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 Experimental and Theoretical Research of “Local Resonance“ in Ultrasonic Honing System

In 1982, Professor Fang Guoliang found the “Non full resonance“ phenomenon in a tool system while he use the thin-long tool ultrasonically machining deep-small hole. He called it as “local resonance“. Also this “Non full resonance“ phenomenon was discovered in the ultrasonic drilling and the ultrasonic honing system later. To its mechanism, professor Fang thought that the coupling of long-thin tool bar and driving system is weak, so the tool bar can vibrate independently, but the quantitative relation betwe...     

多个矩阵之和与积的特征值关系问题

给出了3个以上矩阵之和与积的特征值之间的若干等价关系.     

奇异矩阵的Krylov方法的误差分析比较

Krylov方法是求解线性方程组Ax=b,A∈CN×N,b∈CN的一种迭代方法,当A非奇异时,已有很好研究.而当A奇异或接近奇异阵时,在一定的假定条件下,Krylov方法的解与范教最小的最小二乘解A+b之间的差是可以估计出来的.     

应用核磁共振实验实现量子计算的注记

从量子力学的基本原理出发,阐述了利用核磁共振进行量子计算的实验方法,澄清了有关文献中若干容易混淆而又十分重要的概念,并进一步报道CNOT门操作的实验方法和结果.实验结果与理论的预言一致.     

流体非线性声学参量B／A的分子热力学研究

提出流体非线性声学参量Ｂ／Ａ的体积模量表述，证明了Ｂ／Ａ是流体体积模量的函数，研究了理想气体、硬球液体Ｂ／Ａ的性质，得到硬球体系液体的Ｂ／Ａ表达式．为用热力学、分子热力学方法计算流体的Ｂ／Ａ提供了理论依据     

矩阵的相似准直和与群逆

首先引入矩阵的相似准直和的定义,讨论了它和群逆的关系,得到了一些性质和应用。     

Fuzzy－AHP投入产出模型及其在地方电网理论电价研究中的应用

本文提出了应用Fuzzy-AHP编制投入产出表和建立投入产出模型的方法, 并用来研究地方电网理论电价问题, 以某县为例进行了验证, 结果表明方法和模型是合理可行的。     

平面桁架结构损伤的探测、定位与评估

利用参数识别技术描述了对平面桁架结构损伤的探测、定位与评估（ＤＬＥ）的一个新算法。这一概念始于精确＂健康＂模型，利用动力响应数据周期地更新这一＂健康＂模型，当损伤发生时，用一个识别算法（一个显式桁架损伤模型），以动力响应数据构造出一个桁架损伤模型，由此比较损伤模型与健康模型的参数，从而探测、定位及评估损伤的程度     

最小二乘解存在的充分必要条件

本文提出了当观测值的权矩阵为正定或半正定的前提下，其最小二乘解存在的充分必要条件为并以间接平差为例验证了该结论的正确性。