Modified efficient importance sampling for partially non‐Gaussian state space models

The construction of an importance density for partially non‐Gaussian state space models is crucial when simulation methods are used for likelihood evaluation, signal extraction, and forecasting. The method of efficient importance sampling is successful in this respect, but we show that it can be implemented in a computationally more efficient manner using standard Kalman filter and smoothing methods. Efficient importance sampling is generally applicable for a wide range of models, but it is typically a custom‐built procedure. For the class of partially non‐Gaussian state space models, we present a general method for efficient importance sampling. Our novel method makes the efficient importance sampling methodology more accessible because it does not require the computation of a (possibly) complicated density kernel that needs to be tracked for each time period. The new method is illustrated for a stochastic volatility model with a Student's t distribution.     

基于DMC-Ⅱ数码航空摄影测量区域网布设研究

从航空摄影到基础地理信息数据产品的获取包括航空摄影、地面控制、空三加密、内业测图等几个阶段。相片控制测量是航空摄影测量的基础工作,通过空三加密获得内业测图所需的外方位元素数据。随着DMC等数字航摄仪应用到航测生产领域当中,DMC影像数据在全数字摄影测量中发挥了越来越重要的作用。本文利用DMC-II数码航空影像,通过实验对DMC-II数字航摄资料的在西南控制困难地区外业像控的布点方案、基线数量、点位位置采取不同方案进行内业加密问题进行研究、分析,总结区域网布点方案的规律性。     

一种新型的计量型抽样检验方法——三样本检验法

许多公司的进料检验面临检验效率低下、检验价值丧失的困境,如何提升进料检验的效率并促进进料检验发挥有价值的效用是一个现实的课题。文章针对计量型质量特性所提出的三样本检验法是一种新型的计量型抽样检验方法,希望能够为帮助企业走出进料检验的困境发挥效用。     

INVARIANCE OF THE UNORDERED BEST ESTIMATOR IN THE T,–CLASS FOR MIDZUNO'S AND FOR IKEDA–SEN'S SAMPLING PROCEDURES

MIDZUNO'S sampling procedure is considered where the first (n – 1) draws are carried out with simple random sampling without replacement and the nth draw with varying probabilities. It is shown that for this scheme, the best estimator in the HORVITZ–THOMPSON (1952) T_t–class of linear estimators exists and rejects the last draw. When MURTHY'S technique of unordering of an ordered estimator is employed, the rejected draw is restored and the unordered estimator is obtained. Surprisingly, this unordered estimator is the same as the unordered best estimator in the T₁–class, derived for IKEDA–SEN'S sampling procedure.     

A two-stage stratified Warner’s randomized response model using optimal allocation

This paper applies Kim and Wardes (2004) stratified Warners randomized response model to Mangat and Singhs (1990) two-stage randomized response model. The proposed stratified randomized response model has an optimal allocation and a large gain in precision. Hence, the estimator based on the proposed method is more efficient than Kim and Wardes (2004) and Mangat and Singhs (1990) estimators under the conditions presented in both the case of completely truthful reporting and that of not completely truthful reporting by the respondents.     

归零Turbo码参数的盲识别

针对归零Turbo码码率、码组起点、交织起点、交织长度参数识别问题,首先引入矩阵秩量比的概念,推导出适用于归零Turbo码矩阵秩量比下限,提出了基于秩量比判决门限的码长识别算法;其次,遍历一交织帧输出码元,找出最小秩量比对应的位置,实现交织起点和码组起点的识别;然后,依靠完整的交织帧输出数据,利用分析矩阵实现码率与分量编码器中寄存器个数识别;最后,由以上识别的参数计算出交织长度。仿真结果表明：在信噪比为5 dB时,单靠信息序列,各部分的识别概率能达到80%以上;在交织长度为100时,提出的识别算法与传统算法相比,性能相近,识别时间大约缩短为原来的1/3。     

股权分置改革受限股份流通次序

本文采用分量回归模型．具体研究国有股权对不同业绩水平上市公司影响程度的差异。结论表明．国有股权对公司业绩具有负面影响,且对不同业绩水平上市公司的影响程度存在明显差异．业绩越好的公司,国有股权带来的负面影响越严重。因此,基于市场承受能力的限制．从提高市场整体效率的角度出发．政府在股权分置改革第二阶段．安排受限股份上市流通时．应该考虑首先安排业绩好的上市公司的受限股份优先进入流通。实证分析结果还验证了现阶段我国市场上规模经济效应的存在。     

马克思《政治经济学批判大纲》、“经济学提纲”与中国经济发展模式

马克思《政治经济学批判大纲》(1857-1858)及其经济学提纲(8条)首次集中阐述了马克思政治经济学方法论尤其是逻辑体系构筑方法。提出了生产力(生产资料)的概念和生产关系的概念的辩证法、生产关系两分方法以及中介范畴等原创性思想,从而为探索中国经济学体系及其经济发展模式提供了方法论基础。中国经济发展模式应该跳出西方学者的模式中性论和价值中立论,努力挖掘《政治经济学批判大纲》及其经济学提纲(8条)中所蕴藏的当代价值,建构中国特色的经济发展模式。     

Using Empirical Point Elasticities to Teach Tax Incidence

Using point elasticities rather than using either arc elasticities or slopes of demand and supply curves provides the best method for teaching students about the economic impacts of excise taxes. Not only does a point-elasticity approach simplify theoretical analysis of tax impacts, but it also allows instructors to take advantage of publicly available empirical estimates of demand and supply elasticities to show students how theoretical results can be applied to real-world tax policy issues. To illustrate these advantages, the authors use several available estimates of point elasticities of demand and supply of raw sugar to calculate the economic impacts of a recently proposed penny-per-pound tax on raw cane sugar grown in the Florida Everglades.     

简化一般均衡模型中一般均衡点的确定

经济学教材在讨论一般均衡的时候,往往以两个人、两种生产要素、两种产品这种最简单的社会作为研究对象,它们通常只阐述了一般均衡的存在,但都没有说明这种最简单的社会一般均衡点的确定即以此作为研究对象。