检索结果-南通市图书馆

Estimation of Partially Linear Panel Data Models with Cross-Sectional Dependence

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2021年第6期34卷 2219-2230页

作者： HUANG Bai sun yuying WANG Shouyang School of Statistics and Mathematics Central University of Finance&:EconomicsBeijing 100081China Academy of Mathematics and Systems Science Center for Forecasting ScienceChinese Academy of SciencesBeijing 100190China

This paper studies the estimation of the partially linear panel data models,allowing for cross-sectional dependence through a common factors *** semiparametric additive partial linear framework,including both linear and nonlinear additive components,is more flexible compared to linear models,and is preferred to a fully nonparametric regression because of the‘curse of dimensionality’.The consistency and asymptotic normality of the proposed estimators are established for the case where both cross-sectional dimension and temporal dimension go to *** theoretical findings are further supported for small samples via a Monte Carlo *** results suggest that the proposed method is robust to a wide variety of data generation processes.

关键词： Common correlated effects common factors cross-sectional dependence panel data semi-parametric estimation

Analyses of Political Crisis Impact on Tourism:A Panel Counterfactual Approach with Internet Search Index

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2024年第4期37卷 1581-1603页

作者： HUANG Bai sun yuying YANG Boyu School of Statistics and Mathematics Central University of Finance&EconomicsBeijing 102206China Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing 100190China Center for Forecasting Science Chinese Academy of SciencesBeijing 100190China School of Economics and Management University of Chinese Academy of SciencesBeijing 100190China

Existing research has shown that political crisis events can directly impact the tourism ***,the current methods suffer from potential changes of unobserved variables,which poses challenges for a reliable evaluation of the political crisis *** paper proposes a panel counterfactual approach with Internet search index,which can quantitatively capture the change of crisis impacts across time and disentangle the effect of the event of interest from the *** also provides a tool to examine potential channels through which the crisis may affect tourist *** research empirically applies the framework to analyze the THAAD event on tourist flows from the Chinese Mainland to South *** highlight the strong and negative short-term impact of the political crisis on the tourists' intentions to visit a *** paper provides essential evidence to help decision-makers improve the management of the tourism crisis.

关键词： Composite search index counterfactual analysis political crisis search query data tourism demand

Effectiveness of nourishing Yin and tonifying Yang sequential therapy in combination with Climen on diminished ovarian reserve: a retrospective study

在线全文

学校读者我要写书评

暂无评论

Journal of Traditional Chinese Medicine 2020年第1期40卷 150-156页

作者： sun yuying Tan Yong Chen Shuping Department of Reproductive Medicine The First Clinical Medical CollegeNanjing University of Traditional Chinese MedicineNanjingJiangsu 210029China Department of Gynecology Changzhou Hospital of Traditional Chinese MedicineChangzhouJiangsu 213003China

OBJECTIVE:To evaluate the clinical efficacy of nourishing Yin and tonifying Yang sequential therapy(NYTYST)in combination with the Western Medicine Climen in treating diminished ovarian reserve(DOR).METHODS:From September 2014 to September2016,46 patients with DOR who received NYTYST and Climen(treatment group)and 51 patients who received Climen only(control group)at the Jiangsu Provincial Traditional Chinese Medicine Hospital(Nanjing,China)were retrospectively *** and at 3 months after treatment,serum levels of follicle-stimulating hormone(FSH),FSH/luteinizing hormone(LH),estradiol(E2),and anti-Mullerian hormone(AMH),the antral follicle count(AFC),stromal peak systolic velocity(PSV),symptom scores,and the clinical effectiveness rate were measured and compared between the two ***:After treatment,serum levels of FSH,FSH/LH and E2,and symptom scores were significantly decreased compared with before treatment(all P<0.05)in the two *** levels,AFC,and PSV were significantly increased after treatment compared with before treatment in both groups(all P<0.05).Serum levels of FSH,FSH/LH,and E2 after treatment were significantly lower in the treatment group than in the control group(all P<0.05).However,AMH levels and the AFC were significantly higher after treatment in the treatment group than in the control group(both P<0.05).The clinical effectiveness rate was significantly higher in the treatment group than in the control group(87%vs 68.6%,P<0.05).CONCLUSION:NYTYST combined with Climen may be more effective in treating DOR than Climen alone.

