Sequential estimation of normal mean under asymmetric loss function with a shrinkage stopping rule

The problem of estimating a normal mean with unknown variance is considered under an asymmetric loss function such that the associated risk is bounded from above by a known quantity. In the absence of a fixed sample size rule, a sequential stopping rule and two sequential estimators of the mean are proposed and second-order asymptotic expansions of their risk functions are derived. It is demonstrated that the sample mean becomes asymptotically inadmissible, being dominated by a shrinkage-type estimator. Also a shrinkage factor is incorporated in the stopping rule and similar inadmissibility results are established. Received September 1997     

图书馆数据挖掘服务系统中粗糙集算法的原理及应用

简要论述了粗糙集算法用于数据挖掘系统的原理和可行性,并以实例说明了粗糙集的核心之一——上、下近似规则抽取理论。首次提出了粗糙集在图书馆数据挖掘中的应用。     

Fiscal crises,decentralization, and indiscipline

How does fiscal decentralization influence fiscal discipline and the probability of a fiscal crisis? Discrete choice analysis used with panel data reveals that crisis probability is associated positively with spending decentralization and negatively with vertical fiscal imbalance. These effects are prevalent in countries with a higher degree of tax revenue decentralization, while a stronger rule of law mitigates such adverse decentralization effects. The findings imply that reduced risk sharing against local shocks under tax revenue decentralization destabilizes the sustainability of a nation's fiscal system. Therefore, policymakers should be cognizant of the undesirable impacts of decentralization on fiscal crisis and indiscipline.     

流动性约束视角下我国房价财富效应与最优利率规则研究

后危机时代中国房价的波动引起了广泛关注,如何利用以货币政策为代表的宏观调控抑制高房价透支未来经济发展的程度,成为当前管理层高度关注的焦点。本文建立了新凯恩斯模型框架分析房价波动如何通过流动性约束影响消费,从而揭示了中央银行货币政策与房价的财富效应之间的关系,得出最优利率规则中房价的最优权重随预期通胀、产出缺口、房价和名义利率而变动的结论。通过实证分析本文进而认为,利率规则比货币供应量更能迅速调控房价的增长和居民消费的扩张。中国房价上涨的财富效应虽然比较明显,但流动性约束的作用机制需要一个过程才能显现,利率调控的效果也有一个量变到质变的过程,从而在理论上为中央银行制定应对房价的利率政策提供了一定启示。     

Social decision rules are not immune to conflict

Why is rent-seeking so endemic in societies? Might it not be possible to design a Pareto-improving social decision rule that sidesteps the inefficient waste of resources resulting from conflict? We study this question for a multi-player contest. We assume that a benevolent planner knows the winning payoffs, the effectiveness of each rent-seeker, that the cost of expending resources is isoelastic, and that it is the same across all players. But she does not know the precise value of this elasticity. We show that this minimal lack of information leads to the impossibility of a Pareto-improving social decision rule, as long as there are at least four agents. Received: June 1999 / Accepted: January 24, 2000     

Davis规律与Beckmann模型的数理等价性—城市体系等级结构的宏观—微观对称性分析

根据城市体系等级序列的镜象对称性规律,从基于中心伯Beckmann模型Pm=KRS^m-1(1-K)^m出发,导出基于世界城市规模分布的广义Davis模型即δ^n规律：ai=ai nγ,fi=fi nδ-n从而证明了Davis的二倍数（2^n)规律与Beckmann的城市等级一规模模型在数理结构上完全等价：它们的共同演绎结果乃是三参数Zipf模型P（r)=C(r-a）^-dz,式中dz具有分维意义。Davis模型与Beckmann模型的数理同构性暗示了城市体系等级结构的宏观－微观对称性,即城市规模分布法则在地域空间上具有某种程度的扩展不变性质。     

内部控制审计强制规则对会计信息价值相关性的影响研究

我国内部控制审计经历了由自愿规则至强制规则的转变,以2007—2021年内部控制审计上市公司为样本,研究不同规则下内部控制审计与会计信息价值相关性之间的关系。研究发现：相对于自愿规则,强制规则减弱了会计信息价值相关性;强制规则在审计意见类型和审计模式对会计信息价值相关性的影响程度上有所不同。盈余质量、机构投资者和分析师关注均可以缓解强制规则对会计信息价值相关性的负向影响。研究结论表明在当前强制规则下,上市公司在加强内部控制建设以获取无保留审计意见的同时,还应关注独立审计模式带来的增量价值;提高盈余质量,充分发挥机构投资者和分析师的作用,也有助于缓解信息不对称,提高会计信息价值相关性。     

通货膨胀目标区与非线性泰勒法则

本文采用STR、TV-STR模型,利用1991年1月至2010年3月的月度数据分析了我国货币政策反应函数,与现有中国货币政策反应函数的文献相比主要有以下几个结论:第一,我国货币政策反应函数存在着结构变化,先是在1997年11月突变,然后存在一个渐变过程.第二,1997年11月前后相应存在着两个通货膨胀目标区,分别为[14.109,16.123]和[0.985,2.902],且后一通货膨胀目标区要比前一通货膨胀目标区合理.第三,随着时间推移,我国货币政策反应函数的产出缺口反应系数,逐渐由负转正,利率平滑系数则逐渐变小,这反应了随着我国利率市场化的推进,我国的货币政策操作开始越来越多的使用利率这一价格工具.     

浅析韩非子的政治思想

韩非子是我国战国时期杰出的政治思想家,他的政治思想对中国的影响很大。韩非子的政治思想主要包括三个方面的内容即法、势、术思想。这些思想蕴含了积极的因素同时也具有一些糟粕。     

宪政与法治视野中的市民社会

从市民社会的词源、特征和历史演变来看，市民社会和民主宪政与法治精神紧密联系在一起。市场社会培育了宪政文化，蕴育了法治精神，形成了社会权力，消解了国家压力。因此，宪政与法治的实现离不开市民社会的培育和成熟。