R ＆ D STRATEGIC INVESTMENT IN AN ASYMMETRICAL CASE

This article analyzes R ＆ D investment decisions in an asymmetrical case. The investment decisions share three important characteristics. First, the investment is completely irreversible. Second, there are two kinds of uncertainties over the future returns from the investment and over technology in R ＆ D process, respectively. Third, there is strategic competition in the asymmetrical case. This article presents the optimal investment threshold values and the optimal investment rule of high-efficient firm （leader）, and shows that the investment threshold values are reduced by competition of two firms. Finally, the mixed investment strategies for two firms, the probability that each firm separately exercises the option to invest, and the probability that two firms simultaneously exercise the option are given in the paper.     

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.     

当代中国青年应激问题研究

作者认为，引起个体应激反应的因素来自内部和外部两个方面．就当代中国而言，青年的应激反应主要是适应性反应．这种适应性反应的外部因素则集中表现在新的价值观念的冲突，竞争加剧，社会分配不公，生活节奏加快，家庭与学校的精神保健职能出现偏差．以及科学和技术的变革速度加快等六个方面．为了培养和提高青年的应激反应能力，作者提出了五个方面的措施，以指导青年建立适宜应激水平．     

接触载荷作用下的表面裂纹分析

用边界积分方法分析了表面裂纹在接触载荷作用下的张开位移和应力强度因子，该方法将埋在无穷大弹性介质中裂纹模拟为连续分布的位错环，根据两个位错环之间的相互作用能可以得到弹性体的应变能，对弹性体的势能取极值，可以得到关于裂纹张开位移的边界积分方程，通过把半空间的边界模拟成一个包含在无穷大弹性介质中大裂纹，该方法能用已有的边界积分方法很好的处理具有任意表面形状的表面裂纹，文中算例分析了不同倾角的表面裂纹在法向和切向接触载荷作用下，裂纹尖端的应力强度因子，其结果对于分析路面表面裂纹的扩展具有重要意义。     

Influence of hydrochlorothiazide on the pain threshold and on the antinociceptive activity of morphine,in rats

Summary Hydrochlorothiazide, acutely injected in rats, has a weak analgesic activity per se and potentiates and prolongs the antinociceptive effect of morphine.This work was supported in part by grants from Consiglio Nazionale delle Ricerche, and by Ministero della Pubblica Istruzione, Roma.     

用栅板剪切干涉法确定应力强度因子

本文介绍了一种用栅板剪切干涉法确定应力强度因子的新方法,阐明了该方法的基本原理与实验技术,通过三点弯曲梁确定了Ⅰ型裂纹应力强度因子,实验结果与理论上近似计算结果相符合。     

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。     

现场获取声压－残余声强指数的方法

本文讨论了在现场获取声压－残余声强指数的技术，用实验验证了该技术具有予期的工程精度．     

Ruin Probability with Variable Premium Rate and Disturbed by Diffusion in a Markovian Environment

We consider a risk model with a premium rate which varies with the level of free reserves. In this model, the occurrence of claims is described by a Cox process with Markov intensity process, and the influence of stochastic factors is considered by adding a diffusion process. The integro-differential equation for the ruin probability is derived by a infinitesimal method.     

用边界元法分析试样宽度对非织造土工织物拉伸性能的影响

用边界元法从理论上分析非织造土工织物的拉伸性能。理论分析和试验表明：非织造土工织物的断裂强度随试样宽度的增加而增大。由于试样的不均匀性等原因，理论值一般高于试验值。通过回归分析得出非织遣土工织物试样宽度与断裂强度呈幂函数关系。