Panel LM unit root tests with level and trend shifts

This paper considers a Lagrange multiplier (LM) based panel unit root test that allows for heterogeneous structural breaks in both the intercepts and slopes of a series. We note that many popular time series variables are likely to exhibit changing means and/or trends over time. Given that the usual tests will depend on the nuisance parameters indicating the locations of the trend breaks, we adopt a transformation procedure that makes our new panel unit root tests invariant to the nuisance parameters. To illustrate the importance of the power gain provided by our test, we examine the convergence hypothesis using relative ratios of per capita health care expenditures in 20 OECD countries. Our results provide evidence that the convergence hypothesis is supported.     

混凝土芯砂石桩复合地基加固堤防软基试验研究

介绍了一种新型的地基处理方法——混凝土芯砂石桩复合地基法及其在水利防洪堤软基加固工程中的应用情况。通过现场原位观测和试验,研究了混凝土芯砂石桩复合地基固结变形、孔压消散、桩土应力分担及承载力特性,结果表明混凝土芯砂石桩强度高,排水固结能力强,能迅速提高桩间土强度和承载力,应用于水利堤防工程既能控制堤防深厚软基的工后沉降,又能提高堤防边坡的稳定性,推广应用前景良好。     

Consumption and stock markets in Asian economies

This paper investigates the causal links between stock market performance and consumption for five Asian economies by applying the bound tests of Pesaran et al. and lag augmented VAR of Toda and Yamamoto . We find two‐way causal relationships between stock market performance and consumption in the cases of Hong Kong and Taiwan in the long run. The existence of such two‐way causal links indicates that stock market performance and consumption mutually affect each other, implying that the previous studies may have overestimated the wealth effect of the stock markets without taking account of the reverse causation from consumption to the stock markets. The short‐run effect of the stock market on consumption is more visible than the long‐run effect in most of the sample economies, suggesting that changes in consumption directly reflect stock market fluctuations.     

Hypothesis tests using data envelopment analysis

A substantial body of recent work has opened the way to exploring the statistical properties of DEA estimators of production frontiers and related efficiency measures. The purpose of this paper is to survey several possibilities that have been pursued, and to present them in a unified framework. These include the development of statistics to test hypotheses about the characteristics of the production frontier, such as returns to scale, input substitutability, and model specification, and also about variation in efficiencies relative to the production frontier.     

The Nested PIGLOG Model: An Application to U.S. Food Demand

A new demand system is introduced, the Nested PIGLOG model, nesting thirteen other demand systems including five that are also new. This new model and its nested special cases are applied to models of U.S. food demand that include food-at-home (FAH), food-away-from-home (FAFH), and alcoholic beverages. Although nested tests and out-of-sample forecasting performance favor generalizing models to a certain degree, statistically insignificant improvements to in-sample-fit and even poorer out-of-sample forecast accuracy undermine further generalizations. Based on a subset of preferred models, FAFH is found to be price and income elastic compared to FAH which is price and income inelastic.     

响洪甸电站引水隧洞进口水下岩塞爆破施工

响洪甸抽水蓄能电站水下岩塞爆破施工要求高,技术新,难度大.由于施工准备充分,并进行了一系列材料及施工试验,工程进展顺利,排孔造孔、导洞药室开挖、药管与起爆体加工、装药与堵塞、网络施工、充水补气等工程施工质量符合设计要求,岩塞爆破准时成功起爆.     

冻融循环下云母石英片岩三轴力学特性与强度预测模型

为探究云母石英片岩物理力学特性受冻融循环作用的影响,对饱水云母石英片岩开展了0、25、50、75、100次冻融循环试验,并对试样分别进行了4级围压下的常规三轴压缩试验,研究了其动弹性参数、三轴压缩破坏形式及三轴抗压强度的变化规律,取得如下成果:①随着冻融循环次数的增加,三轴抗压强度、动弹性模量、动剪切模量及动体积模量呈指数衰减,黏聚力及内摩擦角则呈线性衰减趋势;②随着冻融循环的进行,围压对试样强度的增大作用逐渐削弱,冻融循环对试样强度的劣化作用逐渐凸显;③冻融作用使云母石英片岩三轴压缩破坏形态由张拉破坏逐步演化为顺片理剪切破坏;④基于Jaeger破坏准则建立了一种以冻融循环次数、片理面倾角及围压为控制参数的斜交片理云母石英片岩三轴抗压强度预测模型,预测结果与实测数据具有较好的一致性。研究成果可为研究云母石英片岩冻融损伤劣化规律提供参考。     

土石坝工程领域的若干创新与发展

我国高土石坝数量居世界之首,保证高坝大库建设与长期运行安全是国家经济和公共安全保障的重大需求。系统总结了长江科学院近年来在土石坝工程领域的若干创新与发展。提出了基于“旁压模量当量密度法”的粗粒料级配相似理论试验方法;介绍了研发的系列CT三轴仪,实现了粗粒料组构要素的定量测量;提出了三轴试验中加载板与试样之间由滑动摩擦变为滚动摩擦、整体式接触变为分散式接触的减摩新方法,研发了相关减摩装置;研制了大尺寸、高压力、微摩擦、刚柔复合加载的土工真三轴仪;揭示了粗粒料真实三维应力条件下的强度与变形变化规律、湿化与蠕变变形特性;构建了粗粒料三参量非线性K-K-G剪胀模型、六参数湿化模型、九参数蠕变数学模型及相应的参数确定方法;基于当量密度法的原创思想,提出了利用旁压试验间接确定超百米级深厚覆盖层现场密度的试验方法。上述研究成果可为高土石坝工程建设提供重要科技支撑。     

Progressive stress accelerated life tests under finite mixture models

In this paper, progressive stress accelerated life tests are considered when the lifetime of a product under use condition follows a finite mixture of distributions. The experiment is performed when each of the components in the mixture follows a general class of distributions which includes, among others, the Weibull, compound Weibull, power function, Gompertz and compound Gompertz distributions. It is assumed that the scale parameter of each component satisfies the inverse power low, the progressive stress is directly proportional to time and the cumulative exposure model for the effect of changing stress holds. Based on type-I censoring, the maximum likelihood estimates (MLEs) of the parameters under consideration are obtained. A special attention is paid to a mixture of two Rayleigh components. Simulation results are carried out to study the precision of the MLEs and to obtain confidence intervals for the parameters involved.