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.     

The performance of non‐linear exchange rate models: a forecasting comparison

In recent years there has been a considerable development in modelling non‐linearities and asymmetries in economic and financial variables. The aim of the current paper is to compare the forecasting performance of different models for the returns of three of the most traded exchange rates in terms of the US dollar, namely the French franc (FF/$), the German mark (DM/$) and the Japanese yen (Y/$). The relative performance of non‐linear models of the SETAR, STAR and GARCH types is contrasted with their linear counterparts. The results show that if attention is restricted to mean square forecast errors, the performance of the models, when distinguishable, tends to favour the linear models. The forecast performance of the models is evaluated also conditional on the regime at the forecast origin and on density forecasts. This analysis produces more evidence of forecasting gains from non‐linear models. Copyright © 2002 John Wiley & Sons, Ltd.     

图G_i~(S*)(P,2(sum form j=1 to n)mj)的伴随多项式因式分解的图论方法及应用

通过研究图的伴随多项式的因式分解 ,给出了证明非色唯一图的一种新方法 ,并且得到了若干图簇的色等价图的结构性质     

障碍可越路线规划的符号图方法

本文给出２—Ｄ路线规划问题在障碍可越情况下的启发式符号方法．这一方法利用推理规则在由图像信息导出的连通图知识结构上进行启发式符号Ａ搜索以对空间关系进行分析和分类，以符号描述形式给出两声间路线规划方案．     

对学前儿童羞愧感的实验研究

羞愧感是一种深刻的社会情感,它与人的个性道德认识有密切的联系.实验研究表明,羞愧感的最初萌芽是与儿童的道德认识联系在一起的,儿童以后发展的全过程,都与这种道德认识分不开,同时,当羞愧感成为个性的一种稳定的品质时,它就会显著地改变儿童的个性结构.     

农村剩余劳动力转移中的深层次矛盾及政策取向

简析了农村剩余劳动力的成因及现状,对转移中的深层次矛盾加以剖析,提出了政策建议,以期就教与方家.     

论多媒体辅助教学在大学英语课堂上的应用

随着英语教学改革的发展和深入,多媒体在大学英语教学的课堂上开始广泛地应用.虽然多媒体教学有着许多传统英语教学方式所无法比拟的优势,但我们也应注意它在课堂上的合理应用,以免过犹不及.     

氯离子诱导的镍在硝酸溶液中的电流振荡

报道了氯了子诱导的镍在0．5mol.dm^-2硝酸溶液中活化－钝化过渡区电流振荡，在恒电位条件下，随着氯离子浓度的升高或者电极电位的降低，电流振荡由周期性振荡逐渐向非周期性振荡转变，根据实验结果，对该体系的电流振荡机理进行了讨论。     

剃齿时齿形中凹现象的形成机理

本文综合啮合原理、微分几何和弹性力学的基础理论,对剃齿过程中刀具齿面和被剃齿轮齿面间的失配进行了分析。最后利用径向力求出了齿面间的压切量,从而解释并验证了剃齿过程中产生的齿形中凹现象。这对提高剃齿精度、降低噪音有着重要意义。     

后现代主义文化视野中的村上春树

日本现代文坛作家村上春树的作品引起了世界文坛的广泛关注,主要因为其作品中体现了文化意识的多元与整合,表现西方文化在当代日本的重要影响.他的以<斯普特尼克恋人>为代表的小说创作体现出多种文化的基本特征.