基于实测数据的重力坝型水电站大坝安全诊断关键技术研究与系统实现

保障大坝安全是确保水电站长期稳定运行的首要任务。在水工安全运维数据资源整合技术、基于BIM的多源异构空间信息融合技术、基于实测数据的测点快速评判与大坝工况综合评价技术等关键技术开展研究的基础上,构建了重力坝型水电站大坝安全诊断与决策支持系统,并在西南某水电站投入实际应用,有效提升了电站在大坝安全数据共享融合、分析诊断、综合评判和异常预警等方面的能力,为同类坝型水电站提供了参考和示范。     

长江经济带农业水资源利用效率时空差异分析

长江经济带水资源总量充沛,但人均水资源量以及单位面积耕地占有量处于较低水平;农业用水量超过供水总量的50%,而农业水资源利用效率低。研究长江经济带农业水资源利用效率对保护长江具有重要的现实意义。基于Malmquist-Panel Data两阶段模型,对长江经济带农业水资源利用效率的时空差异特征及其影响因素进行了分析研究。分析结果表明:经济发展水平、第一产业固定资产投资额、水资源禀赋、节水农业发展水平、"长江经济带"国家战略的实施、区域变量以及部分时间变量等对农业水资源利用效率具有显著的正向影响,而种植结构即粮食播种面积占比则有着显著的负向影响;长江经济带农业水资源利用效率时空差异特征明显。因此,对于长江经济带,应因地制宜、合理规划农作物种植结构;同时,加强地区间的技术交流与合作,实现长江经济带整体发展与各区域特色发展协同共进。     

基于多传感器数据融合的供水管网故障报警系统

针对传统的供水管网故障监控系统存在的误报次数多、抗干扰能力差、可信度低等缺点,研究利用多传感器监测供水过程的压力、电流、流速和液位等参数,采用基于D-S证据理论的多传感器数据融合技术,并对D-S证据理论进行了时间域和空间域融合方法的改进,以实现对供水管网故障的早期检测报警。结果表明:该方法可以有效避免监测数据的失误,解决了多传感器鲁棒性导致的证据冲突问题,提高了供水管网故障报警的可靠性。     

Do stock market returns predict changes to output? Evidence from a nonlinear panel data model

Recent empirical work suggests a predictive relationship between stock returns and output growth. We employ quarterly data from a panel of 27 countries to test whether stock returns as useful in predicting growth. Unlike previous research, our approach allows for the possible non-linear effect of recessions on the growth-return relationship. There is strong evidence to suggest that a linear model would be misspecified and provide potentially misleading inference. Using a switching regression approach, we find evidence that returns are most useful in predicting growth when the economy is in recession.First version received: November 2002/Final version received: April 2003This paper benefited greatly from discussions with Kalvinder Shields, Mark Harris, Pete Summers, and Vance Martin. Two anonymous referees provided useful comments on an earlier version of the paper for which we are grateful. The usual disclaimer applies to any errors and omissions. Funding from The University of Melbourne greatly assisted in the completion of this paper.     

Economic Growth and Transboundary Pollution in Europe: An Empirical Analysis

The existing empirical evidence suggests that environmental Kuznets curvesonly exist for pollutants with semi-local and medium term impacts.Ansuategi and Perrings (2000) have considered the behavioral basis for thecorrelation observed between different spatial incidence of environmentaldegradation and the relation between economic growth and environmentalquality. They show that self-interested planners following a Nash-typestrategy tend to address environmental effects sequentially: addressingthose with the most immediate costs first, and those whose costs aredisplaced in space later. This paper tests such behavioral basis in thecontext of sulphur dioxide emissions in Europe.     

An Econometric Estimation of Industrial Water Demand in France

This study investigates the structure of industrial water demand byestimating the derived demand for water on a sample of industrialestablishments located in the south-west of France. Productiontechnologies are represented by short-term variable cost functions andapproximated by a translog form. Industrial water use is modeled ashaving three components: the quantity of water bought to a waterutility, the quantity of autonomous water and the quantity of watertreated prior to use. We include in this framework water effluents,which are considered as a by-product of the production process, emittedby firms. Each of the three water components is treated as a separateinput and all are estimated as a system of simultaneous equations. Themodel is estimated on a sample of 51 industrial plants in the Girondedistrict observed from 1994 to 1996 using Seemingly Unrelated Regression(SUR) and Feasible Generalized Least Squares (FGLS). Results ofestimations show that industrial firms are sensitive to water priceinputs. Network water elasticity is estimated at –0.29. It variesfrom –0.10 to –0.79 according to the type of industryconsidered. Autonomous water price elasticity is not significant.Elasticity for treated water is evaluated at –1.42 at themean-sample and varies from –0.90 to –2.21 according to theindustry considered.     

