Estimation and testing of time-varying coefficient regression models in the presence of linear restrictions

A linear regression model with random walk coefficients is extended to allow for linear restrictions between the coefficients to be satisfied at each point in time. Estimation in this model is shown to be no more involved than estimation in the standard model. It is also demonstrated how, after a slight modification to the testing problem, classical test procedures may be applied to the problem of testing for such restrictions. The performance of the Lagrange Multiplier test for a variety of different restrictions is then investigated via simulation. An empirical application involving testing for homogeneity in a random walk coefficient version of the AIDS model is given.     

用“多化一”最小二乘法建立吸附动力学方程

用若干个一元最小二乘法，建立多元经验公式；以吸附动力学方程为例，取得了预期的结果。     

φ—混合序列下回归函数估计的相合性

本文在样本序列{(X_n,Y_n),n≥1}为φ-混合的,平稳的情形下讨论了回归函数m(x)的最近邻估计m_n(x)的L_p相合性和强相合性,并给出了它在非参数k_n-NN判别中的一个应用。     

选择最小方差阈值的判别式方法

本文阐述了选择最小方差阈值的各次累积矩判别式方法,证明了零次矩判别式最小方差阈值选择法在理论上可使统计累积矩的次数降到最低,在实用上可进一步减少运算量。     

Java字节代码程序的部分计值

为了有效地构造一个Java部分计值器，并且形式化地描述计值规则，提出了Java字节代码程序的静态语义，在此基础上构造了一个online的Java部分计值器，为今后能够建立一个完善而且实用的计值器提供了基础。     

A Dynamic Forecasting System with Applications in Production Logistics

Production logistics involve the co-ordination of ac tivities such as production and materials control (PMC), inventory management, p roduct life cycle management, etc. Those activities demand for an accurate forec asting model. However, the conventional methods of making sell and buy decision based on human forecast or conventional moving average and exponential smoothing methods is no longer be sufficient to meet the future need. Furthermore, the un derlying statistics of the market information change ...     

偏最小二乘紫外分光光度法同时测定萘，1－甲基萘和蒽

用偏最小二乘法（ＰＬＳ）进行校正和预测，不经分离同时测定了混合体系中的萘，１－甲基萘和蒽。萘，１－甲基萘和蒽的浓度分别在０～２８ｍｇ／Ｌ，０～４０ｍｇ／Ｌ和０～４０ｍｇ／Ｌ的浓度范围服从比耳定律。对合成样品中这三种组分进行分析，结果令人满意。     

几乎共线性的度量问题

本文考虑回归分析和数值相关分析等领域中的向量相关性的度量问题,引进一种用于度量共线性影响的数量指标,并讨论了它的基本性质以及与病态条件数和复相关系数的关系.     

房地产宏观需求预测

本文使用定量预测技术对房地产进行宏观需求预测,通过Matlab,对历史数据进行处理,得到多种曲线拟合的数学模型,并利用主成分分析筛选要素,最后建立主成分回归曲线模型来进行预测。     

上海股票市场行业与地区效应分析

根据国家标准行业分类，参照地区的远近和经济发达程度，把上海股票市场的股票划分为15个行业、12个地区。依据上海股票市场从1995年7月到2000年6月的股票回报率月数据，利用约束回归分析法对回报率的行业和地区效应进行了横截面和时间序列分析，结果表明上海股票市场具有明显的行业和地区效应，并且行业效应大于地区效应。