时间序列中一种模型的最优预测的研究

给出一种新的带有有色噪声模型,这种新的模型通过转换,应用现代时间序列分析方法,基于ARMA信息模型和白噪声估值器,求出状态的非递推估值器,最后得到新模型统一的、稳态的Kalman估值器．     

正态分布相关系数的二次经验Bayes估计

给出了两个一维正态随机变量相关系数的二次经经Bayes估计,并在一定条件下给出了渐近最优性的收敛速度。     

Education returns of wage earners and self-employed workers: Comment

In a recent paper, García-Mainar and Montuenga-Gómez [García-Mainar, I. & Montuenga-Gómez, V. M. (2005). Education returns of wage earners and self-employed workers: Portugal vs. Spain. Economics of Education Review, 24(2), 161−170] apply the generalized IV model of Hausman and Taylor to estimate education returns of wage earners and the self-employed in Portugal and in Spain. Our examination reveals several problems which relate to the validity and documentation of the instrumental variables, as well as the robustness of the results.     

如何培养工程造价高等职业人才

主要针对高职类人才培养的特点,结合学校办学经验和社会的实际需要,从市场调研、人才培养、课程设置、教学等多方面探讨工程造价专业技术人才的培养问题。     

基于充分统计量的一种枢轴量构造方法

通过分析构造枢轴量进行置信区间估计的过程,说明参数估计中优良的点估计与区间估计的关系。在此基础上,根据Lehmann-Sheffe定理说明充分统计量在构造枢轴量进行置信区间估计时的作用,指出了在进行置信区间估计时利用充分统计量构造枢轴量的有效途径。     

基于乘性和加性噪声中指数信号的频率最小二乘估计

Estimating the parameter of signals is a very important problem in Statistical Signal Processing. In this paper ,we obtain the least squared estimator of frequency of an exponential signal in presence of both multiplicative and additive noise.     

Pitman准则下指数分布尺度参数的估计

本文在Ｐｉｔｍａｎ准则下讨论了指数分布的参数估计问题，证明了 度参数的最接近仿射同变估计是ＰＣ－不容许的，并给出了优于它的估计。     

方差分量模型参数估计问题研究

方差分量模型的随机效应的协方差为单位阵时<线性模型引论>已进行研究.把随机效应的协方差推广为正定阵进行研究.用最小范数二次无偏估计法给出方差分量的估计.     

欧盟碳边境调节机制下中国钢铁行业的碳配额分配策略

欧盟启动碳边境调节机制将会影响中国钢铁行业的成本效率,鲜有研究从碳市场角度考虑如何应对其导致的负面影响.基于此,本文构建了两种价格可变的资源分配模型,从碳市场角度研究在短期和长期中国减缓欧盟碳边境调节机制负面影响的碳配额分配策略.本文以中国各省份钢铁行业为例进行成本效率评估和碳配额分配,研究发现:①在短期中国碳价格不变...     

Education returns of wage earners and self-employed workers: Response

This is a response to [Jordahl, H., Poutvaara, P., & Tuomala, J. (2009). Comment on education returns of wage earners and self-employed workers. Economics of Education Review 28]. We acknowledge that econometrics have improved since the time our original paper was written, so that the choice of accurate instruments is now more deeply founded. However, in this note, we argue that the differences in the estimates obtained by Jordahl et al. (2009) has been generated not only because the “sensibility of HT estimators to the choice of instrumental variables”, but also to the estimation metholology followed by them, in which rarely changing variables are considered to be time-varying.