Asymmetric ACD models: Introducing price information in ACD models

This paper proposes an asymmetric autoregressive conditional duration (ACD) model, which extends the ACD model of Engle and Russell (1998). The asymmetry consists of letting the duration process depend on the state of the price process. If the price has increased, the parameters of the ACD model can differ from what they are if the price has decreased. The model is applied to the bid-ask quotes of two stocks traded on the NYSE and the evidence in favour of asymmetry is strong. Information effects (Easley and O'Hara 1992) are also empirically relevant. As the model is a transition model for the price process, it delivers `market forecasts' of where prices are heading. A trading strategy based on the model is implemented using tick-by-tick data.While remaining responsible for any error in this paper, the authors would like to thank R. Anderson, G. Le Fol, C. Gouriéroux, J. Jasiak, W. Pohlmeier, A. Roell, O. Scaillet, S. Wei and three anonymous referees for useful remarks and suggestions on previous versions. The authors would also like to thank A. Ruttiens from KBC-CBC for useful discussions on practical issues related to trading. Support of the European Commission Human Capital and Mobility Program through the network `Econometric inference using simulation methods' is gratefully acknowledged. This paper presents research results of the Belgian Program on Interuniversity Poles of Attraction initiated by the Belgian State, Prime Minister's Office, Science Policy Programming. The scientific responsibility is assumed by the authors.     

Reinterpreting the performance of immigrant wages from panel data

Immigrants differ from the native born in terms of unobserved factors, such as motivation, and observed factors, including those related to the interruption of labour market activity and earning capacity, which may bias estimates of immigrant integration. Using panel data from the Survey of Labour and Income Dynamics, we show that using potential experience, rather than actual experience, exaggerates estimates of the disruption and recovery caused by immigration. More importantly, we find support for omitted variables bias, arising from unobserved fixed effects. Instrumental variable estimates for both pooled and separate samples of immigrant and native born men demonstrate a wage disadvantage for immigrants upon entry that persists through their lifetime. Standard estimates of a modest wage advantage for the children of immigrants also suffer from omitted variables bias arising from unobservables. Contrary to most of the literature to date, our instrumental variable estimates which allow for unobservable fixed effects suggest that immigrants never catch up to otherwise comparable native born workers, but their children do just as well. We would like to thank Statistics Canada for permitting access to the data and solving associated technical problems, the Prairier Centre for Research on Immigration and Integration for financial assistance, and Peter Schnabl for excellent research assistance. An earlier version of this paper was presented to the 10th International Conference on Panel Data in Berlin, July 5–6, 2002. The authors take sole responsibility for errors, omissions and interpretation of the data.     

Interbank Relationships and the Credit Channel in Germany

A crucial condition for the existence of a credit channel through bank loansis that monetary policy should be able to change bank loan supply. This papercontributes to the discussion on this issue by presenting empirical evidence fromdynamic panel estimations based on a dataset that comprises individual balancesheet information on all German banks. It shows that the average bank reduces itslending more sharply in reaction to a restrictive monetary policy measure the lowerits ratio of short-term interbank deposits to total assets. A dependence on its size canonly be found if explicitly controlled for this dominating effect. Overall, the evidenceis compatible with the existence of a credit channel but the results indicate that it is weakened by the network structures that exist in the German banking system.     

数据拟合回归方法的探讨

建立回归方程进行分析预测,大多采用人们熟知的"最小二乘法"。但是"最小二乘法"有本质上的一个弱点,由于系数矩阵的病态性质:系数矩阵中的最大值相对很大,系数矩阵的行列式值相对较小,在求解方程时,系数中的微小变化可能导致结果不稳定,预测效果不佳甚至失真。本文另辟蹊径,与"最小二乘法"的拟合原则不同,我们是最小化误差绝对值中的最大值。该法克服了"最小二乘法"有时不稳定的缺陷,继而提高拟合精度,使预测效果更精确。