characterized by decentralization of public responsibility to a greater extent than in neighboring countries, feeding the debate on the operational efficiency of local government and the importance of gender in public management. Results show that councils with women mayors have lower annual interest and debt repayment obligations and have higher expenditure on security, protection, and social promotion. Thus, the presence of women in politics may serve to improve councils’ economic situations, which is necessary not only for social justice but also for economic efficiency. In addition, in councils with more inhabitants, women mayors are more common, but women are less likely to occupy the office for longer periods. 相似文献
102.
《Economic Systems》2020,44(4):100820
We perform an analysis of systemic risk in financial and energy sectors in Europe using daily time series of CDS spreads. We employ the factor copula model with GAS dynamics from Oh and Patton (2018) for the purpose of estimating dependency structures between market participants. Based on the estimated models, we perform Monte Carlo simulations to obtain future values of CDS spreads, and then measure the probability of systemic events at given time points. We conclude that substantially higher systemic risk is present in the financial sector compared to the energy sector. We also find that the most systemically vulnerable financial and energy companies come from Spain. 相似文献
103.
The distributions of the life lengths of a parallel and of a series system with a random number of components have been studied in reliability theory. In this paper we obtain the distributions of the i'th order statistics and the range, assuming the sample size to be random, with a generalized negative binomial, a generalized Poisson and a generalized logarithmic series distribution. The results of Raghunandanan and Patil (1972) follow immediately from our results. 相似文献
104.
Zbigniew Szkutnik 《Metrika》1996,43(1):1-16
Asymptotic normality and quick consistency of quasi-maximum likelihood estimators of parameters in a multivariate Poisson
process are proved. Possible application of the results obtained to the problem of unfolding histograms is briefly discussed. 相似文献
105.
Our overview has the objective of making our study relevant to bioeconomists. The need for the ‘alternatives’ to the Synthetic
Theory of Evolution in social-economic studies was substantiated, for example, by Colombatto (Journal of Bioeconomics, 5, 1–25, 2003), who maintains that the natural-selection theory is ‘ill suited’ to describing evolutionary processes in
economics. He proposed an alternative ‘non-Darwinian’ approach by equating the ‘non-Darwinian’ approach with a definite version
of neo-Lamarckism. Yet, as we will show, there is a palette of alternative approaches within and beyond the neo-Lamarckism.
We hope to give bioeconomists more choice in their theoretical modeling and constructing of analogies between biology and
economics. It will also be shown that in the light of suggested definitions the concept of ‘universal Darwinism’ recently
discussed in bioeconomics makes little sense as a generalizing category. In addition, in the concluding part of the paper
we demonstrate that the majority of alternative approaches are far from being pigeonholed as archaic and once and for all
wiped off the theoretical landscape. On the contrary, in recent years one can observe some revival of interest in the theoretical
‘heresies’.
相似文献
106.
The problem of hypothesis testing and interval estimation of the reliability parameter in a stress–strength model involving
two-parameter exponential distributions is considered. Test and interval estimation procedures based on the generalized variable
approach are given. Statistical properties of the generalized variable approach and an asymptotic method are evaluated by
Monte Carlo simulation. Simulation studies show that the proposed generalized variable approach is satisfactory for practical
applications while the asymptotic approach is not satisfactory even for large samples. The results are illustrated using simulated
data. 相似文献
107.
This paper develops a new bivariate jump model to study jump dynamics in foreign exchange returns. The model extends a multivariate GARCH parameterization to include a bivariate correlated jump process. The conditional covariance matrix has the Baba, Engle, Kraft, and Kroner (1989) structure, while the bivariate jumps are governed by a Correlated Bivariate Poisson (CBP) function. Using daily data we find evidence of both independent currency specific jumps, as well as jumps common to both exchange rates of the Canadian dollar and Japanese Yen against the U.S. dollar. The paper concludes by investigating a time-varying structure for the arrival of jumps that relaxes the assumption of constant and bounded jump correlation imposed by the CBP function.I am indebted to two anonymous referees and the editor, Baldev Raj for helpful suggestions. I am also grateful for helpful comments from Adolf Buse, Ramazan Gencay, Rehim Kilic, John Maheu, Alex Maynard, Denis Pelletier, Denise Young, and seminar participants at the Tenth Annual Symposium of the Society for Nonlinear Dynamics and Econometrics (SNDE), Federal Reserve Bank of Atlanta 2002; the Midwest Econometrics Group (MEG) Meetings, Federal Reserve Bank of Kansas City 2001; Canadian Economics Association (CEA) Meetings, McGill University 2001. 相似文献
108.
Mark Paul Gius 《Review of Industrial Organization》1993,8(5):599-608
The objectives of this study are to determine the extent of the market in a differentiated-product industry and to evaluate a technique developed by Schmalensee (1985) that tests for generalized rivalry. A market is defined as a product spectrum along which generalized rivalry exists. The industry chosen for study is the liquor industry. Results of this study indicate that the liquor industry consists of three markets and that Schmalensee's technique has several limitations that must be acknowledged when interpreting results.I would like to thank Jon P. Nelson, Mark Roberts, Ed Sexton, and Dave Ribar for their helpful comments. I would also like to thank Heidi Applegate, Timothy Hylan, Joyce Mlakar, and my parents for their support and encouragement. 相似文献
109.
One–sided confidence regions for continuous cumulative distribution functions are constructed using empirical cumulative distribution functions and the generalized Kolmogorov–Smimov distance. The band width of such regions becomes narrower in the right or left tail of the distribution. To avoid tedious computation of confidence levels and critical values, an approximation based on the Poisson process is introduced. This approximation provides a conservative confidence region; moreover, the approximation error decreases monotonically to 0 as sample size increases. Critical values necessary for implementation are given. Applications are made to the areas of risk analysis, investment modelling, and analysis of fault–tolerant systems. 相似文献
110.
A displaced Poisson process model allowing for stratified populations and “false negatives” is presented for describing the progress of certain chronic diseases. This model, which builds on earlier work by the authors, allows for the simple estimation of various parameters and distributions of interest in screening. A Monte Carlo simulation study illustrating and partially verifying the model predictions is given. 相似文献