浅议如何充分发挥银行内部审计建设性职能

目前，中国建设银行已建立了总行垂直管理的内部审计体制，内部审计的地位得到了进一步的巩固和加强，管理层对内部审计也提出了更高的要求。本文就如何发挥审计的建设性职能，最大程度地做好审计增值服务，促进银行价值和运作效率的提升，实现审计职能从查错防弊向防护决策和建设性方面转变做初步探讨。     

H9000 V4.0计算机监控系统技术特点概要

为了满足三峡右岸电站的应用需要,在H9000 V3.0计算机监控系统的基础上研制开发了H9000 V4.0系统,改进和完善了原系统已有功能,开发了新功能,进一步提高了系统的性能指标和可靠性指标。文中主要介绍H9000 V4.0系统的设计原则,以及数据采集、人机联系、报表定制、Web信息发布、历史数据管理等主要新功能。     

Efficiency outcomes of market concentration and managed care

The paper examines how hospital cost efficiency has reacted to extensive horizontal integrations of hospitals and rapid growth of managed care in the US health care industry. Cost efficiency is estimated by using panel data approaches to relax the assumptions for the hospital effects imposed in earlier studies. The paper shows that higher managed care penetration over time is associated with greater hospital efficiency, and higher market concentration is positively associated with efficiency when markets are highly competitive or highly concentrated.     

Assessment of Capillary Rise from Shallow Groundwater by the Simulation Model SIMWASER Using Either Estimated Pedotransfer Functions or Measured Hydraulic Parameters

The performance of the water balance and crop growth model SIMWASER to estimate the water supply of a lawn by capillary rise from shallow ground water was investigated by using lysimeter measurements with a sandy and a clayey soil. Moreover the robustness of the model was evaluated by running it either with measured hydraulic soil parameters or with estimated pedotransfer functions (PTFs) derived from texture and bulk density. Simulations were performed for the years 1996–1998 with input data from the lysimeter station Berlin-Dahlem (Germany) for lysimeters containing undisturbed sandy or clayey soil monoliths, with groundwater at 135 cm depth. Simulated evapotranspiration and percolation/capillary rise were in good agreement with the measured data for all variants, while simulated soil water storage was acceptable only for the variants using hydraulic soil data based on laboratory measurements or using PTFs derived from known soil class and bulk density. PTFs based on mean total pore volume of the respective soil classes yielded soil water storages which were evidently too high; therefore they should be used with care and must be avoided at all in simulating the soil water balance of arid sites with shallow groundwater.     

THE SQUARED ORNSTEIN-UHLENBECK MARKET

We study a complete market containing J assets, each asset contributing to the production of a single commodity at a rate that is a solution to the squared Ornstein-Uhlenbeck (Cox-Ingersoll-Ross) SDE. The assets are owned by K agents with CRRA utility functions, who follow feasible consumption/investment regimes so as to maximize their expected time-additive utility from consumption. We compute the equilibrium for this economy and determine the state-price density process from market clearing. Reducing to a single (representative) agent, and exploiting the relation between the squared-OU and squared-Bessel SDEs, we obtain closed-form expressions for the values of bonds, assets, and options on the total asset value. Typical model parameters are estimated by fitting bond price data, and we use these parameters to price the assets and options numerically. Implications for the total asset price itself as a diffusion are discussed. We also estimate implied volatility surfaces for options and bond yields.     

Estimation of Agricultural Production Functfons on a World-Wide Basis

Agricultural production is becoming increasingly capital and research intensive. Hayami and Ruttan, along with others, have developed and applied the metaproduction functional approach to the examination of this phenomenon on a worldwide basis. Limitations to the approach derive from a restrictive functional form chosen for estimation, and from a restrictive specification of agricultural capital and land. This study addresses those difficulties by use of the flexible translog functional form for estimation and by specifying an overall agricultural capital index and a land measure incorporating differences in the quality of land (agricultural natural resource) endowments. Estimation results indicate that agricultural comparative advantage in production is likely shifting to developed countries relative to LDC's due to capital constraints in the latter. Also agricultural potential (i.e., land endowments) do not serve to differentiate nations on the basis of agricultural production. Investment in agriculture, including land improvement, is key to the determination of comparative advantage. La production agricole fait appelle de plus en plus a beaucoup de re-cherches et de capitaux. Hayami et Ruttan, avec d'autres, ont developpe et appliqué l'approche fonctionnelle métaproduction pour examiner ce phénomena à l‘échelle du monde. Les limitations de cette approache provienneent de la forme fonctionnelle restrictive choisie pour l'estimation, et de la spécification restrictive de capitaux et terres agricoles. Cette étude traite ces difficultés en utilisant la formule “translog’ fonctionnelle adaptable pour l'estimation et en spécificant un indice du capital agricole global et une mesure de terre qui incorpore les différences du qualité des terres agricoles (ressources agricoles naturelles). Tous les résultats estimatifs indiquent que l'avantage comparatif agricole de production s'incline vers les pays développés parraport aux PMD dû aux constraintes de capitaux dans ces derniers. Aussi la capacité agricole (c'est à dire la richesse des sols) ne sert pas à différencier les nations sur le plan de production agricole. L'investissement dans l'agriculte, notamment l'amélioration de terre, est la cief pour déterminer l'avantage comparatif.     

AN EXTENDED MODELING OF TIDE-WAVE MOTION

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电液同步控制筒阀在小浪底水电厂的应用

小浪底水电厂位于多泥沙的黄河干流上，水轮机活动导叶会因磨损过大而严重漏水，在水轮机的设计上必须考虑这个因素;同时，为适应混水发电，小浪底水电厂机组采用了筒阀。文中介绍了筒阀的结构特点、功能及控制原理等，并对其在现场的实际应用情况进行了分析。     

A comparison of several approximations to the power function of the likelihood ratio test in covariance structure analysis*

In this paper we compare alternative asymptotic approximations to the power of the likelihood ratio test used in covariance structure analysis for testing the fit of a model. Alternative expressions for the noncentrality parameter (ncp) lead to different approximations to the power function. It appears that for alternative covariance matrices close to the null hypothesis, the alternative ncp's lead to similar values, while for alternative covariance matrices far from H_o the different expressions for the ncp can conflict substantively. Monte Carlo evidence shows that the ncp proposed in Satorra and Saris (1985) gives the most accurate power approximations.