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291.
本文结合昆明理工大学实际,探讨了在新的时代要求下为高校非数学专业学生开设数学拓展课程的必要性,并提出了相关的理论依据。同时,本文在已开设拓展课程的基础上总结了取得的成绩和存在的不足,为今后课程设置及教学的进一步完善提出了相关建议。 相似文献
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现代制造企业对高职院校学生的职业技能要求越来越高,开展课程教学改革,实施理实一体化教学非常重要。数控编程与加工课程是数控技术专业核心课程,开展基于工作过程的数控编程与操作课程学习情境设计,实施理实一体化教学,有利于提高学生职业技能的培养。 相似文献
295.
It has been recently shown that rough volatility models, where the volatility is driven by a fractional Brownian motion with small Hurst parameter, provide very relevant dynamics in order to reproduce the behavior of both historical and implied volatilities. However, due to the non‐Markovian nature of the fractional Brownian motion, they raise new issues when it comes to derivatives pricing. Using an original link between nearly unstable Hawkes processes and fractional volatility models, we compute the characteristic function of the log‐price in rough Heston models. In the classical Heston model, the characteristic function is expressed in terms of the solution of a Riccati equation. Here, we show that rough Heston models exhibit quite a similar structure, the Riccati equation being replaced by a fractional Riccati equation. 相似文献
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Byeong U. Park Enno Mammen Young K. Lee Eun Ryung Lee 《Revue internationale de statistique》2015,83(1):36-64
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. 相似文献
298.
Henrique Morrone 《Economic Systems Research》2015,27(1):1-18
This study investigates the impact of macroeconomic policies on the Brazilian economy. We present a two-sector, open-economy, Structuralist Computable General Equilibrium model that distinguishes among three economic classes and assumes no financial sector. The Social Accounting Matrix for Brazil in 2006 serves as a benchmark for our model. We compare the medium-run effects of five experiments: an income transfer towards formal workers, a transfer to informal labour, an investment shock, an exchange rate depreciation, and a policy mix that combines (exchange rate) depreciation with income transfer towards modern (sector) workers. The policy measures reinforce each other in terms of their potential to enhance growth. Our findings underscore the importance of redistributive policies to foster economic expansion. 相似文献
299.
Jonathan Wakefield Taylor Okonek Jon Pedersen 《Revue internationale de statistique》2020,88(2):398-418
Small area estimation (SAE) entails estimating characteristics of interest for domains, often geographical areas, in which there may be few or no samples available. SAE has a long history and a wide variety of methods have been suggested, from a bewildering range of philosophical standpoints. We describe design-based and model-based approaches and models that are specified at the area level and at the unit level, focusing on health applications and fully Bayesian spatial models. The use of auxiliary information is a key ingredient for successful inference when response data are sparse, and we discuss a number of approaches that allow the inclusion of covariate data. SAE for HIV prevalence, using data collected from a Demographic Health Survey in Malawi in 2015–2016, is used to illustrate a number of techniques. The potential use of SAE techniques for outcomes related to coronavirus disease 2019 is discussed. 相似文献
300.
《International Journal of Forecasting》2020,36(2):646-665
We study forward curves formed from commodity futures prices listed on the Standard and Poor’s-Goldman Sachs Commodities Index (S&P GSCI) using recently developed tools in functional time series analysis. Functional tests for stationarity and serial correlation suggest that log-differenced forward curves may be generally considered as stationary and conditionally heteroscedastic sequences of functions. Several functional methods for forecasting forward curves that more accurately reflect the time to expiry of contracts are developed, and we found that these typically outperformed their multivariate counterparts, with the best among them using the method of predictive factors introduced by Kargin and Onatski (2008). 相似文献