近年来,项目反应时间数据的建模是心理和教育测量领域的热门方向之一。针对反应时间的对数正态模型和Box-Cox正态模型的不足,本文在van der Linden的分层模型框架下基于偏正态分布建立一个反应时间的对数线性模型,并成功给出模型参数估...近年来,项目反应时间数据的建模是心理和教育测量领域的热门方向之一。针对反应时间的对数正态模型和Box-Cox正态模型的不足,本文在van der Linden的分层模型框架下基于偏正态分布建立一个反应时间的对数线性模型,并成功给出模型参数估计的马尔科夫链蒙特卡罗(Markov Chain Monte Carlo,MCMC)算法。模拟研究和实例分析的结果均表明,与对数正态模型和BoxCox正态模型相比,对数偏正态模型表现出更加优良的拟合效果,具有更强的灵活性和适用性。展开更多
This paper applies minimum multiple LM unit-root testing to examine 10 Chinese macroeconomic and financial series that allow for the possibility of up to two endogenous structural breaks.We find that 9 out of 10 serie...This paper applies minimum multiple LM unit-root testing to examine 10 Chinese macroeconomic and financial series that allow for the possibility of up to two endogenous structural breaks.We find that 9 out of 10 series, which are GDP,GDP per capita,total number of employed persons,nominal wages,real wages,bank credit,deposit liabilities,final consumption and trade,can be more accurately characterized as a segmented trend stationary process around one or two structural breaks as opposed to a stochastic unit root process.The conclusions have important implications for policy-makers to formulate long-term economic growth strategy and short-run stabilization policies,as well as investigate the relationship among the variables.展开更多
文摘近年来,项目反应时间数据的建模是心理和教育测量领域的热门方向之一。针对反应时间的对数正态模型和Box-Cox正态模型的不足,本文在van der Linden的分层模型框架下基于偏正态分布建立一个反应时间的对数线性模型,并成功给出模型参数估计的马尔科夫链蒙特卡罗(Markov Chain Monte Carlo,MCMC)算法。模拟研究和实例分析的结果均表明,与对数正态模型和BoxCox正态模型相比,对数偏正态模型表现出更加优良的拟合效果,具有更强的灵活性和适用性。
文摘This paper applies minimum multiple LM unit-root testing to examine 10 Chinese macroeconomic and financial series that allow for the possibility of up to two endogenous structural breaks.We find that 9 out of 10 series, which are GDP,GDP per capita,total number of employed persons,nominal wages,real wages,bank credit,deposit liabilities,final consumption and trade,can be more accurately characterized as a segmented trend stationary process around one or two structural breaks as opposed to a stochastic unit root process.The conclusions have important implications for policy-makers to formulate long-term economic growth strategy and short-run stabilization policies,as well as investigate the relationship among the variables.
