A Note on Compound Generalized Distributions: A Comment on the Article by B. Kling and M. Goovaerts

Abstract

In this paper, the recursion for Generalized Power Series Distributions (GPSD) recently developed by Kling & Goovaerts (1993) is reviewed. Some errors are discovered in their results. Corrected and slightly more general results are proposed here.     

The Relation of Export and Employment of China

Export is seen as foreign demand for domestic goods.Therefore for long export has been considered being able to promote China's GDP as well as employment.However,for recent years,there is a paradoxical phenomenon that we have high growth rate of export along with the problem of unemployment.In this essay we build a VAR model to analysis the mutual impact of employment,GDP and export to show that there may be no significant correlation between China's export and employment.     

澳门主要来源地赴澳游客规模预测分析

本研究对2008年1月至2010年2月期间大陆、中国香港、台湾三地赴澳门游客数量的每月统计数据进行汇总,并在此基础上依据这些数据本身的变动规律建立游客赴澳规模的预测模型。结果发现,在总体环境大体不变的情况下,澳门未来的游客规模呈现上升趋势,三大主要来源地内地、香港和台湾也均保持持续上升态势。但是,三地之间的上升状态仍有不同,大陆的上升幅度最快,香港其次,而台湾趋势则平稳上升。该方法通过数据本身的变动规律进行预测,可以克服多元回归模型中由于对自变量的认知有限而带来的预测偏差。它可以与多元回归模型方法作为澳门旅游规模预测的对照方法,从而有助于增强科学预测的可信度和准确度。     

中国碳交易二级市场有效性研究

选取北京、上海、广东、湖北碳交易市场自成立至2017年3月31日的收盘价数据,通过对日收益序列数据的分析,运用一阶自回归过程调整日收益序列以消除淡薄交易市场效应,之后综合运用检验性逐渐增强的4个方差比检验,判断4个碳交易市场的弱式有效性。研究结果表明：①国内碳交易市场属于淡薄交易市场;②市场中的价格信息堆积,信息透明度较差;③碳交易市场投资风险较大;④碳配额持有期不同,市场有效性具有差异,且具有阶段性特点;⑤北京碳交易二级市场属于弱式无效市场,上海、广东碳交易市场虽属于弱式无效市场,但随着碳额持有期增加,市场的弱式有效不断加强,湖北碳交易已经达到了弱式有效水平。最后,基于研究结论对如何加强中国碳交易二级市场有效性提出4点建议。     

小波分析结合ARIMA组合模型的2014~2017年石油贸易量预测研究

选取2002~2013年我国石油进出口贸易量的数据进行建模分析。首先运用小波分析理论将贸易量数据进行分解,识别出数据的主要特征和细节特征,针对不同特征进行识别和平稳性检测和参数估计,建立相应的ARIMA模型,并进行预测加权合成。仿真结果表明,小波分析结合ARIMA组合模型的预测精度远远大于为改进的ARIMA预测模型,从而为科学合理的决策提供更为精确的预测模型。     

基于傅里叶级数的铁路客运量预测研究

基于傅里叶级数预测模型,以我国2004—2009年铁路客运量为数据基础,通过将时间序列划分为趋势性与季节性部分,分别采用最小二乘法与傅里叶级数法对两者进行拟合,应用Matlab软件编程,求出预测模型,并进行客运量预测。通过对预测结果的误差分析,结果表明:采用傅里叶级数预测法预测我国铁路客运量的效果较好。     

A Comparison of Forecasting Techniques for Predicting Exchange Rates

Forecasting exchange rates accurately helps policy makers and businesses to plan more appropriately. Exchange rates provide information for policy makers about a country's mde position relative to that of ocher nations. In addition, accurate informaticm about future exchange rates helps to improve the quality of many management decisions. This study illustrates the use of different forecasting methods in predicting exchange rates f a the British Pound, German Mark and Japanese Yen. A number of accuracy measures are used to judge the performance of these methods. The results show that simple time series techniques can perfam as well as some complex and costly techniques in forecasting exchange rates.     

2004年我国税收与经济增长的协调关系

2004年我国税收总收入比上年增长25．7％。增收额和增长幅度均实现历史性新突破。税收收入快速增长，使国家财力进一步增强，为支持经济社会发展作出了积极贡献。但与此同时人们对税收连年超经济增长，也存在不少疑虑。本文从经济总量、产业结构角度，并运用时间序列模型等，讨论分析了税收与经济增长的协调性及关系。     

串并混合型自适应PCM帧同步器研究

文章把序贯概率比测试(SPRT)技术用于PCM帧同步检测电路。并行相关法和串行相关法配合使用,以提高帧同步码的捕捉概率,减少失锁时间。     

Export-led growth: a survey of the empirical literature and some non-causality results. Part 2

This paper continues the investigation of Giles and Williams (2000) on export-led growth (ELG). In the first part, we surveyed the empirical export-led growth literature; it was evident that Granger non-causality tests are commonly applied as a test for ELG. In this paper, we explore the sensitivity of the test for exclusions restrictions often used as the Granger non-causality test for ELG by reconsidering two applications: Oxley's (1993) study for Portugal and Henriques and Sadorsky's (1996) analysis for Canada. We focus on the robustness of the method adopted to deal with non-stationarity, including the choice of deterministic trend degree. We show that different noncausality outcomes are easy to obtain, and consequently we recommend that readers interpret the empirical ELG literature with care. Our analysis also highlights the importance of examining the robustness of Granger non-causality test results to avoid spurious outcomes in applications.