关键词： Diminished Ovarian reserve Nourishing Yin Reinforcing Yang Sequential therapy Estradiol valerate,cyproterone acetate drug combination Retrospective studies

Molecular cloning and functional analysis of two calcium associated cuticular protein genes in Neocaridina denticulata sinensis

在线全文

学校读者我要写书评

暂无评论

Journal of Oceanology and Limnology 2024年第5期42卷 1659-1672页

作者： Xi GAO Mengmeng DUAN yuying sun Jiquan ZHANG School of Life Sciences/Hebei Basic Science Center for Biotic Interaction Hebei UniversityBaoding 071002China Institute of Life Science and Green Development Hebei UniversityBaoding 071002China

The body surface of crustaceans is covered with a sturdy *** growth and development of crustaceans are realized through *** denticulata sinensis is a suitable candidate for crustacean scientific *** calcium-associated cuticular protein genes,named NdCAP-1 and NdCAP-2,were obtained from *** *** docking simulated the binding effect of both proteins and calcium ***-quantitative reverse transcription PCR results show that NdCAP-1 is expressed in D_(2-4) stage,NdCAP-2 expressed in D_(2-4) and A-B stages,and both were significantly expressed in the cephalothorax cuticle and ***,it was revealed that NdCAP-1 and NdCAP-2 are regulated by NdEcR-mediated 20 E signaling *** of NdCAP-1 and NdCAP-2 was observed to cause surface *** recombinant proteins(rNdCAP-1 and rNdCAP-2),obtained by prokaryotic expression,had calcium-binding and chitin-binding ability,inhibited formation of calcium carbonate *** results show that calcium-associated cuticular proteins play important roles in cuticle formation and calcification.

关键词： Neocaridina denticulata sinensis calcium-associated cuticular protein molting cycle RNAi calcium-binding ability

Brexit and Its Impact on the US Stock Market

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Science & Complexity 2021年第3期34卷 1044-1062页

作者： QIAO Kenan LIU Zhengyang HUANG Bai sun yuying WANG Shouyang Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing 100190China Center for Forecasting Science Chinese Academy of SciencesBeijing 100190China School of Economics and Management University of Chinese Academy of SciencesBeijing 100190China School of Statistics and Mathematics Central University of Finance and EconomicsBeijing 100081China

This paper firstly analyzes the Brexit’s impact on the US stock market using a novel interval methodology. The interval-valued dummy variables are proposed to measure the direction and magnitudes of the changes in the inter-day trend and the intra-day volatility of S&P500 returns simultaneously. It is found that both the trend and the volatility of S&P500 returns increased before the Brexit. Besides, the Brexit negatively affected S&P500 returns’ trend in the short term after the event,while its impact on market volatility was positive, which slowly decayed across time. Furthermore, a new interesting finding is that there are both short-term momentum effects(i.e., positive autocorrelation of trends) and volatility clustering in stock markets.

关键词： Brexit interval time series intra-day volatility S&P500 index

An Event Analysis of Bitcoin Based on a Novel DRE Methods

在线全文

学校读者我要写书评

暂无评论

Journal of Systems Science and Information 2023年第2期11卷 139-159页

作者： Yao YUE yuying sun Kuo YANG Shouyang WANG School of Economics and Management University of Chinese Academy of SciencesBeijing 100190China Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijing 100190ChinaCenter for Forecasting ScienceChinese Academy of SciencesBeijing 100190China Minsheng Financial Leasing Co. Ltd.Shanghai 210000China School of Economics and Management University of Chinese Academy of SciencesBeijing 100190ChinaAcademy of Mathematics and Systems ScienceChinese Academy of SciencesBeijing 100190ChinaCenter for Forecasting ScienceChinese Academy of SciencesBeijing 100190China

Since Bitcoin came into the world,modelling and analyzing the underlying characteristics of Bitcoin has attracted increasing *** paper uses a framework including decomposition,reconstruction and extraction method(DRE)to analyze price fluctuations based on ultra-high-frequency data from Dec.1,2019,to Nov.30,***,the ensemble mode decomposition(EMD)is employed to decompose the Bitcoin hourly spot price into 13 intrinsic mode functions(IMF)plus a ***,the IMFs are reconstructed into high-frequency components,low-frequency components and a trend based on fine-to-coarse ***,the intraday volatility analysis based on LM test is applied on 15-minutes frequency data to detect discontinuous jump arrivals and extract jump from realized quadratic *** results show that three components of reconstruction can be identified as short term fluctuations process caused by microstructure noise,the shocks affected by major events,and a long-term trend based on inelastic supply and rigid *** find that approximately 40%of jumps can be matched with the news from the public news database(Factiva),and the jump sizes are larger than that of stock *** finding indicates that the Bitcoin market has more irregularly noise and unforeseen shocks from unscheduled events.

