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101.
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 Ho 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. 相似文献
102.
由于十三陵蓄能电站上水库地处蟒山之巅,所在山体地质条件复杂。施工期埋设了大量的监测仪器,原有人工监测系统效率低、资料分析的同步性差。2002年5月,对其进行了自动化改造,现已有一套符合其特点的自动化监测系统。十三陵上水库水工建筑自动监测系统已正常运行了三年,同时也存在着问题,有待于进一步的探讨和改进。 相似文献
103.
This article investigates the extent to which options on theAustralian Stock Price Index can be explained by parametricand nonparametric option pricing techniques. In particular,comparisons are made of out-of-sample option pricing performanceand hedging performance. The dataset differs from many of thoseused previously in the empirical options pricing literaturein that it consists of American options. In addition, a broaderspectrum of techniques are considered: a spline-based nonparametrictechnique is considered in addition to the standard kernel techniques,while the performance of a Heston stochastic volatility modelis also considered. Although some evidence is found of superiorperformance by nonparametric techniques for in-sample pricing,the parametric methods exhibit a markedly better ability toexplain future prices and show superior hedging performance. 相似文献
104.
105.
The fat and protein content, and thus energy resources of young (parr) Atlantic salmon (Salmo salar) were examined in a temperate river. Juvenile salmon exhibited distinct seasonal patterns of energy storage and use. The lowest levels of energy were found towards the end of winter (mean mass specific energy about 4.3 kJ·g?1). There was a rapid accumulation of fat in spring/early summer in spite of low‐water temperatures (highest mean content of mass specific energy of about 5.0 kJ·g?1 in June). By early autumn (August) there was a rapid depletion of fat and energy resources. The decline in specific energy during late summer was of the same magnitude as the corresponding winter decline. Furthermore, total fat and protein content, and thus energy resources of juveniles below a hydroelectric power plant (hydrostation (HS)) differed from those at a (lower) reference station (RS). The younger fish exhibited higher gains, but also larger losses of energy resources compared to corresponding values at the RS. Specifically during the summer, young of year (YOY) had 31% lower total energy content at the regulated site (mean 1.27 kJ per individual) than the RS (mean 1.84 kJ). Higher mortality may occur at the site most affected by the hydroelectric plant, where energy resources on average were higher, but where depletion was also most severe. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
106.
We provide specific qualifications in order that Kuhn–Tucker type Euler equations and transversality conditions at infinity
hold in stochastic equilibrium models with heterogeneous agents and where assets are traded in sequential markets. It is not
assumed that uncertainty is modeled as an event-tree structure or that preferences are necessarily bounded. We also describe
an important class of preferences based on bounded relative risk aversion which yields relevant simplifications. Our results
are used to establish conditions that rule out asset pricing bubbles. Specific examples of economies with bubbles are also
discussed.
Received: 28 January 2002 / Accepted: 19 July 2002
We are grateful to the editor and an anonymous referee for their valuable comments. This research was partially supported
by MURST (Italy), National Group on “Nonlinear Dynamics and Stochastic Models in Economics and Finance”. 相似文献
107.
Zhang Hongliang Wu diyu Ma Jianwei 《生态经济(英文版)》2008,4(1):49-56
The supreme obstacle for sustainable development of natural resources is the scarecity, bottleneck. So how to promote the sustainable utilizing and increase the using efficiency of natural resources is worth studying. This paper suggests that we should improve the model and means of evaluating method and value management based on th~ theory of natural resource compensation. This paper discusses the User Cost Method based on the microeeonomicaspect which can change the evaluating method for natural resources. From the perspective of value managemen model, we should use the User Cost Method to realize the linkage and integration of micro and macro eompensation for natural resources. Based on the evaluating and aecounting idea User Cost Method, this paper presents a theo. retical framework to harmonize and link micro and macro compensation for natural resources. At present, we should seek the new approach and method to manage natural resources, so can we realize the capitalization managemen focusing on the vahte management for natural resources. 相似文献
108.
论述了一种基于OLE自动化技术、利用Excel的OLE对象实现Excel与dBase数据库之间进行通信的方法,并给出了在VB下实现该技术的主要代码。 相似文献
109.
加入世贸组织 ,将对我国国有商业银行的银行业务、优质客户、人力资源和资产质量造成严重的冲击 ,为此 ,国有商业银行必须采取五个方面的对策 :增强银行实力、开展业务创新、提高服务质量、完善人力资源管理制度和加强资产质量管理。 相似文献
110.
按照IEC 61000-4-4/GB 17626.4—1998的要求,首先应用PSPICE仿真确定电路中各元件的参数值,然后基于拉普拉斯变换用MATLAB求解二阶电路验证各元件参数。在此基础上研制了一台以开关电源作为高压直流电源、以氢闸流管作为主控开关的脉冲群电源。该电源体积小、重量轻、效率高、成本低廉。试验结果表明,其输出信号符合标准要求,可用于快速瞬变脉冲群抗扰度试验。 相似文献