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排序方式: 共有278条查询结果,搜索用时 468 毫秒
201.
This paper develops a general asymptotic theory for the estimation of strictly stationary and ergodic time–series models. Under simple conditions that are straightforward to check, we establish the strong consistency, the rate of strong convergence and the asymptotic normality of a general class of estimators that includes LSE, MLE and some M-type estimators. As an application, we verify the assumptions for the long-memory fractional ARIMA model. Other examples include the GARCH(1,1) model, random coefficient AR(1) model and the threshold MA(1) model. 相似文献
202.
薪金作为企业与员工之间的一种公平性交易,员工关心其薪金是否受到公平待遇,而这种公平性是员工通过内部一致性与外部竞争性来察觉的,但目前我国大部分企业薪金措施缺乏内部一致性与外部竞争性。本文建立企业员工薪金制度的回归模型,以确定具体的企业员工薪金标准,从而实现企业员工薪金公平性。 相似文献
203.
WTO与IMF的合作制度 总被引:2,自引:0,他引:2
WTO和IMF作为国际上两个十分重要的经济组织,也是大多数国家同时参加的两个组织,分管着国际贸易与国际货币金融领域。两大国际经济组织之间职能与政策方向的冲突以及由此而产生的合作问题,随着经济全球化、一体化的发展越来越突出。二者建立并正在进一步发展的合作制度,提出并在实践着“保证国际经济决策一致性”的目标。 相似文献
204.
James Andrew Kenyon Argyro Elisavet Manoli Guillaume Bodet 《Journal of Strategic Marketing》2018,26(1):6-18
AbstractAs brand management and brand perceptions attract more attention in both academia and in practice, examining the link or lack thereof between brand identity and image is becoming increasingly important. The existence of brand consistency and coherency is examined in this research, which aimed to evaluate whether the pre- or post-event brand image of the Olympic Games or the London 2012 Games, in the domestic UK population and media, were aligned with the brand identities of these objects. Online surveys and media content analysis revealed that both brands have yet to achieve consistency or coherency within these two key stakeholder groups, even though the brand image of the 2012 Games improved following the event. What this study suggests is that unless the brand owner takes key stakeholders’ perceptions into consideration, a coherent and consistent brand identity does not necessarily equate to these being a feature of the brand image, with the connection between perceptions requiring additional attention. 相似文献
205.
GeneralizedM-estimates (minimum contrast estimates) and their asymptotically equivalent approximate versions are considered. A relatively simple condition is found which is equivalent with consistency of all approximateM-estimates under wide assumptions about the model. This condition is applied in several directions. (i) A more easily verifiable condition equivalent with consistency of all approximateM-estimates is derived and illustrated on models with stationary and ergodic observations. (ii) A condition sufficient for inconsistency of all approximateM-estimates is obtained and illustrated on models with i.i.d. observations. (iii) A simple necessary and sufficient condition for consistency of all approximateM-estimates in linear regression with i.i.d. errors is found. This condition is weaker than sufficient conditions for consistency ofM-estimators known from the literature. A linear regression example is presented where theM-estimate is consistent and an approximateM-estimate is incosistent.Supported by CSAS grant N. 17503. 相似文献
206.
Using a multiperiod realfinancial CGE model, this paperidentifies the impact of budgetary policy on credit supply asa possible factor limiting the effectiveness of structural adjustmentprogrammes. Focusing on credit rather than money, and explicitlyanalysing the relation between the budget and the credit creationprocess, the model goes beyond earlier modelling approachesby (1) incorporating credit rationing, (2) recognising the dualrole of credit for working capital and investment, and (3) allowingfor endogenous switches between credit-constrained, capacity-constrainedand demand-constrained regimes. With this approach, the relationbetween money, output and prices, and issues of crowding inversus crowding out, are solved endogenously rather than assumeda priori. 相似文献
207.
A brief survey of estimation of parameters in a censored regression model (known as the Tobit model) and some details of the properties of LAD (least absolute deviation) estimates and tests of significance of linear hypotheses are given. 相似文献
208.
The problem of estimating a linear combination,μ, of means ofp-independent, first-order autoregressive models is considered. Sequential procedures are derived (i) to estimateμ pointwise using the linear combination of sample means, subject to a loss function (squared error plus cost per observation),
and (ii) to arrive at a fixed-width confidence interval forμ. It is observed that in the case of point estimation we do not require a sampling scheme, where as in the case of interval
estimation we do require a sampling scheme and a scheme similar to the one given in Mukhopadhyay and Liberman (1989) is proposed.
All the first order efficiency properties of the sequential procedures involved here are derived. This paper is an extension
of results of Sriram (1987) involving one time series to multiple time series.
Research supported by AFOSR Grant number 89-0225. 相似文献
209.
Robin Boadway Nicolas Marceau Maurice Marchand 《European Journal of Political Economy》1996,11(4):619-634
This paper examines government subsidies that prevent unlucky firms from going out of business. Subsidies can save jobs and prevent an increase in unemployment insurance expenditures, but they modify the incentives of the firms to exert adequate effort. If firms expect to obtain help, they may not undertake enough effort to decrease the probability of needing help. The cost-minimizing government must therefore trade off the savings in unemployment insurance expenditures against the increased bill in subsidies to the firms. The analysis shows that this trade-off is significantly affected by the level of commitment of the government; if the government cannot commit to a future subsidy policy, the level of subsidies will be unambiguously higher, the level of effort by the firms lower, and the number of firms making losses higher than if the government could so commit. 相似文献
210.
Unit-Consistent Poverty Indices 总被引:1,自引:0,他引:1
Buhong Zheng 《Economic Theory》2007,31(1):113-142
This paper characterizes unit-consistent poverty indices. The unit consistency axiom requires that poverty rankings (not poverty indices) remain unaffected when all incomes and the poverty lines are expressed in different measuring units. We
consider two general frameworks of poverty measurement: the semi-individualistic framework that includes all decomposable
indices and all rank-based indices; and the Dalton–Hagenaars framework that contains a subset of decomposable indices. Within
the semi-individualistic framework, classes of unit-consistent poverty indices can be characterized for different value judgements
about poverty measurement. Within the Dalton-Hagenaars framework, unit-consistent poverty indices are completely characterized
without invoking any value judgement a priori.
I thank Peter Lambert, Mike Hoy, Thesia Garner and an anonymous referee for their very helpful comments and suggestions. 相似文献