关键词： Bitcoin EMD jump realized variation

Secondary solar heat gain modelling of spectral-selective glazing based on dynamic solar radiation spectrum

在线全文

学校读者我要写书评

暂无评论

Building Simulation 2023年第12期16卷 2211-2224页

作者： Peng Xue Yi Shen Sheng Ye Jinqing Peng Yanyun Zhang Qianqian Zhang yuying sun Beijing Key Laboratory of Green Built Environment and Energy Efficient Technology Beijing University of TechnologyBeijing 100124China Faculty of Architecture Civil and Transportation EngineeringBeijing University of TechnologyBeijing 100124China State Grid Zhongxing CO. LTDLvyuan BranchBeijing 100761China College of Civil Engineering Hunan UniversityChangsha 410082HunanChina Key Laboratory for New Functional Materials of Ministry of Education Faculty of Materials and ManufacturingBeijing University of TechnologyBeijing 100124China

The secondary solar heat gain,defined as the heat flows from glazing to indoor environment through longwave radiation and convection,grows with the increasing of glazing *** the rapid development and application of spectrally selective glazing,the secondary solar heat gain becomes the main way of glazing heat transfer and biggest proportion,and indicates it should not be simplified calculated ***,a dynamic secondary solar heat gain model is developed with electrochromic glazing system in this study,taking into account with three key aspects,namely,optical model,heat transfer model,and outdoor radiation *** with the traditional K-Sc model,this new model is verified by on-site experimental measurements with dynamic outdoor spectrum and *** verification results show that the root mean square errors of the interior and exterior glass surface temperature are 3.25°C and 3.33°C,respectively,and the relative error is less than 10.37%.The root mean square error of the secondary heat gain is 13.15 W/m2,and the dynamic maximum relative error is only 13.2%.The simulated and measured results have a good *** addition,the new model is further extended to reveal the variation characteristics of secondary solar heat gain under different application conditions(including orientations,locations,EC film thicknesses and weather conditions).In summary,based on the outdoor spectrum and window spectral characteristics,the new model can accurately calculate the increasing secondary solar heat gain in real time,caused by spectrally selective windows,and will provide a computational basis for the evaluation and development of spectrally selective glazing materials.

关键词： econdary solar heat gain spectral-selective glazing solar spectrum dynamic heat transfer

Return direction forecasting:a conditional autoregressive shape model with beta density

维普期刊数据库评论

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Financial Innovation 2023年第1期9卷 2251-2266页

作者： Haibin Xie yuying sun Pengying Fan School of Banking and Finance University of International Business and EconomicsBeijingChina Academy of Mathematics and Systems Science Chinese Academy of SciencesBeijingChina School of Economics Beijing Technology and Business UniversityBeijingChina

This paper derives a new decomposition of stock returns using price extremes and proposes a conditional autoregressive shape(CARS)model with beta density to predict the direction of stock *** CARS model is continuously valued,which makes it different from binary classification *** empirical study is performed on the US stock market,and the results show that the predicting power of the CARS model is not only statistically significant but also economically *** also compare the CARS model with the probit model,and the results demonstrate that the proposed CARS model outperforms the probit model for return direction *** CARS model provides a new framework for return direction forecasting.

关键词： Return direction forecasting Price extremes CARS Beta distribution

Out-of-sample forecasts of China's economic growth and inflation using rolling weighted least squares

维普期刊数据库评论

在线全文

维普期刊数据库

学校读者我要写书评

暂无评论

Journal of Management Science and Engineering 2019年第1期4卷 1-11页

作者： yuying sun Yongmiao Hong Shouyang Wang Academy of Mathematics and Systems Science Chinese Academy of SciencesChina Center for forecasting Science Chinese Academy of SciencesChina Department of Economics and Department of Statistical Science Cornell UniversityUSA Wang Yanan Institute for Studies in Economics(WISE)and Ministry of Education Key Laboratory of Econometrics Xiamen UniversityChina School of Economics and Management University of Chinese Academy of SciencesChina

Macroeconomic forecasting in China is essential for the government to take proper policy decisions on government expenditure and money supply,among other *** existing literature on forecasting Chinas macroeconomic variables is unclear on the crucial issue of how to choose an optimal window to estimate parameters with rolling out-of-sample *** study fills this gap in forecasting economic growth and inflation in China,by using the rolling weighted least squares(WLS)with the practically feasible cross-validation(CV)procedure of Hong et al.(2018)to choose an optimal estimation *** undertake an empirical analysis of monthly data on up to 30 candidate indicators(mainly asset prices)for a span of 17 years(2000-2017).It is documented that the forecasting performance of rolling estimation is sensitive to the selection of rolling *** empirical analysis shows that the rolling WLS with the CV-based rolling window outperforms other rolling methods on univariate regressions in most *** possible explanation for this is that these macroeconomic variables often suffer from structural changes due to changes in institutional reforms,policies,crises,and other ***,we find that,in most cases,asset prices are key variables for forecasting macroeconomic variables,especially output growth rate.

关键词： Cross-validation Optimal rolling window Rolling out-of-sample forecasts Structural changes Weighted least squares