Robustness of alternative non‐linearity tests for SETAR models

In recent years there has been a growing interest in exploiting potential forecast gains from the non‐linear structure of self‐exciting threshold autoregressive (SETAR) models. Statistical tests have been proposed in the literature to help analysts check for the presence of SETAR‐type non‐linearities in an observed time series. It is important to study the power and robustness properties of these tests since erroneous test results might lead to misspecified prediction problems. In this paper we investigate the robustness properties of several commonly used non‐linearity tests. Both the robustness with respect to outlying observations and the robustness with respect to model specification are considered. The power comparison of these testing procedures is carried out using Monte Carlo simulation. The results indicate that all of the existing tests are not robust to outliers and model misspecification. Finally, an empirical application applies the statistical tests to stock market returns of the four little dragons (Hong Kong, South Korea, Singapore and Taiwan) in East Asia. The non‐linearity tests fail to provide consistent conclusions most of the time. The results in this article stress the need for a more robust test for SETAR‐type non‐linearity in time series analysis and forecasting. Copyright © 2004 John Wiley & Sons, Ltd.     

High precision topographic data on Lop Nor basin's Lake "Great Ear" ? and the timing of its becoming a dry salt lake

High precision elevation measurements using DGPS were carried out along three representative tran- sects for the "Great Ear" area, a dry salt lake within the Lop Nor basin. Results indicate that the Lop Nor basin is only 5.2 m deep and its lowest point occurs at the center of the "Great Ear". In addition, the basin is asymmetric - steeper in the southwest (0.19‰) and gentler in the northeast (0.09‰). Points along the same "Great Ear" ring were found to have an identical elevation value, but different when from different ones (lower towards the center). The spacing of the "Great Ear" rings was found to be closely related with the surface steepness. The closer the "Great Ear" rings are spaced, the steeper the ground surface, and vice versa. These findings support the argument that the "Great Ear" rings are the former shoreline trails left behind by Lop Nor water during the last few episodes of recession towards its total dry up. A comprehensive analysis of the high precision elevation data, historical accounts, aerial and satellite photographs and imagery, and official topographic maps of the study area suggests that the "Great Ear" area in the Lop Nor basin was incorrectly mapped as being covered by a great body of water on the 1963 topographic maps. A re-interpretation of the 1958 aerial photographs and newer remote sensing imagery indicated that the "Great Ear" ring structure was already in place in 1958 and it continued to appear on the subsequent remote sensing data without any major changes. It is estimated that lake water in the "Great Ear" area of the Lop Nor basin disappeared between the late 1930s and early 1940s.     

浅谈预算编制改革与预算执行改革

针对传统预算编制方法与预算执行机制中存在的突出问题,浅谈如何同步推进预算编制改革与预算执行改革。     

首达渗流中关于时间常数μ的上界估计

对2维首达渗流的时间常数μ给出了一个上界估计．     

测定氨氮时浓度及时间对反应的影响

采用纳氏试剂分光光度法，对不同浓度的氨氮标准溶液在各显色时间下的吸光值进行了分析，以了解实验随浓度、时间的变化情况，掌握达到最大显色所需的时间。从而指导实际的检测工作。     

河南省高校体育教育专业学生专项技能现状调查

采用问卷调查法对河南省5所院校的426名体育教育专业学生入校前运动经历、在校时运动专项技能现状进行了调查。结果表明，1）一些体育教育专业开设的专选课程少，不能满足学生的需求；2）部分学校体育教育专业课程的设置不合理；3）学生在校期间专项技能学习时间不足．课余练习少，缺乏组织与指导。     

Unit roots versus other types of time heterogeneity,parameter time dependence and superexogeneity

This paper stresses the restrictive nature of the standard unit root/cointegration assumptions and examines a more general type of time heterogeneity, which might characterize a number of economic variables, and which results in parameter time dependence and misleading statistical inference. We show that in such cases ‘operational’ models cannot be obtained, and the estimation of time‐varying parameter models becomes necessary. For instance, economic processes subject to endemic change can only be adequately modelled in a state space form. This is a very important point, because unstable models will break down when used for forecasting purposes. We also discuss a new test for the null of cointegration developed by Quintos and Phillips (1993), which is based on parameter constancy in cointegrating regressions. Finally, we point out that, if it is possible to condition on a subset of superexogenous variables, parameter instability can be handled by estimating a restricted system. Copyright © 2002 John Wiley & Sons, Ltd.     

网络时间同步系统的设计与实现

阐述了网络时间协议的概念与体系结构,以思科路由器为例说明了网络时间同步系统的设计与实现方法。     

输入具有饱和非线性的离散系统闭环稳定性

基于矩阵范数和离散时间系统李雅普诺夫定理，给出了控制输入具有饱和非线性特性的状态反馈控制系统的闭环渐近稳定性判据，并用算例验证了基本原理的正确性。     

平面布朗运动首中带形之分布

首中时是近代马氏过程的一个重要概念．作为强马氏过程的布朗运动，其首中某集的时间或位置的分布对于研究质点运动以及位势论中的Didchlet问题与平衡问题都有重要意义．球面的首中与末遇分布在六几年就已解决，1981年白苏华等在文献[1]给出了平面布朗运动首中椭圆的分布，本文用类似方法求出平面布朗运动首中带形之分布。