企业战略管理风险评价指标体系的构建与Fuzzy属性测度模型

企业战略风险管理是企业管理的核心问题之一。战略风险的测度与评判是管理者跟踪经营过程，实施动态控制，进行科学管理的前提。建立关于战略风险测评的属性测度模型并将其应用于实际，可为风险管理的量化决策提供一种可供选择的易于操作的方法。     

Conditional mean functions of non-linear models of US output

We compare a number of models of post War US output growth in terms of the degree and pattern of non-linearity they impart to the conditional mean, where we condition on either the previous period's growth rate, or the previous two periods' growth rates. The conditional means are estimated non-parametrically using a nearest-neighbour technique on data simulated from the models. In this way, we condense the complex, dynamic, responses that may be present in to graphical displays of the implied conditional mean. First version received: Feb. 1999/Final version received: June 2001     

Testing the significance and the non-linearity of the Phillips trade-off in the Euro Area

This paper tests the significance and the non-linearity of the Phillips trade-off in the aggregate Euro Area, in an unobserved components model of stochastic NAIRU and trend output featuring the Phillips equation and the Okun law as main identifying equations, with quarterly data for 1970:I-2002:III. The Phillips curve turns out to be linear and its trade-off statistically significant, while non-linearity shows up in the Okun relation. The results prove to be robust to alternative lag length structures of the model, and to alternative non-linear functional forms. The trend-cycle decompositions estimated with the model capture the main features of the Euro Area’s recent macroeconomic record.First version received: 1 September 2003 / Final version received: June 2004CEMPRE - Centro de Estudos Macroeconómicos e Previsão - is supported by the Fundação para a Ciência e a Tecnologia, Portugal, through the Programa Operacional Ciência, Tecnologia e Inovação (POCTI) of the Quadro Comunitário de Apoio III, which is financed by FEDER and Portuguese funds.We thank comments on earlier versions by Fabio Canova, Miguel St Aubyn, Alvaro Almeida, Pete Richardson, Kevin Ross, and two anonymous referees. We acknowledge James D. Hamilton’s help with the confidence bands. The usual disclaimer applies.     

Valuation of ecosystem services provided by irrigated rice agriculture in Thailand: a choice experiment considering attribute nonattendance

This research investigates how the public of a middle‐income country, Thailand, values ecosystem services associated with irrigated rice agriculture using a choice experiment. The results show a significant willingness to pay for services such as drought mitigation, water quality and the environment and maintenance of rural lifestyles and rice landscapes. The iterative procedure developed to fully analyze the incidence of attribute nonattendance (ANA) improved the model fit when compared with a multinomial logit model or an ANA model with potentially only one attribute ignored at a time (ANA‐1). Moreover, the inferred probability of the class of respondents having attended all attributes was 45%, compared to 9% with ANA‐1 model. However, it also suggests that 55% of the respondents made their choices by considering only two of the five attributes. Finally, this research also suggests that failing to consider ANA does not change the public ranking of scenarios contrasted by the services they would provide but would overestimate the WTP for these scenarios.     

Test for the real option in consumer behavior

Consumers become indecisive when facing too many choices. Economic analysis suggests that when a decision involves uncertain outcome, can be delayed and is irreversible, there will be a real option in the cost–benefit analysis. For example, the option to keep alive a consumer's purchasing decision has a significant value. It allows the consumer to take advantage of any future advantageous deals while avoiding the bad choices. This renders the consumer more hesitant. When a consumer decides to exercise his buying decision, he demands a compensation for the loss of this option. Hence, the benefits of a purchase must be over and above its costs by a wide margin (the option value). Data from a survey at a Turkish university on hypothetical purchase decisions confirmed the existence of this real option. We conclude with marketing policy recommendations and future research directions. Connection to the Prospect Theory is briefly explored.Note: Although the 3rd person singular pronoun he/his was used throughout to describe the consumer, he was intended to be gender-neutral.     

属性层次模型在课程负责人选聘中的应用

在高校众多的课程模块中，要充分调动、整合教学资源形成专业化的团队，科学地选拔课程负责人显得尤为重要。文章利用交叉学科的优势，通过属性层次模型（AHM）建立一个课程负责人的选聘评价体系，把以往对课程负责人定性的问题定量化．为课程负责人的选聘提供一种科学而且易于操作的方法。     

Attribute Identities Matter: Subjective Perceptions of Attribute Characteristics

Recent research indicates that attributes vary along multiple dimensions with implications for how trade-offs are resolved during choice. We present an exploratory study of the dimensionality underlying naïve subjects ratings of attributes on the characteristics commonly discussed in the literature on tradeoff resolution and decision difficulty. Factor analysis of attribute characteristic assessments indicates that subjects view decision attributes in a multi-dimensional fashion, including an importance/loss aversion dimension, an emotional potential/protection from tradeoffs dimension, and a cognitive difficulty dimension. These results suggest that a one-dimensional measure of attribute characteristics, such as a standard attribute importance rating, may obscure some factors determining individual responses to attributes during decision processing. However, the results also suggest that developing a relatively succinct set of scales in order to characterize the dimensions along with subjects response to attributes is a viable goal for future research.     

The influence of activity importance and similarity on perception of recreation substitutes

Abstract

This study examines how substitutes are selected for a fly‐angling and camping recreation activity. Results show that although people choose substitutes similar to their intended activity, the degree of similarity between substitute and original is unrelated to perceived quality of substitute. Also, both the quality of a substitute and the number of available substitutes are inversely related to the importance of an activity's attributes. The lack of a relationship between activity/substitute similarity and quality of the substitute poses problems for application of the substitutability concept.     

Bayesian modeling of joint and conditional distributions

In this paper, we study a Bayesian approach to flexible modeling of conditional distributions. The approach uses a flexible model for the joint distribution of the dependent and independent variables and then extracts the conditional distributions of interest from the estimated joint distribution. We use a finite mixture of multivariate normals (FMMN) to estimate the joint distribution. The conditional distributions can then be assessed analytically or through simulations. The discrete variables are handled through the use of latent variables. The estimation procedure employs an MCMC algorithm. We provide a characterization of the Kullback–Leibler closure of FMMN and show that the joint and conditional predictive densities implied by the FMMN model are consistent estimators for a large class of data generating processes with continuous and discrete observables. The method can be used as a robust regression model with discrete and continuous dependent and independent variables and as a Bayesian alternative to semi- and non-parametric models such as quantile and kernel regression. In experiments, the method compares favorably with classical nonparametric and alternative Bayesian methods.     

A comparison of ranking,rating and reservation price measurement in conjoint analysis

This paper empirically compares the traditional preference measures of ranking and rating in conjoint analysis with a direct monetary measure of product value — reservation prices. Experimental results are as expected. While reservation prices do very well in terms of fit, they are inferior in terms of predicting choice on a holdout sample. In addition, surprisingly little difference is found in the performance of ranks and ratings.