平面连杆机构的优化设计

利用单变参数（辅助角）按最佳传动角及最大行程速度变化系数对曲柄摇杆机构进行优化设计，提高了机构设计质量，方法实用可行。     

Analysis of Hybrid Life-tests in Presence of Competing Risks

The mixture of type-I and type-II censoring schemes, called the hybrid censoring scheme is quite common in life-testing or reliability experiments. In this paper, we consider the competing risks model in presence of hybrid censored data. Under this set up, it is assumed that the item may fail due to various causes and the corresponding lifetime distributions are independent and exponentially distributed with different scale parameters. We obtain the maximum likelihood estimators of the mean life of the different causes and derive their exact distributions. Using the exact distributions, all the moments can be obtained. Asymptotic confidence intervals and two bootstrap confidence intervals are also proposed. Bayes estimates and credible intervals of the unknown parameters are obtained under the assumptions of independent inverted gamma priors of the mean life of the different causes. Different methods have been compared using Monte Carlo simulations. Onereal data set has been analyzed for illustrative purposes. Part of the work was supported by a grant from the Natural Sciences and Engineering Research Council.     

就业服务指导对就业率影响研究--美国华盛顿州的经验

了解如何对美国华盛顿州就业培训效果进行评估，对中国有效帮助下岗失业人员再就业和低收入人员就业具有相当的借鉴意义。本文的目的是运用非平衡面板数据评估美国华盛顿州就业服务指导和被指导对象个人情况，对25～35岁女性福利受益者就业率的影响。本文提出转移概率（transition probability）模型来解决样本破损、样本更新和时段依赖问题（sample attrition，sample refreshment，duration dependence）。我们的结果表明，只有第一次就业服务对于那些失业人员的就业率有显著的正向影响。我们还发现工作经验越多的越易于找到工作。业人员的就业率有显著的正向影响。我们还发现工作经验越多的越易于找到工作。这些发现说明对失业人员进行的就业培训，可以帮助他们快速找到工作。     

Sequential decisions under uncertainty and the maximum theorem

For sequential decision problems in which the decision-maker observes a process of state variables and chooses an adapted process of action variables, the paper defines a topology on the space of measures of processes of state variables which ensures the applicability of Berge's maximum theorem to the decision-maker's optimal behavior. The topology controls for the information available to the decision-maker at each decision date. The paper also discusses the implications of the analysis for the dynamic-programming approach to sequential decision-making under uncertainty, and for equilibrium existence proof strategies in sequential-market models and games.     

微观计量分析中缺失数据的极大似然估计

微观计量经济分析中常常遇到缺失数据，传统的处理方法是删除所要分析变量中的缺失数据，或用变量的均值替代缺失数据，这种方法经常造成样本有偏。极大似然估计方法可以有效地处理和估计缺失数据。本文首先介绍缺失数据的极大似然估计方法，然后对一实际调查数据中的缺失数据进行极大似然估计，并与传统处理方法的估计结果进行比较和评价。     

我国货币供应时序结构的奇异谱分析

时间序列的结构分析是深入研究原始序列的重要前提。应用奇异谱分析并以极大熵谱估计为辅助,对我国广义货币供应量M2进行时间序列结构分析,结果显示:改革开放以来,我国广义货币供应量M2除了趋势项外,还具有周期分别约为10年、4～5年和3年,方差解释能力依次为23.22%、7.48%和3.44%的主周期波动成分;所有的周期波动成分的振幅均随时间而增大;长期趋势在改革开放前期增长速度较慢,而在中后期增长速度较快。     

Estimating the structural credit risk model when equity prices are contaminated by trading noises

The transformed-data maximum likelihood estimation (MLE) method for structural credit risk models developed by Duan [Duan, J.-C., 1994. Maximum likelihood estimation using price data of the derivative contract. Mathematical Finance 4, 155–167] is extended to account for the fact that observed equity prices may have been contaminated by trading noises. With the presence of trading noises, the likelihood function based on the observed equity prices can only be evaluated via some nonlinear filtering scheme. We devise a particle filtering algorithm that is practical for conducting the MLE estimation of the structural credit risk model of Merton [Merton, R.C., 1974. On the pricing of corporate debt: The risk structure of interest rates. Journal of Finance 29, 449–470]. We implement the method on the Dow Jones 30 firms and on 100 randomly selected firms, and find that ignoring trading noises can lead to significantly over-estimating the firm’s asset volatility. The estimated magnitude of trading noise is in line with the direction that a firm’s liquidity will predict based on three common liquidity proxies. A simulation study is then conducted to ascertain the performance of the estimation method.     

An integrated arterial coordinated control model considering green wave on branch roads and pedestrian crossing time at intersections

Urban fine management needs scientific traffic management methods and efficient signal control programs. Green wave control is usually used to facilitate the unban traffic. However, maximum bandwidth optimization on arterial traffic signal timing is usually yielded from the sacrifice of the branch road. The green wave on branch roads and pedestrian crossing time at intersections are often neglected. In this paper, an extended integrated green wave control method is presented to solve the coordinated control issue, which considers green time constraints to ensure necessary time for vehicles on branch roads and pedestrian crossing time at intersections. Non-coordinated phase saturation is first introduced to describe the green time on branch roads. Next, the arterial roads are partitioned to enlarge the green wave bandwidth and an extended green wave optimization model with green time constraints is proposed. Combined with the green wave searching method, an improved genetic algorithm is applied. Finally, a real-world case study in Shenzhen, China, is employed to assess the model. Results show the proposed model can (1) reach the same public green time as in the traditional method and (2) increase the average sub-green wave bandwidth to improve the signal control.     

盈余管理:动因及后果——兼与利润操纵的比较

盈余管理的动因有终极动因和中介动因,其根本目的是实现自身效用或公司市场价值最大化,其经济后果有弊也有利.而利润操纵完全是为了谋取私利,且不惜牺牲其他相关人的利益,故它是百害而无一利的.为促进资本市场的理性发展,应当完善相关的法律法规以对二者进行规避.     

HETEROGENEITY IN ORDERED CHOICE MODELS: A REVIEW WITH APPLICATIONS TO SELF‐ASSESSED HEALTH

Discrete variables that have an inherent sense of ordering across outcomes are commonly found in large data sets available to many economists, and are often the focus of research. However, assumptions underlying the standard ordered probit (which is usually used to analyse such variables) are not always justified by the data. This study provides a review of the ways in which the ordered probit might be extended to account for additional heterogeneity. Differing from other reviews in scope, application and relevance in economic settings, a series of issues pertaining to choices of variables, and the economic assumptions underlying each model are discussed in the context of measuring the underlying health of respondents. The models are applied to a wave of the household, income and labour dynamics in Australia survey, in order to check the appropriateness of such assumptions in an applied context.